Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000742212
          XXXXXXXX
        
      
      
      
      
        S000018235
        C000050283
      
      
      
    
  
  
    
      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Multi-Sector Bond Portfolio
      S000018235
      P0C14V6IL3O47L1ZG636
      2022-12-31
      2022-03-31
      N
    
    
      1243752796.00
      21552416.36
      1222200379.64
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      6556802.26000000
      0.00000000
      0.00000000
      12831015.53000000
      
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JVO0 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0JVO0 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1600000.00000000
        OU
        Notional Amount
        
        323244.45000000
        0.026447745834
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GLENCORE FINANCE EUROPE
                GLENCORE FINANCE EUROPE
                
                  
                
              
            
            Y
            
            sell protection
            2027-12-20
            311996.53000000
            EUR
            0.00000000
            EUR
            1600000.00000000
            EUR
            -58909.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley ABS Capital I Inc Trust 2007-HE5
        61753KAD8
        
          
        
        57642.60000000
        PA
        USD
        29362.71000000
        0.002402446480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        600000.00000000
        PA
        
        630602.19000000
        0.051595646712
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
        
        800000.00000000
        PA
        USD
        718000.00000000
        0.058746504416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        331803.00000000
        0.027148003349
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2044-08-11
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SWU01CCZ0 IRS EUR R F   .25000 SWU01CCZ0 CCPVANILLA / Short: SWU01CCZ0 IRS EUR P V 06MEURIB SWUV1CCZ2 CCPVANILLA
        000000000
        
          
        
        15300000.00000000
        OU
        Notional Amount
        
        -1669318.18000000
        -0.13658301926
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-09-21
            0.00000000
            EUR
            -1333033.23000000
            EUR
            15300000.00000000
            EUR
            -204247.83000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397XL2
        
          
        
        200000.00000000
        PA
        USD
        199775.00000000
        0.016345519386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-04
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JJ14 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0JJ14 CDS USD P V 03MEVENT 2 CCPCDX
        000000000
        
          
        
        29600000.00000000
        OU
        Notional Amount
        USD
        -2569807.47000000
        -0.21026073243
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.EM.S34
                2I65BZDZ2
              
            
            Y
            
            sell protection
            2025-12-20
            0.00000000
            USD
            -826178.55000000
            USD
            29600000.00000000
            USD
            -1743628.92000000
          
        
        
          N
          N
          N
        
      
      
        NOBLE FINANCE CO
        5493003DTPH8AMMK4P51
        Noble Finance Co
        65505JAA9
        
          
        
        32532.00000000
        PA
        USD
        36435.84000000
        0.002981167458
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          11.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Renaissance Home Equity Loan Trust
        N/A
        Renaissance Home Equity Loan Trust 2006-4
        75970HAJ9
        
          
        
        1524360.26000000
        PA
        USD
        671463.32000000
        0.054938889824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          5.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325CU7
        
          
        
        6000000.00000000
        PA
        USD
        5049660.00000000
        0.413161383691
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT AUTH OF NEW YORK & NEW JE
        54930006MR4KZ4W74Z83
        Port Authority of New York & New Jersey
        73358WEK6
        
          
        
        200000.00000000
        PA
        USD
        239849.80000000
        0.019624425257
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        139100.00000000
        0.011381112485
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        636609.05000000
        0.052087125859
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA
        000000000
        
          
        
        200000.00000000
        PA
        
        223127.04000000
        0.018256174987
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        400000.00000000
        PA
        USD
        403095.32000000
        0.032981115594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA Bond Co Ltd
        2138002EPF6QVRZBMC58
        AA Bond Co Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        130051.31000000
        0.010640751890
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2023-07-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMK INTL CAPITAL DAC
        635400CNBLB2PNXXQI80
        MMK International Capital DAC
        553142AA8
        
          
        
        1400000.00000000
        PA
        USD
        280000.00000000
        0.022909500329
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-06-13
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        3900000.00000000
        PA
        USD
        4046250.00000000
        0.331062734671
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        1167.00000000
        NC
        USD
        -4368754.36000000
        -0.35744992660
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            147763879.36000000
            USD
            -4368754.36000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        700000.00000000
        PA
        USD
        743536.50000000
        0.060835891756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        700000.00000000
        PA
        
        605483.68000000
        0.049540459165
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IOF9 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IOF9 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        
        27262.02000000
        0.002230568772
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            22339.54000000
            EUR
            0.00000000
            EUR
            400000.00000000
            EUR
            3342.29000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money UK PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        131392.28000000
        0.010750469578
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-22
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT DRILL VIII/IX
        549300YNW6BY570L6488
        Odebrecht Drilling Norbe VIII/IX Ltd
        G67106AC1
        
          
        
        1689812.00000000
        PA
        USD
        937862.56000000
        0.076735580811
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-12-01
          Fixed
          7.35000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2007-AR8 Trust
        94985YAA5
        
          
        
        22342.61000000
        PA
        USD
        21938.50000000
        0.001795000260
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-25
          Variable
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        
        272137.44000000
        0.022266188469
        Long
        DBT
        NUSS
        UA
        N
        
        3
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -125.86000000
        -0.00001029782
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            6980634100.00000000
            IDR
            485000.00000000
            USD
            2022-05-20
            -125.86000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        317U550I7 PIMCO
        000000000
        
          
        
        -7100000.00000000
        NC
        USD
        -132095.50000000
        -0.01080800678
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    7100000.00000000
                    OU
                    Notional Amount
                    N/A
                    -132095.50000000
                    -0.01000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-04-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  7100000.00000000
                  USD
                
              
            
            1.00000000
            1.94750000
            USD
            2022-04-18
            XXXX
            -82484.25000000
          
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAK7
        
          
        
        1400000.00000000
        PA
        USD
        1357146.00000000
        0.111041202621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asset Backed Securities Corp Home Equity Ln Trst
        N/A
        Asset Backed Securities Corp Home Equity Loan Trust Series WMC 2005-HE5
        04541GSL7
        
          
        
        117024.06000000
        PA
        USD
        116884.72000000
        0.009563466183
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397XU2
        
          
        
        800000.00000000
        PA
        USD
        797928.00000000
        0.065286184924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1
        86358BAT9
        
          
        
        63089.23000000
        PA
        USD
        61702.70000000
        0.005048492949
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-02-25
          Floating
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DS8
        
          
        
        2700000.00000000
        PA
        USD
        2451276.00000000
        0.200562529748
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2041-03-11
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796X20
        
          
        
        20800000.00000000
        PA
        USD
        20757490.00000000
        1.698370442833
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-07-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        700000.00000000
        PA
        USD
        581630.00000000
        0.047588759559
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2047-11-28
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KSB9 CDS EUR R F  5.00000 1 CCPITRAXX / Short: SWPC0KSB9 CDS EUR P V 03MEVENT 2 CCPITRAXX
        000000000
        
          
        
        44700000.00000000
        OU
        Notional Amount
        
        3605514.35000000
        0.295001900675
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S27
                2I667KJP4
              
            
            Y
            
            sell protection
            2027-06-20
            2762202.23000000
            EUR
            0.00000000
            EUR
            44700000.00000000
            EUR
            560052.83000000
          
        
        
          N
          N
          N
        
      
      
        Madison Park Euro Funding
        635400XLHN7OVUSEV112
        Madison Park Euro Funding XIV DAC
        000000000
        
          
        
        300000.00000000
        PA
        
        327832.79000000
        0.026823162180
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-07-15
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0K144 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0K144 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        600000.00000000
        OU
        Notional Amount
        
        -41373.63000000
        -0.00338517567
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CASINO GUICHARD PERRACHO
                CASINO GUICHARD PERRACHO
                
                  
                
              
            
            Y
            
            sell protection
            2023-06-20
            12308.30000000
            EUR
            0.00000000
            EUR
            600000.00000000
            EUR
            -55907.84000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMN9
        
          
        
        115000.00000000
        PA
        USD
        104919.10000000
        0.008584443414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2007-AR4
        17311WAF4
        
          
        
        288703.50000000
        PA
        USD
        260712.17000000
        0.021331376944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        000000000
        
          
        
        700000.00000000
        PA
        
        712226.60000000
        0.058274126883
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-04-23
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL FIN EU
        254900GTNATA5DHR0920
        Liberty Mutual Finance Europe DAC
        000000000
        
          
        
        100000.00000000
        PA
        
        112287.89000000
        0.009187355189
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-03-27
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
        
        5700000.00000000
        PA
        USD
        5249757.00000000
        0.429533249003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Loan Trust
        N/A
        Structured Asset Investment Loan Trust 2006-BNC3
        86361KAC1
        
          
        
        8746.39000000
        PA
        USD
        8571.07000000
        0.000701281896
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-25
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAQ6
        
          
        
        200000.00000000
        PA
        USD
        196751.71000000
        0.016098154875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HW0
        
          
        
        500000.00000000
        PA
        USD
        471675.49000000
        0.038592320691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AC1
        
          
        
        400000.00000000
        PA
        USD
        493344.00000000
        0.040365230466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IO36 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IO36 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        
        27262.02000000
        0.002230568772
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            22330.02000000
            EUR
            0.00000000
            EUR
            400000.00000000
            EUR
            3217.27000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        CWABS Asset-Backed Certificates Trust 2007-13
        126698AA7
        
          
        
        1350278.72000000
        PA
        USD
        1312578.67000000
        0.107394719545
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-10-25
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4
        86359RAD8
        
          
        
        169665.31000000
        PA
        USD
        166627.86000000
        0.013633432191
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAH8
        
          
        
        100000.00000000
        PA
        USD
        107255.00000000
        0.008775565920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        126670TG3
        
          
        
        97308.31000000
        PA
        USD
        91215.58000000
        0.007463226285
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-07-25
          Variable
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Loan Trust
        N/A
        Structured Asset Investment Loan Trust 2005-7
        86358EWD4
        
          
        
        340872.50000000
        PA
        USD
        335001.31000000
        0.027409687935
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSI Asset Securitization Corporation Trust
        N/A
        HSI Asset Securitization Corp Trust 2006-NC1
        40430HER5
        
          
        
        875256.06000000
        PA
        USD
        828562.64000000
        0.067792700264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        000000000
        
          
        
        900000.00000000
        PA
        
        991019.02000000
        0.081084823447
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-05-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Trust 2003-W6
        31393BX75
        
          
        
        16690.75000000
        PA
        USD
        16613.94000000
        0.001359346656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-25
          Floating
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBL0
        
          
        
        200000.00000000
        PA
        USD
        194286.92000000
        0.015896486634
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-09-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AQ2
        
          
        
        5700000.00000000
        PA
        USD
        6037347.60000000
        0.493973631539
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2034-04-02
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CD9
        
          
        
        1300000.00000000
        PA
        USD
        1225878.38000000
        0.100300932680
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2031-09-18
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2007-QA1 Trust
        74923GAA1
        
          
        
        7179.18000000
        PA
        USD
        7233.07000000
        0.000591807212
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Equity Loan Trust
        N/A
        Home Equity Loan Trust
        43710XAE8
        
          
        
        500000.00000000
        PA
        USD
        458956.00000000
        0.037551616547
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP Trust
        N/A
        GSAMP Trust 2004-WF
        36242DKL6
        
          
        
        14664.06000000
        PA
        USD
        14638.10000000
        0.001197684131
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-25
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Securities Trust
        N/A
        Bear Stearns Asset Backed Securities I Trust 2007-HE6
        07387YAA1
        
          
        
        67533.48000000
        PA
        USD
        67287.41000000
        0.005505431934
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828W71
        
          
        
        3970000.00000000
        PA
        USD
        3953406.63000000
        0.323466323187
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        100000.00000000
        PA
        
        131228.87000000
        0.010737099430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-06
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        550000.00000000
        PA
        USD
        497755.50000000
        0.040726177825
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166BR4
        
          
        
        424000.00000000
        PA
        USD
        540524.10000000
        0.044225489453
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        P3579EBK2
        
          
        
        500000.00000000
        PA
        USD
        531255.00000000
        0.043467094991
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALASKA AIRLINES 2020 TR
        N/A
        Alaska Airlines 2020-1 Class A Pass Through Trust
        01166VAA7
        
          
        
        176483.54000000
        PA
        USD
        180460.79000000
        0.014765237599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        4300000.00000000
        PA
        USD
        263375.00000000
        0.021549248747
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2037-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        000000000
        
          
        
        1390000.00000000
        PA
        
        1882326.13000000
        0.154011253911
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAF0
        
          
        
        400000.00000000
        PA
        USD
        391405.81000000
        0.032024684046
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AF2
        
          
        
        100000.00000000
        PA
        USD
        105759.50000000
        0.008653204643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-OA2
        126694R75
        
          
        
        313746.92000000
        PA
        USD
        278969.11000000
        0.022825153276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-20
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROWTHPOINT PROPERTIES L
        378900C761245FC57265
        Growthpoint Properties International Pty Ltd
        40009VAA6
        
          
        
        300000.00000000
        PA
        USD
        303276.00000000
        0.024813934363
        Long
        DBT
        
        ZA
        N
        
        2
        
          2023-05-02
          Fixed
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        000000000
        
          
        
        200000.00000000
        PA
        
        215078.85000000
        0.017597674946
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-11
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BELARUS
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        07737JAE3
        
          
        
        600000.00000000
        PA
        USD
        90000.00000000
        0.007363767963
        Long
        DBT
        NUSS
        BY
        N
        
        2
        
          2026-02-24
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1460.05000000
        -0.00011946077
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            17817.00000000
            USD
            1393378.49000000
            RUB
            2022-04-21
            -1460.05000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        1700000.00000000
        PA
        
        794563.89000000
        0.065010934641
        Long
        DBT
        NUSS
        UA
        N
        
        3
        
          2030-01-27
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fremont Home Loan Trust
        N/A
        Fremont Home Loan Trust 2005-2
        35729PLP3
        
          
        
        300000.00000000
        PA
        USD
        289957.02000000
        0.023724180161
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        1880000.00000000
        PA
        USD
        1642650.00000000
        0.134401038271
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796H44
        
          
        
        1400000.00000000
        PA
        USD
        1399534.89000000
        0.114509446512
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-05-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Euro Galaxy CLO DAC
        635400H1W7SGWXGQOB43
        Euro-Galaxy III CLO DAC
        000000000
        
          
        
        300000.00000000
        PA
        
        327618.96000000
        0.026805666685
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-24
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAR2
        
          
        
        200000.00000000
        PA
        USD
        200750.00000000
        0.016425293539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTIA SPA
        8156008DEC771409C487
        Atlantia SpA
        000000000
        
          
        
        1200000.00000000
        PA
        
        1306299.54000000
        0.106880963364
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-02-03
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AA2
        
          
        
        2700000.00000000
        PA
        USD
        2707290.00000000
        0.221509504096
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF JORDAN
        5493000JZ4MYPVMBVN50
        Jordan Government International Bond
        418097AL5
        
          
        
        400000.00000000
        PA
        USD
        372224.00000000
        0.030455235180
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2030-07-07
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAA7
        
          
        
        5700000.00000000
        PA
        USD
        5222625.00000000
        0.427313318421
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-06
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Numericable Group SA
        5493001ZMCICV4N02J21
        Numericable Group SA USD Term Loan B11
        67053NAK0
        
          
        
        193893.09000000
        PA
        USD
        189126.62000000
        0.015474272725
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2025-07-31
          Floating
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-45T1
        02149JAN6
        
          
        
        108730.35000000
        PA
        USD
        54353.50000000
        0.004447184021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        600000.00000000
        PA
        USD
        153300.00000000
        0.012542951430
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-08-03
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC CB144A INTELSAT JA
        N/A
        ESC CB144A INTELSAT JA
        458ESCAB6
        
          
        
        200000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2024-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        76200.00000000
        0.006234656875
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-30
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CB4
        
          
        
        1900000.00000000
        PA
        USD
        1345960.00000000
        0.110125968083
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2043-04-16
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDW5
        
          
        
        2800000.00000000
        PA
        USD
        2660028.00000000
        0.217642544079
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2048-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IPK7 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IPK7 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        300000.00000000
        OU
        Notional Amount
        
        20446.51000000
        0.001672926169
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            15936.66000000
            EUR
            0.00000000
            EUR
            300000.00000000
            EUR
            3225.97000000
          
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
        92925VAH3
        
          
        
        2742.26000000
        PA
        USD
        2686.12000000
        0.000219777382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLG Euro CLO
        N/A
        Man GLG Euro CLO
        000000000
        
          
        
        300000.00000000
        PA
        
        331166.27000000
        0.027095906327
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-10-15
          Floating
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Pass-Through Trust
        549300EJG376EN5NQE29
        CVS Pass-Through Trust
        126650BY5
        
          
        
        622139.03000000
        PA
        USD
        687930.76000000
        0.056286249903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-10
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAP0
        
          
        
        800000.00000000
        PA
        USD
        723804.64000000
        0.059221437994
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-2 AA PTT
        N/A
        American Airlines 2017-2 Class AA Pass Through Trust
        02376AAA7
        
          
        
        162114.43000000
        PA
        USD
        155363.09000000
        0.012711752719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Mortgage Loan Trust 2007-10
        17313QAR9
        
          
        
        22777.78000000
        PA
        USD
        22518.98000000
        0.001842494927
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Variable
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        000000000
        
          
        
        2300000.00000000
        PA
        
        2265633.13000000
        0.185373296207
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        2549003PA4N7YYXOW035
        Wellfleet CLO 2017-1 Ltd
        94950GAL1
        
          
        
        3810697.40000000
        PA
        USD
        3805130.35000000
        0.311334410738
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397YT4
        
          
        
        300000.00000000
        PA
        USD
        284250.00000000
        0.023257233816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sculptor CLO XXV, Ltd.
        N/A
        Sculptor CLO XXV Ltd
        811244AC6
        
          
        
        2100000.00000000
        PA
        USD
        2089401.03000000
        0.170954048518
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-15
          Floating
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-5T2
        12668BMU4
        
          
        
        360581.04000000
        PA
        USD
        112845.78000000
        0.009233001550
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R43
        
          
        
        18900000.00000000
        PA
        USD
        18879683.07000000
        1.544728948256
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEASEPLAN CORPORATION NV
        724500C60L930FVHS484
        LeasePlan Corp NV
        52206AAD2
        
          
        
        300000.00000000
        PA
        USD
        293050.73000000
        0.023977306412
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-10-24
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        300000.00000000
        PA
        
        331883.56000000
        0.027154594739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-26
          Floating
          0.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YANLORD LAND HK CO LTD
        549300O56H3950RDWG19
        Yanlord Land HK Co Ltd
        000000000
        
          
        
        1900000.00000000
        PA
        USD
        1681500.00000000
        0.137579731442
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2026-05-20
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18964.96000000
        -0.00155170627
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            4646161.09000000
            USD
            6181480.00000000
            AUD
            2022-05-03
            -18964.96000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285P1
        
          
        
        4230000.00000000
        PA
        USD
        4274282.81000000
        0.349720298013
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAH2
        
          
        
        5500000.00000000
        PA
        USD
        5809457.50000000
        0.475327744678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        498000.00000000
        0.040746182728
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-04-26
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        P97475AG5
        
          
        
        32000.00000000
        PA
        USD
        2624.00000000
        0.000214694745
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2020-12-09
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP Trust
        N/A
        GSAMP Trust 2007-FM2
        3622MHAC0
        
          
        
        163687.98000000
        PA
        USD
        114793.77000000
        0.009392385398
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC GCB INTELSAT JACKS
        N/A
        ESC GCB INTELSAT JACKS
        458ESCAA8
        
          
        
        700000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2023-08-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        549300C6QY0XRSC8FH09
        KKR CLO 9 Ltd
        48250LAW9
        
          
        
        2200000.00000000
        PA
        USD
        2170879.99000000
        0.177620628021
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
        
        1700000.00000000
        PA
        USD
        1605656.73000000
        0.131374262088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA Bond Co Ltd
        2138002EPF6QVRZBMC58
        AA Bond Co Ltd
        000000000
        
          
        
        1200000.00000000
        PA
        
        1604202.63000000
        0.131255288144
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2024-07-31
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        000000000
        
          
        
        1400000.00000000
        PA
        
        1413234.07000000
        0.115630308543
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        101.00000000
        NC
        USD
        -447538.78000000
        -0.03661746367
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            14129882.53000000
            USD
            -447538.78000000
          
        
        
          N
          N
          N
        
      
      
        LENOVO GROUP LTD
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        526250AB1
        
          
        
        400000.00000000
        PA
        USD
        370275.47000000
        0.030295807149
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2030-11-02
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZQ9
        
          
        
        600000.00000000
        PA
        USD
        617118.00000000
        0.050492375086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          5.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CH6
        
          
        
        500000.00000000
        PA
        USD
        496875.00000000
        0.040654135629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitization Trust
        N/A
        Residential Asset Securitization Trust 2007-A2
        761120AL8
        
          
        
        3300486.72000000
        PA
        USD
        1293478.90000000
        0.105831983163
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        800000.00000000
        PA
        USD
        947888.00000000
        0.077555858743
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2049-03-14
          Fixed
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4169438.37000000
        0.341141963253
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            226692412.00000000
            EUR
            254947864.29000000
            USD
            2022-04-04
            4169438.37000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        740000.00000000
        PA
        
        4039.28000000
        0.000330492451
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2025-04-12
          Fixed
          42.03000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        USD
        615000.00000000
        0.050319081080
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        REVERSE REPO MORGAN STANLEY
        000000000
        
          
        
        -2719920.00000000
        PA
        
        -3008910.84000000
        -0.24618801385
        Short
        RA
        CORP
        LU
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.50000000
          2024-03-22
          
            
              3000000.00000000
              USD
              3009541.41000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Securitized Asset Backed Receivables LLC Trust
        213800LBQA1Y9L22JB70
        Securitized Asset Backed Receivables LLC Trust 2005-FR4
        81375WFJ0
        
          
        
        42614.20000000
        PA
        USD
        39836.09000000
        0.003259374703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANITOWOC COMPANY INC
        2RTSLGQ89VMY18RHX631
        Manitowoc Co Inc/The
        563571AL2
        
          
        
        6200000.00000000
        PA
        USD
        6464678.00000000
        0.528937652752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Funding
        635400655NWVVZHH1395
        Towd Point Mortgage Funding 2019 - Granite4 PLC
        000000000
        
          
        
        1576996.22000000
        PA
        
        2078746.84000000
        0.170082326484
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2051-10-20
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-22
        126694LW6
        
          
        
        9319.91000000
        PA
        USD
        8125.61000000
        0.000664834517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Variable
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laurelin BV
        5493000IP0JWCUCF6H56
        Laurelin 2016-1 DAC
        000000000
        
          
        
        400000.00000000
        PA
        
        436910.78000000
        0.035747884494
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-20
          Floating
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSI Asset Securitization Corporation Trust
        N/A
        HSI Asset Securitization Corp Trust 2005-I1
        40430HCN6
        
          
        
        175315.10000000
        PA
        USD
        173137.04000000
        0.014166010981
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-25
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2007-AL1
        02150NAA1
        
          
        
        3805812.80000000
        PA
        USD
        3271874.39000000
        0.267703597912
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sands China Ltd
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAE5
        
          
        
        3200000.00000000
        PA
        USD
        3136704.00000000
        0.256644004719
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-08
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBION FINANCING 3 SARL
        N/A
        Albion Financing 3 SARL EUR Term Loan
        000000000
        
          
        
        1400000.00000000
        PA
        
        1544103.41000000
        0.126337991357
        Long
        LON
        CORP
        GB
        N
        
        2
        
          2026-07-31
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        000000000
        
          
        
        500000.00000000
        PA
        
        555872.80000000
        0.045481314624
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-03-29
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1263229.88000000
        0.103357019114
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            44382000.00000000
            GBP
            59565626.77000000
            USD
            2022-04-04
            1263229.88000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        11243.85000000
        0.000919967804
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            4255000.00000000
            NOK
            494555.13000000
            USD
            2022-04-04
            11243.85000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R35
        
          
        
        4600000.00000000
        PA
        USD
        4596693.75000000
        0.376099846356
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-HE3
        57645JAB5
        
          
        
        2026619.01000000
        PA
        USD
        741173.08000000
        0.060642517572
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AE8
        
          
        
        100000.00000000
        PA
        USD
        101570.00000000
        0.008310421244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
        
        300000.00000000
        PA
        USD
        265140.08000000
        0.021693666964
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        123750.00000000
        0.010125180949
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2032-09-25
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU01CD06 IRS EUR R V 06MEURIB SWUV1CD08 CCPVANILLA / Short: BWU01CD06 IRS EUR P F   .50000 SWU01CD06 CCPVANILLA
        000000000
        
          
        
        4500000.00000000
        OU
        Notional Amount
        
        684267.03000000
        0.055986484818
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2052-09-21
            495773.63000000
            EUR
            0.00000000
            EUR
            4500000.00000000
            EUR
            140091.74000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAG8
        
          
        
        100000.00000000
        PA
        USD
        106710.66000000
        0.008731028215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAC4
        
          
        
        1900000.00000000
        PA
        USD
        1505750.00000000
        0.123199929003
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurosail Plc
        724500VX65TCSYFLOA51
        Eurosail-NL 2007-2 BV
        000000000
        
          
        
        43943.28000000
        PA
        
        48612.24000000
        0.003977436172
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2040-10-17
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
        93362FAF0
        
          
        
        7115.12000000
        PA
        USD
        6764.82000000
        0.000553495164
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Variable
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -149668.05000000
        -0.01224578657
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            22566000.00000000
            EUR
            24813963.99000000
            USD
            2022-04-04
            -149668.05000000
          
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZC0
        
          
        
        600000.00000000
        PA
        USD
        595365.91000000
        0.048712626826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Floating
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PAC7
        
          
        
        475000.00000000
        PA
        USD
        636708.03000000
        0.052095224367
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITCHELLS & BUTLERS FIN
        213800E7QA1U8BF34219
        Mitchells & Butlers Finance PLC
        000000000
        
          
        
        1022758.00000000
        PA
        
        1256215.18000000
        0.102783078857
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2030-12-15
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BQ3
        
          
        
        500000.00000000
        PA
        USD
        510575.00000000
        0.041775064752
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-29
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-HY10
        12668BUH4
        
          
        
        7211.55000000
        PA
        USD
        6675.45000000
        0.000546182942
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Variable
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice Financing SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA USD 2017 1st Lien Term Loan
        000000000
        
          
        
        1169465.60000000
        PA
        USD
        1127560.14000000
        0.092256569281
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2026-01-31
          Floating
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6898.48000000
        -0.00056443117
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2168510.51000000
            USD
            1954000.00000000
            EUR
            2022-04-04
            -6898.48000000
          
        
        
          N
          N
          N
        
      
      
        ABERTIS INFRAESTRUCTURAS
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        000000000
        
          
        
        600000.00000000
        PA
        
        639252.18000000
        0.052303385815
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-03-26
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valeant Pharmaceuticals International, Inc.
        B3BS7ACMDUWISF18KY76
        Valeant Pharmaceuticals International Inc 2018 Term Loan B
        C9413PAZ6
        
          
        
        250734.97000000
        PA
        USD
        248305.85000000
        0.020316296258
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2025-06-02
          Floating
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co Ltd
        000000000
        
          
        
        600000.00000000
        PA
        USD
        492000.00000000
        0.040255264864
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-04-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marble Point CLO X LTD
        549300PJ1FVY9B16K017
        Marble Point Clo X Ltd
        566061AL1
        
          
        
        5200000.00000000
        PA
        USD
        5169294.83000000
        0.422949862895
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: SWPC0KAW2 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0KAW2 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        1800000.00000000
        OU
        Notional Amount
        
        349427.56000000
        0.028590038574
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                HOCHTIEF AG
                HOCHTIEF AG
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            327882.94000000
            EUR
            0.00000000
            EUR
            1800000.00000000
            EUR
            -39314.53000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        1400000.00000000
        PA
        
        1391938.76000000
        0.113887933859
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180BM2
        
          
        
        300000.00000000
        PA
        USD
        312077.58000000
        0.025534076506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        Kennedy-Wilson Inc
        489399AN5
        
          
        
        1800000.00000000
        PA
        USD
        1711638.00000000
        0.140045611874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -57960.95000000
        -0.00474234429
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            2798000.00000000
            AUD
            2035783.11000000
            USD
            2022-04-04
            -57960.95000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
        
        300000.00000000
        PA
        USD
        301742.86000000
        0.024688493394
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINNACLE BIDCO PLC
        2138006Z5V8OBL2A2Q06
        Pinnacle Bidco PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        110871.67000000
        0.009071480572
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        Coty Inc
        000000000
        
          
        
        1880000.00000000
        PA
        
        2077149.86000000
        0.169951662149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA
        12531TAF6
        
          
        
        3400000.00000000
        PA
        USD
        3408500.00000000
        0.278882256688
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        600502.08000000
        0.049132866427
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-01-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connect Finco Sarl
        2594001KNYIQ456J2792
        Connect Finco Sarl 2021 Term Loan B
        000000000
        
          
        
        1176000.22000000
        PA
        USD
        1164484.83000000
        0.095277734273
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2026-12-11
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JB4
        
          
        
        200000.00000000
        PA
        USD
        201944.17000000
        0.016523000104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pass-Through CTFS
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust
        939355BR3
        
          
        
        262651.12000000
        PA
        USD
        228896.33000000
        0.018728216241
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-25
          Floating
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI S
        J4CP7MHCXR8DAQMKIL78
        Banca Monte dei Paschi di Siena SpA
        000000000
        
          
        
        500000.00000000
        PA
        
        371976.48000000
        0.030434983182
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-01-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AJ5
        
          
        
        800000.00000000
        PA
        USD
        837310.39000000
        0.068508438055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Mortgage Corp
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAB3
        
          
        
        782000.00000000
        PA
        USD
        779638.36000000
        0.063789733090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAM7
        
          
        
        400000.00000000
        PA
        USD
        347400.00000000
        0.028424144337
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-03-08
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-OA17
        12668PAA0
        
          
        
        23406.10000000
        PA
        USD
        20416.10000000
        0.001670438034
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-20
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AV8
        
          
        
        400000.00000000
        PA
        USD
        432430.19000000
        0.035381284215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money UK PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        267667.14000000
        0.021900430114
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance, LLC
        549300406TN7EY0NPH20
        Hilton Worldwide Finance, LLC 2019 Term Loan B2
        43289DAH6
        
          
        
        1120295.33000000
        PA
        USD
        1106291.64000000
        0.090516388182
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Asset-Backed Certificates
        N/A
        WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust
        933631AA1
        
          
        
        119085.31000000
        PA
        USD
        108700.14000000
        0.008893806761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -76441.32000000
        -0.00625440159
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            7277020.99000000
            USD
            6509000.00000000
            EUR
            2022-04-04
            -76441.32000000
          
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YDM8
        
          
        
        400000.00000000
        PA
        
        449707.34000000
        0.036794894478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW FINANCE NV
        5299006ZHG3IXU0PNJ56
        BMW Finance NV
        05600LAA4
        
          
        
        400000.00000000
        PA
        USD
        400865.90000000
        0.032798705243
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        549300ZK5CJ7PM7YBH85
        Sound Point Clo XVI Ltd
        83610KAJ2
        
          
        
        5200000.00000000
        PA
        USD
        5200465.09000000
        0.425500202473
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        45262BAB9
        
          
        
        200000.00000000
        PA
        USD
        195624.79000000
        0.016005950681
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-26
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BA7
        
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.016363928806
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-04-02
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBF1
        
          
        
        5200000.00000000
        PA
        USD
        4920500.00000000
        0.402593558467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAD8
        
          
        
        200000.00000000
        PA
        USD
        173000.00000000
        0.014154798417
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IMR5 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IMR5 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        500000.00000000
        OU
        Notional Amount
        
        34077.54000000
        0.002788212192
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            21552.00000000
            EUR
            0.00000000
            EUR
            500000.00000000
            EUR
            11523.09000000
          
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AE7
        
          
        
        100000.00000000
        PA
        USD
        94208.38000000
        0.007708096116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2L7
        
          
        
        200000.00000000
        PA
        USD
        190181.18000000
        0.015560556449
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JOR1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0JOR1 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        300000.00000000
        OU
        Notional Amount
        
        -1406.75000000
        -0.00011509978
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                ATLANTIA SPA
                ATLANTIA SPA
                
                  
                
              
            
            Y
            
            sell protection
            2025-12-20
            0.00000000
            EUR
            -8595.38000000
            EUR
            300000.00000000
            EUR
            9109.72000000
          
        
        
          N
          N
          N
        
      
      
        Long Beach Mortgage Loan Trust
        N/A
        Long Beach Mortgage Loan Trust 2006-1
        542514RM8
        
          
        
        55925.26000000
        PA
        USD
        51323.60000000
        0.004199278682
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R50
        
          
        
        29700000.00000000
        PA
        USD
        29662039.54000000
        2.426937516476
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        000000000
        
          
        
        1200000.00000000
        PA
        
        1221299.73000000
        0.099926309167
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
        
        500000.00000000
        PA
        USD
        495677.58000000
        0.040556163151
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        200000.00000000
        PA
        USD
        202249.00000000
        0.016547941186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        126670YH5
        
          
        
        18447.69000000
        PA
        USD
        18387.11000000
        0.001504426795
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AW9
        
          
        
        3000000.00000000
        PA
        USD
        3078225.00000000
        0.251859273755
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-08
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAB1
        
          
        
        4536000.00000000
        PA
        USD
        4309200.00000000
        0.352577210070
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        900000.00000000
        PA
        
        1005509.35000000
        0.082270417089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-06
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares European CLO
        635400SFL7VSI4HNPI68
        Ares European CLO X DAC
        000000000
        
          
        
        1100000.00000000
        PA
        
        1209504.25000000
        0.098961207192
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-15
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        000000000
        
          
        
        3200000.00000000
        PA
        
        3851620.65000000
        0.315138230535
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AV6
        
          
        
        500000.00000000
        PA
        USD
        413750.00000000
        0.033852877718
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2046-10-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DAZ8
        
          
        
        100000.00000000
        PA
        USD
        99963.39000000
        0.008178968986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -3580.82000000
        -0.00029298141
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1192546.80000000
            BRL
            244896.25000000
            USD
            2022-05-03
            -3580.82000000
          
        
        
          N
          N
          N
        
      
      
        JOHN LEWIS PLC
        213800JSUFNZLZLCVJ25
        John Lewis PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1190035.18000000
        0.097368254815
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2034-12-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAG9
        
          
        
        700000.00000000
        PA
        USD
        654500.00000000
        0.053550957020
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B77
        
          
        
        1800000.00000000
        PA
        USD
        1674018.00000000
        0.136967556866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: SWPC0K045 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0K045 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        
        -3483.49000000
        -0.00028501791
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                CASINO GUICHARD PERRACHO
                CASINO GUICHARD PERRACHO
                
                  
                
              
            
            Y
            
            sell protection
            2022-12-20
            1458.79000000
            EUR
            0.00000000
            EUR
            100000.00000000
            EUR
            -5244.52000000
          
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AF2
        
          
        
        2655000.00000000
        PA
        USD
        2721279.74000000
        0.222654139642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUNI ELEC AUTH OF GEORGIA
        JA0WNILDDF2KUPS83B16
        Municipal Electric Authority of Georgia
        626207YM0
        
          
        
        97000.00000000
        PA
        USD
        131441.15000000
        0.010754468104
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2057-04-01
          Fixed
          6.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        1200000.00000000
        PA
        USD
        1216211.11000000
        0.099509960090
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI S
        J4CP7MHCXR8DAQMKIL78
        Banca Monte dei Paschi di Siena SpA
        000000000
        
          
        
        3800000.00000000
        PA
        
        4056617.86000000
        0.331911029285
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-09-24
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300NQPL9XHZ20E278
        Venture 33 CLO Ltd
        92330YAN3
        
          
        
        1000000.00000000
        PA
        USD
        992705.27000000
        0.081222791821
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS Finance PLC
        2138002D68XDR4LZCG32
        INEOS Finance PLC
        000000000
        
          
        
        2700000.00000000
        PA
        
        2838414.74000000
        0.232238083646
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1400000.00000000
        PA
        
        1242685.75000000
        0.101676105710
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAC4
        
          
        
        3900000.00000000
        PA
        USD
        3927724.09000000
        0.321364986906
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accredited Mortgage Loan Trust
        N/A
        Accredited Mortgage Loan Trust 2005-3
        004375DW8
        
          
        
        174797.97000000
        PA
        USD
        173836.27000000
        0.014223221731
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Specialty Underwriting & Residential Finance
        N/A
        Specialty Underwriting & Residential Finance Trust Series 2005-BC2
        84751PFW4
        
          
        
        145644.60000000
        PA
        USD
        144211.88000000
        0.011799364687
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BJ9
        
          
        
        200000.00000000
        PA
        USD
        203011.94000000
        0.016610364665
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        1900000.00000000
        PA
        
        2272630.83000000
        0.185945845530
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cairn CLO BV
        549300SJJA6F0HPES196
        Cairn CLO X DAC
        000000000
        
          
        
        700000.00000000
        PA
        
        764644.89000000
        0.062562972711
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-15
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        Structured Asset Mortgage Investments II Trust 2005-AR8
        86359LRY7
        
          
        
        391812.21000000
        PA
        USD
        384586.29000000
        0.031466713348
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BTG PACTUAL/CAYMAN
        ZXLTQRYIK6IJH3R0IK66
        Banco BTG Pactual SA/Cayman Islands
        05971AAE1
        
          
        
        500000.00000000
        PA
        USD
        496255.00000000
        0.040603407449
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2025-01-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0HEJ4 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0HEJ4 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        700000.00000000
        OU
        Notional Amount
        USD
        42162.37000000
        0.003449710105
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                FORD MOTOR COMPANY
                FORD MOTOR COMPANY
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            35261.09000000
            USD
            0.00000000
            USD
            700000.00000000
            USD
            6901.28000000
          
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
        
        900000.00000000
        PA
        
        978967.98000000
        0.080098811643
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-14
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI ELECTRICITY MUMBAI
        335800AIC1B5EBFVUC38
        Adani Electricity Mumbai Ltd
        00654GAA1
        
          
        
        300000.00000000
        PA
        USD
        270854.39000000
        0.022161209774
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-12
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        100000.00000000
        PA
        USD
        89854.11000000
        0.007351831295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novastar Home Equity Loan
        N/A
        NovaStar Mortgage Funding Trust Series 2007-2
        66989EAC9
        
          
        
        228396.73000000
        PA
        USD
        225323.72000000
        0.018435906562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1550000.00000000
        PA
        
        1439479.84000000
        0.117777728102
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2030-04-16
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FING CORP V
        N/A
        Tobacco Settlement Financing Corp/VA
        88880NAT6
        
          
        
        3125000.00000000
        PA
        USD
        3169295.00000000
        0.259310588737
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          6.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Trust
        N/A
        IndyMac INDX Mortgage Loan Trust 2004-AR6
        45660NX83
        
          
        
        15400.60000000
        PA
        USD
        15440.63000000
        0.001263346850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        Teva Pharmaceutical Finance Netherlands II BV
        000000000
        
          
        
        800000.00000000
        PA
        
        890221.31000000
        0.072837590695
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        Chubb INA Holdings Inc
        171239AC0
        
          
        
        200000.00000000
        PA
        
        213080.52000000
        0.017434172296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        Credit Suisse AG
        22546DAA4
        
          
        
        7400000.00000000
        PA
        USD
        7585000.00000000
        0.620601999995
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loxam SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
        
        100000.00000000
        PA
        
        106199.98000000
        0.008689244559
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-04-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
        
        2600000.00000000
        PA
        
        3066800.89000000
        0.250924557142
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CP2
        
          
        
        200000.00000000
        PA
        USD
        189600.00000000
        0.015513004508
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-09
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE SUKUK DIFC LTD
        635400AMGMPG1J5EQD94
        DAE Sukuk Difc Ltd
        23302JAA3
        
          
        
        1000000.00000000
        PA
        USD
        973750.00000000
        0.079671878377
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL UK FUNDING UN
        BR7Z6BPTFF652NNO9651
        GE Capital UK Funding Unlimited Co
        000000000
        
          
        
        800000.00000000
        PA
        
        1276394.50000000
        0.104434143636
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2033-01-18
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAG0
        
          
        
        4000000.00000000
        PA
        USD
        3933247.04000000
        0.321816872709
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-11-03
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0K1S1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0K1S1 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        
        -7002.42000000
        -0.00057293551
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                MARKS & SPENCER PLC
                MARKS & SPENCER PLC
                
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            0.00000000
            EUR
            -6212.51000000
            EUR
            100000.00000000
            EUR
            402.26000000
          
        
        
          N
          N
          N
        
      
      
        Transocean Poseidon Ltd
        N/A
        Transocean Poseidon Ltd
        89383JAA6
        
          
        
        187500.00000000
        PA
        USD
        185625.00000000
        0.015187771423
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        9300000.00000000
        PA
        USD
        9784269.60000000
        0.800545455801
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2046-10-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12422.62000000
        0.001016414346
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2215739.00000000
            USD
            32061743330.00000000
            IDR
            2022-05-20
            12422.62000000
          
        
        
          N
          N
          N
        
      
      
        Casino Guichard-Perrachon SA
        969500VHL8F83GBL6L29
        Casino Guichard-Perrachon SA 2021 EUR Term Loan B
        000000000
        
          
        
        1300000.00000000
        PA
        
        1394980.94000000
        0.114136843944
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2025-08-31
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        12670FAA8
        
          
        
        804202.01000000
        PA
        USD
        740100.52000000
        0.060554761095
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-06-25
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF FINANCE GMBH
        5493001N9T6QDCCXB426
        ZF Finance GmbH
        000000000
        
          
        
        2000000.00000000
        PA
        
        2099108.92000000
        0.171748344622
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-09-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        293.00000000
        NC
        USD
        -2026003.45000000
        -0.16576688109
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            53923628.45000000
            USD
            -2026003.45000000
          
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBV0
        
          
        
        300000.00000000
        PA
        USD
        305925.00000000
        0.025030674601
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-04
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-WMC4
        57645MAE2
        
          
        
        867736.54000000
        PA
        USD
        341170.23000000
        0.027914426773
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KJ52 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0KJ52 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        500000.00000000
        OU
        Notional Amount
        
        -55937.29000000
        -0.00457676915
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                MARKS & SPENCER PLC
                MARKS & SPENCER PLC
                
                  
                
              
            
            Y
            
            sell protection
            2028-12-20
            0.00000000
            EUR
            -31311.99000000
            EUR
            500000.00000000
            EUR
            -20060.21000000
          
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        5493006GWRDBCZYWTM57
        GLP Capital LP / GLP Financing II Inc
        361841AK5
        
          
        
        400000.00000000
        PA
        USD
        430509.32000000
        0.035224119315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DQ5
        
          
        
        200000.00000000
        PA
        USD
        170454.00000000
        0.013946485604
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2049-05-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Fitzgerald LP
        549300RLUEEVQEMX0450
        Cantor Fitzgerald LP
        138616AC1
        
          
        
        200000.00000000
        PA
        USD
        201734.72000000
        0.016505862979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-17
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        Georgia-Pacific LLC
        373298BU1
        
          
        
        200000.00000000
        PA
        USD
        279406.52000000
        0.022860942007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-59
        12668AEV3
        
          
        
        4457.76000000
        PA
        USD
        4214.80000000
        0.000344853435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-20
          Floating
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAU2
        
          
        
        200000.00000000
        PA
        USD
        231890.74000000
        0.018973217801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BK SCOTLND GRP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BG5
        
          
        
        3700000.00000000
        PA
        USD
        3846059.02000000
        0.314683179949
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-18
          Fixed
          4.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT EMERGENCE SA
        N/A
        INTELSAT EMERGENCE SA
        000000000
        
          
        
        9427.00000000
        NS
        USD
        280453.25000000
        0.022946585083
        Long
        EC
        CORP
        LU
        N
        
        3
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756BW9
        
          
        
        1000000.00000000
        PA
        USD
        889010.00000000
        0.072738481742
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2045-01-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIBOROUGH NY BRIDGE & TUNNEL
        54930020ZN4LQF7K3456
        Triborough Bridge & Tunnel Authority
        89602NVM3
        
          
        
        800000.00000000
        PA
        USD
        960208.16000000
        0.078563889849
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAR6
        
          
        
        1100000.00000000
        PA
        USD
        896500.00000000
        0.073351310876
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-08-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        Toll Brothers Finance Corp
        88947EAT7
        
          
        
        100000.00000000
        PA
        USD
        100468.50000000
        0.008220296906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
        
        2900000.00000000
        PA
        USD
        2679312.73000000
        0.219220413823
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        549300EJG376EN5NQE29
        CVS Pass-Through Trust Series 2013
        12665UAA2
        
          
        
        370851.93000000
        PA
        USD
        387418.20000000
        0.031698419216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397C27
        
          
        
        600000.00000000
        PA
        USD
        610080.00000000
        0.049916528432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAF9
        
          
        
        200000.00000000
        PA
        USD
        177241.35000000
        0.014501824165
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-06-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIQUE PUB FINANCE CO
        213800FOMWLKHQTI5562
        Unique Pub Finance Co PLC/The
        000000000
        
          
        
        276160.00000000
        PA
        
        376718.57000000
        0.030822979298
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-28
          Fixed
          7.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0IIT6 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0IIT6 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        USD
        5403.98000000
        0.000442151719
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL ELECTRIC CO
                GENERAL ELECTRIC CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            0.00000000
            USD
            -3286.27000000
            USD
            400000.00000000
            USD
            8690.25000000
          
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        111452.67000000
        0.009119017786
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-03-17
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Securities LLC
        1V8Y6QCX6YMJ2OELII46
        REVERSE REPO CREDIT SUISSE FR
        000000000
        
          
        
        -923184.00000000
        PA
        
        -1021272.08000000
        -0.08356011804
        Short
        RA
        CORP
        FR
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.75000000
          2024-03-21
          
            
              1000000.00000000
              USD
              994241.97000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 A PTT
        N/A
        United Airlines 2019-2 Class A Pass Through Trust
        90932MAA3
        
          
        
        93008.34000000
        PA
        USD
        84378.30000000
        0.006903802470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        5689610.30000000
        NS
        USD
        5689610.30000000
        0.465521889436
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies Euro
        635400GXUD5SKWFXE966
        Carlyle Euro CLO 2021-2 DAC
        000000000
        
          
        
        900000.00000000
        PA
        
        986166.35000000
        0.080687779715
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-01-15
          Floating
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STYROLUTION
        5299003M4PGUGL48LS74
        INEOS Styrolution Group GmbH
        000000000
        
          
        
        3200000.00000000
        PA
        
        3210177.50000000
        0.262655580334
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2027-01-16
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q-PARK HOLDING BV
        2549003839B7HE3NDP48
        Q-Park Holding I BV
        000000000
        
          
        
        2000000.00000000
        PA
        
        2016140.18000000
        0.164959871849
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        2800000.00000000
        PA
        USD
        2646840.00000000
        0.216563506614
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
        
        300000.00000000
        PA
        USD
        298044.00000000
        0.024385853986
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia Finance BV
        5299009XLZLD9TALOZ03
        Vonovia Finance BV
        25155FAB2
        
          
        
        300000.00000000
        PA
        USD
        306380.49000000
        0.025067942630
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-10-02
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOBLE CORP
        N/A
        NOBLE CORP
        65500J106
        
          
        
        2440.00000000
        NS
        USD
        85522.00000000
        0.006997379597
        Long
        EC
        CORP
        KY
        N
        
        3
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        1489336.00000000
        0.121856941366
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER (BC) BIDC
        213800CCW2O2WZ7YV169
        Summer BC Bidco B LLC
        865632AA1
        
          
        
        400000.00000000
        PA
        USD
        385032.00000000
        0.031503181181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-1CB
        12667F2Q7
        
          
        
        266762.96000000
        PA
        USD
        162794.82000000
        0.013319814222
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER REAL ESTATE AG
        529900Y6QFNN3D363B76
        ADLER Real Estate AG
        000000000
        
          
        
        4900000.00000000
        PA
        
        4960467.06000000
        0.405863649090
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-02-06
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESCO PROPERTY FIN 3 PLC
        213800HCQGDQGFP75D78
        Tesco Property Finance 3 PLC
        000000000
        
          
        
        93530.97000000
        PA
        
        145195.71000000
        0.011879861307
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2040-04-13
          Fixed
          5.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBX9
        
          
        
        378000.00000000
        PA
        USD
        284921.28000000
        0.023312157707
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2046-01-23
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        23242HAF9
        
          
        
        900000.00000000
        PA
        USD
        826795.53000000
        0.067648115953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-02-25
          Floating
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET GOVT NASHVILLE & DAVIDSON
        549300GW8FVQJ3DU6O10
        Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue
        592098G50
        
          
        
        100000.00000000
        PA
        USD
        130971.59000000
        0.010716048872
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
        
        4000000.00000000
        PA
        
        4848218.30000000
        0.396679495503
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS FINANCE PLC
        2138002D68XDR4LZCG32
        INEOS Finance PLC
        000000000
        
          
        
        3400000.00000000
        PA
        
        3574300.05000000
        0.292447957760
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 21-1 A PPT
        N/A
        British Airways 2021-1 Class A Pass Through Trust
        11042CAA8
        
          
        
        399733.49000000
        PA
        USD
        367274.13000000
        0.030050238579
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI S
        J4CP7MHCXR8DAQMKIL78
        Banca Monte dei Paschi di Siena SpA
        000000000
        
          
        
        7100000.00000000
        PA
        
        5132330.26000000
        0.419925434936
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-01-18
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAT8
        
          
        
        500000.00000000
        PA
        USD
        504045.00000000
        0.041240782476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT AUTH OF NEW YORK & NEW JE
        54930006MR4KZ4W74Z83
        Port Authority of New York & New Jersey
        73358WCX0
        
          
        
        1100000.00000000
        PA
        USD
        1342056.98000000
        0.109806624376
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AM6
        
          
        
        500000.00000000
        PA
        USD
        399850.00000000
        0.032715584666
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2050-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Leasing GmbH
        5299004GLEUX88BSNB74
        Volkswagen Leasing GmbH
        000000000
        
          
        
        1800000.00000000
        PA
        
        2056363.43000000
        0.168250923846
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-01-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2G8
        
          
        
        5800000.00000000
        PA
        USD
        5921808.00000000
        0.484520222595
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-10
          Fixed
          4.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAA4
        
          
        
        293000.00000000
        PA
        USD
        301831.86000000
        0.024695775343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIVERSIDE CA ELEC REVENUE
        549300FG48YQF1N4C302
        City of Riverside CA Electric Revenue
        768874SG5
        
          
        
        200000.00000000
        PA
        USD
        293427.92000000
        0.024008167963
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-10-01
          Fixed
          7.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JM0
        
          
        
        500000.00000000
        PA
        USD
        496102.87000000
        0.040590960227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ace Securities Corp.
        N/A
        ACE Securities Corp Home Equity Loan Trust Series 2006-FM1
        00441VAD0
        
          
        
        7249221.21000000
        PA
        USD
        2381638.84000000
        0.194864842105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDI
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B69
        
          
        
        2900000.00000000
        PA
        USD
        2619497.50000000
        0.214326352997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IO28 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IO28 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        300000.00000000
        OU
        Notional Amount
        
        20446.51000000
        0.001672926169
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            16747.51000000
            EUR
            0.00000000
            EUR
            300000.00000000
            EUR
            2412.86000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        100000.00000000
        PA
        
        108456.73000000
        0.008873891041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-25
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corporation
        549300B3CEAHYG7K8164
        Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR4
        65535VMX3
        
          
        
        2119.24000000
        PA
        USD
        2275.40000000
        0.000186172418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        107613.54000000
        0.008804901536
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-01-20
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        
        632497.86000000
        0.051750749757
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2025-04-11
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINNACLE BIDCO PLC
        2138006Z5V8OBL2A2Q06
        Pinnacle Bidco PLC
        000000000
        
          
        
        400000.00000000
        PA
        
        524146.19000000
        0.042885454687
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAAC Series
        N/A
        RAAC Series 2007-RP4 Trust
        74919LAD0
        
          
        
        193350.49000000
        PA
        USD
        186330.86000000
        0.015245524637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-11-25
          Floating
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2376.88000000
        0.000194475475
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            31384.00000000
            USD
            506467.07000000
            ZAR
            2022-11-08
            2376.88000000
          
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12770RAA1
        
          
        
        7300000.00000000
        PA
        USD
        7450270.50000000
        0.609578480264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puget Energy Inc
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AF9
        
          
        
        200000.00000000
        PA
        USD
        200542.94000000
        0.016408351964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        400000.00000000
        PA
        
        440567.06000000
        0.036047040022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-07
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        900000.00000000
        PA
        
        995668.59000000
        0.081465249609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-21
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI S
        J4CP7MHCXR8DAQMKIL78
        Banca Monte dei Paschi di Siena SpA
        000000000
        
          
        
        300000.00000000
        PA
        
        300346.81000000
        0.024574269080
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-09
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        126670YJ1
        
          
        
        1500000.00000000
        PA
        USD
        1464749.85000000
        0.119845311325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECT FINCO SARL/CONNE
        N/A
        Connect Finco SARL / Connect US Finco LLC
        20752TAA2
        
          
        
        1800000.00000000
        PA
        USD
        1831302.00000000
        0.149836477758
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        784F5XWPLTWKTBV3E584
        GSR Mortgage Loan Trust 2006-AR1
        3623414A4
        
          
        
        1120.58000000
        PA
        USD
        1141.66000000
        0.000093410214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        Santos Finance Ltd
        803014AA7
        
          
        
        700000.00000000
        PA
        USD
        654094.98000000
        0.053517818427
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-29
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Loan Trust
        N/A
        Structured Asset Investment Loan Trust
        86358EEM4
        
          
        
        32878.49000000
        PA
        USD
        32730.64000000
        0.002678009313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AE5
        
          
        
        1400000.00000000
        PA
        USD
        1466929.13000000
        0.120023619239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Capital, Inc.
        G5GSEF7VJP5I7OUK5573
        Long: SWPC0K1X0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K1X0 CDS USD P V 03MEVENT FLO SOVEREIGN
        000000000
        
          
        
        5700000.00000000
        OU
        Notional Amount
        USD
        -187110.48000000
        -0.01530931286
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Barclays Capital, Inc.
              G5GSEF7VJP5I7OUK5573
            
            
              
                Indonesia Government International Bond
                Indonesia Government International Bond
                
                  
                
              
            
            Y
            
            sell protection
            2031-06-20
            0.00000000
            USD
            -221631.60000000
            USD
            5700000.00000000
            USD
            34521.12000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KDU3 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0KDU3 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        3100000.00000000
        OU
        Notional Amount
        
        -7506.25000000
        -0.00061415870
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                VOLKSWAGEN INTL FIN NV
                VOLKSWAGEN INTL FIN NV
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            51595.99000000
            EUR
            0.00000000
            EUR
            3100000.00000000
            EUR
            -66467.66000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAC5
        
          
        
        600000.00000000
        PA
        USD
        417300.00000000
        0.034143337455
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBF5
        
          
        
        200000.00000000
        PA
        USD
        209000.00000000
        0.017100305603
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-12-18
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAE5
        
          
        
        1400000.00000000
        PA
        USD
        1369725.00000000
        0.112070411924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-28
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        400000.00000000
        PA
        
        534655.39000000
        0.043745313690
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Fitzgerald LP
        549300RLUEEVQEMX0450
        Cantor Fitzgerald LP
        138616AE7
        
          
        
        100000.00000000
        PA
        USD
        103080.02000000
        0.008433970543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        N/A
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        000000000
        
          
        
        3500000.00000000
        PA
        
        3683871.43000000
        0.301413049068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        9DJT3UXIJIZJI4WXO774
        Banc of America Funding 2007-6 Trust
        059526AB9
        
          
        
        45444.21000000
        PA
        USD
        44723.63000000
        0.003659271486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AS0
        
          
        
        1400000.00000000
        PA
        USD
        1419320.00000000
        0.116128257169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MBA9
        
          
        
        4900000.00000000
        PA
        USD
        4483500.00000000
        0.366838374025
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        000000000
        
          
        
        400000.00000000
        PA
        
        433738.41000000
        0.035488322309
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        500000.00000000
        PA
        
        423144.96000000
        0.034621570001
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2042-04-13
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenturyLink, Inc.
        8M3THTGWLTYZVE6BBY25
        CenturyLink, Inc. 2020 Term Loan B
        15669GAH7
        
          
        
        5271875.95000000
        PA
        USD
        5126076.95000000
        0.419413791338
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKD3
        
          
        
        1800000.00000000
        PA
        USD
        1553919.08000000
        0.127141105982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        549300506SI9CRFV9Z86
        Credit Suisse First Boston Mortgage Securities Corp
        22540A7A0
        
          
        
        2695.87000000
        PA
        USD
        2619.37000000
        0.000214315920
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-01-25
          Floating
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
        
        800000.00000000
        PA
        USD
        753000.00000000
        0.061610191957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HLTHCARE INVESTORS
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936BB5
        
          
        
        100000.00000000
        PA
        USD
        102181.45000000
        0.008360449865
        Long
        DBT
        
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        800000.00000000
        PA
        
        770909.17000000
        0.063075513871
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2048-03-22
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        4300000.00000000
        PA
        USD
        4524890.00000000
        0.370224889091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: SWPC0JYM1 CDS EUR R F  1.00000 FIX CORPORATE / Short: SWPC0JYM1 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        
        -1846.65000000
        -0.00015109224
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                ATLANTIA SPA
                ATLANTIA SPA
                
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            0.00000000
            EUR
            -5478.56000000
            EUR
            200000.00000000
            EUR
            4717.74000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BC5
        
          
        
        1100000.00000000
        PA
        USD
        1145375.00000000
        0.093714174785
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-15
          Fixed
          9.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ALBANIA
        254900EDM43U3SGRND29
        Albania Government International Bond
        000000000
        
          
        
        1400000.00000000
        PA
        
        1499558.27000000
        0.122693323859
        Long
        DBT
        NUSS
        AL
        N
        
        2
        
          2027-06-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co Ltd
        000000000
        
          
        
        4600000.00000000
        PA
        USD
        3392500.00000000
        0.277573142384
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-22
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        500000.00000000
        PA
        USD
        486624.90000000
        0.039815476095
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        744000.00000000
        0.060873815161
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2030-03-28
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        397369.09000000
        0.032512597493
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            6194000.00000000
            USD
            31381837.82000000
            BRL
            2022-04-04
            397369.09000000
          
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAK1
        
          
        
        1700000.00000000
        PA
        USD
        1608625.00000000
        0.131617124883
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-08
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAH6
        
          
        
        5400000.00000000
        PA
        USD
        4909059.00000000
        0.401657459920
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER PARTNERS
        5493008K8W3OKZE54J59
        Energy Transfer LP
        29273RAJ8
        
          
        
        1700000.00000000
        PA
        USD
        2094979.04000000
        0.171410439310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        Syngenta Finance NV
        87164KAC8
        
          
        
        2800000.00000000
        PA
        USD
        2891246.79000000
        0.236560783171
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-24
          Fixed
          5.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        000000000
        
          
        
        5300000.00000000
        PA
        
        5734170.17000000
        0.469167762138
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-09
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JXJ9 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0JXJ9 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        800000.00000000
        OU
        Notional Amount
        
        15887.57000000
        0.001299915321
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                TELEFONICA EMISIONES SAU
                TELEFONICA EMISIONES SAU
                
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            9743.95000000
            EUR
            0.00000000
            EUR
            800000.00000000
            EUR
            4642.61000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        399000.00000000
        0.032646037969
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-11-19
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200264.40000000
        0.016385561920
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-04-16
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        1700000.00000000
        PA
        
        1774369.30000000
        0.145178264510
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBU8
        
          
        
        2100000.00000000
        PA
        USD
        1949597.20000000
        0.159515348913
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-24
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PipeCo LLC
        549300K3NT1HSQFEM073
        NGPL PipeCo LLC
        62912XAC8
        
          
        
        3900000.00000000
        PA
        USD
        4894604.29000000
        0.400474780693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          7.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
        
        800000.00000000
        PA
        USD
        789000.00000000
        0.064555699142
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-02-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln Financing SARL
        222100831I4WRVCLV609
        Lincoln Financing SARL
        000000000
        
          
        
        6000000.00000000
        PA
        
        6620904.80000000
        0.541720073917
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        71568PAN9
        
          
        
        1500000.00000000
        PA
        USD
        1366500.00000000
        0.111806543572
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2030-06-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Trust
        N/A
        Soundview Home Loan Trust 2006-OPT2
        83611MML9
        
          
        
        136867.86000000
        PA
        USD
        134466.72000000
        0.011002019164
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHORA NETHERLANDS
        724500MKKXKEVWMN9E13
        Athora Netherlands NV
        000000000
        
          
        
        200000.00000000
        PA
        
        235078.07000000
        0.019234004007
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-06-19
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        12668HAA8
        
          
        
        403317.15000000
        PA
        USD
        378469.83000000
        0.030966266768
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283J7
        
          
        
        3400000.00000000
        PA
        USD
        3366796.89000000
        0.275470123073
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHO Verwaltungs GmbH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
        
        5100000.00000000
        PA
        
        5471489.18000000
        0.447675297041
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
        
        2700000.00000000
        PA
        USD
        2721177.07000000
        0.222645739220
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          5.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2007-4
        07401CAV5
        
          
        
        64460.63000000
        PA
        USD
        63267.88000000
        0.005176555420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-25
          Variable
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ace Securities Corp.
        N/A
        ACE Securities Corp Home Equity Loan Trust Series 2004-RM2
        004421JX2
        
          
        
        39216.95000000
        PA
        USD
        37823.16000000
        0.003094677487
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -3705.16000000
        -0.00030315487
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            4920000.00000000
            MXN
            243052.60000000
            USD
            2022-04-18
            -3705.16000000
          
        
        
          N
          N
          N
        
      
      
        VALARIS LTD
        N/A
        Valaris Ltd
        000000000
        
          
        
        10000.00000000
        PA
        USD
        10363.00000000
        0.000847896971
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-04-30
          Fixed
          8.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BL5
        
          
        
        100000.00000000
        PA
        
        109731.13000000
        0.008978161996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-21
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        9DJT3UXIJIZJI4WXO774
        Banc of America Funding 2005-H Trust
        05946XJ38
        
          
        
        109683.24000000
        PA
        USD
        100482.88000000
        0.008221473473
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-20
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman XS Trust
        549300FDK6ZP3YIHRJ47
        Lehman XS Trust Series 2005-4
        525221CA3
        
          
        
        3447.12000000
        PA
        USD
        3447.12000000
        0.000282042131
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley ABS Capital I Inc Trust 2006-HE8
        61750SAE2
        
          
        
        57091.24000000
        PA
        USD
        31104.34000000
        0.002544946026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OIL & FINANCE
        N/A
        Odebrecht Oil & Gas Finance Ltd
        G6712EAB4
        
          
        
        782000.00000000
        PA
        USD
        5865.00000000
        0.000479872212
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-05-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        549300SZYINBBLJQU475
        International Lease Finance Corp
        459745GN9
        
          
        
        400000.00000000
        PA
        USD
        404883.66000000
        0.033127436936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AC5
        
          
        
        6400000.00000000
        PA
        USD
        6306415.62000000
        0.515988681156
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        Structured Asset Mortgage Investments II Trust 2006-AR6
        86360UAA4
        
          
        
        176315.03000000
        PA
        USD
        154607.23000000
        0.012649908523
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-25
          Floating
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Alternative Loan Trust
        7E1PDLW1JL6TS0BS1G03
        Suntrust Alternative Loan Trust Series 2005-1F
        86789MAA5
        
          
        
        8401.68000000
        PA
        USD
        7202.33000000
        0.000589292076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAL9
        
          
        
        900000.00000000
        PA
        USD
        909021.55000000
        0.074375819639
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        P97475AJ9
        
          
        
        204000.00000000
        PA
        USD
        16728.00000000
        0.001368679005
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2038-03-31
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAS0
        
          
        
        300000.00000000
        PA
        USD
        295142.11000000
        0.024148422379
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        1850000.00000000
        PA
        
        1839347.64000000
        0.150494769159
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2181661.80000000
        -0.17850279187
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            261155185.92000000
            USD
            234100412.00000000
            EUR
            2022-04-04
            -2181661.80000000
          
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAA0
        
          
        
        200000.00000000
        PA
        USD
        200626.76000000
        0.016415210086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2979.71000000
        -0.00024379881
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1080466.97000000
            USD
            974000.00000000
            EUR
            2022-04-04
            -2979.71000000
          
        
        
          N
          N
          N
        
      
      
        Oak Hill European Credit Partners PLC
        5493002IYTC83ODTTK84
        OAK Hill European Credit Partners VII DAC
        000000000
        
          
        
        1200000.00000000
        PA
        
        1314209.98000000
        0.107528192749
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-20
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW METRO GLOBAL LTD
        549300HJRNTCANEH0D47
        New Metro Global Ltd
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        1020000.00000000
        0.083456036914
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T90
        
          
        
        9900000.00000000
        PA
        USD
        9899313.14000000
        0.809958277292
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HYB8
        126694QE1
        
          
        
        3277.46000000
        PA
        USD
        3129.96000000
        0.000256092213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-20
          Variable
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securities Corporation
        N/A
        RASC Series 2007-KS1 Trust
        74924SAC0
        
          
        
        16125.80000000
        PA
        USD
        16096.93000000
        0.001317045082
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Guardian Ltd
        N/A
        Transocean Guardian Ltd
        893800AA0
        
          
        
        1243114.20000000
        PA
        USD
        1190281.85000000
        0.097388437266
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER PARTNERS
        5493008K8W3OKZE54J59
        Energy Transfer LP
        29273RAS8
        
          
        
        100000.00000000
        PA
        USD
        100576.22000000
        0.008229110518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        2700000.00000000
        PA
        USD
        2209698.52000000
        0.180796746328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        262902.80000000
        0.021510613511
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-06
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BF2
        
          
        
        2382000.00000000
        PA
        USD
        2848359.68000000
        0.233051775097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -135.73000000
        -0.00001110538
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1406.00000000
            USD
            108208.57000000
            RUB
            2022-04-21
            -135.73000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828D56
        
          
        
        3700000.00000000
        PA
        USD
        3691472.65000000
        0.302034978183
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -62.00000000
        -0.00000507281
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            21069.00000000
            USD
            133866.11000000
            CNY
            2022-05-20
            -62.00000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KBE1 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0KBE1 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        USD
        3711.65000000
        0.000303685881
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL ELECTRIC CO
                GENERAL ELECTRIC CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            4183.66000000
            USD
            0.00000000
            USD
            400000.00000000
            USD
            -472.01000000
          
        
        
          N
          N
          N
        
      
      
        INEOS Styrolution US Holding LLC
        N/A
        INEOS Styrolution US Holding LLC 2021 USD Term Loan B
        000000000
        
          
        
        3374500.00000000
        PA
        USD
        3305602.83000000
        0.270463246867
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-29
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        General Electric Co
        000000000
        
          
        
        500000.00000000
        PA
        
        654428.59000000
        0.053545114279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-09-19
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        549300TT7IR66ASPWY89
        Sound Point Clo XIV Ltd
        83609NAN0
        
          
        
        526913.83000000
        PA
        USD
        524933.56000000
        0.042949877020
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-23
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        000000000
        
          
        
        1500000.00000000
        PA
        
        1612935.38000000
        0.131969798640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-02
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1744.68000000
        -0.00014274909
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            174000.00000000
            CAD
            137437.85000000
            USD
            2022-04-04
            -1744.68000000
          
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAD1
        
          
        
        700000.00000000
        PA
        USD
        593250.00000000
        0.048539503822
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06740L8C2
        
          
        
        488000.00000000
        PA
        USD
        500186.39000000
        0.040925072380
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-21
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796N47
        
          
        
        3400000.00000000
        PA
        USD
        3399917.82000000
        0.278180065776
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        405455.00000000
        PA
        USD
        138462.88000000
        0.011328983553
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CC1
        
          
        
        4900000.00000000
        PA
        USD
        4901983.42000000
        0.401078538483
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-05-22
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JPK5 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0JPK5 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        2700000.00000000
        OU
        Notional Amount
        
        428271.13000000
        0.035040991406
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GLENCORE FINANCE EUROPE
                GLENCORE FINANCE EUROPE
                
                  
                
              
            
            Y
            
            sell protection
            2025-12-20
            384799.05000000
            EUR
            0.00000000
            EUR
            2700000.00000000
            EUR
            -43561.45000000
          
        
        
          N
          N
          N
        
      
      
        Bain Capital Euro CLO
        635400CJJQJHYAMATG34
        Bain Capital Euro Clo 2018-2 DAC
        000000000
        
          
        
        300000.00000000
        PA
        
        328819.55000000
        0.026903898532
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-01-20
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        000000000
        
          
        
        1200000.00000000
        PA
        
        1438446.32000000
        0.117693165863
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-08-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITCHELLS & BUTLERS FINA
        213800E7QA1U8BF34219
        Mitchells & Butlers Finance PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        280674.36000000
        0.022964676224
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-09-15
          Fixed
          6.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALROSA Finance SA
        254900MMZQESKBV0DI36
        ALROSA Finance SA
        02109TAD4
        
          
        
        500000.00000000
        PA
        USD
        125000.00000000
        0.010227455504
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-09
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        100000.00000000
        PA
        USD
        86253.77000000
        0.007057252757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
        
        4500000.00000000
        PA
        USD
        3926250.00000000
        0.321244377387
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Dean Witter Capital I Trust
        N/A
        Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC2
        61746WA75
        
          
        
        18827.60000000
        PA
        USD
        18685.86000000
        0.001528870413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-25
          Floating
          1.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        05959LAF0
        
          
        
        1100000.00000000
        PA
        USD
        1118920.00000000
        0.091549636102
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2025-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESCO PROPERTY FIN 6 PLC
        213800FORYFOB97FHO66
        Tesco Property Finance 6 PLC
        000000000
        
          
        
        2590000.29000000
        PA
        
        3916566.28000000
        0.320452058863
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-07-13
          Fixed
          5.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0J5H4 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0J5H4 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        USD
        997.70000000
        0.000081631458
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                AT&T INC
                AT&T INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2025-06-20
            0.00000000
            USD
            -2541.08000000
            USD
            100000.00000000
            USD
            3538.78000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        1000000.00000000
        PA
        
        792340.33000000
        0.064829003754
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2051-10-25
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CR4
        
          
        
        400000.00000000
        PA
        USD
        393000.00000000
        0.032155120105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asset Backed Funding Certificates
        N/A
        ABFC 2007-WMC1 Trust
        04545EAA1
        
          
        
        636355.46000000
        PA
        USD
        505280.04000000
        0.041341833010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
        
        200000.00000000
        PA
        USD
        192500.00000000
        0.015750281476
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BM5
        
          
        
        100000.00000000
        PA
        USD
        102716.49000000
        0.008404226648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1484.44000000
        -0.00012145635
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            206000.00000000
            CAD
            163294.88000000
            USD
            2022-04-04
            -1484.44000000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI S
        J4CP7MHCXR8DAQMKIL78
        Banca Monte dei Paschi di Siena SpA
        000000000
        
          
        
        800000.00000000
        PA
        
        613304.87000000
        0.050180386147
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-09-10
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        2500000.00000000
        PA
        
        2472169.52000000
        0.202272030117
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-02-17
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Popular ABS Mortgage Pass-Through Trust
        N/A
        Popular ABS Mortgage Pass-Through Trust 2006-A
        73316PJW1
        
          
        
        59291.26000000
        PA
        USD
        58948.75000000
        0.004823165741
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBK7
        
          
        
        900000.00000000
        PA
        USD
        898875.00000000
        0.073545632530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -137.34000000
        -0.00001123710
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1406.00000000
            USD
            108071.49000000
            RUB
            2022-04-21
            -137.34000000
          
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2006-QA7 Trust
        751152AA7
        
          
        
        5406.85000000
        PA
        USD
        5379.24000000
        0.000440127501
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENRGY TRANS PT/REG FIN
        5493008K8W3OKZE54J59
        Energy Transfer LP / Regency Energy Finance Corp
        75886AAJ7
        
          
        
        300000.00000000
        PA
        USD
        304554.78000000
        0.024918563688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTIA SPA
        8156008DEC771409C487
        Atlantia SpA
        000000000
        
          
        
        5500000.00000000
        PA
        
        5750341.55000000
        0.470490898693
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-02-12
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAF1
        
          
        
        500000.00000000
        PA
        USD
        474400.00000000
        0.038815239129
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-20
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IZX8 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IZX8 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        
        13631.01000000
        0.001115284386
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            10416.80000000
            EUR
            0.00000000
            EUR
            200000.00000000
            EUR
            2828.88000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCL4
        
          
        
        100000.00000000
        PA
        USD
        78610.00000000
        0.006431842217
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-02-12
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROWTHPOINT PROPERTIES L
        378900C761245FC57265
        Growthpoint Properties International Pty Ltd
        000000000
        
          
        
        5800000.00000000
        PA
        USD
        5863336.00000000
        0.479736064369
        Long
        DBT
        
        ZA
        N
        
        2
        
          2023-05-02
          Fixed
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        300000.00000000
        PA
        
        329163.51000000
        0.026932041217
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-07-22
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Trust
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR12
        45660LMG1
        
          
        
        1315.84000000
        PA
        USD
        1271.54000000
        0.000104036950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
        
        160000.00000000
        PA
        USD
        165200.00000000
        0.013516605194
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Trust
        N/A
        Soundview Home Loan Trust 2006-2
        83611MNJ3
        
          
        
        219922.02000000
        PA
        USD
        218448.19000000
        0.017873353145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co Ltd
        000000000
        
          
        
        1200000.00000000
        PA
        USD
        1104000.00000000
        0.090328887013
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-17
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5028.71000000
        0.000411447262
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            1007189.82000000
            USD
            915000.00000000
            EUR
            2022-04-04
            5028.71000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        973000.00000000
        PA
        USD
        963167.10000000
        0.078805989266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828B66
        
          
        
        8700000.00000000
        PA
        USD
        8766609.38000000
        0.717280858854
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0HWO3 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0HWO3 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        USD
        1704.20000000
        0.000139437037
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                AT&T INC
                AT&T INC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            0.00000000
            USD
            -444.65000000
            USD
            200000.00000000
            USD
            2148.85000000
          
        
        
          N
          N
          N
        
      
      
        EMPRESA DE TRANSPORTE ME
        959800T4M5QUPYMSCH69
        Empresa de Transporte de Pasajeros Metro SA
        000000000
        
          
        
        1400000.00000000
        PA
        USD
        1413468.00000000
        0.115649448613
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-05-07
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SWU00S6N0 IRS CAD R F  2.50000  CCPVANILLA / Short: SWU00S6N0 IRS CAD P V 03MCDOR CCPVANILLA
        000000000
        
          
        
        8000000.00000000
        OU
        Notional Amount
        
        -135396.87000000
        -0.01107812370
        N/A
        DIR
        
        CA
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2029-06-19
            171178.49000000
            CAD
            0.00000000
            CAD
            8000000.00000000
            CAD
            -263149.03000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        144.16000000
        0.000011795119
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            253000.00000000
            CAD
            202518.76000000
            USD
            2022-04-04
            144.16000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        2100000.00000000
        PA
        
        2285373.72000000
        0.186988464254
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-06-17
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
        
        200000.00000000
        PA
        
        271465.69000000
        0.022211226123
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-12-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RAR3
        
          
        
        277000.00000000
        PA
        USD
        314255.27000000
        0.025712254327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-01-15
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299AW4
        
          
        
        1900000.00000000
        PA
        USD
        2338463.00000000
        0.191332210245
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2036-01-26
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        000000000
        
          
        
        200000.00000000
        PA
        USD
        187000.00000000
        0.015300273434
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AL4
        
          
        
        1200000.00000000
        PA
        USD
        1242778.57000000
        0.101683700210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        200000.00000000
        PA
        
        232865.57000000
        0.019052978045
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-06-13
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAB8
        
          
        
        300000.00000000
        PA
        USD
        300000.00000000
        0.024545893210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JS7
        
          
        
        1600000.00000000
        PA
        USD
        1571823.86000000
        0.128606068708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SWU01CCY3 IRS EUR R F   .00000 SWU01CCY3 CCPVANILLA -0.25 / Short: SWU01CCY3 IRS EUR P V 06MEURIB SWUV1CCY5 CCPVANILLA
        000000000
        
          
        
        11800000.00000000
        OU
        Notional Amount
        
        -885264.66000000
        -0.07243203935
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            EUR
            -644811.33000000
            EUR
            11800000.00000000
            EUR
            -181784.86000000
          
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        500000.00000000
        PA
        
        469403.16000000
        0.038406399459
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-19
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285Z9
        
          
        
        10590000.00000000
        PA
        USD
        10625575.83000000
        0.869380832063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        000000000
        
          
        
        200000.00000000
        PA
        
        194722.08000000
        0.015932091271
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Ltd
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        464800.00000000
        0.038029770546
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-19
          Fixed
          8.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        784F5XWPLTWKTBV3E584
        GSR Mortgage Loan Trust 2007-AR1
        362290AC2
        
          
        
        7152.12000000
        PA
        USD
        5336.17000000
        0.000436603529
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO VOTORANTIM
        X2EUTZGMHS8RBQFIUS93
        Banco Votorantim SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        203349.00000000
        0.016637942794
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-09-24
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        Long: SWU01DQL4 IRS CAD R F  2.05000 SWU01DQL4 CCPVANILLA / Short: SWU01DQL4 IRS CAD P V 03MCDOR SWUV1DQL6 CCPVANILLA
        000000000
        
          
        
        33800000.00000000
        OU
        Notional Amount
        
        -275150.36000000
        -0.02251270451
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BofA Securities, Inc.
              549300HN4UKV1E2R3U73
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-11-16
            0.00000000
            CAD
            -13102.42000000
            CAD
            33800000.00000000
            CAD
            -264833.28000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796X38
        
          
        
        18800000.00000000
        PA
        USD
        18755475.40000000
        1.534566320910
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-07-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAA9
        
          
        
        600000.00000000
        PA
        USD
        465055.20000000
        0.038050650920
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-03-26
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BS2
        
          
        
        3300000.00000000
        PA
        USD
        3273858.26000000
        0.267865917449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        6500000.00000000
        PA
        USD
        430625.00000000
        0.035233584212
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2027-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ALROSA FINANCE SA
        254900MMZQESKBV0DI36
        ALROSA Finance SA
        02109TAE2
        
          
        
        8500000.00000000
        PA
        USD
        2125000.00000000
        0.173866743571
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-06-25
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        2800000.00000000
        PA
        USD
        2660028.00000000
        0.217642544079
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2048-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        19167.31000000
        0.001568262481
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            6181480.00000000
            AUD
            4644770.25000000
            USD
            2022-04-04
            19167.31000000
          
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Securities Trust
        N/A
        Bear Stearns Asset Backed Securities I Trust 2006-HE10
        07389RAB2
        
          
        
        2917.08000000
        PA
        USD
        2911.74000000
        0.000238237530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust 2005-3
        41161PMG5
        
          
        
        12180.33000000
        PA
        USD
        12124.98000000
        0.000992061547
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-19
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money UK PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        667395.74000000
        0.054606081876
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION OIL SA
        5493005YJTU769NW5I10
        Constellation Oil Services Holding SA
        21038MAA1
        
          
        
        220975.00000000
        PA
        USD
        81760.75000000
        0.006689635460
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-09
          Fixed
          10.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        1900000.00000000
        PA
        
        1911965.97000000
        0.156436375069
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-10-30
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG STAMFORD CT
        BFM8T61CT2L1QCEMIK50
        UBS AG/Stamford CT
        90261AAB8
        
          
        
        2400000.00000000
        PA
        USD
        2435823.86000000
        0.199298241153
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-08-17
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
        94983RAD6
        
          
        
        28581.21000000
        PA
        USD
        28126.80000000
        0.002301324763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15972.91000000
        0.001306897810
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            3070463.91000000
            USD
            2790000.00000000
            EUR
            2022-04-04
            15972.91000000
          
        
        
          N
          N
          N
        
      
      
        Logicor Financing Sarl
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
        
        600000.00000000
        PA
        
        684640.72000000
        0.056017060001
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-11-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO NATURAL GAS
        549300WR7IX8XE0TBO16
        El Paso Natural Gas Co LLC
        283695BK9
        
          
        
        200000.00000000
        PA
        USD
        259649.36000000
        0.021244418208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        660000.00000000
        0.054000965062
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2042-04-04
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mortgage Loan Trust
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS
        863579YR3
        
          
        
        40370.29000000
        PA
        USD
        39562.20000000
        0.003236965121
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: SWPC0K9N4 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K9N4 CDS USD P V 03MEVENT FLO SOVEREIGN
        000000000
        
          
        
        300000.00000000
        OU
        Notional Amount
        USD
        1218.35000000
        0.000099684963
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                UNITED MEXICAN STATES
                UNITED MEXICAN STATES
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            572.02000000
            USD
            0.00000000
            USD
            300000.00000000
            USD
            646.33000000
          
        
        
          N
          N
          N
        
      
      
        American Home Mortgage Investment Trust
        N/A
        American Home Mortgage Investment Trust 2005-2
        02660TEQ2
        
          
        
        163.16000000
        PA
        USD
        163.06000000
        0.000013341511
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-09-25
          Floating
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH MACEDONIA
        635400RD1N6RVNCE4958
        North Macedonia Government International Bond
        000000000
        
          
        
        500000.00000000
        PA
        
        551786.32000000
        0.045146960285
        Long
        DBT
        NUSS
        MK
        N
        
        2
        
          2026-06-03
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Man GLG Euro CLO
        635400MYXY3VFWZIIW08
        Man GLG Euro Clo III DAC
        000000000
        
          
        
        399842.49000000
        PA
        
        438123.57000000
        0.035847114540
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-10-15
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        5922164.00000000
        PA
        USD
        1803298.94000000
        0.147545277357
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KSK9 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KSK9 CDS USD P V 03MEVENT 2 CCPCDX
        000000000
        
          
        
        52800000.00000000
        OU
        Notional Amount
        USD
        847674.96000000
        0.069356463483
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S38
                2I65BYEA9
              
            
            Y
            
            sell protection
            2027-06-20
            752815.74000000
            USD
            0.00000000
            USD
            52800000.00000000
            USD
            94859.22000000
          
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
        1100000.00000000
        PA
        USD
        1036750.00000000
        0.084826515951
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        700000.00000000
        PA
        
        758964.77000000
        0.062098227315
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-09-18
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        2700000.00000000
        PA
        USD
        2817179.16000000
        0.230500596050
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2043-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Loan Acquisition Trust
        N/A
        Ellington Loan Acquisition Trust 2007-2
        288547AA0
        
          
        
        220309.83000000
        PA
        USD
        218607.14000000
        0.017886358378
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-05-25
          Floating
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAR6
        
          
        
        500000.00000000
        PA
        USD
        509754.61000000
        0.041707940734
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-10-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEL ENERGY VI SARL
        254900H2U8PBIY32VI94
        FEL Energy VI Sarl
        000000000
        
          
        
        3183882.10000000
        PA
        USD
        2857566.02000000
        0.233805034559
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2040-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        4050000.00000000
        PA
        
        4435508.40000000
        0.362911718396
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        1100000.00000000
        PA
        
        1075600.44000000
        0.088005245123
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-04-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        136803.47000000
        0.011193211217
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Noble Corp
        N/A
        Noble Corp
        000000000
        
          
        
        20347.00000000
        NS
        USD
        713162.35000000
        0.058350689615
        Long
        EC
        CORP
        KY
        
        Y
        
        1
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        1100000.00000000
        PA
        USD
        196900.00000000
        0.016110287910
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-15
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        126670KN7
        
          
        
        83354.11000000
        PA
        USD
        75982.05000000
        0.006216824283
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-J11
        12668AJM8
        
          
        
        159637.37000000
        PA
        USD
        114145.97000000
        0.009339382633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BK SCOTLND GRP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BA8
        
          
        
        2800000.00000000
        PA
        USD
        2894664.72000000
        0.236840436987
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-05
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE AIRWAYS CORP
        N/A
        JetBlue 2020-1 Class A Pass Through Trust
        477164AA5
        
          
        
        841106.72000000
        PA
        USD
        840486.57000000
        0.068768311972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLFLEET CLO LTD
        254900DLL625KV2D0Z30
        Wellfleet CLO 2015-1 Ltd
        949496BJ1
        
          
        
        1702789.47000000
        PA
        USD
        1690579.24000000
        0.138322591627
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-20
          Floating
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Summer (BC) Holdco B S.a r.l
        984500NRF59D5DB9B654
        Summer (BC) Holdco B S.a r.l 2021 USD Term Loan B2
        000000000
        
          
        
        995000.00000000
        PA
        USD
        986915.63000000
        0.080749085537
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2026-12-04
          Floating
          5.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9.16000000
        -0.00000074946
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            33327.00000000
            USD
            212316.32000000
            CNY
            2022-05-20
            -9.16000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: SWPC0ILP0 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0ILP0 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        800000.00000000
        OU
        Notional Amount
        
        54524.05000000
        0.004461138362
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            35084.07000000
            EUR
            0.00000000
            EUR
            800000.00000000
            EUR
            18308.92000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -258001.22000000
        -0.02110956798
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            31381837.82000000
            BRL
            6333367.87000000
            USD
            2022-04-04
            -258001.22000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
        
        100000.00000000
        PA
        USD
        97815.14000000
        0.008003199935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZX4
        
          
        
        3200000.00000000
        PA
        USD
        3190368.00000000
        0.261034774096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        000000000
        
          
        
        400000.00000000
        PA
        
        444184.94000000
        0.036343053675
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-27
          Floating
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        CommScope, Inc. 2019 Term Loan B
        20337EAQ4
        
          
        
        487500.00000000
        PA
        USD
        474551.03000000
        0.038827596350
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-06
          Floating
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2993.08000000
        0.000244892740
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            737088.01000000
            USD
            669000.00000000
            EUR
            2022-04-04
            2993.08000000
          
        
        
          N
          N
          N
        
      
      
        BOARDWALK PIPELINES LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AH1
        
          
        
        200000.00000000
        PA
        USD
        189147.53000000
        0.015475983574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        000000000
        
          
        
        1200000.00000000
        PA
        
        1334094.73000000
        0.109155155915
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-03-29
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2M5
        
          
        
        1700000.00000000
        PA
        USD
        1521654.97000000
        0.124501267987
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-30
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JL2
        
          
        
        300000.00000000
        PA
        USD
        292634.91000000
        0.023943284168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAY4
        
          
        
        300000.00000000
        PA
        USD
        322412.92000000
        0.026379710346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBE0
        
          
        
        1200000.00000000
        PA
        USD
        1348653.60000000
        0.110346357476
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2012-1A PTT
        N/A
        US Airways 2012-1 Class A Pass Through Trust
        90345WAA2
        
          
        
        683206.36000000
        PA
        USD
        705906.16000000
        0.057756990732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAX6
        
          
        
        1600000.00000000
        PA
        USD
        1684065.76000000
        0.137789661012
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-03-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BB4
        
          
        
        2600000.00000000
        PA
        USD
        2624875.03000000
        0.214766340587
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HLTHCARE INVESTORS
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936BD1
        
          
        
        100000.00000000
        PA
        USD
        101647.55000000
        0.008316766357
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC
        T8W3X1PFLPW2YE0UIP44
        Ovintiv Exploration Inc
        651290AQ1
        
          
        
        2100000.00000000
        PA
        USD
        2207860.64000000
        0.180646371640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308GZ4
        
          
        
        300000.00000000
        PA
        USD
        265801.60000000
        0.021747792295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        866857.00000000
        PA
        USD
        290397.10000000
        0.023760187350
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452152FA4
        
          
        
        95000.00000000
        PA
        USD
        107738.02000000
        0.008815086445
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        Long: BWU01CD22 IRS GBP R V 12MSONIA SWUV1CD24 CCPOIS / Short: BWU01CD22 IRS GBP P F   .50000 SWU01CD22 CCPOIS
        000000000
        
          
        
        6500000.00000000
        OU
        Notional Amount
        
        566418.89000000
        0.046344191953
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              BofA Securities, Inc.
              549300HN4UKV1E2R3U73
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-09-21
            402696.89000000
            GBP
            0.00000000
            GBP
            6500000.00000000
            GBP
            40450.92000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        715.29000000
        0.000058524773
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            488000.00000000
            AUD
            365885.81000000
            USD
            2022-04-04
            715.29000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BW1
        
          
        
        1000000.00000000
        PA
        USD
        440000.00000000
        0.036000643374
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-02-01
          Fixed
          8.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAE0
        
          
        
        1300000.00000000
        PA
        USD
        1368891.81000000
        0.112002240614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2007-A4
        46631JAL2
        
          
        
        35742.06000000
        PA
        USD
        28887.29000000
        0.002363547784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Variable
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAR2
        
          
        
        2173000.00000000
        PA
        USD
        1919526.94000000
        0.157055010943
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        502.00000000
        NC
        USD
        -1388771.58000000
        -0.11362879631
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            107773553.33000000
            USD
            -1388771.58000000
          
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAH4
        
          
        
        1000000.00000000
        PA
        USD
        1029244.16000000
        0.084212390794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        800000.00000000
        PA
        USD
        799091.51000000
        0.065381382898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        9DJT3UXIJIZJI4WXO774
        Merrill Lynch Mortgage Investors Trust Series 2005-A9
        59020UW68
        
          
        
        83872.22000000
        PA
        USD
        68086.55000000
        0.005570817284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -7479.79000000
        -0.00061199375
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1192546.80000000
            BRL
            243000.00000000
            USD
            2022-04-04
            -7479.79000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        706451BG5
        
          
        
        4200000.00000000
        PA
        USD
        3764292.00000000
        0.307993031478
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        700000.00000000
        PA
        
        889956.10000000
        0.072815891307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-OA12
        23243AAB2
        
          
        
        9193.36000000
        PA
        USD
        8909.22000000
        0.000728949209
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-09-20
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAH4
        
          
        
        100000.00000000
        PA
        USD
        93157.83000000
        0.007622140489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
        
        5400000.00000000
        PA
        USD
        4364874.00000000
        0.357132436931
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAG2
        
          
        
        500000.00000000
        PA
        USD
        471979.89000000
        0.038617226590
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-OA9
        02146YAC0
        
          
        
        7822.94000000
        PA
        USD
        5997.27000000
        0.000490694496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-20
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAS2
        
          
        
        2300000.00000000
        PA
        USD
        2434182.00000000
        0.199163904753
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAF0
        
          
        
        2800000.00000000
        PA
        USD
        2869437.23000000
        0.234776332735
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-08
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF JORDAN
        5493000JZ4MYPVMBVN50
        Jordan Government International Bond
        418097AK7
        
          
        
        300000.00000000
        PA
        USD
        298548.00000000
        0.024427091086
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2025-07-07
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMA METRO LINE 2 FIN LT
        5493009BVQNQT1UKQ352
        Lima Metro Line 2 Finance Ltd
        532522AA7
        
          
        
        296204.98000000
        PA
        USD
        316939.33000000
        0.025931863160
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2034-07-05
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
        
        300000.00000000
        PA
        
        393779.61000000
        0.032218907517
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Capital, Inc.
        G5GSEF7VJP5I7OUK5573
        Long: SWPC0ILZ8 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0ILZ8 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        
        6815.50000000
        0.000557641783
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Barclays Capital, Inc.
              G5GSEF7VJP5I7OUK5573
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            4516.49000000
            EUR
            0.00000000
            EUR
            100000.00000000
            EUR
            2121.39000000
          
        
        
          N
          N
          N
        
      
      
        Valaris Ltd
        N/A
        Valaris Ltd
        000000000
        
          
        
        1429.00000000
        NS
        USD
        74265.13000000
        0.006076346500
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        First Franklin Mtg Loan Asset
        N/A
        First Franklin Mortgage Loan Trust 2006-FF5
        32027EAG6
        
          
        
        71270.15000000
        PA
        USD
        70815.43000000
        0.005794093274
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nakilat Inc
        2549006RMTDJWLLWF072
        Nakilat Inc
        62983PAB1
        
          
        
        478100.00000000
        PA
        USD
        574293.72000000
        0.046988507741
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2033-12-31
          Fixed
          6.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T82
        
          
        
        18400000.00000000
        PA
        USD
        18399212.85000000
        1.505417045887
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAB1
        
          
        
        500000.00000000
        PA
        USD
        484459.57000000
        0.039638309566
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-07-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Dean Witter Capital I Trust
        N/A
        Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC1
        61746WYU8
        
          
        
        20275.47000000
        PA
        USD
        20220.16000000
        0.001654406293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-25
          Floating
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-76
        12668BDC4
        
          
        
        12127.92000000
        PA
        USD
        12020.81000000
        0.000983538395
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        200000.00000000
        PA
        USD
        190194.72000000
        0.015561664287
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2B4
        
          
        
        200000.00000000
        PA
        USD
        187212.52000000
        0.015317661745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        000000000
        
          
        
        900000.00000000
        PA
        USD
        706608.00000000
        0.057814415031
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2070-09-02
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AF4
        
          
        
        100000.00000000
        PA
        USD
        91700.18000000
        0.007502876085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-08
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truman Capital Mortgage Loan Trust
        N/A
        Truman Capital Mortgage Loan Trust
        89789KAA3
        
          
        
        616585.88000000
        PA
        USD
        608791.80000000
        0.049811128366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUNI PWR-OHIO INC OHR
        EARKGGZJJEMVD66XQ486
        American Municipal Power Inc
        02765UEJ9
        
          
        
        100000.00000000
        PA
        USD
        146834.30000000
        0.012013930157
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-15
          Fixed
          7.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAU5
        
          
        
        600000.00000000
        PA
        USD
        538982.79000000
        0.044099380018
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-26
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER GROUP SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        000000000
        
          
        
        1100000.00000000
        PA
        
        1007547.94000000
        0.082437213797
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-01-14
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAE5
        
          
        
        3100000.00000000
        PA
        USD
        3105739.19000000
        0.254110474987
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Pass-Through Trust
        549300EJG376EN5NQE29
        CVS Pass-Through Trust
        126650BS8
        
          
        
        62887.08000000
        PA
        USD
        73171.94000000
        0.005986902084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-10
          Fixed
          7.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
        
        400000.00000000
        PA
        USD
        357252.00000000
        0.029230231470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Mortgage Loan Trust 2007-10
        17313QAL2
        
          
        
        7421.19000000
        PA
        USD
        6994.44000000
        0.000572282591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Variable
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-17
        362257AA5
        
          
        
        48795.70000000
        PA
        USD
        16390.43000000
        0.001341059148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        549300506SI9CRFV9Z86
        Credit Suisse First Boston Mortgage Securities Corp
        22541NX20
        
          
        
        367.63000000
        PA
        USD
        366.56000000
        0.000029991808
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-04-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
        
        3800000.00000000
        PA
        USD
        3724000.00000000
        0.304696354381
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-02-24
          Floating
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        189.00000000
        NC
        USD
        -582401.60000000
        -0.04765189159
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            22258339.10000000
            USD
            -582401.60000000
          
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Trust
        N/A
        Soundview Home Loan Trust 2006-OPT3
        83611MPK8
        
          
        
        6646381.71000000
        PA
        USD
        6564894.41000000
        0.537137323745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-9
        126694W20
        
          
        
        101757.05000000
        PA
        USD
        65936.34000000
        0.005394887867
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBH4
        
          
        
        1100000.00000000
        PA
        USD
        1054597.89000000
        0.086286823958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAJ5
        
          
        
        162000.00000000
        PA
        USD
        213028.20000000
        0.017429891493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Long: SWPC0IO44 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IO44 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        
        13631.01000000
        0.001115284386
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            10894.01000000
            EUR
            0.00000000
            EUR
            200000.00000000
            EUR
            1900.38000000
          
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAA3
        
          
        
        500000.00000000
        PA
        USD
        506650.00000000
        0.041453922649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAR4
        
          
        
        200000.00000000
        PA
        USD
        199019.86000000
        0.016283734100
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-18
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2006-FRE2
        57643GAA5
        
          
        
        9632188.69000000
        PA
        USD
        8837842.32000000
        0.723109112648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AT1
        
          
        
        600000.00000000
        PA
        USD
        610800.00000000
        0.049975438575
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-04-14
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC/DELAWA
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        28368EAE6
        
          
        
        1216000.00000000
        PA
        USD
        1567052.94000000
        0.128215713732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BRADESCO (CAYMAN)
        N/A
        Banco Bradesco SA/Cayman Islands
        05947KAY6
        
          
        
        600000.00000000
        PA
        USD
        602154.00000000
        0.049268025933
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-01-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRVINE RANCH CA WTR DIST
        2ZRS7W19IBMY48SFBI68
        Irvine Ranch Water District
        4636324P1
        
          
        
        100000.00000000
        PA
        USD
        137594.23000000
        0.011257910919
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-05-01
          Fixed
          6.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Securities LLC
        ZBUT11V806EZRVTWT807
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -90712.00000000
        PA
        USD
        -87892.59000000
        -0.00719134042
        Short
        RA
        CORP
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.12000000
          2023-09-28
          
            
              100000.00000000
              USD
              96891.90000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        TUNISIAN REPUBLIC
        254900B5LFB16S9T2T11
        Tunisian Republic
        000000000
        
          
        
        300000.00000000
        PA
        
        224745.70000000
        0.018388613172
        Long
        DBT
        NUSS
        TN
        N
        
        2
        
          2024-02-17
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
        
        3200000.00000000
        PA
        USD
        3299616.00000000
        0.269973406567
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABERTIS INFRAESTRUCTURAS
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        000000000
        
          
        
        2100000.00000000
        PA
        
        2798019.28000000
        0.228932941489
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-27
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        000000000
        
          
        
        120000.00000000
        PA
        USD
        121201.20000000
        0.009916639040
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill - WI Post Auction
        912796V30
        
          
        
        2700000.00000000
        PA
        USD
        2698481.25000000
        0.220788775306
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homebanc Mortgage Trust
        N/A
        HomeBanc Mortgage Trust 2005-1
        43739EAP2
        
          
        
        3878.21000000
        PA
        USD
        3420.56000000
        0.000279869001
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0EOD3 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0EOD3 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        USD
        12046.39000000
        0.000985631341
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                FORD MOTOR COMPANY
                FORD MOTOR COMPANY
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            12746.98000000
            USD
            0.00000000
            USD
            200000.00000000
            USD
            -700.59000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BK9
        
          
        
        1700000.00000000
        PA
        USD
        1717865.50000000
        0.140555143707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        19792.71000000
        0.001619432486
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2418381.76000000
            USD
            2204000.00000000
            EUR
            2022-04-04
            19792.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Long: SWPC0IMF1 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IMF1 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        
        6815.50000000
        0.000557641783
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            4599.32000000
            EUR
            0.00000000
            EUR
            100000.00000000
            EUR
            2013.30000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        2674620.00000000
        PA
        USD
        1749228.23000000
        0.143121231112
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABERTIS INFRAESTRUCTURAS
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        000000000
        
          
        
        600000.00000000
        PA
        
        706641.37000000
        0.057817145352
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2031-03-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AN9
        
          
        
        100000.00000000
        PA
        USD
        99383.50000000
        0.008131522592
        Long
        DBT
        
        US
        N
        
        2
        
          2024-09-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468C6
        
          
        
        3600000.00000000
        PA
        USD
        3684730.39000000
        0.301483328869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
        
        1400000.00000000
        PA
        
        1808591.27000000
        0.147978293913
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-10-16
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        54930010DKR017G3JK24
        Venture XXVIII CLO Ltd
        92331AAU8
        
          
        
        200000.00000000
        PA
        USD
        199798.18000000
        0.016347415966
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        2500000.00000000
        PA
        
        2362506.98000000
        0.193299480130
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-04-11
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER GROUP SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        000000000
        
          
        
        1400000.00000000
        PA
        
        1291957.67000000
        0.105707516666
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-13
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON TLB BORROWER 1 (US) LLC
        635400O84AGITYFZQB55
        Avolon TLB Borrower 1 (US) LLC 2021 Term Loan B5
        05400KAH3
        
          
        
        1188000.00000000
        PA
        USD
        1174338.00000000
        0.096083917135
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Capital Markets LP
        KD3XUN7C6T14HNAYLU02
        317U894I2 PIMCO
        000000000
        
          
        
        -14200000.00000000
        NC
        USD
        -177714.42000000
        -0.01454053058
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Capital Markets LP
              KD3XUN7C6T14HNAYLU02
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                    IRS Swap
                    N/A
                    
                      
                    
                    14200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -177714.42000000
                    -0.01000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-05-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  14200000.00000000
                  USD
                
              
            
            1.00000000
            2.15300000
            USD
            2022-05-16
            XXXX
            -62694.42000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        000000000
        
          
        
        1700000.00000000
        PA
        
        2042283.08000000
        0.167098874621
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-05-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        
        306957.76000000
        0.025115174656
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2031-10-17
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 A PTT
        N/A
        United Airlines 2020-1 Class A Pass Through Trust
        90931GAA7
        
          
        
        2537705.42000000
        PA
        USD
        2626743.86000000
        0.214919247592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF EUROPE FINANCE BV
        549300RI533US2G6G542
        ZF Europe Finance BV
        000000000
        
          
        
        2000000.00000000
        PA
        
        2075457.30000000
        0.169813177493
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-02-23
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        200000.00000000
        PA
        USD
        182000.00000000
        0.014891175214
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saxon Asset Securities Trust
        N/A
        Saxon Asset Securities Trust 2006-1
        80556UAF0
        
          
        
        222003.63000000
        PA
        USD
        219890.44000000
        0.017991357527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        13420196.00000000
        PA
        USD
        4730619.09000000
        0.387057570002
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities Inc.
        N/A
        Asset-Backed Pass-Through Certificates Series 2004-R5
        03072SRX5
        
          
        
        14868.58000000
        PA
        USD
        14780.00000000
        0.001209294338
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-07-25
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AR0
        
          
        
        100000.00000000
        PA
        USD
        101250.00000000
        0.008284238958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        173000.00000000
        0.014154798417
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        P97475AP5
        
          
        
        156000.00000000
        PA
        USD
        12792.00000000
        0.001046636886
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2024-10-13
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        700000.00000000
        PA
        USD
        732037.26000000
        0.059895028032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1289.13000000
        0.000105476157
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            7457520.00000000
            AUD
            5581753.11000000
            USD
            2022-04-04
            1289.13000000
          
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452152BM2
        
          
        
        245000.00000000
        PA
        USD
        274940.15000000
        0.022495505203
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        P17625AA5
        
          
        
        32000.00000000
        PA
        USD
        2624.00000000
        0.000214694745
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2023-05-07
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AD7
        
          
        
        300000.00000000
        PA
        USD
        309028.13000000
        0.025284571593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        USD
        523500.00000000
        0.042832583651
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2038-02-23
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AN7
        
          
        
        300000.00000000
        PA
        USD
        287250.00000000
        0.023502692748
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marks & Spencer PLC
        213800CN1RI3UCIZWB95
        Marks & Spencer PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1369372.00000000
        0.112041529589
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-12
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLJ LODGING TRUST LP
        549300RX5I8Z6I6LDZ74
        RLJ Lodging Trust LP
        74965LAA9
        
          
        
        200000.00000000
        PA
        USD
        190000.00000000
        0.015545732366
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAC1
        
          
        
        4500000.00000000
        PA
        USD
        4569214.37000000
        0.373851493267
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-01
          Fixed
          4.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        9DJT3UXIJIZJI4WXO774
        Banc of America Funding 2006 J Trust
        05951EAM9
        
          
        
        31232.30000000
        PA
        USD
        30225.06000000
        0.002473003650
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-20
          Variable
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harvest CLO
        635400EXPHDZLGQCVU09
        Harvest Clo XX DAC
        000000000
        
          
        
        600000.00000000
        PA
        
        656012.99000000
        0.053674749323
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-20
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust 2005-10
        41161PTN3
        
          
        
        7631.45000000
        PA
        USD
        6512.28000000
        0.000532832431
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-19
          Floating
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828G38
        
          
        
        15910000.00000000
        PA
        USD
        15811183.94000000
        1.293665441722
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HC4
        
          
        
        100000.00000000
        PA
        USD
        99819.42000000
        0.008167189412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATTERSON-UTI ENERGY INC
        254900XGFBKIXD6G0697
        Patterson-UTI Energy Inc
        703481AC5
        
          
        
        600000.00000000
        PA
        USD
        585295.81000000
        0.047888694828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        23248AAA9
        
          
        
        1258113.00000000
        PA
        USD
        1057530.28000000
        0.086526751064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-05-25
          Floating
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KBW1 CDS EUR R F  5.00000 1 CCPITRAXX / Short: SWPC0KBW1 CDS EUR P V 03MEVENT 2 CCPITRAXX
        000000000
        
          
        
        39100000.00000000
        OU
        Notional Amount
        
        3437635.51000000
        0.281266113745
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S36
                2I667KJO7
              
            
            Y
            
            sell protection
            2026-12-20
            3509874.06000000
            EUR
            0.00000000
            EUR
            39100000.00000000
            EUR
            -577593.48000000
          
        
        
          N
          N
          N
        
      
      
        SEAZEN GROUP LTD
        5493006M8GRAQRCSCD67
        Seazen Group Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        126000.00000000
        0.010309275148
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-08-12
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBALWORTH REAL ESTATE
        213800R3E823B1UBIA81
        Globalworth Real Estate Investments Ltd
        000000000
        
          
        
        3900000.00000000
        PA
        
        4371574.03000000
        0.357680631001
        Long
        DBT
        
        GG
        
        N
        
        2
        
          2025-03-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IM04 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IM04 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        
        13631.01000000
        0.001115284386
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            9296.76000000
            EUR
            0.00000000
            EUR
            200000.00000000
            EUR
            3968.71000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF VENEZUELA
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        922646BL7
        
          
        
        1400000.00000000
        PA
        USD
        114800.00000000
        0.009392895135
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2034-01-13
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        237000.00000000
        PA
        USD
        207954.24000000
        0.017014741892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        Coty Inc
        222070AE4
        
          
        
        2900000.00000000
        PA
        USD
        2823875.00000000
        0.231048447295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        000000000
        
          
        
        1600000.00000000
        PA
        
        1858499.59000000
        0.152061774890
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARKS & SPENCER PLC
        213800CN1RI3UCIZWB95
        Marks & Spencer PLC
        000000000
        
          
        
        300000.00000000
        PA
        
        385870.91000000
        0.031571820499
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-07-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
        
        6400000.00000000
        PA
        USD
        6800000.00000000
        0.556373579429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        000000000
        
          
        
        1300000.00000000
        PA
        
        1342800.03000000
        0.109867420463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        Long: SWPC0KBH4 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0KBH4 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        1000000.00000000
        OU
        Notional Amount
        
        194126.42000000
        0.015883354581
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            
              
                HOCHTIEF AG
                HOCHTIEF AG
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            180327.32000000
            EUR
            0.00000000
            EUR
            1000000.00000000
            EUR
            -18939.22000000
          
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAZ1
        
          
        
        1700000.00000000
        PA
        USD
        1746807.85000000
        0.142923196482
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-03-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300A6M3BR8FZNXO79
        Venture Xxv Clo Ltd
        92329VAS1
        
          
        
        3183117.75000000
        PA
        USD
        3183113.04000000
        0.260441175851
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBION FINANCING 1SARL /
        N/A
        Albion Financing 1 SARL / Aggreko Holdings Inc
        013304AA8
        
          
        
        300000.00000000
        PA
        USD
        289500.00000000
        0.023686786947
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        Syngenta Finance NV
        87164KAH7
        
          
        
        200000.00000000
        PA
        USD
        202662.21000000
        0.016581749881
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-24
          Fixed
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
        
        877000.00000000
        PA
        USD
        939367.90000000
        0.076858747194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        200000.00000000
        PA
        
        234481.58000000
        0.019185199408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        1100000.00000000
        PA
        USD
        1199000.00000000
        0.098101753196
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2028-04-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        3500000.00000000
        PA
        
        3582257.97000000
        0.293099071942
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-02-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAC0
        
          
        
        4100000.00000000
        PA
        USD
        3840593.00000000
        0.314235952138
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
        
        1400000.00000000
        PA
        USD
        1403220.00000000
        0.114810960900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley ABS Capital I Inc Trust 2005-WMC5
        61744CRV0
        
          
        
        170218.92000000
        PA
        USD
        169576.91000000
        0.013874722412
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Acquisition Corp
        N/A
        JP Morgan Mortgage Acquisition Trust 2007-CH3
        46630XAG3
        
          
        
        400000.00000000
        PA
        USD
        384628.52000000
        0.031470168591
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA BIDCO B.V. 2018 EUR TERM LOAN B
        2549002VGA888UKFKS25
        SIGMA BIDCO B.V. 2018 EUR TERM LOAN B
        000000000
        
          
        
        1600000.00000000
        PA
        
        1651354.77000000
        0.135113259454
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2025-07-02
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMF-NL Bv
        724500YACYYG8XY5LM10
        EMF-NL Prime 2008-A BV
        000000000
        
          
        
        99487.50000000
        PA
        
        109871.93000000
        0.008989682201
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2041-04-17
          Floating
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1500000.00000000
        PA
        
        1551050.66000000
        0.126906412879
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        300000.00000000
        PA
        
        336235.76000000
        0.027510690194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        900000.00000000
        PA
        
        985130.90000000
        0.080603059564
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2031-09-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Oil Finance Trust
        N/A
        Rio Oil Finance Trust Series 2014-3
        U76673AB5
        
          
        
        342443.20000000
        PA
        USD
        376687.52000000
        0.030820438798
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-06
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q-PARK HOLDING BV
        2549003839B7HE3NDP48
        Q-Park Holding I BV
        000000000
        
          
        
        1200000.00000000
        PA
        
        1244345.13000000
        0.101811875591
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        2400000.00000000
        PA
        
        1914521.54000000
        0.156645470897
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-04-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0IU21 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0IU21 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        700000.00000000
        OU
        Notional Amount
        
        128668.99000000
        0.010527650959
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Glencore International AG
                Glencore International AG
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            124654.08000000
            EUR
            0.00000000
            EUR
            700000.00000000
            EUR
            -14216.76000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BK SCOTLND GRP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        113336.96000000
        0.009273189723
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        600000.00000000
        PA
        USD
        108000.00000000
        0.008836521555
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-28
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        Y20722AN7
        
          
        
        800000.00000000
        PA
        
        932501.29000000
        0.076296923608
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0IMP9 CDS EUR R F  5.00000 FIX CORPORATE / Short: SWPC0IMP9 CDS EUR P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        
        13631.01000000
        0.001115284386
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                INTRUM AB
                INTRUM AB
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            8418.26000000
            EUR
            0.00000000
            EUR
            200000.00000000
            EUR
            4809.07000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0KBZ4 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KBZ4 CDS USD P V 03MEVENT 2 CCPCDX
        000000000
        
          
        
        38600000.00000000
        OU
        Notional Amount
        USD
        661116.48000000
        0.054092315058
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S37
                2I65BYDZ5
              
            
            Y
            
            sell protection
            2026-12-20
            599325.22000000
            USD
            0.00000000
            USD
            38600000.00000000
            USD
            61791.26000000
          
        
        
          N
          N
          N
        
      
      
        FORTRESS TRANS & INFRAST
        529900E7PUVK6BC8PE80
        Fortress Transportation and Infrastructure Investors LLC
        34960PAD3
        
          
        
        400000.00000000
        PA
        USD
        363660.00000000
        0.029754531749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2004-3
        07384MR20
        
          
        
        1302.00000000
        PA
        USD
        1332.96000000
        0.000109062312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA CA TOLL AUTH TOLL BRI
        5493001FUZGUQMIP5D78
        Bay Area Toll Authority
        072024NU2
        
          
        
        200000.00000000
        PA
        USD
        274013.30000000
        0.022419670666
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-04-01
          Fixed
          6.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAE6
        
          
        
        1100000.00000000
        PA
        USD
        932250.00000000
        0.076276363150
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        9DJT3UXIJIZJI4WXO774
        Merrill Lynch Mortgage Investors Trust Series 2006-A3
        59023CAK8
        
          
        
        9119.29000000
        PA
        USD
        8567.72000000
        0.000701007800
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Variable
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BE1
        
          
        
        100000.00000000
        PA
        USD
        97908.50000000
        0.008010838617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        000000000
        
          
        
        500000.00000000
        PA
        
        555715.72000000
        0.045468462394
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-09-17
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AN7
        
          
        
        100000.00000000
        PA
        USD
        107153.95000000
        0.008767298045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        197603.36000000
        0.016167836575
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            12467378.13000000
            USD
            16925000.00000000
            AUD
            2022-04-04
            197603.36000000
          
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Trust
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR14
        45660LRX9
        
          
        
        8781.59000000
        PA
        USD
        7916.57000000
        0.000647730939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        190000.00000000
        0.015545732366
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-06-01
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        4300000.00000000
        PA
        USD
        3968943.00000000
        0.324737503450
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0I305 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0I305 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        900000.00000000
        OU
        Notional Amount
        USD
        11686.52000000
        0.000956186906
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL ELECTRIC CO
                GENERAL ELECTRIC CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            0.00000000
            USD
            -3826.16000000
            USD
            900000.00000000
            USD
            15512.68000000
          
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AG4
        
          
        
        5650000.00000000
        PA
        USD
        5996684.00000000
        0.490646550262
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-12-04
          Fixed
          7.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
        
        500000.00000000
        PA
        USD
        456781.84000000
        0.037373727549
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3677.89000000
        0.000300923650
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            246801.90000000
            USD
            1192546.80000000
            BRL
            2022-04-04
            3677.89000000
          
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        300000.00000000
        PA
        USD
        260628.00000000
        0.021324490185
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAA2
        
          
        
        1700000.00000000
        PA
        USD
        1466250.00000000
        0.119968053064
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOBLE FINANCE CO
        5493003DTPH8AMMK4P51
        Noble Finance Co
        65505JAC5
        
          
        
        45537.00000000
        PA
        USD
        51001.44000000
        0.004172919666
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          11.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        Syngenta Finance NV
        87164KAG9
        
          
        
        5900000.00000000
        PA
        USD
        6005790.25000000
        0.491391620396
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-04-24
          Fixed
          4.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HP5
        
          
        
        100000.00000000
        PA
        USD
        95023.23000000
        0.007774766853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHORA NETHERLANDS
        724500MKKXKEVWMN9E13
        Athora Netherlands NV
        000000000
        
          
        
        700000.00000000
        PA
        
        781622.12000000
        0.063952043627
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-05-17
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon CLO LTD
        5493008SBRQGMZFP2M89
        Marathon CLO IX Ltd
        56577PAL3
        
          
        
        1526940.29000000
        PA
        USD
        1519513.36000000
        0.124326042219
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        676.37000000
        0.000055340352
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            682985.98000000
            USD
            618000.00000000
            EUR
            2022-04-04
            676.37000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        800000.00000000
        PA
        USD
        634000.00000000
        0.051873654317
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS S A
        N/A
        INTELSAT JACKSON HOLDINGS S A
        000000000
        
          
        
        986.00000000
        NS
        USD
        4437.00000000
        0.000363033760
        N/A
        DE
        
        LU
        N
        
        3
        
          
            
              N/A
              N/A
            
            
              
                INTELSAT EMERGENCE SA
                INTELSAT EMERGENCE SA
                
                  
                
              
            
            2025-12-05
            
              
            
            XXXX
            4437.00000000
          
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        1900000.00000000
        PA
        USD
        1774220.00000000
        0.145166048837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATRIUM EUROPEAN REAL EST
        213800OJ67K27RCO2J56
        Atrium European Real Estate Ltd
        000000000
        
          
        
        3439000.00000000
        PA
        
        3728913.76000000
        0.305098396475
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-09-11
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CNTY CA PUBLIC WKS
        N/A
        Los Angeles County Public Works Financing Authority
        54473ENS9
        
          
        
        200000.00000000
        PA
        USD
        297421.62000000
        0.024334931076
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-08-01
          Fixed
          7.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CM0
        
          
        
        4400000.00000000
        PA
        USD
        3270960.00000000
        0.267628782848
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2047-05-11
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        1538517.00000000
        0.125880913279
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        317U090O1 PIMCO
        000000000
        
          
        
        -6900000.00000000
        NC
        USD
        -8993.46000000
        -0.00073584169
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                    IRS Swap
                    N/A
                    
                      
                    
                    6900000.00000000
                    OU
                    Notional Amount
                    N/A
                    -8993.46000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-06-08
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  6900000.00000000
                  USD
                
              
            
            1.00000000
            1.44350000
            USD
            2022-06-08
            XXXX
            65871.54000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAB7
        
          
        
        400000.00000000
        PA
        USD
        288000.00000000
        0.023564057481
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2032-03-26
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAG1
        
          
        
        4300000.00000000
        PA
        USD
        4683774.14000000
        0.383224732869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        784F5XWPLTWKTBV3E584
        GSR Mortgage Loan Trust 2005-AR6
        362341RT8
        
          
        
        1596.71000000
        PA
        USD
        1603.41000000
        0.000131190435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        
        401435.91000000
        0.032845343258
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2040-10-17
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0IR09 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0IR09 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1700000.00000000
        OU
        Notional Amount
        
        -59219.27000000
        -0.00484529959
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CASINO GUICHARD PERRACHO
                CASINO GUICHARD PERRACHO
                
                  
                
              
            
            Y
            
            sell protection
            2022-12-20
            0.00000000
            EUR
            -22595.80000000
            EUR
            1700000.00000000
            EUR
            -33673.75000000
          
        
        
          N
          N
          N
        
      
      
        IndyMac Residential Asset Backed Trust
        N/A
        Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B
        43710EAD2
        
          
        
        332626.68000000
        PA
        USD
        209639.93000000
        0.017152664447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HYB1
        22239EAG1
        
          
        
        7123.55000000
        PA
        USD
        6585.85000000
        0.000538851902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-16
        170257AC3
        
          
        
        15515.45000000
        PA
        USD
        8115.35000000
        0.000663995048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JZ99 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0JZ99 CDS USD P V 03MEVENT 2 CCPCDX
        000000000
        
          
        
        800000.00000000
        OU
        Notional Amount
        USD
        14514.53000000
        0.001187573677
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S36
                2I65BYDY8
              
            
            Y
            
            sell protection
            2026-06-20
            16781.82000000
            USD
            0.00000000
            USD
            800000.00000000
            USD
            -2267.29000000
          
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        5493002O60L75PP6F022
        Venture XIV CLO Ltd
        92328GBA3
        
          
        
        5406100.30000000
        PA
        USD
        5398906.29000000
        0.441736590819
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-08-28
          Floating
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JK4
        
          
        
        100000.00000000
        PA
        USD
        95702.35000000
        0.007830332210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HN0
        
          
        
        100000.00000000
        PA
        USD
        86459.64000000
        0.007074096968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        1300000.00000000
        PA
        
        1379521.10000000
        0.112871925338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Floating
          0.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAF4
        
          
        
        2100000.00000000
        PA
        USD
        2005500.00000000
        0.164089296109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2478.89000000
        0.000202821897
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            138000.00000000
            GBP
            183762.54000000
            USD
            2022-04-04
            2478.89000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        1225800.00000000
        PA
        USD
        698718.26000000
        0.057168879313
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-79CB
        12668BAC7
        
          
        
        123756.98000000
        PA
        USD
        93211.44000000
        0.007626526840
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        000000000
        
          
        
        1000000.00000000
        PA
        
        1141926.31000000
        0.093432004196
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travis Perkins PLC
        2138001I27OUBAF22K83
        Travis Perkins PLC
        000000000
        
          
        
        1900000.00000000
        PA
        
        2520893.60000000
        0.206258616998
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-07
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
        
        2500000.00000000
        PA
        USD
        2268750.00000000
        0.185628317401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        Toll Brothers Finance Corp
        88947EAS9
        
          
        
        1200000.00000000
        PA
        USD
        1239807.34000000
        0.101440595229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452152GS4
        
          
        
        200000.00000000
        PA
        USD
        232588.28000000
        0.019030290276
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-01
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2007-OA3
        02150TAA8
        
          
        
        28845.96000000
        PA
        USD
        25960.90000000
        0.002124111596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-25
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10216.60000000
        -0.00083591857
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2133804.00000000
            USD
            30556990816.00000000
            IDR
            2022-05-20
            -10216.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley ABS Capital I Inc Trust 2005-NC1
        61744CML7
        
          
        
        162120.21000000
        PA
        USD
        156122.56000000
        0.012773892284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aurium CLO
        213800O4RL6TWVR6MP81
        Aurium CLO I DAC
        000000000
        
          
        
        250000.00000000
        PA
        
        274569.03000000
        0.022465140297
        Long
        ABS-CBDO
        CORP
        IE
        N