Form NPORT-P PACE SELECT ADVISORS For: Jul 31

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September 20, 2021 12:13 PM EDT
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      PACE SELECT ADVISORS TRUST
      811-08764
      0000930007
      549300TPB2UX3QR3SC50
      C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
      12TH FLOOR 1285 AVENUE OF THE AMERICAS
      NEW YORK
      
      10019
      212-821-3000
      PACE Strategic Fixed Income Investments
      S000002698
      5493008PS83BJ3Y3F160
      2021-07-31
      2021-07-31
      N
    
    
      728266922.13
      32810944.87
      695455977.26
      0.00000000
      0.00000000
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          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
        
        365000.00000000
        PA
        USD
        375541.20000000
        0.053999277061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ludgate Funding Plc
        213800LADM2GPWI3P269
        Ludgate Funding PLC
        000000000
        
          
        
        1378423.44000000
        PA
        
        1850116.32000000
        0.266029249944
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2061-01-01
          Floating
          0.23600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAA5
        
          
        
        901000.00000000
        PA
        USD
        939170.89000000
        0.135043902232
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Pass-Through Certificates
        31393LFK4
        
          
        
        378710.08000000
        PA
        USD
        455261.89000000
        0.065462359212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC27
        17323CAG2
        
          
        
        3128126.50000000
        PA
        USD
        122142.08000000
        0.017562877305
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Variable
          1.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-AR6
        362341RX9
        
          
        
        143202.38000000
        PA
        USD
        146005.07000000
        0.020994149849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.90300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        281000.00000000
        PA
        USD
        286795.63000000
        0.041238502418
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OUTFRONT MEDIA CAP LLC/C
        N/A
        Outfront Media Capital LLC / Outfront Media Capital Corp
        69007TAC8
        
          
        
        25000.00000000
        PA
        USD
        25125.00000000
        0.003612737660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securities Corporation
        N/A
        RASC Series 2005-KS11 Trust
        76110W7E0
        
          
        
        754935.42000000
        PA
        USD
        752861.16000000
        0.108254323007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          0.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        145000.00000000
        PA
        USD
        150800.00000000
        0.021683615488
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Industries Inc
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
        
        115000.00000000
        PA
        USD
        141652.40000000
        0.020368277019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
        
        396000.00000000
        PA
        USD
        461856.85000000
        0.066410652162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AS3
        
          
        
        75000.00000000
        PA
        USD
        78281.25000000
        0.011256104276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2003-J3
        12669FFD0
        
          
        
        15401.82000000
        PA
        USD
        15681.97000000
        0.002254919148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395LRL7
        
          
        
        1093868.85000000
        PA
        USD
        1250764.97000000
        0.179848187505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6235.73000000
        -0.00089663906
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3371951.36000000
            USD
            17600911.70000000
            BRL
            2021-09-02
            -6235.73000000
          
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        Bear Stearns ALT-A Trust 2003-3
        07386HCE9
        
          
        
        3339.83000000
        PA
        USD
        3401.28000000
        0.000489071934
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Variable
          2.16900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBD3
        
          
        
        290000.00000000
        PA
        USD
        306312.50000000
        0.044044843960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359D3U5
        
          
        
        565.29000000
        PA
        USD
        591.10000000
        0.000084994596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A60
        
          
        
        1700000.00000000
        PA
        USD
        1872125.00000000
        0.269193890226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AH4
        
          
        
        85000.00000000
        PA
        USD
        91375.00000000
        0.013138861838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2F9
        
          
        
        1500000.00000000
        PA
        USD
        1629986.00000000
        0.234376589359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VINE ENERGY HOLDINGS LLC
        254900PNIMG4CPJH6R25
        Vine Energy Holdings LLC
        92735LAA0
        
          
        
        210000.00000000
        PA
        USD
        218925.00000000
        0.031479346954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RN3
        
          
        
        69000.00000000
        PA
        USD
        78142.50000000
        0.011236153337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RN0
        
          
        
        2600000.00000000
        PA
        USD
        3105984.39000000
        0.446611215024
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKBANK TAS
        789000TUMN63Z28TJ497
        Akbank TAS
        00971YAG5
        
          
        
        65000.00000000
        PA
        USD
        68831.75000000
        0.009897355440
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2026-02-06
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAT2
        
          
        
        45000.00000000
        PA
        USD
        47643.75000000
        0.006850721189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286B1
        
          
        
        6700000.00000000
        PA
        USD
        7461339.83000000
        1.072870185025
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vesteda Finance BV
        72450072M9HBDGD2GH67
        Vesteda Finance BV
        000000000
        
          
        
        1000000.00000000
        PA
        
        1217791.84000000
        0.175106962887
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-10-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JIW7 CDS EUR R F  1.00000 1 CCPITRAXX / Short: SWPC0JIW7 CDS EUR P V 03MEVENT 2 CCPITRAXX
        000000000
        
          
        
        7000000.00000000
        OU
        Notional Amount
        
        223752.75000000
        0.032173531800
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe S34.V1
                2I666VCX1
              
            
            Y
            
            sell protection
            2025-12-20
            133191.16000000
            EUR
            0.00000000
            EUR
            7000000.00000000
            EUR
            68149.25000000
          
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
        
        71000.00000000
        PA
        USD
        74097.38000000
        0.010654503293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        549300J8XCULR2IX5L98
        Jamestown CLO V Ltd
        470473AF6
        
          
        
        11569.78000000
        PA
        USD
        11576.94000000
        0.001664654612
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-01-17
          Floating
          1.35400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
        
        258000.00000000
        PA
        USD
        254452.50000000
        0.036587865849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACADIA HEALTHCARE CO INC
        5493005CW985Y9D0NC11
        Acadia Healthcare Co Inc
        00404AAP4
        
          
        
        160000.00000000
        PA
        USD
        167600.00000000
        0.024099296789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BM4
        
          
        
        1400000.00000000
        PA
        USD
        1619548.00000000
        0.232875703560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-06
          Fixed
          4.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        9347.87000000
        0.001344135402
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            400660.99000000
            PEN
            108000.00000000
            USD
            2021-09-20
            9347.87000000
          
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAH5
        
          
        
        45000.00000000
        PA
        USD
        50962.50000000
        0.007327926089
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        1600000.00000000
        PA
        USD
        1663530.90000000
        0.239200029102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -757.17000000
        -0.00010887389
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            108787.14000000
            USD
            124335000.00000000
            KRW
            2021-09-08
            -757.17000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312910FG2
        
          
        
        46.05000000
        PA
        USD
        46.25000000
        0.000006650313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C Technologies Inc
        78466CAC0
        
          
        
        245000.00000000
        PA
        USD
        259295.75000000
        0.037284279448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31386C3G5
        
          
        
        3472.28000000
        PA
        USD
        3462.78000000
        0.000497915053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Floating
          1.51800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
        
        95000.00000000
        PA
        USD
        95475.00000000
        0.013728403108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAA4
        
          
        
        200000.00000000
        PA
        USD
        209000.00000000
        0.030052225710
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLCAN CIA MINERA SAA-CM
        549300XKJ91C4SZLG750
        Volcan Cia Minera SAA
        92863UAB2
        
          
        
        45000.00000000
        PA
        USD
        43434.00000000
        0.006245398906
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB Finansbank AS/Turkey
        789000Q21SW842S9IJ58
        QNB Finansbank AS
        31772DAD4
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-09-07
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAG2
        
          
        
        50000.00000000
        PA
        USD
        55250.00000000
        0.007944428088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822AS3
        
          
        
        1600000.00000000
        PA
        USD
        1614253.23000000
        0.232114365651
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-02
          Floating
          0.87100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358U7D2
        
          
        
        1078.80000000
        PA
        USD
        1123.19000000
        0.000161504111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-25
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FZ4
        
          
        
        1500000.00000000
        PA
        USD
        1728991.95000000
        0.248612709723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDV7
        
          
        
        540000.00000000
        PA
        USD
        596187.00000000
        0.085726058800
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        81720TAC9
        
          
        
        40000.00000000
        PA
        USD
        42396.00000000
        0.006096144311
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AVAL LTD
        549300J4FW1ELLQ80113
        Grupo Aval Ltd
        40053FAC2
        
          
        
        95000.00000000
        PA
        USD
        93905.13000000
        0.013502670632
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-02-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225436AA2
        
          
        
        800000.00000000
        PA
        USD
        872960.00000000
        0.125523401702
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-12-18
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
        
        75000.00000000
        PA
        USD
        78750.00000000
        0.011323506098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
        
        235000.00000000
        PA
        USD
        254975.00000000
        0.036662996413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2004-T1
        31393XFS1
        
          
        
        268529.39000000
        PA
        USD
        311056.95000000
        0.044727051052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J2 GLOBAL
        5493008OJYGLHD7MXA18
        J2 Global Inc
        48123VAF9
        
          
        
        285000.00000000
        PA
        USD
        302812.50000000
        0.043541577023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
        
        184000.00000000
        PA
        USD
        185840.00000000
        0.026722036487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBL0
        
          
        
        1500000.00000000
        PA
        USD
        1665279.59000000
        0.239451474205
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-09-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556HAB3
        
          
        
        270000.00000000
        PA
        USD
        330514.24000000
        0.047524825554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        1484.27000000
        0.000213424005
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3535000.00000000
            ZAR
            242704.30000000
            USD
            2021-08-05
            1484.27000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        175000.00000000
        PA
        USD
        178447.50000000
        0.025659064820
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDGEWELL PERSONAL CARE
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035QAA0
        
          
        
        250000.00000000
        PA
        USD
        264717.50000000
        0.038063875882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHZ5
        
          
        
        290000.00000000
        PA
        USD
        298832.40000000
        0.042969276240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Fixed
          2.49600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAG6
        
          
        
        55000.00000000
        PA
        USD
        56787.50000000
        0.008165506064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFB0
        
          
        
        2200000.00000000
        PA
        USD
        2391410.89000000
        0.343862295845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ
        46649VAA9
        
          
        
        487436.82000000
        PA
        USD
        487735.52000000
        0.070131760448
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-06-15
          Floating
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLIUM SE
        724500KRJEMC79KAAU28
        Constellium SE
        21039CAA2
        
          
        
        50000.00000000
        PA
        USD
        53312.50000000
        0.007665833890
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
        
        155000.00000000
        PA
        USD
        156860.00000000
        0.022554986243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312916ZY8
        
          
        
        8835.28000000
        PA
        USD
        9272.48000000
        0.001333295032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
        
        295000.00000000
        PA
        USD
        296643.15000000
        0.042654482770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIGEL LUXEMBOURG SA
        N/A
        Unigel Luxembourg SA
        904752AB8
        
          
        
        70000.00000000
        PA
        USD
        75495.00000000
        0.010855467846
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-10-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASONITE INTERNATIONAL C
        549300H0H07ZFT4JYM32
        Masonite International Corp
        575385AD1
        
          
        
        75000.00000000
        PA
        USD
        79781.25000000
        0.011471790107
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
        
        410000.00000000
        PA
        USD
        436650.00000000
        0.062786145245
        Long
        DBT
        
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        Metinvest BV
        591555AG2
        
          
        
        30000.00000000
        PA
        USD
        33038.10000000
        0.004750566690
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-10-01
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
        
        1200000.00000000
        PA
        USD
        1349160.60000000
        0.193996549618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        000000000
        
          
        
        200000.00000000
        PA
        USD
        213174.00000000
        0.030652407480
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2025-05-13
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBE7
        
          
        
        105000.00000000
        PA
        USD
        107493.75000000
        0.015456585824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        3504.68000000
        0.000503939877
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1262860000.00000000
            COP
            329118.34000000
            USD
            2021-08-05
            3504.68000000
          
        
        
          N
          N
          N
        
      
      
        Home Equity Asset Trust
        N/A
        Home Equity Asset Trust 2005-2
        437084JU1
        
          
        
        295253.89000000
        PA
        USD
        295563.70000000
        0.042499268057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          1.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0GJD4 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0GJD4 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1600000.00000000
        OU
        Notional Amount
        USD
        17212.80000000
        0.002475038041
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                VERIZON COMMUNICATIONS
                VERIZON COMMUNICATIONS
                
                  
                  
                
              
            
            Y
            
            sell protection
            2022-12-20
            8712.97000000
            USD
            0.00000000
            USD
            1600000.00000000
            USD
            8499.83000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
        
        285000.00000000
        PA
        USD
        301031.25000000
        0.043285450099
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
        
        52000.00000000
        PA
        USD
        53856.40000000
        0.007744041572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-30
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
        
        210000.00000000
        PA
        USD
        220185.00000000
        0.031660523052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375UXM7
        
          
        
        806206.21000000
        PA
        USD
        817362.98000000
        0.117529075416
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-05-20
          Floating
          0.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYCOM INDUSTRIES INC
        549300F56EKTHQI3WT60
        Dycom Industries Inc
        267475AD3
        
          
        
        230000.00000000
        PA
        USD
        232875.00000000
        0.033485225178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        682051AJ6
        
          
        
        75000.00000000
        PA
        USD
        75750.00000000
        0.010892134437
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2048-01-17
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        261000.00000000
        PA
        USD
        253692.00000000
        0.036478513133
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJB6
        
          
        
        1600000.00000000
        PA
        USD
        1658311.86000000
        0.238449580451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
        
        75000.00000000
        PA
        USD
        78937.50000000
        0.011350466827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MG3
        
          
        
        89000.00000000
        PA
        USD
        93596.85000000
        0.013458342880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AM6
        
          
        
        20000.00000000
        PA
        USD
        20817.00000000
        0.002993287955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AU3
        
          
        
        70000.00000000
        PA
        USD
        70962.50000000
        0.010203737162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        054561AJ4
        
          
        
        1700000.00000000
        PA
        USD
        1965013.46000000
        0.282550373316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        Grupo Bimbo SAB de CV
        40052VAE4
        
          
        
        705000.00000000
        PA
        USD
        849657.19000000
        0.122172677751
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-11-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SWU00M8G6 IRS JPY R F  1.00000 SWU00M8G6 CCPVANILLA / Short: SWU00M8G6 IRS JPY P V 06MLIBOR SWUV0M8G8 CCPVANILLA
        000000000
        
          
        
        60000000.00000000
        OU
        Notional Amount
        
        85896.49000000
        0.012351103852
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2048-03-21
            13948989.00000000
            JPY
            0.00000000
            JPY
            60000000.00000000
            JPY
            -45036.28000000
          
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AS4
        
          
        
        60000.00000000
        PA
        USD
        67800.00000000
        0.009748999536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        210000.00000000
        PA
        USD
        221365.85000000
        0.031830318127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21
        000000000
        
          
        
        25.00000000
        NC
        USD
        197565.39000000
        0.028408036807
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            3920403.36000000
            USD
            197565.39000000
          
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAW5
        
          
        
        535000.00000000
        PA
        USD
        606806.06000000
        0.087252979317
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-09
          Fixed
          4.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        1300000.00000000
        PA
        USD
        1515267.00000000
        0.217881080837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        008911BK4
        
          
        
        110000.00000000
        PA
        USD
        110264.00000000
        0.015854921606
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CQ0
        
          
        
        200000.00000000
        PA
        USD
        206624.00000000
        0.029710579354
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-09
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Accredited Mortgage Loan Trust
        N/A
        Accredited Mortgage Loan Trust 2004-2
        004375AW1
        
          
        
        614551.91000000
        PA
        USD
        605879.23000000
        0.087119709918
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Floating
          0.66900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAN HARBORS INC
        5493000SJVZVZJKHJF48
        Clean Harbors Inc
        184496AN7
        
          
        
        30000.00000000
        PA
        USD
        31462.50000000
        0.004524010293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3607.40000000
        -0.00051871004
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            328625.03000000
            USD
            1262860000.00000000
            COP
            2021-09-08
            -3607.40000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        74245.40000000
        0.010675787170
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1829000.00000000
            AUD
            1416548.79000000
            USD
            2021-08-17
            74245.40000000
          
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAH0
        
          
        
        105000.00000000
        PA
        USD
        116980.50000000
        0.016820690859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHP SE
        213800D7DXFXGA292757
        MHP SE
        55302TAD7
        
          
        
        65000.00000000
        PA
        USD
        70040.62000000
        0.010071179526
        Long
        DBT
        CORP
        CY
        
        N
        
        2
        
          2024-05-10
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ENTERGY LOUISIANA LLC
        8F4SD5Y4YNDDSMHFUP83
        Entergy Gulf States Louisiana LLC
        29365PAP7
        
          
        
        2207000.00000000
        PA
        USD
        2538270.30000000
        0.364979291715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARVEST MIDSTREAM I LP
        549300DW5M17KJOXCY66
        Harvest Midstream I LP
        417558AA1
        
          
        
        140000.00000000
        PA
        USD
        149699.20000000
        0.021525330846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
        
        200000.00000000
        PA
        USD
        206500.00000000
        0.029692749325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        United Airlines 2020-1 Class B Pass Through Trust
        90932VAA3
        
          
        
        18685.00000000
        PA
        USD
        19600.66000000
        0.002818389753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6637.56000000
        -0.00095441842
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            247857.59000000
            USD
            3535000.00000000
            ZAR
            2021-08-05
            -6637.56000000
          
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAA6
        
          
        
        10000.00000000
        PA
        USD
        10715.00000000
        0.001540715782
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-09-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YAW0
        
          
        
        325000.00000000
        PA
        USD
        333437.00000000
        0.047945090832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        Scripps Escrow II Inc
        81105DAA3
        
          
        
        130000.00000000
        PA
        USD
        130049.40000000
        0.018699875226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253AB9
        
          
        
        110000.00000000
        PA
        USD
        115362.50000000
        0.016588037743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEASEPLAN CORPORATION NV
        724500C60L930FVHS484
        LeasePlan Corp NV
        52206AAD2
        
          
        
        1500000.00000000
        PA
        USD
        1575746.27000000
        0.226577428553
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-10-24
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE SEP21
        000000000
        
          
        
        -189.00000000
        NC
        
        -527050.93000000
        -0.07578494501
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                United Kingdom Gilt
                G U1 Comdty
              
            
            2021-09-28
            -24151136.91000000
            GBP
            -527050.93000000
          
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae Trust 2003-W8
        31393CW82
        
          
        
        18057.48000000
        PA
        USD
        20985.70000000
        0.003017545421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BT5
        
          
        
        1400000.00000000
        PA
        USD
        1399727.60000000
        0.201267606544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAP9
        
          
        
        95000.00000000
        PA
        USD
        138778.85000000
        0.019955087674
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2039-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD
        525ESC1Y5
        
          
        
        900000.00000000
        PA
        USD
        6120.00000000
        0.000879998188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2016-12-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380UAY9
        
          
        
        390260.34000000
        PA
        USD
        391290.59000000
        0.056263890568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-05-20
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Securitization Corp
        N/A
        SALES TAX SECURITIZATION CORP IL
        79467BDH5
        
          
        
        1400000.00000000
        PA
        USD
        1512846.16000000
        0.217532986913
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-01-01
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA Chemicals Corp
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAR0
        
          
        
        280000.00000000
        PA
        USD
        301700.00000000
        0.043381610032
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2005-62
        12668ATT2
        
          
        
        111725.44000000
        PA
        USD
        102212.18000000
        0.014697145950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.10700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LD1
        
          
        
        755000.00000000
        PA
        USD
        844845.19000000
        0.121480757607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          3.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR Grace & Co-Conn
        549300GJVOEHHLSO6K25
        WR Grace & Co-Conn
        383909AF5
        
          
        
        55000.00000000
        PA
        USD
        61118.75000000
        0.008788298900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UWB4
        
          
        
        4074440.62000000
        PA
        USD
        4453552.20000000
        0.640378736486
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
        
        210000.00000000
        PA
        USD
        227587.50000000
        0.032724932625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HG5
        
          
        
        1600000.00000000
        PA
        USD
        1682318.74000000
        0.241901543017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
        432891AK5
        
          
        
        250000.00000000
        PA
        USD
        258755.00000000
        0.037206524706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBL3
        
          
        
        225000.00000000
        PA
        USD
        254939.09000000
        0.036657832894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-06
          Fixed
          3.63300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
        
        1700000.00000000
        PA
        
        1368648.01000000
        0.196798655091
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-07
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BGC Partners Inc
        TF1LXM1YNB81WKUH5G19
        BGC Partners Inc
        05541TAK7
        
          
        
        1400000.00000000
        PA
        USD
        1512918.02000000
        0.217543319702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAP0
        
          
        
        1400000.00000000
        PA
        USD
        1534562.06000000
        0.220655528196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        Morgan Stanley ABS Capital I Inc Trust 2005-HE1
        61744CKP0
        
          
        
        173544.66000000
        PA
        USD
        163654.96000000
        0.023532037303
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          0.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Brands Inc
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAU9
        
          
        
        6000.00000000
        PA
        USD
        6162.30000000
        0.000886080528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAF8
        
          
        
        80000.00000000
        PA
        USD
        84263.20000000
        0.012116252179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CQP HOLDCO LP/BIP-V CHIN
        N/A
        CQP Holdco LP / BIP-V Chinook Holdco LLC
        12657NAA8
        
          
        
        570000.00000000
        PA
        USD
        591375.00000000
        0.085034138656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AH3
        
          
        
        1400000.00000000
        PA
        USD
        1647083.47000000
        0.236835044036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        54930008H2137JSCPQ09
        Cinemark USA Inc
        172441BC0
        
          
        
        210000.00000000
        PA
        USD
        224154.00000000
        0.032231227759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        285000.00000000
        PA
        USD
        295811.70000000
        0.042534928115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BW8
        
          
        
        30000.00000000
        PA
        USD
        36675.00000000
        0.005273518554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1093.83000000
        -0.00015728242
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            528662.88000000
            USD
            10504725.00000000
            MXN
            2021-08-05
            -1093.83000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAB8
        
          
        
        35000.00000000
        PA
        USD
        39418.75000000
        0.005668043886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        71376LAD2
        
          
        
        140000.00000000
        PA
        USD
        148925.00000000
        0.021414008200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Countrywide Home Loans
        N/A
        Reperforming Loan REMIC Trust 2006-R1
        12669UCN8
        
          
        
        553242.37000000
        PA
        USD
        539692.03000000
        0.077602615786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          0.42900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBJ3
        
          
        
        70000.00000000
        PA
        USD
        88987.50000000
        0.012795561891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EH3
        
          
        
        102000.00000000
        PA
        USD
        112710.00000000
        0.016206633300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-05
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBJ0
        
          
        
        70000.00000000
        PA
        USD
        73237.50000000
        0.010530860671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAS8
        
          
        
        70000.00000000
        PA
        USD
        76998.60000000
        0.011071671323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BG6
        
          
        
        25000.00000000
        PA
        USD
        28624.50000000
        0.004115932702
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407NBS1
        
          
        
        613.92000000
        PA
        USD
        636.41000000
        0.000091509746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Floating
          2.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cork Street CLO Designated Activity Company
        635400DRI6E7YE2KGW57
        Cork Street CLO Designated Activity Co
        000000000
        
          
        
        1561459.68000000
        PA
        
        1852289.98000000
        0.266341801719
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2028-11-27
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPX FLOW Inc
        5493003YXEKRBINIEM78
        SPX FLOW Inc
        78469XAE7
        
          
        
        100000.00000000
        PA
        USD
        103300.00000000
        0.014853564190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        53400000.00000000
        PA
        USD
        59745421.61000000
        8.590827250545
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183BN3
        
          
        
        515883.77000000
        PA
        USD
        519406.12000000
        0.074685693556
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OUTFRONT MEDIA CAP LLC/C
        N/A
        Outfront Media Capital LLC / Outfront Media Capital Corp
        69007TAB0
        
          
        
        216000.00000000
        PA
        USD
        220320.00000000
        0.031679934777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN INT'L COOP AGENCY
        254900XEIG78M2AJB031
        Japan International Cooperation Agency
        47109LAB0
        
          
        
        1300000.00000000
        PA
        USD
        1423069.32000000
        0.204623925385
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-04-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE FINANCE SUB LLC
        N/A
        Carlyle Finance Subsidiary LLC
        14314DAA1
        
          
        
        1500000.00000000
        PA
        USD
        1637434.35000000
        0.235447591729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AN8
        
          
        
        125000.00000000
        PA
        USD
        134687.50000000
        0.019366790192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        360000.00000000
        PA
        USD
        408055.40000000
        0.058674511880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BA9
        
          
        
        1500000.00000000
        PA
        USD
        1588934.69000000
        0.228473798767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-26
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        91533BAF7
        
          
        
        325000.00000000
        PA
        USD
        351832.37000000
        0.050590171269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust 2020-GSL
        N/A
        Legacy Mortgage Asset Trust 2020-GS1
        52474PAA0
        
          
        
        1298318.34000000
        PA
        USD
        1306135.38000000
        0.187809929414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AJ8
        
          
        
        65000.00000000
        PA
        USD
        68846.70000000
        0.009899505109
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKEFELLER FOUNDATION
        549300JU3NX0IK5I9038
        Rockefeller Foundation/The
        77310VAA2
        
          
        
        1400000.00000000
        PA
        USD
        1415268.06000000
        0.203502177891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.49200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VCX0
        
          
        
        290000.00000000
        PA
        USD
        366662.69000000
        0.052722631192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-15
          Fixed
          4.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        000000000
        
          
        
        2200000.00000000
        PA
        
        3174664.73000000
        0.456486799136
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAE6
        
          
        
        1300000.00000000
        PA
        USD
        1272883.00000000
        0.183028551284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395TUG7
        
          
        
        791244.54000000
        PA
        USD
        921366.84000000
        0.132483848025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        Discover Bank
        25466AAD3
        
          
        
        1600000.00000000
        PA
        USD
        1719493.36000000
        0.247246902208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-08
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDG
        N/A
        ESC LEHMAN BRTH HLDG
        525ESCIB7
        
          
        
        4500000.00000000
        PA
        USD
        30600.00000000
        0.004399990941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-31
          Fixed
          1.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLN 15-2 AA PTT
        N/A
        American Airlines 2015-2 Class AA Pass Through Trust
        02377BAB2
        
          
        
        763168.73000000
        PA
        USD
        793318.93000000
        0.114071768154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAL0
        
          
        
        2100000.00000000
        PA
        USD
        2438576.97000000
        0.350644332601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Equity Loan Trust
        N/A
        Soundview Home Loan Trust 2006-OPT3
        83611MPJ1
        
          
        
        2675000.00000000
        PA
        USD
        2667593.46000000
        0.383574740490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APRES STATIC CLO 1, LTD
        N/A
        Apres Static CLO Ltd
        03835JBA0
        
          
        
        1191009.69000000
        PA
        USD
        1191210.97000000
        0.171284884874
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-15
          Floating
          1.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SL3
        
          
        
        645000.00000000
        PA
        USD
        658051.18000000
        0.094621543493
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
        
        210000.00000000
        PA
        USD
        213219.43000000
        0.030658939885
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAG8
        
          
        
        1500000.00000000
        PA
        USD
        1787484.83000000
        0.257023433322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746SJ1
        
          
        
        1400000.00000000
        PA
        USD
        1418345.12000000
        0.203944630052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-31
          Floating
          1.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
        
        200000.00000000
        PA
        USD
        209240.00000000
        0.030086735442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAD1
        
          
        
        266000.00000000
        PA
        USD
        283290.00000000
        0.040734425939
        Long
        DBT
        
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        Open Text Corp
        683715AB2
        
          
        
        190000.00000000
        PA
        USD
        196194.00000000
        0.028210843880
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410FSB2
        
          
        
        2600184.92000000
        PA
        USD
        2599150.10000000
        0.373733231863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Variable
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        Structured Asset Mortgage Investments Trust 2002-AR3
        86358HNX3
        
          
        
        42175.46000000
        PA
        USD
        42045.72000000
        0.006045777356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-19
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAC4
        
          
        
        195000.00000000
        PA
        USD
        181350.00000000
        0.026076416901
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAE0
        
          
        
        120000.00000000
        PA
        USD
        120863.06000000
        0.017378966311
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        245000.00000000
        PA
        USD
        261537.50000000
        0.037606621921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        CrownRock LP / CrownRock Finance Inc
        228701AF5
        
          
        
        35000.00000000
        PA
        USD
        35875.00000000
        0.005158486111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        000000000
        
          
        
        1200000.00000000
        PA
        
        1425734.26000000
        0.205007118583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-26
          Floating
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBE4
        
          
        
        1100000.00000000
        PA
        USD
        1124425.06000000
        0.161681701900
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-15
          Fixed
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
        
        30000.00000000
        PA
        USD
        32700.00000000
        0.004701951103
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384VYL0
        
          
        
        22301.67000000
        PA
        USD
        22723.30000000
        0.003267395887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Floating
          2.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAC2
        
          
        
        104000.00000000
        PA
        USD
        115802.96000000
        0.016651371731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-10
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
        
        225000.00000000
        PA
        USD
        230062.50000000
        0.033080814245
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397YG2
        
          
        
        300000.00000000
        PA
        USD
        312753.69000000
        0.044971026236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-09
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        310000.00000000
        PA
        USD
        323814.66000000
        0.046561489237
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
        
        95000.00000000
        PA
        USD
        96187.50000000
        0.013830853877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN GLM CASH COLL
        N/A
        GOLDMAN GLM CASH COLL BROKER
        000000000
        
          
        
        -20000.00000000
        NS
        USD
        -20000.00000000
        -0.00287581107
        Short
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        10436527.50000000
        NS
        USD
        10436527.50000000
        1.500674067267
        Long
        STIV
        RF
        US
        N
        
        2
        
          
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAJ0
        
          
        
        55000.00000000
        PA
        USD
        58609.38000000
        0.008427475198
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        Structured Asset Mortgage Investments II Trust 2006-AR3
        86360KAA6
        
          
        
        604692.65000000
        PA
        USD
        573978.44000000
        0.082532677662
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          0.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409BFF9
        
          
        
        17473.37000000
        PA
        USD
        18019.91000000
        0.002591092835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773CM0
        
          
        
        115000.00000000
        PA
        USD
        118852.50000000
        0.017089866776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-30
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31394TUG8
        
          
        
        328972.57000000
        PA
        USD
        363307.34000000
        0.052240163558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
        
        130000.00000000
        PA
        USD
        145925.00000000
        0.020982636539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        Metinvest BV
        591555AF4
        
          
        
        100000.00000000
        PA
        USD
        110000.00000000
        0.015816960900
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-17
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY + CO INC CASH COLL (CCP)
        N/A
        MORGAN STANLEY + CO INC CASH COLL (CCP)
        000000000
        
          
        
        255000.00000000
        NS
        USD
        255000.00000000
        0.036666591177
        Long
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412PKJ9
        
          
        
        80811.51000000
        PA
        USD
        88093.38000000
        0.012666995881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395EZ34
        
          
        
        212822.90000000
        PA
        USD
        242388.62000000
        0.034853193864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QX9
        
          
        
        1860000.00000000
        PA
        USD
        2161378.13000000
        0.310785757930
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPN BANK FOR INT'L COOP
        549300TJ3QFYVCTSCJ29
        Japan Bank for International Cooperation
        471048BM9
        
          
        
        2200000.00000000
        PA
        USD
        2425346.00000000
        0.348741844099
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-07-21
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BH9
        
          
        
        225000.00000000
        PA
        USD
        238342.50000000
        0.034271400030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
        
        80000.00000000
        PA
        USD
        97719.20000000
        0.014051097868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AU8
        
          
        
        64000.00000000
        PA
        USD
        65165.44000000
        0.009370174695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XGP3
        
          
        
        1107866.10000000
        PA
        USD
        1144005.36000000
        0.164497164077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          3.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1280.82000000
        0.000184169816
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            435900.46000000
            USD
            332130000.00000000
            CLP
            2021-09-08
            1280.82000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        175000.00000000
        PA
        USD
        269740.59000000
        0.038786148774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        490000.00000000
        PA
        USD
        502544.00000000
        0.072261079986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAF4
        
          
        
        5000.00000000
        PA
        USD
        5732.08000000
        0.000824218956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
        
        65000.00000000
        PA
        USD
        67600.00000000
        0.009720241425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEE4
        
          
        
        20000.00000000
        PA
        USD
        20150.00000000
        0.002897379655
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        160000.00000000
        PA
        USD
        173200.00000000
        0.024904523889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Regents of the State of UTAH
        549300SAYC054T80UK17
        Utah State Board of Regents
        91754RZF7
        
          
        
        546196.29000000
        PA
        USD
        543222.91000000
        0.078110322976
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-01-25
          Floating
          0.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
        
        35000.00000000
        PA
        USD
        39497.50000000
        0.005679367392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KAT7
        
          
        
        1700000.00000000
        PA
        USD
        1903686.93000000
        0.273732197615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance, LLC
        549300406TN7EY0NPH20
        Hilton Worldwide Finance, LLC 2019 Term Loan B2
        43289DAH6
        
          
        
        3524013.78000000
        PA
        USD
        3478483.52000000
        0.500173071156
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          1.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitehorse Ltd
        549300UT33WDDDZEYN84
        WhiteHorse X Ltd
        96525WAN3
        
          
        
        17237.48000000
        PA
        USD
        17244.72000000
        0.002479627836
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-17
          Floating
          1.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBR2
        
          
        
        65000.00000000
        PA
        USD
        70281.25000000
        0.010105779847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAY7
        
          
        
        160000.00000000
        PA
        USD
        207763.29000000
        0.029874398494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BJ9
        
          
        
        155000.00000000
        PA
        USD
        164135.70000000
        0.023601163174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monongahela Power Co
        N/A
        Monongahela Power Co
        610202BR3
        
          
        
        1800000.00000000
        PA
        USD
        1998761.06000000
        0.287402959404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        3015000.00000000
        PA
        USD
        2993800.78000000
        0.430480271633
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
        
        1400000.00000000
        PA
        USD
        1598318.41000000
        0.229823089061
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAG5
        
          
        
        20000.00000000
        PA
        USD
        21300.00000000
        0.003062738792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        35000.00000000
        PA
        USD
        37800.00000000
        0.005435282927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAN1
        
          
        
        2986000.00000000
        PA
        USD
        3261159.57000000
        0.468923940067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD MYR
        000000000
        
          
        
        1.00000000
        NC
        
        11726.65000000
        0.001686181495
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2596159.00000000
            MYR
            625806.68000000
            USD
            2021-09-15
            11726.65000000
          
        
        
          N
          N
          N
        
      
      
        FORTERRA FIN LLC/FRTA FI
        N/A
        Forterra Finance LLC / FRTA Finance Corp
        34962WAA2
        
          
        
        100000.00000000
        PA
        USD
        107270.00000000
        0.015424412688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAB2
        
          
        
        100000.00000000
        PA
        USD
        115224.91000000
        0.016568253601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        111021AM3
        
          
        
        1500000.00000000
        PA
        USD
        1629019.80000000
        0.234237658926
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-12-04
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2004-6
        07384MW65
        
          
        
        271422.55000000
        PA
        USD
        277968.04000000
        0.039969178364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BL7
        
          
        
        35000.00000000
        PA
        USD
        38297.70000000
        0.005506847486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Pass-Through Certificates
        31394JY35
        
          
        
        214890.41000000
        PA
        USD
        249430.52000000
        0.035865752564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -994.19000000
        -0.00014295513
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            526181.14000000
            USD
            10504725.00000000
            MXN
            2021-09-08
            -994.19000000
          
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        35000.00000000
        PA
        USD
        37037.00000000
        0.005325570735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        31049.48000000
        0.004464621919
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1507426.95000000
            PEN
            402162.83000000
            USD
            2021-11-12
            31049.48000000
          
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
        
        470000.00000000
        PA
        USD
        489829.30000000
        0.070432826234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127965G0
        
          
        
        1650000.00000000
        PA
        USD
        1649946.44000000
        0.237246712078
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-12-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBF5
        
          
        
        1200000.00000000
        PA
        USD
        1405119.30000000
        0.202042882072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAP0
        
          
        
        110000.00000000
        PA
        USD
        136862.00000000
        0.019679462751
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2047-04-19
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL WORLDWIDE
        N/A
        Clear Channel Worldwide Holdings Inc
        18453HAA4
        
          
        
        19000.00000000
        PA
        USD
        19507.30000000
        0.002804965466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        46266TAA6
        
          
        
        190000.00000000
        PA
        USD
        198075.00000000
        0.028481313911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -78880.91000000
        -0.01134232972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            13563000.00000000
            GBP
            18773701.16000000
            USD
            2021-08-03
            -78880.91000000
          
        
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities Inc.
        N/A
        Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10
        03072SS71
        
          
        
        858264.03000000
        PA
        USD
        856986.85000000
        0.123226613620
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          0.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORP
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AF1
        
          
        
        105000.00000000
        PA
        USD
        109693.50000000
        0.015772889095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alba Plc
        2138008XOOHJFP498784
        Alba 2007-1 PLC
        000000000
        
          
        
        373898.00000000
        PA
        
        502181.18000000
        0.072208909898
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2039-03-17
          Floating
          0.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-2 AA PTT
        N/A
        American Airlines 2016-2 Class AA Pass Through Trust
        023765AA8
        
          
        
        1023100.00000000
        PA
        USD
        1043787.39000000
        0.150086766686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAL5
        
          
        
        395000.00000000
        PA
        USD
        427275.45000000
        0.061438173510
        Long
        DBT
        
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI ELECTRICITY MUMBAI
        335800AIC1B5EBFVUC38
        Adani Electricity Mumbai Ltd
        00654GAA1
        
          
        
        1855000.00000000
        PA
        USD
        1867261.11000000
        0.268494508790
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-12
          Fixed
          3.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
        92922F4M7
        
          
        
        311842.30000000
        PA
        USD
        311635.89000000
        0.044810297156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-25
          Floating
          0.66900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358NW40
        
          
        
        114.56000000
        PA
        USD
        115.98000000
        0.000016676828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        60937LAC9
        
          
        
        110000.00000000
        PA
        USD
        115886.97000000
        0.016663451575
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2026-04-07
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374KM75
        
          
        
        5514009.65000000
        PA
        USD
        6096801.87000000
        0.876662516299
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DD4
        
          
        
        70000.00000000
        PA
        USD
        88900.00000000
        0.012782980218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BS4
        
          
        
        1400000.00000000
        PA
        USD
        1387546.33000000
        0.199516054986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BQ4
        
          
        
        150000.00000000
        PA
        USD
        149382.00000000
        0.021479720483
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DE4
        
          
        
        1200000.00000000
        PA
        USD
        1350228.37000000
        0.194150084857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        Credit Suisse AG
        22546DAA4
        
          
        
        500000.00000000
        PA
        USD
        551250.00000000
        0.079264542692
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAF2
        
          
        
        10000.00000000
        PA
        USD
        10600.00000000
        0.001524179868
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312912AP3
        
          
        
        47.37000000
        PA
        USD
        48.55000000
        0.000006981031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2005-A8
        466247YH0
        
          
        
        416662.13000000
        PA
        USD
        384962.35000000
        0.055353949435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          2.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        Bear Stearns ALT-A Trust 2006-1
        07386HB83
        
          
        
        436755.35000000
        PA
        USD
        366265.88000000
        0.052665573663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAS8
        
          
        
        95000.00000000
        PA
        USD
        96102.95000000
        0.013818696386
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAF9
        
          
        
        55000.00000000
        PA
        USD
        57612.50000000
        0.008284133271
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MSC2 CA H COLL BROKER
        N/A
        MORGAN STANLEY MSC2 CA H COLL BROKER
        000000000
        
          
        
        -246000.00000000
        NS
        USD
        -246000.00000000
        -0.03537247619
        Short
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDG2
        
          
        
        420000.00000000
        PA
        USD
        434647.50000000
        0.062498204661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3133T4NZ5
        
          
        
        6221.97000000
        PA
        USD
        6613.03000000
        0.000950891244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -1334.10000000
        -0.00019183097
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            332130000.00000000
            CLP
            436289.84000000
            USD
            2021-08-05
            -1334.10000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BJ0
        
          
        
        45000.00000000
        PA
        USD
        51522.75000000
        0.007408484747
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
        
        110000.00000000
        PA
        USD
        112337.50000000
        0.016153071319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W Senior Financing DAC
        5493009O8OIWZPZRY516
        C&W Senior Financing DAC
        12674TAA4
        
          
        
        165000.00000000
        PA
        USD
        174914.85000000
        0.025151103120
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH
        46650FAA0
        
          
        
        1550537.08000000
        PA
        USD
        1546608.64000000
        0.222387712604
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-15
          Floating
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABH1
        
          
        
        85000.00000000
        PA
        USD
        94112.00000000
        0.013532416583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359AUG2
        
          
        
        4738.81000000
        PA
        USD
        4895.59000000
        0.000703939596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31394TYD1
        
          
        
        1136541.63000000
        PA
        USD
        1305758.47000000
        0.187755733316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        Toll Brothers Finance Corp
        88947EAT7
        
          
        
        65000.00000000
        PA
        USD
        71987.50000000
        0.010351122479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TR 2013
        N/A
        CVS Pass-Through Trust Series 2013
        12665UAA2
        
          
        
        2753972.25000000
        PA
        USD
        3157337.12000000
        0.453995252501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-10
          Fixed
          4.70400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAC0
        
          
        
        55000.00000000
        PA
        USD
        58850.00000000
        0.008462074081
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAB Mortgage Backed Trust
        N/A
        CSAB Mortgage-Backed Trust 2006-1
        22943HAG1
        
          
        
        271814.81000000
        PA
        USD
        102144.20000000
        0.014687371068
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          6.17200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        95000.00000000
        PA
        USD
        99987.50000000
        0.014377257981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BL4
        
          
        
        95000.00000000
        PA
        USD
        99937.15000000
        0.014370018127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SWU00NYH3 IRS JPY R F   .38000 SWU00NYH3 CCPVANILLA / Short: SWU00NYH3 IRS JPY P V 06MLIBOR SWUV0NYH5 CCPVANILLA
        000000000
        
          
        
        1300000000.00000000
        OU
        Notional Amount
        
        321578.56000000
        0.046239959180
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2028-06-18
            4670796.00000000
            JPY
            0.00000000
            JPY
            1300000000.00000000
            JPY
            280977.52000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374GEW3
        
          
        
        5927.22000000
        PA
        USD
        6028.25000000
        0.000866805404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Floating
          2.36100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAC5
        
          
        
        200000.00000000
        PA
        USD
        205000.00000000
        0.029477063495
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONEYGRAM INTERNATIONAL
        5299002DLX0Q04KC4156
        MoneyGram International Inc
        60935YAA7
        
          
        
        60000.00000000
        PA
        USD
        62250.00000000
        0.008950961963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312916XQ7
        
          
        
        4904.98000000
        PA
        USD
        5115.06000000
        0.000735497309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZURE POWER SOLAR ENERGY
        549300N77HEXIINE3X94
        Azure Power Solar Energy Pvt Ltd
        05502TAA6
        
          
        
        1500000.00000000
        PA
        USD
        1575396.00000000
        0.226527063036
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-12-24
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU00MXC7 IRS JPY R V 06MLIBOR SWUV0MXC9 CCPVANILLA / Short: BWU00MXC7 IRS JPY P F   .75000 SWU00MXC7 CCPVANILLA
        000000000
        
          
        
        273000000.00000000
        OU
        Notional Amount
        
        -226965.67000000
        -0.03263551934
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2038-03-20
            1708700.00000000
            JPY
            0.00000000
            JPY
            273000000.00000000
            JPY
            -242256.75000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312915HW4
        
          
        
        23689.04000000
        PA
        USD
        24624.60000000
        0.003540784867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        22546DAB2
        
          
        
        700000.00000000
        PA
        USD
        772625.00000000
        0.111096176503
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-11
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems Inc
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAJ9
        
          
        
        1500000.00000000
        PA
        USD
        1521450.00000000
        0.218770137830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Vizient Inc
        5493007V6T3HZ7777P70
        Vizient Inc
        92856JAB6
        
          
        
        55000.00000000
        PA
        USD
        57543.75000000
        0.008274247670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
        
        370000.00000000
        PA
        USD
        381100.00000000
        0.054798579990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAC0
        
          
        
        1300000.00000000
        PA
        USD
        1529697.68000000
        0.219956076303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITCHIE BROS AUCTIONEERS
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        767744AA3
        
          
        
        70000.00000000
        PA
        USD
        71575.00000000
        0.010291808876
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2014-C22
        92890KBD6
        
          
        
        6017061.23000000
        PA
        USD
        120340.02000000
        0.017303758100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-15
          Variable
          0.79600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBC8
        
          
        
        145000.00000000
        PA
        USD
        143738.50000000
        0.020668238493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSTED INDUSTRIES
        N2VLGYMEEBIU3PFSUY86
        Amsted Industries Inc
        032177AJ6
        
          
        
        45000.00000000
        PA
        USD
        46350.00000000
        0.006664692161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21
        000000000
        
          
        
        -102.00000000
        NC
        USD
        -221393.05000000
        -0.03183422923
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            -13492825.70000000
            USD
            -221393.05000000
          
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAL5
        
          
        
        1894000.00000000
        PA
        USD
        2137425.38000000
        0.307341578746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAD8
        
          
        
        100000.00000000
        PA
        USD
        103000.00000000
        0.014810427024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4180.05000000
        -0.00060105170
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            520941.01000000
            USD
            37810680.00000000
            RUB
            2021-08-05
            -4180.05000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
        
        41000.00000000
        PA
        USD
        42435.00000000
        0.006101752143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AHN6
        
          
        
        200000.00000000
        PA
        USD
        217484.00000000
        0.031272144767
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-25
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BY CROWN PARENT/BY BOND
        N/A
        BY Crown Parent LLC / BY Bond Finance Inc
        05608QAA5
        
          
        
        56000.00000000
        PA
        USD
        58800.00000000
        0.008454884553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        330000.00000000
        PA
        USD
        346087.50000000
        0.049764113231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBG2
        
          
        
        295000.00000000
        PA
        USD
        304345.60000000
        0.043762022320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BF5
        
          
        
        2178000.00000000
        PA
        USD
        2252062.45000000
        0.323825306509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBF8
        
          
        
        165000.00000000
        PA
        USD
        180658.71000000
        0.025977015930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCo Inc
        92940PAD6
        
          
        
        500000.00000000
        PA
        USD
        605158.05000000
        0.087016011047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
        
        90000.00000000
        PA
        USD
        90018.45000000
        0.012943802762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AW2
        
          
        
        1500000.00000000
        PA
        USD
        1501786.67000000
        0.215942736723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-24
          Floating
          0.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Bank PLC
        H7FNTJ4851HG0EXQ1Z70
        Lloyds Bank PLC
        000000000
        
          
        
        2200000.00000000
        PA
        USD
        1764877.64000000
        0.253772732956
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-04-02
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        16416.81000000
        0.002360582198
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1261082.38000000
            PEN
            326959.39000000
            USD
            2021-10-04
            16416.81000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        000000000
        
          
        
        1200000.00000000
        PA
        
        1491400.28000000
        0.214449271954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-25
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        67054KAA7
        
          
        
        464000.00000000
        PA
        USD
        482560.00000000
        0.069387569562
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-05-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        135000.00000000
        PA
        USD
        151542.23000000
        0.021790341151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183BP8
        
          
        
        515883.77000000
        PA
        USD
        516153.58000000
        0.074218009029
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Floating
          0.46300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409JPM6
        
          
        
        7314.72000000
        PA
        USD
        7588.74000000
        0.001091189126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Floating
          2.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust 2021-ESH
        30227FAA8
        
          
        
        1400000.00000000
        PA
        USD
        1406121.08000000
        0.202186928573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        335000.00000000
        PA
        USD
        355083.99000000
        0.051057723509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BD7
        
          
        
        105000.00000000
        PA
        USD
        103089.00000000
        0.014823224383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES PWR-MINN
        3S1GHB0TEH85KX44SB51
        Northern States Power Co/MN
        665772CR8
        
          
        
        1300000.00000000
        PA
        USD
        1364547.35000000
        0.196209018919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP MOLLER-MAERSK A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        00203QAE7
        
          
        
        1500000.00000000
        PA
        USD
        1754105.03000000
        0.252223733400
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2029-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECH INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAA2
        
          
        
        20000.00000000
        PA
        USD
        21400.00000000
        0.003077117847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAG6
        
          
        
        85000.00000000
        PA
        USD
        88293.75000000
        0.012695807195
        Long
        DBT
        
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROCS INC
        549300B0J6YCXD63OG72
        Crocs Inc
        227046AA7
        
          
        
        70000.00000000
        PA
        USD
        72100.00000000
        0.010367298917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
        
        85000.00000000
        PA
        USD
        109659.35000000
        0.015767978647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12770RAA1
        
          
        
        85000.00000000
        PA
        USD
        89356.25000000
        0.012848584658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
        
        180000.00000000
        PA
        USD
        173203.20000000
        0.024904984019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAJ4
        
          
        
        1200000.00000000
        PA
        USD
        1343115.90000000
        0.193127378858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIR 2015-1 PTT A
        N/A
        Spirit Airlines Pass Through Trust 2015-1A
        84858DAA6
        
          
        
        410368.66000000
        PA
        USD
        431974.20000000
        0.062113809374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-LC15 Mortgage Trust
        12591TAF3
        
          
        
        7828482.96000000
        PA
        USD
        174816.29000000
        0.025136931123
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-10
          Variable
          1.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        67340.89000000
        0.009682983855
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            13563000.00000000
            GBP
            18921234.04000000
            USD
            2021-09-02
            67340.89000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
        
        75000.00000000
        PA
        USD
        77860.50000000
        0.011195604401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAX4
        
          
        
        20000.00000000
        PA
        USD
        25709.50000000
        0.003696783238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAP2
        
          
        
        270000.00000000
        PA
        USD
        276075.00000000
        0.039696977095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2007-3
        81744MAA0
        
          
        
        80400.37000000
        PA
        USD
        78164.12000000
        0.011239262089
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-20
          Floating
          0.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avangrid Inc
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAB9
        
          
        
        1600000.00000000
        PA
        USD
        1826601.23000000
        0.262648002134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAS8
        
          
        
        120000.00000000
        PA
        USD
        152072.10000000
        0.021866531451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-14
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAJ9
        
          
        
        750000.00000000
        PA
        USD
        736800.00000000
        0.105944879919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEC Loan Trust
        N/A
        CHEC Loan Trust 2004-2
        162765AT8
        
          
        
        365284.36000000
        PA
        USD
        365823.63000000
        0.052601982290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Floating
          1.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        115000.00000000
        PA
        USD
        120457.90000000
        0.017320708130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        First Horizon Mortgage Pass-Through Trust
        N/A
        First Horizon Mortgage Pass-Through Trust 2005-AR3
        32051GQL2
        
          
        
        10477.54000000
        PA
        USD
        8212.70000000
        0.001180908679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AA2
        
          
        
        900000.00000000
        PA
        USD
        918109.67000000
        0.132015497748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044DM0
        
          
        
        115000.00000000
        PA
        USD
        160178.00000000
        0.023032083300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        Wells Fargo Bank NA
        94988J5R4
        
          
        
        735000.00000000
        PA
        USD
        781572.58000000
        0.112382753985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-14
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AU4
        
          
        
        1400000.00000000
        PA
        USD
        1757452.40000000
        0.252705053585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3133TEJX3
        
          
        
        30338.78000000
        PA
        USD
        34248.32000000
        0.004924584893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        N/A
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        68622TAB7
        
          
        
        200000.00000000
        PA
        USD
        206000.00000000
        0.029620854049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAE5
        
          
        
        30000.00000000
        PA
        USD
        32391.30000000
        0.004657562960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-28
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAE0
        
          
        
        215000.00000000
        PA
        USD
        221576.85000000
        0.031860657934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP HOTEL PPTY/RHP FINAN
        N/A
        RHP Hotel Properties LP / RHP Finance Corp
        749571AF2
        
          
        
        345000.00000000
        PA
        USD
        356851.82000000
        0.051311920763
        Long
        DBT
        
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AD2
        
          
        
        135000.00000000
        PA
        USD
        140062.50000000
        0.020139664418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408DXN9
        
          
        
        19356.32000000
        PA
        USD
        19816.73000000
        0.002849458577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Floating
          1.97300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BX6
        
          
        
        549000.00000000
        PA
        USD
        626616.32000000
        0.090101507570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAB1
        
          
        
        255000.00000000
        PA
        USD
        263590.95000000
        0.037901888634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QTS LP/FINANCE
        N/A
        QualityTech LP / QTS Finance Corp
        74759BAF0
        
          
        
        305000.00000000
        PA
        USD
        326706.85000000
        0.046977358838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        90000.00000000
        PA
        USD
        99000.00000000
        0.014235264810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2004-7
        07384MX98
        
          
        
        100453.33000000
        PA
        USD
        86498.62000000
        0.012437684458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae Trust 2004-W8
        31394ALL8
        
          
        
        314051.99000000
        PA
        USD
        365916.26000000
        0.052615301609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        310000.00000000
        PA
        USD
        319164.38000000
        0.045892822901
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-41CB
        02149CAJ0
        
          
        
        362797.85000000
        PA
        USD
        290651.91000000
        0.041792999054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Funding Home Equity Loan Trust
        N/A
        Delta Funding Home Equity Loan Trust 1999-3
        24763LFX3
        
          
        
        38636.99000000
        PA
        USD
        37682.82000000
        0.005418433550
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          0.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBN9
        
          
        
        40000.00000000
        PA
        USD
        41640.00000000
        0.005987438653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAG0
        
          
        
        60000.00000000
        PA
        USD
        65400.00000000
        0.009403902207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2005-11
        17307GW53
        
          
        
        44074.72000000
        PA
        USD
        44645.52000000
        0.006419604038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABE8
        
          
        
        1400000.00000000
        PA
        USD
        1446686.44000000
        0.208019844145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAC7
        
          
        
        165000.00000000
        PA
        USD
        168712.50000000
        0.024259263780
        Long
        DBT
        
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBM1
        
          
        
        105000.00000000
        PA
        USD
        109830.00000000
        0.015792516505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC-GNMA
        S6XOOCT0IEG5ABCC6L87
        FHLMC-GNMA
        3133T2UF5
        
          
        
        7385.68000000
        PA
        USD
        7727.43000000
        0.001111131437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS.COM INC
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575EAA3
        
          
        
        40000.00000000
        PA
        USD
        42608.80000000
        0.006126742941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU00RE45 IRS JPY R V 06MLIBOR SWUV0RE47 CCPVANILLA / Short: BWU00RE45 IRS JPY P F   .70500 SWU00RE45 CCPVANILLA
        000000000
        
          
        
        200000000.00000000
        OU
        Notional Amount
        
        -153555.85000000
        -0.02207988068
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2038-10-31
            1240292.00000000
            JPY
            0.00000000
            JPY
            200000000.00000000
            JPY
            -164509.43000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358PCB1
        
          
        
        224.97000000
        PA
        USD
        228.47000000
        0.000032851827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DF1
        
          
        
        575000.00000000
        PA
        USD
        606625.00000000
        0.087226944599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAH5
        
          
        
        125000.00000000
        PA
        USD
        128125.00000000
        0.018423164684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESCO PROPERTY FIN 5 PLC
        213800BN1HYPUZMXAF92
        Tesco Property Finance 5 PLC
        000000000
        
          
        
        683624.58000000
        PA
        
        1291868.24000000
        0.185758449454
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2041-10-13
          Fixed
          5.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K40
        
          
        
        2200000.00000000
        PA
        USD
        2199981.67000000
        0.316336582319
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAG9
        
          
        
        40000.00000000
        PA
        USD
        41004.40000000
        0.005896045377
        Long
        DBT
        
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines Holdings
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AH2
        
          
        
        65000.00000000
        PA
        USD
        67396.55000000
        0.009690987237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128HJAH9
        
          
        
        520586.24000000
        PA
        USD
        582476.14000000
        0.083754566650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FIN CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAB5
        
          
        
        73000.00000000
        PA
        USD
        74915.52000000
        0.010772144096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        Republic of Armenia International Bond
        042207AD2
        
          
        
        40000.00000000
        PA
        USD
        37976.00000000
        0.005460590064
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2031-02-02
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AK5
        
          
        
        60000.00000000
        PA
        USD
        60975.00000000
        0.008767629007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
        
        565000.00000000
        PA
        USD
        574181.25000000
        0.082561839825
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AC4
        
          
        
        1578000.00000000
        PA
        USD
        1562457.30000000
        0.224666600200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        FNMA COFI SAM 037029 STRIP
        000000000
        
          
        
        8937.23000000
        PA
        USD
        8309.80000000
        0.001194870742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        3
        
          2026-11-01
          Variable
          5.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR HL / PPDI
        N/A
        Jaguar Holding Co II / PPD Development LP
        47010LAB8
        
          
        
        45000.00000000
        PA
        USD
        47081.25000000
        0.006769839003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        30000.00000000
        PA
        USD
        34237.50000000
        0.004923029080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RM2
        
          
        
        200000.00000000
        PA
        USD
        243617.19000000
        0.035029850625
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCED DRAINAGE SYSTEM
        6QQTOZ5MF5DHM7K92I60
        Advanced Drainage Systems Inc
        00790RAA2
        
          
        
        35000.00000000
        PA
        USD
        36529.50000000
        0.005252597029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
        
        80000.00000000
        PA
        USD
        82300.00000000
        0.011833962564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Acquisition Corp
        N/A
        JP Morgan Mortgage Acquisition Corp 2006-FRE1
        46626LFN5
        
          
        
        1904679.90000000
        PA
        USD
        1897850.67000000
        0.272892998558
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          0.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAL9
        
          
        
        1200000.00000000
        PA
        USD
        1326603.46000000
        0.190753045969
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAF9
        
          
        
        1700000.00000000
        PA
        USD
        1881543.92000000
        0.270548241948
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-04-06
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Securities
        N/A
        Bank of America Mortgage 2002-G Trust
        06050HKR8
        
          
        
        166.09000000
        PA
        USD
        170.33000000
        0.000024491845
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-20
          Variable
          4.12300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBL5
        
          
        
        10000.00000000
        PA
        USD
        10862.50000000
        0.001561924888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        Natura Cosmeticos SA
        63883KAB1
        
          
        
        40000.00000000
        PA
        USD
        41100.00000000
        0.005909791754
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
        
        1975000.00000000
        PA
        USD
        2011799.80000000
        0.289277807047
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oztel Holdings SPC Ltd
        549300RABIG0RH4JYT64
        Oztel Holdings SPC Ltd
        692733AB4
        
          
        
        155000.00000000
        PA
        USD
        170504.03000000
        0.024516868870
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2028-04-24
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130HCF0
        
          
        
        1400000.00000000
        PA
        USD
        1415546.48000000
        0.203542212057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        Reperforming Loan REMIC Trust 2003-R4
        12669FFS7
        
          
        
        475319.58000000
        PA
        USD
        470930.00000000
        0.067715285424
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Variable
          4.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393DLT6
        
          
        
        968676.39000000
        PA
        USD
        1133716.47000000
        0.163017718888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475AQ8
        
          
        
        67000.00000000
        PA
        USD
        74788.86000000
        0.010753931585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABE7
        
          
        
        265000.00000000
        PA
        USD
        283192.25000000
        0.040720370413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU00LCF5 IRS JPY R V 06MLIBOR SWUV0LCF5 CCPVANILLA / Short: BWU00LCF5 IRS JPY P F   .30000 SWU00LCF5 CCPVANILLA
        000000000
        
          
        
        580000000.00000000
        OU
        Notional Amount
        
        -104249.38000000
        -0.01499007606
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-09-20
            0.00000000
            JPY
            -1943348.00000000
            JPY
            580000000.00000000
            JPY
            -86472.33000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526BX6
        
          
        
        1100000.00000000
        PA
        USD
        1108327.00000000
        0.159366952940
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2021-10-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        225000.00000000
        PA
        USD
        204159.46000000
        0.029356201783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mansard Mortgages Plc
        213800JK7REF83LDFT15
        Mansard Mortgages 2007-1 PLC
        000000000
        
          
        
        849823.79000000
        PA
        
        1144105.33000000
        0.164511538819
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2047-04-15
          Floating
          0.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR HL / PPDI
        N/A
        Jaguar Holding Co II / PPD Development LP
        47010LAA0
        
          
        
        100000.00000000
        PA
        USD
        107750.00000000
        0.015493432154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        240000.00000000
        PA
        USD
        261300.00000000
        0.037572471665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Asset Backed Receivables LLC Trust
        N/A
        Securitized Asset Backed Receivables LLC Trust 2006-FR2
        81376VAC1
        
          
        
        1724240.27000000
        PA
        USD
        1335423.74000000
        0.192021318913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARSCO CORP
        KAO98FK89NPNNPQGUZ43
        Harsco Corp
        415864AM9
        
          
        
        265000.00000000
        PA
        USD
        275255.50000000
        0.039579140736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        759.72000000
        0.000109240559
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            124335000.00000000
            KRW
            108849.05000000
            USD
            2021-08-05
            759.72000000
          
        
        
          N
          N
          N
        
      
      
        AM Capital Funding, LLC
        549300VEZWL2JF9NXH87
        AM Capital Funding LLC
        00166AAA5
        
          
        
        440000.00000000
        PA
        USD
        458882.42000000
        0.065982957225
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          4.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526BL2
        
          
        
        1900000.00000000
        PA
        USD
        1964506.31000000
        0.282477449937
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-11-16
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06740L8C2
        
          
        
        391000.00000000
        PA
        USD
        425147.70000000
        0.061132223160
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Mortgage Finance Trust Series 2007-S6
        161636AE5
        
          
        
        530753.08000000
        PA
        USD
        316119.88000000
        0.045455052560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796G52
        
          
        
        6600000.00000000
        PA
        USD
        6599482.62000000
        0.948943259643
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-10-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Franklin Mtg Loan Asset Backed Certificates
        N/A
        First Franklin Mortgage Loan Trust 2006-FF13
        30247DAE1
        
          
        
        1265645.19000000
        PA
        USD
        1038762.09000000
        0.149364176017
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          0.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBM7
        
          
        
        470000.00000000
        PA
        USD
        499071.57000000
        0.071761777354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBE1
        
          
        
        10000.00000000
        PA
        USD
        10362.50000000
        0.001490029612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAG3
        
          
        
        40000.00000000
        PA
        USD
        41004.00000000
        0.005895987861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
        
        30000.00000000
        PA
        USD
        36075.00000000
        0.005187244222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRONIC ARTS INC
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512AE9
        
          
        
        1700000.00000000
        PA
        USD
        1687911.33000000
        0.242705704629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAE0
        
          
        
        145000.00000000
        PA
        USD
        157709.25000000
        0.022677100371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RG8
        
          
        
        84000.00000000
        PA
        USD
        90550.32000000
        0.013020280644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust 2004-11
        41161PKD4
        
          
        
        24979.93000000
        PA
        USD
        22930.73000000
        0.003297222361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-19
          Floating
          0.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL FUNDING LLC
        549300XAGH9TOLX5XM67
        GE Capital Funding LLC
        36166NAJ2
        
          
        
        1700000.00000000
        PA
        USD
        2000007.38000000
        0.287582168447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526BR9
        
          
        
        1300000.00000000
        PA
        USD
        1363684.44000000
        0.196084940613
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-27
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030686
        
          
        
        660000.00000000
        PA
        USD
        691779.00000000
        0.099471285404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAJ5
        
          
        
        135000.00000000
        PA
        USD
        147656.25000000
        0.021231573935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380V2S9
        
          
        
        1105333.60000000
        PA
        USD
        1102303.88000000
        0.158500885180
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-10-20
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CR4
        
          
        
        1730000.00000000
        PA
        USD
        1717025.00000000
        0.246891975357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        415000.00000000
        PA
        USD
        433675.00000000
        0.062358368348
        Long
        DBT
        
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saxon Asset Securities Trust
        N/A
        Saxon Asset Securities Trust 2004-1
        805564PN5
        
          
        
        149268.35000000
        PA
        USD
        146182.32000000
        0.021019636724
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          0.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358UR24
        
          
        
        6536.78000000
        PA
        USD
        6808.07000000
        0.000978936154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Israel
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513YJJ8
        
          
        
        1600000.00000000
        PA
        USD
        1966800.00000000
        0.282807260892
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2048-01-17
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B36
        
          
        
        200000.00000000
        PA
        USD
        211500.00000000
        0.030411702094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359U3G8
        
          
        
        815.49000000
        PA
        USD
        813.71000000
        0.000117003811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Floating
          0.38900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JR9
        
          
        
        1100000.00000000
        PA
        USD
        1101175.05000000
        0.158338570090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Floating
          1.53100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON FINL SER
        RLUFFFFW4GRYU77BTS24
        Harley-Davidson Financial Services Inc
        41283LAQ8
        
          
        
        1100000.00000000
        PA
        USD
        1116031.84000000
        0.160474836149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AG2
        
          
        
        1400000.00000000
        PA
        USD
        1461862.93000000
        0.210202080045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        1400000.00000000
        PA
        USD
        1429197.67000000
        0.205505124225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020695
        
          
        
        3000000.00000000
        PA
        USD
        3052770.00000000
        0.438959488424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAU4
        
          
        
        75000.00000000
        PA
        USD
        78944.25000000
        0.011351437413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        254900UXTGDH0QOBDH07
        ICG US Clo 2020-1 Ltd
        449251AA5
        
          
        
        1700000.00000000
        PA
        USD
        1700986.00000000
        0.244585718667
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-22
          Floating
          1.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAH5
        
          
        
        255000.00000000
        PA
        USD
        269025.00000000
        0.038683253692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAF5
        
          
        
        225000.00000000
        PA
        USD
        239235.75000000
        0.034399840942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        038461AM1
        
          
        
        180000.00000000
        PA
        USD
        185885.28000000
        0.026728547324
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2047-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCL4
        
          
        
        85000.00000000
        PA
        USD
        72652.05000000
        0.010446678492
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-02-12
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AE4
        
          
        
        100000.00000000
        PA
        USD
        109862.00000000
        0.015797117803
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2024-06-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AG1
        
          
        
        90000.00000000
        PA
        USD
        91350.00000000
        0.013135267074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adjustable Rate Mortgage Trust
        N/A
        Adjustable Rate Mortgage Trust 2005-5
        007036LJ3
        
          
        
        53738.99000000
        PA
        USD
        51099.62000000
        0.007347642650
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.67300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        1400000.00000000
        PA
        
        358552.55000000
        0.051556469672
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2029-02-12
          Fixed
          5.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust
        929227QB5
        
          
        
        7509.60000000
        PA
        USD
        7437.78000000
        0.001069482504
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-06-25
          Floating
          1.50700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN ISLANDS XI CORP
        222100R8R68DM7VM3661
        CSN Inova Ventures
        12642KAB0
        
          
        
        185000.00000000
        PA
        USD
        204182.65000000
        0.029359536286
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-28
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DE2
        
          
        
        1700000.00000000
        PA
        USD
        1704510.15000000
        0.245092458147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEALED AIR CORP
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAY6
        
          
        
        75000.00000000
        PA
        USD
        80062.50000000
        0.011512231200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KBC5
        
          
        
        280346.05000000
        PA
        USD
        307762.54000000
        0.044253346015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COM PART/USA COM FIN
        N/A
        USA Compression Partners LP / USA Compression Finance Corp
        91740PAF5
        
          
        
        45000.00000000
        PA
        USD
        47581.20000000
        0.006841727090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810RR1
        
          
        
        45432.80000000
        PA
        USD
        61431.89000000
        0.008833325474
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAJ3
        
          
        
        40000.00000000
        PA
        USD
        42100.00000000
        0.006053582308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBR3
        
          
        
        75000.00000000
        PA
        USD
        77529.00000000
        0.011147937832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JZ57 CDS EUR R F  1.00000 1 CCPITRAXX / Short: SWPC0JZ57 CDS EUR P V 03MEVENT 2 CCPITRAXX
        000000000
        
          
        
        7000000.00000000
        OU
        Notional Amount
        
        218081.29000000
        0.031358029426
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe S35.V1
                2I666VCY9
              
            
            Y
            
            sell protection
            2026-06-20
            168453.44000000
            EUR
            0.00000000
            EUR
            7000000.00000000
            EUR
            16746.04000000
          
        
        
          N
          N
          N
        
      
      
        20491230AN BRTH HLDH PROD
        N/A
        20491230AN BRTH HLDH PROD
        525ESC1D1
        
          
        
        1900000.00000000
        PA
        USD
        12920.00000000
        0.001857773952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2016-12-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBG6
        
          
        
        10000.00000000
        PA
        USD
        10515.20000000
        0.001511986429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
        
        105000.00000000
        PA
        USD
        120159.38000000
        0.017277783774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAD1
        
          
        
        90000.00000000
        PA
        USD
        90616.50000000
        0.013029796703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394CF98
        
          
        
        380371.42000000
        PA
        USD
        431668.88000000
        0.062069907242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        24335.36000000
        0.003499194887
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            989724.00000000
            PEN
            268000.00000000
            USD
            2021-08-04
            24335.36000000
          
        
        
          N
          N
          N
        
      
      
        JOSEPH T RYERSON & SON I
        54930086XMNNXPXPWJ34
        Joseph T Ryerson & Son Inc
        48088LAB3
        
          
        
        54000.00000000
        PA
        USD
        59670.00000000
        0.008579982335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
        
        95000.00000000
        PA
        USD
        116940.25000000
        0.016814903289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AC6
        
          
        
        145000.00000000
        PA
        USD
        140799.35000000
        0.020245616488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAF3
        
          
        
        93000.00000000
        PA
        USD
        97185.00000000
        0.013974284955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409A5L9
        
          
        
        9075.35000000
        PA
        USD
        9221.35000000
        0.001325943021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          1.79500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAV7
        
          
        
        15000.00000000
        PA
        USD
        15881.25000000
        0.002283573729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2003-1
        07384MTN2
        
          
        
        5054.78000000
        PA
        USD
        5361.36000000
        0.000770912922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
        
        380000.00000000
        PA
        USD
        392825.00000000
        0.056484524232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -98028.49000000
        -0.01409557084
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1847040.49000000
            USD
            1328705518.00000000
            CLP
            2021-09-07
            -98028.49000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAW5
        
          
        
        115000.00000000
        PA
        USD
        123898.73000000
        0.017815466981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
        
        25000.00000000
        PA
        USD
        28750.00000000
        0.004133978417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0EO27 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0EO27 CDS USD P V 03MEVENT 2 CCPCORPORATE US30161MAE30
        000000000
        
          
        
        2000000.00000000
        OU
        Notional Amount
        USD
        6188.60000000
        0.000889862220
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Exelon Generation Co LLC
                Exelon Generation Co LLC
                
                  
                  
                
              
            
            Y
            
            sell protection
            2021-12-20
            0.00000000
            USD
            -6925.64000000
            USD
            2000000.00000000
            USD
            13114.24000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
        
        85000.00000000
        PA
        USD
        94121.35000000
        0.013533761025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LP Credit Card ABS
        N/A
        LP Credit Card ABS Master Trust
        50214FAA1
        
          
        
        1040656.31000000
        PA
        USD
        1040919.28000000
        0.149674359562
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-20
          Floating
          1.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAT2
        
          
        
        2000000.00000000
        PA
        USD
        2012438.68000000
        0.289369671956
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-10
          Floating
          1.74400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        334.00000000
        NC
        USD
        190043.66000000
        0.027326483086
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            41374690.88000000
            USD
            190043.66000000
          
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust
        93363DAA5
        
          
        
        347835.61000000
        PA
        USD
        347376.85000000
        0.049949509581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-25
          Floating
          1.10700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBC8
        
          
        
        305000.00000000
        PA
        USD
        392059.20000000
        0.056374409426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACB9
        
          
        
        1300000.00000000
        PA
        USD
        1330745.00000000
        0.191348560298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        N/A
        Garda World Security Corp
        36485MAK5
        
          
        
        425000.00000000
        PA
        USD
        426581.00000000
        0.061338318160
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AC8
        
          
        
        20000.00000000
        PA
        USD
        22150.00000000
        0.003184960763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AL8
        
          
        
        124000.00000000
        PA
        USD
        129000.72000000
        0.018549084948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORIC NIMROD AIR 2012-1A
        N/A
        Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
        258258AA0
        
          
        
        127859.00000000
        PA
        USD
        128417.62000000
        0.018465240676
        Long
        DBT
        CORP
        GG
        N
        
        2
        
          2022-11-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BN2
        
          
        
        270000.00000000
        PA
        USD
        280395.00000000
        0.040318152286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        8549903.36000000
        NS
        USD
        8549903.36000000
        1.229395337672
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AG3
        
          
        
        295000.00000000
        PA
        USD
        306735.10000000
        0.044105609848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408GAR8
        
          
        
        16516.38000000
        PA
        USD
        17097.92000000
        0.002458519382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Floating
          2.28700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        115000.00000000
        PA
        USD
        117156.25000000
        0.016845962049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312915U58
        
          
        
        6898.16000000
        PA
        USD
        7205.15000000
        0.001036032507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        374422AD5
        
          
        
        160000.00000000
        PA
        USD
        199200.00000000
        0.028643078284
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2030-10-14
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUCKEYE PARTNERS LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AU5
        
          
        
        215000.00000000
        PA
        USD
        218225.00000000
        0.031378693567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFK5
        
          
        
        130000.00000000
        PA
        USD
        147688.09000000
        0.021236152226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BN9
        
          
        
        1500000.00000000
        PA
        USD
        1612298.18000000
        0.231833247929
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-21
          Fixed
          3.78500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0UD9
        
          
        
        673550.57000000
        PA
        USD
        679491.29000000
        0.097704428780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          2.38900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        3175SR198
        000000000
        
          
        
        -1000000.00000000
        NC
        USD
        -78.10000000
        -0.00001123004
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                Ginnie Mae
                Ginnie Mae
                
                  
                  
                
              
            
            1.00000000
            102.23437500
            USD
            2021-08-12
            XXXX
            3125.03000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAH9
        
          
        
        445000.00000000
        PA
        USD
        456988.30000000
        0.065710600662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AZ2
        
          
        
        1700000.00000000
        PA
        USD
        1791497.08000000
        0.257600356971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        1400000.00000000
        PA
        USD
        1495767.77000000
        0.215077275759
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJX3
        
          
        
        604182.39000000
        PA
        USD
        620607.69000000
        0.089237523336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408B5A2
        
          
        
        2962.30000000
        PA
        USD
        3024.18000000
        0.000434848516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Floating
          1.78800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AB1
        
          
        
        3755000.00000000
        PA
        USD
        3880486.43000000
        0.557977292148
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327RAJ0
        
          
        
        195000.00000000
        PA
        USD
        201450.60000000
        0.028966693304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAD5
        
          
        
        195000.00000000
        PA
        USD
        203287.50000000
        0.029230822172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
        435000.00000000
        PA
        USD
        444226.35000000
        0.063875552806
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        N/A
        TICP CLO III-2 Ltd
        87249FAC8
        
          
        
        834741.48000000
        PA
        USD
        834911.77000000
        0.120052425645
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-04-20
          Floating
          0.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AB6
        
          
        
        375000.00000000
        PA
        USD
        378832.50000000
        0.054472534910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ELEC POWER
        R64UBJHEC74EB3HGQ410
        Southwestern Electric Power Co
        845437BR2
        
          
        
        1200000.00000000
        PA
        USD
        1383607.97000000
        0.198949756022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Structured Asset Securities Corporation
        N/A
        Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1
        86358RDU8
        
          
        
        111900.98000000
        PA
        USD
        109601.38000000
        0.015759643109
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-08-25
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAJ7
        
          
        
        10000.00000000
        PA
        USD
        9123.20000000
        0.001311829978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AC4
        
          
        
        135000.00000000
        PA
        USD
        137531.25000000
        0.019775694579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312916VS5
        
          
        
        6349.72000000
        PA
        USD
        6506.42000000
        0.000935561733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2J1
        
          
        
        625000.00000000
        PA
        USD
        652306.79000000
        0.093795554474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        Ontario Teachers' Cadillac Fairview Properties Trust
        68327LAA4
        
          
        
        300000.00000000
        PA
        USD
        304717.25000000
        0.043815462080
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-20
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2018-CRE1 Issuer, Ltd.
        N/A
        LoanCore 2018-CRE1 Issuer Ltd
        53946MAA5
        
          
        
        553864.58000000
        PA
        USD
        553864.64000000
        0.079640503225
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-05-15
          Floating
          1.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241AA1
        
          
        
        155000.00000000
        PA
        USD
        158875.00000000
        0.022844724208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638AY8
        
          
        
        2000000.00000000
        PA
        
        587533.91000000
        0.084481826199
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-08-12
          Fixed
          8.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AF3
        
          
        
        235000.00000000
        PA
        USD
        243812.50000000
        0.035057934358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL FUEL GAS CO
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180BR1
        
          
        
        1900000.00000000
        PA
        USD
        1955314.74000000
        0.281155788998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396RDY0
        
          
        
        871923.33000000
        PA
        USD
        1027875.80000000
        0.147798830351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FDJ4
        
          
        
        500000.00000000
        PA
        USD
        491157.12000000
        0.070623754207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B28
        
          
        
        1400000.00000000
        PA
        USD
        1461591.04000000
        0.210162984831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAL4
        
          
        
        60000.00000000
        PA
        USD
        61050.00000000
        0.008778413299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAJ6
        
          
        
        150000.00000000
        PA
        USD
        170625.00000000
        0.024534263214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERTAPE POLYMER GROUP
        549300ESFR3Z1YNR6O65
        Intertape Polymer Group Inc
        460919AB9
        
          
        
        645000.00000000
        PA
        USD
        659219.03000000
        0.094789469291
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAG3
        
          
        
        140000.00000000
        PA
        USD
        124250.00000000
        0.017865976289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAL9
        
          
        
        40000.00000000
        PA
        USD
        42200.00000000
        0.006067961363
        Long
        DBT
        
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AW4
        
          
        
        230000.00000000
        PA
        USD
        265075.00000000
        0.038115281005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HYB9
        126670LE6
        
          
        
        126904.74000000
        PA
        USD
        127257.46000000
        0.018298420627
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Floating
          2.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AP0
        
          
        
        60000.00000000
        PA
        USD
        62640.00000000
        0.009007040279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-06
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
        
        320000.00000000
        PA
        USD
        326875.30000000
        0.047001580357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAN0
        
          
        
        378000.00000000
        PA
        USD
        443725.36000000
        0.063803515176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157DAG4
        
          
        
        40000.00000000
        PA
        USD
        40554.40000000
        0.005831339628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359DXP3
        
          
        
        2231.85000000
        PA
        USD
        2322.83000000
        0.000334001011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAT0
        
          
        
        145000.00000000
        PA
        USD
        149712.50000000
        0.021527243261
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2051-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31378PKF9
        
          
        
        3511.83000000
        PA
        USD
        3556.13000000
        0.000511337901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Floating
          2.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828F21
        
          
        
        20100000.00000000
        PA
        USD
        20167150.88000000
        2.899845790305
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-09-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202KTG0
        
          
        
        1172.86000000
        PA
        USD
        1189.49000000
        0.000171037425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAE1
        
          
        
        90000.00000000
        PA
        USD
        86364.00000000
        0.012418327374
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE TECHNOLOGY
        549300QTYCKLMFSE8I97
        Rackspace Technology Global Inc
        750098AB1
        
          
        
        155000.00000000
        PA
        USD
        149187.50000000
        0.021451753220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BN6
        
          
        
        294000.00000000
        PA
        USD
        469173.28000000
        0.067462685682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
        
        40000.00000000
        PA
        USD
        43563.20000000
        0.006263976646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust 2005-4
        41161PMX8
        
          
        
        146261.76000000
        PA
        USD
        123945.11000000
        0.017822135987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-19
          Variable
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409BB48
        
          
        
        25102.22000000
        PA
        USD
        25956.64000000
        0.003732319636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
        
        110000.00000000
        PA
        USD
        113899.50000000
        0.016377672163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROCK PARTNERS LP/FIN
        N/A
        Archrock Partners LP / Archrock Partners Finance Corp
        03959KAC4
        
          
        
        120000.00000000
        PA
        USD
        122427.60000000
        0.017603932384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        549300QGM7D5K3CV2643
        WFRBS Commercial Mortgage Trust 2014-LC14
        96221TAH0
        
          
        
        2829830.53000000
        PA
        USD
        73220.45000000
        0.010528409043
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Variable
          1.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BH3
        
          
        
        110000.00000000
        PA
        USD
        121792.00000000
        0.017512539108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286Z8
        
          
        
        5400000.00000000
        PA
        USD
        5621062.50000000
        0.808255688900
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAK5
        
          
        
        30000.00000000
        PA
        USD
        31612.50000000
        0.004545578876
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCBOAIUS3 SWAP CASH COLLATERAL
        N/A
        CCBOAIUS3 SWAP CASH COLLATERAL BOA CASH COLL (BROKER)
        000000000
        
          
        
        -260000.00000000
        NS
        USD
        -260000.00000000
        -0.03738554394
        Short
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-2 A PTT
        N/A
        American Airlines 2017-2 Class A Pass Through Trust
        02377CAA2
        
          
        
        837632.35000000
        PA
        USD
        834708.09000000
        0.120023138385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31339NC79
        
          
        
        19415.34000000
        PA
        USD
        19490.72000000
        0.002802581419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-15
          Floating
          0.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE 2019-1 CLASS A
        N/A
        JetBlue 2019-1 Class A Pass Through Trust
        477143AJ0
        
          
        
        2065878.58000000
        PA
        USD
        2122946.00000000
        0.305259580680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
        
        25000.00000000
        PA
        USD
        25398.00000000
        0.003651992481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        1400000.00000000
        PA
        USD
        1398078.29000000
        0.201030451346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S91ZC0LT6 CDS EUR R F  5.00000 Z91ZC0MJ7 CCPITRAXX / Short: S91ZC0LT6 CDS EUR P V 03MEVENT Z91ZC0LT6_PRO CCPITRAXX
        000000000
        
          
        
        1475000.00000000
        OU
        Notional Amount
        
        210711.54000000
        0.030298328994
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S35.V1
                2I667KJN9
              
            
            Y
            
            sell protection
            2026-06-20
            161452.54000000
            EUR
            0.00000000
            EUR
            1475000.00000000
            EUR
            20330.35000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
        
        870000.00000000
        PA
        USD
        961350.00000000
        0.138233048738
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-22
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAF8
        
          
        
        100000.00000000
        PA
        USD
        104750.00000000
        0.015062060493
        Long
        DBT
        
        US
        N
        
        2
        
          2029-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBN1
        
          
        
        10000.00000000
        PA
        USD
        11230.95000000
        0.001614904518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AZ5
        
          
        
        500000.00000000
        PA
        USD
        572500.00000000
        0.082320091956
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYDNEY AIRPORT FINANCE
        549300MJAANHLHOVTO40
        Sydney Airport Finance Co Pty Ltd
        87124VAE9
        
          
        
        1800000.00000000
        PA
        USD
        1933056.00000000
        0.277955192450
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-04-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALRIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAA7
        
          
        
        110000.00000000
        PA
        USD
        110908.05000000
        0.015947529912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAB9
        
          
        
        130000.00000000
        PA
        USD
        138775.00000000
        0.019954534080
        Long
        DBT
        
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Edison Co
        D8YOXB8L2ZDC8P7Q0771
        Commonwealth Edison Co
        202795JF8
        
          
        
        745000.00000000
        PA
        USD
        871673.53000000
        0.125338419468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        54930088PYF0FHKY5C94
        KKR CLO 18 Ltd
        48251JAC7
        
          
        
        1100000.00000000
        PA
        USD
        1100583.00000000
        0.158253438892
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL INFRASTRUCTURE SO
        2549003BGLQITAJ6ZT28
        Global Infrastructure Solutions Inc
        37960XAA5
        
          
        
        225000.00000000
        PA
        USD
        230906.25000000
        0.033202137525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAE8
        
          
        
        205000.00000000
        PA
        USD
        210125.00000000
        0.030213990082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CA8
        
          
        
        30000.00000000
        PA
        USD
        31206.00000000
        0.004487128016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 1999-W4
        31359VA94
        
          
        
        105366.75000000
        PA
        USD
        118703.21000000
        0.017068400284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
        
        225000.00000000
        PA
        USD
        242703.00000000
        0.034898398739
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HL4
        
          
        
        425000.00000000
        PA
        USD
        402357.20000000
        0.057855164547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBH1
        
          
        
        105000.00000000
        PA
        USD
        116865.00000000
        0.016804083050
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-01-03
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAG9
        
          
        
        40000.00000000
        PA
        USD
        41807.20000000
        0.006011480433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: BNG7A2SB7 TRS USD R E BNG7A2SC5 EQUITYTRS / Short: BNG7A2SB7 TRS USD P V 03MLIBOR BNG7A2SD3 EQUITYTRS
        000000000
        
          
        
        6841249.38000000
        OU
        Notional Amount
        USD
        14047.74000000
        0.002019932311
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                iShares iBoxx High Yield Corporate Bond ETF
                iShares iBoxx High Yield Corporate Bond ETF
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-09-22
            0.00000000
            USD
            0.00000000
            USD
            6841249.38000000
            USD
            14047.74000000
          
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        71376LAE0
        
          
        
        110000.00000000
        PA
        USD
        111787.50000000
        0.016073986514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDC1
        
          
        
        15000.00000000
        PA
        USD
        15337.50000000
        0.002205387616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
        
        760000.00000000
        PA
        USD
        785650.00000000
        0.112969048464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DR3
        
          
        
        50000.00000000
        PA
        USD
        48931.25000000
        0.007035851527
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-01-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARPENTER TECHNOLOGY
        DX6I6ZD3X5WNNCDJKP85
        Carpenter Technology Corp
        144285AL7
        
          
        
        160000.00000000
        PA
        USD
        175934.06000000
        0.025297655890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        42307TAH1
        
          
        
        1200000.00000000
        PA
        USD
        1788648.89000000
        0.257190814154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-01
          Fixed
          7.12500000
          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
        
          
        
        285796.29000000
        PA
        USD
        286171.77000000
        0.041148797243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-25
          Floating
          1.66400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DA5
        
          
        
        30000.00000000
        PA
        USD
        29559.38000000
        0.004250359615
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2031-01-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AX3
        
          
        
        140000.00000000
        PA
        USD
        146951.00000000
        0.021130165647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAC3
        
          
        
        280000.00000000
        PA
        USD
        287966.00000000
        0.041406790568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        SCIH Salt Holdings Inc
        78433BAA6
        
          
        
        100000.00000000
        PA
        USD
        99875.00000000
        0.014361081544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        5361.59000000
        0.000770945994
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            17600911.70000000
            BRL
            3384790.71000000
            USD
            2021-08-03
            5361.59000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB42
        
          
        
        1700000.00000000
        PA
        USD
        2009506.25000000
        0.288948016223
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2050-07-03
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAG0
        
          
        
        75000.00000000
        PA
        USD
        75187.50000000
        0.010811252251
        Long
        DBT
        
        US
        N
        
        2
        
          2021-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485AE6
        
          
        
        200000.00000000
        PA
        USD
        203294.00000000
        0.029231756810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust
        92925CDS8
        
          
        
        403687.01000000
        PA
        USD
        405132.98000000
        0.058254295490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          3.21400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
        
        1190000.00000000
        PA
        USD
        1191915.90000000
        0.171386247149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RWY8
        
          
        
        1486409.97000000
        PA
        USD
        1505842.25000000
        0.216525890816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-07-20
          Floating
          0.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC NETWORKS INC
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAF0
        
          
        
        230000.00000000
        PA
        USD
        230000.00000000
        0.033071827336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HK6
        
          
        
        1400000.00000000
        PA
        USD
        1460949.67000000
        0.210070761884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JZL2 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0JZL2 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1000000.00000000
        OU
        Notional Amount
        
        -5092.57000000
        -0.00073226345
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                BRITISH TELECOMMUNICATIO
                BRITISH TELECOMMUNICATIO
                
                  
                
              
            
            Y
            
            sell protection
            2028-06-20
            0.00000000
            EUR
            -4160.29000000
            EUR
            1000000.00000000
            EUR
            -181.16000000
          
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
        
        40000.00000000
        PA
        USD
        41242.00000000
        0.005930210013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AG3
        
          
        
        1600000.00000000
        PA
        USD
        1699259.89000000
        0.244337520355
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-06-12
          Fixed
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2004-S9 Trust
        76111XRB1
        
          
        
        215040.93000000
        PA
        USD
        215026.46000000
        0.030918773729
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AP6
        
          
        
        110000.00000000
        PA
        USD
        108556.80000000
        0.015609442373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-10-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAC9
        
          
        
        35000.00000000
        PA
        USD
        37100.00000000
        0.005334629539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
        
        245000.00000000
        PA
        USD
        288416.71000000
        0.041471598408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AH5
        
          
        
        115000.00000000
        PA
        USD
        123912.50000000
        0.017817446977
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
        
        45000.00000000
        PA
        USD
        47137.50000000
        0.006777927222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAL5
        
          
        
        75000.00000000
        PA
        USD
        75585.94000000
        0.010868544159
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2029-04-07
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        65000.00000000
        PA
        USD
        70720.00000000
        0.010168867953
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2025-06-30
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
        
        10000.00000000
        PA
        USD
        10575.00000000
        0.001520585104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202KXR1
        
          
        
        1945.42000000
        PA
        USD
        1971.77000000
        0.000283521899
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-01-20
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCOSA INC
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653AA8
        
          
        
        230000.00000000
        PA
        USD
        235175.00000000
        0.033815943451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        SASOL Financing USA LLC
        80386WAA3
        
          
        
        45000.00000000
        PA
        USD
        47610.00000000
        0.006845868258
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAD3
        
          
        
        115000.00000000
        PA
        USD
        118750.15000000
        0.017075149812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC/DELAWA
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        28368EAE6
        
          
        
        1400000.00000000
        PA
        USD
        2053051.60000000
        0.295209426208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RFJ0
        
          
        
        1145467.63000000
        PA
        USD
        1153672.96000000
        0.165887273633
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-08-20
          Floating
          0.68900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796F61
        
          
        
        4000000.00000000
        PA
        USD
        3999716.67000000
        0.575121474368
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        100000.00000000
        PA
        USD
        105000.00000000
        0.015098008131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
        
        215000.00000000
        PA
        USD
        232793.40000000
        0.033473491868
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148YAA6
        
          
        
        290000.00000000
        PA
        USD
        344192.99000000
        0.049491700589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-10-31
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14887.74000000
        -0.00214071637
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            452511.68000000
            USD
            332130000.00000000
            CLP
            2021-08-05
            -14887.74000000
          
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAA4
        
          
        
        30000.00000000
        PA
        USD
        36975.00000000
        0.005316655720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAB8
        
          
        
        55000.00000000
        PA
        USD
        55275.00000000
        0.007948022852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-31
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
        
        425000.00000000
        PA
        USD
        450423.22000000
        0.064766604174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        546.81000000
        0.000078626112
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            219995.98000000
            USD
            16415000.00000000
            INR
            2021-08-05
            546.81000000
          
        
        
          N
          N
          N
        
      
      
        KEN GARFF AUTOMOTIVE LLC
        N/A
        Ken Garff Automotive LLC
        48850PAA2
        
          
        
        95000.00000000
        PA
        USD
        97493.75000000
        0.014018680288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAN6
        
          
        
        145000.00000000
        PA
        USD
        152068.75000000
        0.021866049753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multiclass Certificates
        N/A
        Freddie Mac Multiclass Certificates Series 2020-RR04
        3137FRV57
        
          
        
        3460000.00000000
        PA
        USD
        473604.80000000
        0.068099896396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-27
          Variable
          2.12600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        059514AC3
        
          
        
        65000.00000000
        PA
        USD
        71110.00000000
        0.010224946269
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0K7W6 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0K7W6 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1200000.00000000
        OU
        Notional Amount
        
        -21043.59000000
        -0.00302586945
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                VALEO SA
                VALEO SA
                
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            0.00000000
            EUR
            -17834.89000000
            EUR
            1200000.00000000
            EUR
            97.21000000
          
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Corp
        654740BT5
        
          
        
        1400000.00000000
        PA
        USD
        1428925.37000000
        0.205465970057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-09
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        200000.00000000
        PA
        USD
        210600.00000000
        0.030282290595
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Mortgage Securities Trust
        N/A
        Thornburg Mortgage Securities Trust 2007-4
        88522YAB5
        
          
        
        363708.48000000
        PA
        USD
        367260.89000000
        0.052808646702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Variable
          2.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAA8
        
          
        
        140000.00000000
        PA
        USD
        138600.00000000
        0.019929370734
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BD6
        
          
        
        40000.00000000
        PA
        USD
        44668.00000000
        0.006422836449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS3 Mortgage Trust
        12591YBE4
        
          
        
        2767133.11000000
        PA
        USD
        69453.10000000
        0.009986699700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-10
          Variable
          1.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAF2
        
          
        
        80000.00000000
        PA
        USD
        84900.00000000
        0.012207818003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA FEMSA SAB CV
        5493008KEVFYPMGTXO33
        Coca-Cola Femsa SAB de CV
        191241AJ7
        
          
        
        1400000.00000000
        PA
        USD
        1358952.00000000
        0.195404460445
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-09-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VBK5
        
          
        
        106476.92000000
        PA
        USD
        114220.30000000
        0.016423800173
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDE1
        
          
        
        1500000.00000000
        PA
        USD
        1608773.43000000
        0.231326422175
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-09-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAL8
        
          
        
        56000.00000000
        PA
        USD
        59816.40000000
        0.008601033272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
        
        335000.00000000
        PA
        USD
        345887.50000000
        0.049735355120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2D5
        
          
        
        35000.00000000
        PA
        USD
        34252.75000000
        0.004925221886
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        -7.00000000
        NC
        
        -40623.09000000
        -0.00584121660
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            -1201745.02000000
            EUR
            -40623.09000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AG7
        
          
        
        100000.00000000
        PA
        USD
        114250.00000000
        0.016428070752
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2027-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED AIR 2020-1 A PTT
        N/A
        United Airlines 2020-1 Class A Pass Through Trust
        90931GAA7
        
          
        
        148396.00000000
        PA
        USD
        165075.12000000
        0.023736242896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        155000.00000000
        PA
        USD
        160425.00000000
        0.023067599567
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376AF7
        
          
        
        1100000.00000000
        PA
        USD
        1171102.71000000
        0.168393507036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIPRO IT SERVICE
        549300S6XZZ65F0EJS98
        Wipro IT Services LLC
        97654MAA4
        
          
        
        1400000.00000000
        PA
        USD
        1406706.00000000
        0.202271034543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        N/A
        Banc of America Funding 2005-D Trust
        06051GDM8
        
          
        
        260854.45000000
        PA
        USD
        269012.31000000
        0.038681428989
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saxon Asset Securities Trust
        N/A
        Saxon Asset Securities Trust 2006-1
        80556UAF0
        
          
        
        1396959.65000000
        PA
        USD
        1389738.77000000
        0.199831307148
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashford Hospitality Trust
        N/A
        Ashford Hospitality Trust 2018-KEYS
        04410CAA7
        
          
        
        1500000.00000000
        PA
        USD
        1500964.20000000
        0.215824473306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-15
          Floating
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMORY UNIVERSITY
        95MD72NUUVZ3P8PQ6919
        Emory University
        29157TAD8
        
          
        
        1400000.00000000
        PA
        USD
        1445955.17000000
        0.207914694427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDJ8
        
          
        
        441000.00000000
        PA
        USD
        527863.20000000
        0.075901741772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-09
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14656.05000000
        -0.00210740154
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            340269.71000000
            USD
            1262860000.00000000
            COP
            2021-08-05
            -14656.05000000
          
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAW5
        
          
        
        55000.00000000
        PA
        USD
        59537.50000000
        0.008560930087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAA3
        
          
        
        215000.00000000
        PA
        USD
        223660.20000000
        0.032160223984
        Long
        DBT
        
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DC1
        
          
        
        85000.00000000
        PA
        USD
        83007.81000000
        0.011935738956
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2031-06-26
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283C2
        
          
        
        1000000.00000000
        PA
        USD
        1023515.62000000
        0.147171877655
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GXR4
        
          
        
        2709.05000000
        PA
        USD
        2756.19000000
        0.000396314086
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERA MEXICO SA DE CV
        N/A
        Minera Mexico SA de CV
        60284MAB8
        
          
        
        60000.00000000
        PA
        USD
        67238.40000000
        0.009668246761
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BT9
        
          
        
        75000.00000000
        PA
        USD
        73500.00000000
        0.010568605692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AT2
        
          
        
        1400000.00000000
        PA
        USD
        1602380.82000000
        0.230407225244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITCH LTD
        5493002D70VTFFLT8L43
        Switch Ltd
        87105NAA8
        
          
        
        90000.00000000
        PA
        USD
        92067.75000000
        0.013238472744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAF5
        
          
        
        20000.00000000
        PA
        USD
        18243.20000000
        0.002623199828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AB7
        
          
        
        1400000.00000000
        PA
        USD
        1501234.04000000
        0.215863273749
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-17
          Fixed
          3.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAJ0
        
          
        
        390000.00000000
        PA
        USD
        420225.00000000
        0.060424385401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BB6
        
          
        
        1400000.00000000
        PA
        USD
        1402100.00000000
        0.201608735253
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-08-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAM6
        
          
        
        340000.00000000
        PA
        USD
        340023.80000000
        0.048892210451
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLJ LODGING TRUST LP
        549300RX5I8Z6I6LDZ74
        RLJ Lodging Trust LP
        74965LAA9
        
          
        
        105000.00000000
        PA
        USD
        106312.50000000
        0.015286733233
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBN4
        
          
        
        255000.00000000
        PA
        USD
        296568.22000000
        0.042643708544
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2003-5
        07384MWN8
        
          
        
        65329.39000000
        PA
        USD
        65376.58000000
        0.009400534633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAE1
        
          
        
        35000.00000000
        PA
        USD
        36400.00000000
        0.005233976152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAX8
        
          
        
        70000.00000000
        PA
        USD
        77700.00000000
        0.011172526017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CX6
        
          
        
        180000.00000000
        PA
        USD
        259875.00000000
        0.037367570126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-22
          Fixed
          9.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
        
        125000.00000000
        PA
        USD
        141425.00000000
        0.020335579048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AP3
        
          
        
        205000.00000000
        PA
        USD
        210381.25000000
        0.030250836412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        TRTX 2019-FL3 Issuer Ltd
        87276VAA3
        
          
        
        1500000.00000000
        PA
        USD
        1500464.55000000
        0.215752628356
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAZ1
        
          
        
        1500000.00000000
        PA
        USD
        1648999.05000000
        0.237110486345
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AV7
        
          
        
        2369000.00000000
        PA
        USD
        2505217.50000000
        0.360226611304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AR9
        
          
        
        200000.00000000
        PA
        USD
        209750.00000000
        0.030160068625
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER CO
        0RL818ELFOHP5JHOFU19
        Alabama Power Co
        010392FU7
        
          
        
        600000.00000000
        PA
        USD
        584338.90000000
        0.084022413942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        Syngenta Finance NV
        87164KAH7
        
          
        
        1600000.00000000
        PA
        USD
        1687135.49000000
        0.242594146166
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-24
          Fixed
          4.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L49
        
          
        
        2100000.00000000
        PA
        USD
        2099936.04000000
        0.301950965792
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FP4
        
          
        
        86000.00000000
        PA
        USD
        91700.92000000
        0.013185726055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA Chemicals Corp
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAQ2
        
          
        
        445000.00000000
        PA
        USD
        470502.95000000
        0.067653879668
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        2014500.00000000
        0.289666070300
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2028-04-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AR9
        
          
        
        100000.00000000
        PA
        USD
        105515.00000000
        0.015172060266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GWE4
        
          
        
        187936.19000000
        PA
        USD
        196792.08000000
        0.028296842134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BJ4
        
          
        
        55000.00000000
        PA
        USD
        68856.80000000
        0.009900957393
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2042-01-17
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525AK9
        
          
        
        2000000.00000000
        PA
        USD
        2706694.66000000
        0.389197123686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-20
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAK4
        
          
        
        535000.00000000
        PA
        USD
        595841.64000000
        0.085676399295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-22
          Fixed
          3.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE UNIVERSITY
        FY5ICUIRRDCHN4HHL592
        Duke University
        26442TAF4
        
          
        
        1700000.00000000
        PA
        USD
        1767693.24000000
        0.254177589639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-10-01
          Fixed
          2.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796F53
        
          
        
        2300000.00000000
        PA
        USD
        2299840.85000000
        0.330695389097
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        000000000
        
          
        
        125183.93000000
        PA
        USD
        122368.54000000
        0.017595440114
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-12-01
          Fixed
          6.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTAR GROUP INC
        N/A
        CoStar Group Inc
        22160NAA7
        
          
        
        1300000.00000000
        PA
        USD
        1342979.53000000
        0.193107770141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AH1
        
          
        
        55000.00000000
        PA
        USD
        59211.90000000
        0.008514111882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        23451.05000000
        0.003372039462
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            879528.00000000
            PEN
            240000.00000000
            USD
            2021-08-18
            23451.05000000
          
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
        
        200000.00000000
        PA
        USD
        232888.38000000
        0.033487149095
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-27
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        Teva Pharmaceutical Finance Netherlands II BV
        000000000
        
          
        
        1200000.00000000
        PA
        
        1437592.01000000
        0.206712151021
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AV1
        
          
        
        285000.00000000
        PA
        USD
        314568.75000000
        0.045232014719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2013-2
        N/A
        American Airlines 2013-2 Class A Pass Through Trust
        02377UAB0
        
          
        
        473862.91000000
        PA
        USD
        483316.66000000
        0.069496370123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AY2
        
          
        
        95000.00000000
        PA
        USD
        123310.00000000
        0.017730813168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-12
        12669FN82
        
          
        
        3109.13000000
        PA
        USD
        3139.88000000
        0.000451485083
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.69500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AQ8
        
          
        
        80000.00000000
        PA
        USD
        85200.00000000
        0.012250955169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-06
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAM2
        
          
        
        85000.00000000
        PA
        USD
        89250.00000000
        0.012833306912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
        
        90000.00000000
        PA
        USD
        93375.00000000
        0.013426442945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAL4
        
          
        
        230000.00000000
        PA
        USD
        243800.00000000
        0.035056136976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022683
        
          
        
        3990000.00000000
        PA
        USD
        4155744.60000000
        0.597556816805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-12
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        3175ZM381
        000000000
        
          
        
        -2000000.00000000
        NC
        USD
        -13446.80000000
        -0.00193352281
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Uniform Mortgage-Backed Security, TBA
                Uniform Mortgage-Backed Security, TBA
                
                  
                  
                
              
            
            1.00000000
            101.36718750
            USD
            2021-08-05
            XXXX
            -6806.17000000
          
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        35000.00000000
        PA
        USD
        34475.00000000
        0.004957179336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BF3
        
          
        
        90000.00000000
        PA
        USD
        93600.00000000
        0.013458795820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FS LUXEMBOURG SARL
        222100EKR3JUJPGGOY81
        FS Luxembourg Sarl
        30315XAB0
        
          
        
        20000.00000000
        PA
        USD
        22350.20000000
        0.003213747631
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-12-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BG1
        
          
        
        50000.00000000
        PA
        USD
        50736.50000000
        0.007295429424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNTORY HOLDINGS LTD
        54930074QUY8RD0UZM08
        Suntory Holdings Ltd
        86803UAD3
        
          
        
        1500000.00000000
        PA
        USD
        1561580.84000000
        0.224540573531
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-10-16
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAG6
        
          
        
        75000.00000000
        PA
        USD
        75337.50000000
        0.010832820834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          3.65000000
          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
        
          
        
        1000000.00000000
        OU
        Notional Amount
        USD
        16477.00000000
        0.002369236952
        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
            -6725.00000000
            USD
            1000000.00000000
            USD
            23202.00000000
          
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAL8
        
          
        
        40000.00000000
        PA
        USD
        41600.00000000
        0.005981687031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AG4
        
          
        
        3300000.00000000
        PA
        USD
        3793443.49000000
        0.545461339615
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-12-04
          Fixed
          7.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282R0
        
          
        
        5000000.00000000
        PA
        USD
        5410351.55000000
        0.777957444742
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        Nexstar Media Inc
        65343HAA9
        
          
        
        135000.00000000
        PA
        USD
        142722.00000000
        0.020522075396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAN4
        
          
        
        335000.00000000
        PA
        USD
        346272.75000000
        0.049790750431
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CPS6
        
          
        
        99171.08000000
        PA
        USD
        104909.04000000
        0.015084928943
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Century Home Equity Loan Trust
        N/A
        New Century Home Equity Loan Trust Series 2005-B
        64352VNK3
        
          
        
        1759426.80000000
        PA
        USD
        1746299.01000000
        0.251101301462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAU9
        
          
        
        100000.00000000
        PA
        USD
        101625.00000000
        0.014612715013
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAE3
        
          
        
        1800000.00000000
        PA
        USD
        1959624.56000000
        0.281775500402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-14CB
        021468AA1
        
          
        
        1421459.39000000
        PA
        USD
        1095771.35000000
        0.157561569075
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        335000.00000000
        PA
        USD
        346306.25000000
        0.049795567415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        315000.00000000
        PA
        USD
        345803.85000000
        0.049723327041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AP9
        
          
        
        295000.00000000
        PA
        USD
        315650.00000000
        0.045387488255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAA1
        
          
        
        140000.00000000
        PA
        USD
        151813.20000000
        0.021829304077
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DMF6
        
          
        
        609761.19000000
        PA
        USD
        653747.00000000
        0.094002643068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivables Trust
        N/A
        OneMain Direct Auto Receivables Trust 2018-1
        68268XAA9
        
          
        
        358785.73000000
        PA
        USD
        360011.45000000
        0.051766245710
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
        
        485000.00000000
        PA
        USD
        593305.35000000
        0.085311704751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        275000.00000000
        PA
        USD
        287718.75000000
        0.041371238354
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796D55
        
          
        
        3200000.00000000
        PA
        USD
        3199975.56000000
        0.460126257395
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-26
          None
          0.00000000
          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
        
          
        
        10100000.00000000
        OU
        Notional Amount
        USD
        243440.30000000
        0.035004415514
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S36.V1
                2I65BYDY8
              
            
            Y
            
            sell protection
            2026-06-20
            224532.21000000
            USD
            0.00000000
            USD
            10100000.00000000
            USD
            18908.09000000
          
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBD6
        
          
        
        1100000.00000000
        PA
        USD
        1298010.23000000
        0.186641609597
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-16
          Fixed
          4.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMOLA MERGER CORP
        N/A
        Imola Merger Corp
        45258LAA5
        
          
        
        330000.00000000
        PA
        USD
        340622.70000000
        0.048978326614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        Bear Stearns ALT-A Trust 2004-9
        07386HKZ3
        
          
        
        131620.25000000
        PA
        USD
        135556.39000000
        0.019491728367
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          3.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CB3
        
          
        
        1500000.00000000
        PA
        USD
        1629403.40000000
        0.234292816983
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-26
          Fixed
          3.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAC7
        
          
        
        40000.00000000
        PA
        USD
        43400.00000000
        0.006240510027
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AL5
        
          
        
        50000.00000000
        PA
        USD
        54750.00000000
        0.007872532811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NX3
        
          
        
        1190000.00000000
        PA
        USD
        1232752.54000000
        0.177258170223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300XBX1AOMDRAHZ12
        Mountain View CLO 2014-1 Ltd
        62431XAU0
        
          
        
        21183.96000000
        PA
        USD
        21185.74000000
        0.003046309283
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2026-10-15
          Floating
          0.92600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H.B. FULLER CO
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        359694AB2
        
          
        
        75000.00000000
        PA
        USD
        77484.00000000
        0.011141467257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAL3
        
          
        
        145000.00000000
        PA
        USD
        163951.50000000
        0.023574676954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DA0
        
          
        
        1700000.00000000
        PA
        USD
        1777828.53000000
        0.255634948599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833BZ2
        
          
        
        610000.00000000
        PA
        USD
        650920.91000000
        0.093596278022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1478.24000000
        -0.00021255694
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            241665.38000000
            USD
            3535000.00000000
            ZAR
            2021-09-08
            -1478.24000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAA0
        
          
        
        60000.00000000
        PA
        USD
        61800.00000000
        0.008886256214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21
        000000000
        
          
        
        756.00000000
        NC
        USD
        1830310.34000000
        0.263181337115
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            99816252.16000000
            USD
            1830310.34000000
          
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AmWINS Group Inc
        031921AB5
        
          
        
        50000.00000000
        PA
        USD
        51000.00000000
        0.007333318235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AQ1
        
          
        
        605000.00000000
        PA
        USD
        628522.40000000
        0.090375583868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XQX5
        
          
        
        233055.47000000
        PA
        USD
        237349.52000000
        0.034128618886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Floating
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K24
        
          
        
        2700000.00000000
        PA
        USD
        2699989.80000000
        0.388233028154
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        Structured Asset Securities Corp 2005-WF1
        86359BV73
        
          
        
        89236.99000000
        PA
        USD
        89264.70000000
        0.012835420633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVAR SOLUTIONS USA INC
        5493008FTB9VZW6CVA82
        Univar Solutions USA Inc/Washington
        91337CAA4
        
          
        
        200000.00000000
        PA
        USD
        209308.00000000
        0.030096513200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AJ1
        
          
        
        85000.00000000
        PA
        USD
        86487.50000000
        0.012436085507
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CH3
        
          
        
        180000.00000000
        PA
        USD
        193050.00000000
        0.027758766379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
        
        1445000.00000000
        PA
        USD
        1639096.45000000
        0.235686586009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020687
        
          
        
        1045000.00000000
        PA
        USD
        1065670.10000000
        0.153233293672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202K2H7
        
          
        
        4024.88000000
        PA
        USD
        4096.13000000
        0.000588984800
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-05-20
          Floating
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAIL RESORTS INC
        529900PSZHRNU9HKH870
        Vail Resorts Inc
        91879QAL3
        
          
        
        70000.00000000
        PA
        USD
        74350.50000000
        0.010690899558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CS2
        
          
        
        418000.00000000
        PA
        USD
        416955.00000000
        0.059954190291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAF7
        
          
        
        50000.00000000
        PA
        USD
        61875.00000000
        0.008897040506
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2048-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAE9
        
          
        
        50000.00000000
        PA
        USD
        54094.08000000
        0.007778217711
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO / FINANCE
        N/A
        Radiate Holdco LLC / Radiate Finance Inc
        75026JAC4
        
          
        
        110000.00000000
        PA
        USD
        113851.10000000
        0.016370712701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -790.88000000
        -0.00011372107
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            514606.06000000
            USD
            37810680.00000000
            RUB
            2021-09-08
            -790.88000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        1100000.00000000
        PA
        
        1378273.60000000
        0.198182724006
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AG8
        
          
        
        290000.00000000
        PA
        USD
        305375.80000000
        0.043910155349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JYY5 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0JYY5 CDS USD P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        1300000.00000000
        OU
        Notional Amount
        USD
        16901.30000000
        0.002430247284
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL ELECTRIC CO
                GENERAL ELECTRIC CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            14801.98000000
            USD
            0.00000000
            USD
            1300000.00000000
            USD
            2099.32000000
          
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBT1
        
          
        
        460000.00000000
        PA
        USD
        461935.80000000
        0.066422004426
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -192691.86000000
        -0.02770726923
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3572120.98000000
            USD
            17600911.70000000
            BRL
            2021-08-03
            -192691.86000000
          
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CQY2
        
          
        
        373373.57000000
        PA
        USD
        402203.42000000
        0.057833052436
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2027-04-01
          Fixed
          5.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Century Home Equity Loan Trust
        N/A
        New Century Home Equity Loan Trust Series 2005-D
        64352VPP0
        
          
        
        395592.12000000
        PA
        USD
        394428.53000000
        0.056715096698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AJ0
        
          
        
        35000.00000000
        PA
        USD
        41439.83000000
        0.005958656098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128283R9
        
          
        
        474611.10000000
        PA
        USD
        544752.19000000
        0.078330218994
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AK5
        
          
        
        65000.00000000
        PA
        USD
        66625.00000000
        0.009580045636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        3128QPF56
        
          
        
        7970.40000000
        PA
        USD
        8213.07000000
        0.001180961882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.16900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ludgate Funding Plc
        213800LADM2GPWI3P269
        Ludgate Funding PLC
        000000000
        
          
        
        577780.92000000
        PA
        
        794792.50000000
        0.114283653601
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2061-01-01
          Floating
          0.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886FAE7
        
          
        
        1700000.00000000
        PA
        USD
        1643811.31000000
        0.236364538338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAF3
        
          
        
        50000.00000000
        PA
        USD
        48635.00000000
        0.006993253576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-31
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUMULUS MEDIA NEW HLDGS
        5493001D9VBAVY1OKJ46
        Cumulus Media New Holdings Inc
        23110AAA4
        
          
        
        17000.00000000
        PA
        USD
        17935.00000000
        0.002578883579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BZ6
        
          
        
        1400000.00000000
        PA
        USD
        1379993.89000000
        0.198430085458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AH1
        
          
        
        1600000.00000000
        PA
        USD
        1624916.72000000
        0.233647674781
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-06-12
          Floating
          1.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JQK8
        
          
        
        395000.00000000
        PA
        USD
        396579.98000000
        0.057024454885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-15
          Variable
          3.73600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -407.94000000
        -0.00005865791
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            220238.31000000
            USD
            16415000.00000000
            INR
            2021-09-08
            -407.94000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORR COMM/HLDGS
        N/A
        Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
        877249AD4
        
          
        
        35000.00000000
        PA
        USD
        37843.75000000
        0.005441573764
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCo Inc
        92940PAB0
        
          
        
        1200000.00000000
        PA
        USD
        1375198.00000000
        0.197740481779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAC3
        
          
        
        110000.00000000
        PA
        USD
        114083.20000000
        0.016404086488
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-07-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AC4
        
          
        
        800000.00000000
        PA
        USD
        810274.59000000
        0.116509831893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Floating
          1.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        219520.00000000
        0.031564902334
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-02-08
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RJ9
        
          
        
        2600000.00000000
        PA
        USD
        3157984.39000000
        0.454088323813
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT SEC CORP
        5493009JEEDYLVRA0J13
        ADT Security Corp/The
        00109LAA1
        
          
        
        180000.00000000
        PA
        USD
        181071.00000000
        0.026036299337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
        
        160000.00000000
        PA
        USD
        165918.40000000
        0.023857498594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AA8
        
          
        
        165000.00000000
        PA
        USD
        168303.30000000
        0.024200424685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        2139300.00000000
        0.307611131394
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2048-04-23
          Fixed
          5.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAK9
        
          
        
        155000.00000000
        PA
        USD
        159068.75000000
        0.022872583628
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBM3
        
          
        
        420000.00000000
        PA
        USD
        450575.90000000
        0.064788558116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638BX9
        
          
        
        5100000.00000000
        PA
        
        1306155.72000000
        0.187812854114
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2029-02-12
          Fixed
          5.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CG5
        
          
        
        1500000.00000000
        PA
        USD
        1619676.56000000
        0.232894189274
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        -28.00000000
        NC
        USD
        -18025.08000000
        -0.00259183623
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            -3466443.68000000
            USD
            -18025.08000000
          
        
        
          N
          N
          N
        
      
      
        Lazard Group LLC
        FI94J2CJ1D7BIGVMS874
        Lazard Group LLC
        52107QAK1
        
          
        
        400000.00000000
        PA
        USD
        462290.02000000
        0.066472937916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        442.98000000
        0.000063696339
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            16415000.00000000
            INR
            220985.77000000
            USD
            2021-08-05
            442.98000000
          
        
        
          N
          N
          N
        
      
      
        Home Equity Asset Trust
        N/A
        Home Equity Asset Trust 2006-3
        437084UT1
        
          
        
        1000000.00000000
        PA
        USD
        946531.30000000
        0.136102259661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.68900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAJ1
        
          
        
        40000.00000000
        PA
        USD
        39700.00000000
        0.005708484979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Funding
        N/A
        Towd Point Mortgage Funding
        000000000
        
          
        
        4328480.00000000
        PA
        
        6033906.81000000
        0.867618800800
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2045-07-20
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SB5
        
          
        
        884001.60000000
        PA
        USD
        1222615.65000000
        0.175800581198
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -67295.67000000
        -0.00967648164
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            18919877.74000000
            USD
            13563000.00000000
            GBP
            2021-08-03
            -67295.67000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU00KXL1 IRS JPY R V 06MLIBOR SWUV0KXL3 CCPVANILLA / Short: BWU00KXL1 IRS JPY P F   .45000 SWU00KXL1 CCPVANILLA
        000000000
        
          
        
        230000000.00000000
        OU
        Notional Amount
        
        -72544.08000000
        -0.01043115342
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-03-20
            0.00000000
            JPY
            -1321263.00000000
            JPY
            230000000.00000000
            JPY
            -60554.51000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBB0
        
          
        
        315000.00000000
        PA
        USD
        340805.43000000
        0.049004601462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AQ4
        
          
        
        1400000.00000000
        PA
        USD
        1432436.68000000
        0.205970863266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
        
        200000.00000000
        PA
        USD
        213908.14000000
        0.030757969877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.97600000
          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
        019579AA9
        
          
        
        200000.00000000
        PA
        USD
        200750.00000000
        0.028865953642
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        170000.00000000
        PA
        USD
        189975.00000000
        0.027316610427
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEEWARD RENEWABL
        N/A
        Leeward Renewable Energy Operations LLC
        524590AA4
        
          
        
        95000.00000000
        PA
        USD
        96900.00000000
        0.013933304647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0I0F5 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0I0F5 CDS EUR P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1400000.00000000
        OU
        Notional Amount
        
        -39102.34000000
        -0.00562254711
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                ROLLS-ROYCE PLC
                ROLLS-ROYCE PLC
                
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            1801.22000000
            EUR
            0.00000000
            EUR
            1400000.00000000
            EUR
            -41050.29000000
          
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        SASCO Mortgage Loan Trust 2005-GEL1
        86359BX22
        
          
        
        368172.99000000
        PA
        USD
        369105.79000000
        0.053073925894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          1.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL FINANCIAL
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620RAJ4
        
          
        
        1500000.00000000
        PA
        USD
        1639786.70000000
        0.235785837438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHNIPFMC PLC
        549300D5I93QWCJTCK36
        TechnipFMC PLC
        87854XAE1
        
          
        
        110000.00000000
        PA
        USD
        117884.63000000
        0.016950696212
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JJ30 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0JJ30 CDS USD P V 03MEVENT 2 CCPCDX
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        USD
        2394.50000000
        0.000344306480
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S35.V1
                2I65BYDX0
              
            
            Y
            
            sell protection
            2025-12-20
            1696.68000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            697.82000000
          
        
        
          N
          N
          N
        
      
      
        MDC Holdings Inc
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AQ1
        
          
        
        160000.00000000
        PA
        USD
        211688.00000000
        0.030438734718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AB2
        
          
        
        35000.00000000
        PA
        USD
        35700.00000000
        0.005133322764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPCO/FINCO
        N/A
        Go Daddy Operating Co LLC / GD Finance Co Inc
        38016LAA3
        
          
        
        140000.00000000
        PA
        USD
        146850.20000000
        0.021115671559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1923.15000000
        -0.00027653080
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            110012.48000000
            USD
            124335000.00000000
            KRW
            2021-08-05
            -1923.15000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XSX3
        
          
        
        249732.48000000
        PA
        USD
        254952.91000000
        0.036659820080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Floating
          2.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON SEMICONDUCTOR CORP
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189AQ8
        
          
        
        310000.00000000
        PA
        USD
        322927.00000000
        0.046433852114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAM1
        
          
        
        145000.00000000
        PA
        USD
        144614.30000000
        0.020794170260
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2006-A4
        46628LAG3
        
          
        
        179796.47000000
        PA
        USD
        148555.32000000
        0.021360851708
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          2.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corporation
        N/A
        NAAC Reperforming Loan REMIC Trust Certificates Series 2004-R3
        62951MAY6
        
          
        
        518144.44000000
        PA
        USD
        525317.58000000
        0.075535705663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        20789.82000000
        0.002989379727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3140028.40000000
            PEN
            793858.62000000
            USD
            2021-09-07
            20789.82000000
          
        
        
          N
          N
          N
        
      
      
        MIDWEST GMNG BOR/MWG FIN
        N/A
        Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
        59833DAB6
        
          
        
        145000.00000000
        PA
        USD
        145725.00000000
        0.020953878428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAF8
        
          
        
        95000.00000000
        PA
        USD
        100280.14000000
        0.014419336849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AJ6
        
          
        
        145000.00000000
        PA
        USD
        182299.79000000
        0.026212987731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASGN INCORPORATED
        LZBNYYCBUKY537072438
        ASGN Inc
        00191UAA0
        
          
        
        155000.00000000
        PA
        USD
        161761.88000000
        0.023259830282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        221625AK2
        
          
        
        102291.75000000
        PA
        USD
        103318.76000000
        0.014856261701
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-12-31
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOMATION TOOLING SYSTE
        5493005KP4RP3IU7HQ41
        ATS Automation Tooling Systems Inc
        001940AC9
        
          
        
        35000.00000000
        PA
        USD
        35612.50000000
        0.005120741091
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IPALCO ENTERPRISES INC
        5493000YFVK2DZX0JV43
        IPALCO Enterprises Inc
        462613AP5
        
          
        
        1200000.00000000
        PA
        USD
        1366189.07000000
        0.196445082747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAP4
        
          
        
        35000.00000000
        PA
        USD
        37668.75000000
        0.005416410417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAS5
        
          
        
        110000.00000000
        PA
        USD
        111925.00000000
        0.016093757715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6746.25000000
        -0.00097004702
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            250410.89000000
            USD
            989724.00000000
            PEN
            2021-08-04
            -6746.25000000
          
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BC0
        
          
        
        215000.00000000
        PA
        USD
        224636.30000000
        0.032300577943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDCONTINENT COMM & FIN
        N/A
        Midcontinent Communications / Midcontinent Finance Corp
        59565XAC4
        
          
        
        35000.00000000
        PA
        USD
        36447.25000000
        0.005240770256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
        
        120000.00000000
        PA
        USD
        125238.00000000
        0.018008041356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OIL & FINANCE
        N/A
        Odebrecht Oil & Gas Finance Ltd
        67576JAB7
        
          
        
        174037.00000000
        PA
        USD
        2617.08000000
        0.000376311382
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2021-08-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
        
        7500000.00000000
        PA
        USD
        6587402.33000000
        0.947206228056
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAF9
        
          
        
        475000.00000000
        PA
        USD
        493670.09000000
        0.070985095554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358SSV4
        
          
        
        1647.20000000
        PA
        USD
        1654.95000000
        0.000237966176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          0.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCF0
        
          
        
        95000.00000000
        PA
        USD
        97850.00000000
        0.014069905673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1070.35000000
        -0.00015390621
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            432000.00000000
            MXN
            20542.67000000
            USD
            2021-09-03
            -1070.35000000
          
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAM3
        
          
        
        35000.00000000
        PA
        USD
        36445.50000000
        0.005240518622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCR5
        
          
        
        1500000.00000000
        PA
        USD
        1650398.36000000
        0.237311693905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-17
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0K5B4 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0K5B4 CDS USD P V 03MEVENT 2 CCPCORPORATE
        000000000
        
          
        
        1500000.00000000
        OU
        Notional Amount
        USD
        7902.00000000
        0.001136232954
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                BOEING CO
                BOEING CO
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-06-20
            4027.99000000
            USD
            0.00000000
            USD
            1500000.00000000
            USD
            3874.01000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        6235.48000000
        0.000896603121
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            879528.00000000
            PEN
            222811.98000000
            USD
            2021-10-19
            6235.48000000
          
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAB6
        
          
        
        40000.00000000
        PA
        USD
        40398.40000000
        0.005808908302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co Inc
        N/A
        Stevens Holding Co Inc
        86024TAA5
        
          
        
        220000.00000000
        PA
        USD
        235950.00000000
        0.033927381130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
        
        1500000.00000000
        PA
        USD
        1645468.97000000
        0.236602894187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO SOLAR MAURITIUS
        2138007S1PL541B3KP92
        Greenko Solar Mauritius Ltd
        39530VAB4
        
          
        
        1300000.00000000
        PA
        USD
        1380140.45000000
        0.198451159401
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-07-29
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-12
        12669FN58
        
          
        
        29956.51000000
        PA
        USD
        30493.87000000
        0.004384730449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CMQ3
        
          
        
        40451.22000000
        PA
        USD
        41398.84000000
        0.005952762123
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2022-11-01
          Fixed
          5.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AH9
        
          
        
        105000.00000000
        PA
        USD
        106181.25000000
        0.015267860723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM CARTER
        TGI2A0HXEYNQPU7TYV27
        William Carter Co/The
        96926JAC1
        
          
        
        60000.00000000
        PA
        USD
        62775.00000000
        0.009026452004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAD7
        
          
        
        1600000.00000000
        PA
        USD
        1828094.16000000
        0.262862671365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Oil Finance Trust
        549300V5D1W52HY8NO65
        Rio Oil Finance Trust Series 2014-1
        76716XAA0
        
          
        
        779639.80000000
        PA
        USD
        863840.90000000
        0.124212161264
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-06
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABG3
        
          
        
        50000.00000000
        PA
        USD
        54250.50000000
        0.007800709430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAC5
        
          
        
        175000.00000000
        PA
        USD
        181343.75000000
        0.026075518211
        Long
        DBT
        
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAD4
        
          
        
        1600000.00000000
        PA
        USD
        1697824.00000000
        0.244131052937
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAG8
        
          
        
        1900000.00000000
        PA
        USD
        1924931.65000000
        0.276786987665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Floating
          1.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        BAMLL Commercial Mortgage Securities Trust 2012-PARK
        05524UAA7
        
          
        
        1000000.00000000
        PA
        USD
        1029905.40000000
        0.148090667659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-10
          Fixed
          2.95900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPALACHIAN POWER CO
        3SCHO1ABYYIG382BEI70
        Appalachian Power Co
        037735CZ8
        
          
        
        1400000.00000000
        PA
        USD
        1479224.89000000
        0.212698565885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBA5
        
          
        
        80000.00000000
        PA
        USD
        83600.00000000
        0.012020890284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BG Energy Capital PLC
        S2M8QDKEE05NZN8JD460
        BG Energy Capital PLC
        05541VAE6
        
          
        
        1400000.00000000
        PA
        USD
        1409802.28000000
        0.202716250359
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAK6
        
          
        
        60000.00000000
        PA
        USD
        60721.80000000
        0.008731221239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AN2
        
          
        
        20000.00000000
        PA
        USD
        21002.00000000
        0.003019889207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAJ7
        
          
        
        1400000.00000000
        PA
        USD
        1494004.34000000
        0.214823711183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-19
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
        
        1600000.00000000
        PA
        USD
        1639584.93000000
        0.235756824818
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
        
        265000.00000000
        PA
        USD
        273612.50000000
        0.039342892856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL SECURITIES BV
        724500IVNQ6LF8OFIO42
        Lukoil Securities BV
        54988LAB2
        
          
        
        70000.00000000
        PA
        USD
        74462.50000000
        0.010707004100
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1211 Avenue of the Americas Trust
        N/A
        1211 Avenue of the Americas Trust 2015-1211
        90117PAA3
        
          
        
        1500000.00000000
        PA
        USD
        1645638.75000000
        0.236627306948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-10
          Fixed
          3.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202KG90
        
          
        
        555.79000000
        PA
        USD
        561.45000000
        0.000080731206
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-11-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWPC0JZ73 CDS EUR R F  5.00000 1 CCPITRAXX / Short: SWPC0JZ73 CDS EUR P V 03MEVENT 2 CCPITRAXX
        000000000
        
          
        
        5500000.00000000
        OU
        Notional Amount
        
        785704.03000000
        0.112976817468
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S35.V1
                2I667KJN9
              
            
            Y
            
            sell protection
            2026-06-20
            640080.01000000
            EUR
            0.00000000
            EUR
            5500000.00000000
            EUR
            24885.38000000
          
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        69346VAA7
        
          
        
        95000.00000000
        PA
        USD
        98958.96000000
        0.014229363645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        155000.00000000
        PA
        USD
        167206.25000000
        0.024042679258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        6657.32000000
        0.000957259728
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            989724.00000000
            PEN
            250372.88000000
            USD
            2021-10-12
            6657.32000000
          
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAS8
        
          
        
        1100000.00000000
        PA
        USD
        1175956.94000000
        0.169091499455
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-11
          Fixed
          3.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        55388RAA4
        
          
        
        116721.25000000
        PA
        USD
        126539.84000000
        0.018195233650
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAA9
        
          
        
        53000.00000000
        PA
        USD
        53670.98000000
        0.007717379928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
        
        85000.00000000
        PA
        USD
        87762.50000000
        0.012619418463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GXQ6
        
          
        
        13301.93000000
        PA
        USD
        13877.54000000
        0.001995459159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2004-3
        07384MR87
        
          
        
        56918.44000000
        PA
        USD
        55424.71000000
        0.007969549736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        Bear Stearns ALT-A Trust 2005-7
        07386HVS7
        
          
        
        324332.11000000
        PA
        USD
        251162.69000000
        0.036114822247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT SEC CORP
        5493009JEEDYLVRA0J13
        ADT Security Corp/The
        74166NAA2
        
          
        
        180000.00000000
        PA
        USD
        186750.00000000
        0.026852885891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BWU00R9Y5 IRS JPY R V 06MLIBOR SWUV0R9Y7 CCPVANILLA / Short: BWU00R9Y5 IRS JPY P F   .80000 SWU00R9Y5 CCPVANILLA
        000000000
        
          
        
        60000000.00000000
        OU
        Notional Amount
        
        -54996.35000000
        -0.00790795561
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2038-10-22
            0.00000000
            JPY
            0.00000000
            JPY
            60000000.00000000
            JPY
            -54682.41000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        500000.00000000
        PA
        USD
        681992.40000000
        0.098064064771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DSLA Mortgage Loan Trust
        N/A
        DSLA Mortgage Loan Trust 2005-AR4
        23332UEM2
        
          
        
        133348.28000000
        PA
        USD
        129279.85000000
        0.018589221205
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-19
          Floating
          0.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AY3
        
          
        
        325000.00000000
        PA
        USD
        354459.63000000
        0.050967946439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H.B. FULLER CO
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        40410KAA3
        
          
        
        290000.00000000
        PA
        USD
        296525.00000000
        0.042637493917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6455.11000000
        -0.00092818384
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            223004.06000000
            USD
            879528.00000000
            PEN
            2021-08-18
            -6455.11000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358UDP8
        
          
        
        1144.83000000
        PA
        USD
        1181.40000000
        0.000169874160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DE2
        
          
        
        185000.00000000
        PA
        USD
        240500.00000000
        0.034581628149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAA1
        
          
        
        120000.00000000
        PA
        USD
        128400.00000000
        0.018462707086
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAC9
        
          
        
        135000.00000000
        PA
        USD
        137961.90000000
        0.019837617981
        Long
        DBT
        
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AB6
        
          
        
        190000.00000000
        PA
        USD
        193325.00000000
        0.027798308781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODBRCHT OFFSHRE DRLL FIN
        549300L7LF2PIRAWID66
        Odebrecht Offshore Drilling Finance Ltd
        000000000
        
          
        
        1367577.00000000
        PA
        USD
        333333.22000000
        0.047930168249
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-12-01
          Fixed
          7.72000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAR7
        
          
        
        650000.00000000
        PA
        USD
        741522.55000000
        0.106623937998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L23
        
          
        
        4600000.00000000
        PA
        USD
        4599782.52000000
        0.661405275158
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAE1
        
          
        
        35000.00000000
        PA
        USD
        35700.00000000
        0.005133322764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-10
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANGKOK BANK PCL/HK
        549300CCL2BKJGMYXV60
        Bangkok Bank PCL/Hong Kong
        059895AT9
        
          
        
        55000.00000000
        PA
        USD
        57173.60000000
        0.008221023597
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2034-09-25
          Fixed
          3.73300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Senior Loan ETF
        549300SIHU6DQELRNG59
        Invesco Senior Loan ETF
        46138G508
        
          
        
        217988.00000000
        NS
        USD
        4802275.64000000
        0.690521872990
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BN6
        
          
        
        275000.00000000
        PA
        USD
        275434.50000000
        0.039604879245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MCS FUTURES CASH COLL COC
        N/A
        MORGAN STANLEY MCS FUTURES CASH COLL COC
        000000000
        
          
        
        545000.00000000
        NS
        USD
        545000.00000000
        0.078365851731
        Long
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORTUNE BRANDS HOME & SE
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964CAE6
        
          
        
        1400000.00000000
        PA
        USD
        1527377.21000000
        0.219622414637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDAHO POWER CO
        TN0LL73P2C8X3W6KM391
        Idaho Power Co
        45138LBF9
        
          
        
        1400000.00000000
        PA
        USD
        1753148.10000000
        0.252086135905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAK1
        
          
        
        310000.00000000
        PA
        USD
        427969.96000000
        0.061538037488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          5.57600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        8394.53000000
        0.001207054116
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            8913000.00000000
            EUR
            10581436.06000000
            USD
            2021-08-03
            8394.53000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN BANK GMBH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        000000000
        
          
        
        1200000.00000000
        PA
        
        1594403.93000000
        0.229260223814
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-07-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJA8
        
          
        
        280000.00000000
        PA
        USD
        338758.03000000
        0.048710204682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        500000.00000000
        PA
        USD
        616835.94000000
        0.088695181315
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944TAE5
        
          
        
        1800000.00000000
        PA
        USD
        1856814.23000000
        0.266992346131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAG0
        
          
        
        650000.00000000
        PA
        USD
        717652.29000000
        0.103191620097
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-10-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
        
        300000.00000000
        PA
        USD
        353250.00000000
        0.050794013072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BM8
        
          
        
        80000.00000000
        PA
        USD
        79800.00000000
        0.011474486180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT SEP21
        000000000
        
          
        
        -112.00000000
        NC
        USD
        -588490.49000000
        -0.08461937336
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYU1 Comdty
              
            
            2021-09-21
            -16239509.51000000
            USD
            -588490.49000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        2000000.00000000
        PA
        
        528785.05000000
        0.076034295094
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2028-08-12
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corporation
        549300I1YCI83LUUYL82
        AMMC CLO 16 Ltd
        00176JAT3
        
          
        
        1294724.82000000
        PA
        USD
        1294749.42000000
        0.186172735922
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-14
          Floating
          1.11300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408DC85
        
          
        
        3749.99000000
        PA
        USD
        3866.72000000
        0.000555997809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Floating
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAB9
        
          
        
        245000.00000000
        PA
        USD
        243507.95000000
        0.035014142945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM Investments Holdings II LLC
        50190EAA2
        
          
        
        120000.00000000
        PA
        USD
        122799.60000000
        0.017657422470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uropa Securities plc
        213800IVU1GPPZBQ4446
        Uropa Securities PLC
        000000000
        
          
        
        2315471.84000000
        PA
        
        3109661.20000000
        0.447139905569
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2040-10-10
          Floating
          0.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2919.28000000
        0.000419764887
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            804389.84000000
            USD
            679508.88000000
            EUR
            2021-10-20
            2919.28000000
          
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
        
        15000.00000000
        PA
        USD
        16139.85000000
        0.002320757967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        68293.97000000
        0.009820027756
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2628684.60000000
            PEN
            715113.20000000
            USD
            2021-12-09
            68293.97000000
          
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        221602AC9
        
          
        
        45000.00000000
        PA
        USD
        47250.00000000
        0.006794103659
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2044-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
        
        670000.00000000
        PA
        USD
        674964.70000000
        0.097053547898
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
        
        145000.00000000
        PA
        USD
        138293.75000000
        0.019885334876
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        768.19000000
        0.000110458465
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            37810680.00000000
            RUB
            517529.15000000
            USD
            2021-08-05
            768.19000000
          
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBY0
        
          
        
        1400000.00000000
        PA
        USD
        1499216.67000000
        0.215573195000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
        
        320000.00000000
        PA
        USD
        322400.00000000
        0.046358074492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBC1
        
          
        
        350000.00000000
        PA
        USD
        383302.57000000
        0.055115288750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAL6
        
          
        
        1500000.00000000
        PA
        USD
        1609667.22000000
        0.231454940734
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DL6
        
          
        
        130000.00000000
        PA
        USD
        159920.15000000
        0.022995006906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AR0
        
          
        
        250000.00000000
        PA
        USD
        255312.50000000
        0.036711525725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
        
        615000.00000000
        PA
        USD
        637360.20000000
        0.091646376023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBN4
        
          
        
        200000.00000000
        PA
        USD
        222676.00000000
        0.032018705321
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        RAPTOR ACQ/RAPTOR CO-ISS
        N/A
        Raptor Acquisition Corp / Raptor Co-Issuer LLC
        75383KAA2
        
          
        
        50000.00000000
        PA
        USD
        50750.00000000
        0.007297370597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
        
        130000.00000000
        PA
        USD
        132112.50000000
        0.018996529517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JT9
        
          
        
        980000.00000000
        PA
        USD
        1097162.22000000
        0.157761563042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Mortgage Finance Trust Series 2005-S3
        16162WNL9
        
          
        
        1030370.29000000
        PA
        USD
        975485.45000000
        0.140265592919
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        1990000.00000000
        PA
        USD
        2008034.38000000
        0.288736375221
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374ETJ6
        
          
        
        2644192.20000000
        PA
        USD
        2968857.49000000
        0.426893662154
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PCW6
        
          
        
        200000.00000000
        PA
        USD
        227252.00000000
        0.032676690894
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2045-01-27
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVX9
        
          
        
        1100000.00000000
        PA
        USD
        1160610.01000000
        0.166884755893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          1.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JP3
        
          
        
        500000.00000000
        PA
        USD
        512926.04000000
        0.073753919266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK HILLS CORP
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AT6
        
          
        
        1400000.00000000
        PA
        USD
        1451462.87000000
        0.208706649660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BT0
        
          
        
        565000.00000000
        PA
        USD
        662725.38000000
        0.095293649299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catamaran CLO Ltd
        549300LMIXJZM5JKUR34
        Catamaran CLO 2016-1 Ltd
        14900AAJ8
        
          
        
        1216658.69000000
        PA
        USD
        1216290.04000000
        0.174891018234
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-18
          Floating
          1.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        8700000.00000000
        PA
        USD
        8081484.38000000
        1.162041113204
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Corp
        654740BS7
        
          
        
        900000.00000000
        PA
        USD
        915085.15000000
        0.131580600343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
        
        20000.00000000
        PA
        USD
        24850.00000000
        0.003573195257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828L24
        
          
        
        9600000.00000000
        PA
        USD
        9784500.00000000
        1.406918672055
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AR4
        
          
        
        200000.00000000
        PA
        USD
        221000.00000000
        0.031777712353
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-11-16
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAD3
        
          
        
        100000.00000000
        PA
        USD
        101380.00000000
        0.014577486327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: SWPC0HXN4 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0HXN4 CDS USD P V 03MEVENT FLO CORPORATE
        000000000
        
          
        
        1600000.00000000
        OU
        Notional Amount
        USD
        -16644.00000000
        -0.00239324997
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                REPUBLIC OF SOUTH AFRICA
                REPUBLIC OF SOUTH AFRICA
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            0.00000000
            USD
            -36790.16000000
            USD
            1600000.00000000
            USD
            20146.16000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AX2
        
          
        
        185000.00000000
        PA
        USD
        187527.10000000
        0.026964625530
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2047-09-27
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BX0
        
          
        
        25000.00000000
        PA
        USD
        27375.00000000
        0.003936266405
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-09-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCCRE Trust
        N/A
        BBCCRE Trust 2015-GTP
        05490TAA0
        
          
        
        3600000.00000000
        PA
        USD
        3938644.08000000
        0.566339812840
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-10
          Fixed
          3.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mortgage Loan Trust
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        86359BWG2
        
          
        
        210012.18000000
        PA
        USD
        225351.95000000
        0.032403481653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAC8
        
          
        
        140000.00000000
        PA
        USD
        144375.00000000
        0.020759761181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        23958.09000000
        0.003444947025
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1652509.10000000
            PEN
            430789.65000000
            USD
            2021-09-03
            23958.09000000
          
        
        
          N
          N
          N
        
      
      
        GYP HOLDINGS III CORP
        549300055I1KJWZH9690
        GYP Holdings III Corp
        36261NAA5
        
          
        
        80000.00000000
        PA
        USD
        80800.00000000
        0.011618276733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        283875CB6
        
          
        
        25000.00000000
        PA
        USD
        23507.81000000
        0.003380201014
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2052-07-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
        
        686872.00000000
        PA
        USD
        690306.36000000
        0.099259533683
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        90000.00000000
        PA
        USD
        95832.90000000
        0.013779865747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AE9
        
          
        
        65000.00000000
        PA
        USD
        79270.75000000
        0.011398385029
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2043-09-18
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
        
        100000.00000000
        PA
        USD
        117625.00000000
        0.016913363871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AC0
        
          
        
        80000.00000000
        PA
        USD
        83013.60000000
        0.011936571503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUMO LUXEMBOURG SARL
        222100HOIQFT7YOSPB46
        Rumo Luxembourg Sarl
        781467AC9
        
          
        
        50000.00000000
        PA
        USD
        53370.50000000
        0.007674173742
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-10
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAC7
        
          
        
        1300000.00000000
        PA
        USD
        1315752.32000000
        0.189192754541
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-01-11
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP Trust
        N/A
        GSAMP Trust 2006-HE4
        362439AA9
        
          
        
        1139743.20000000
        PA
        USD
        1120898.34000000
        0.161174592878
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.36900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
        
        366909.58000000
        PA
        USD
        374375.64000000
        0.053831680543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282Y5
        
          
        
        10900000.00000000
        PA
        USD
        11496945.26000000
        1.653152124063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
        
        1485000.00000000
        PA
        USD
        1539527.34000000
        0.221369488557
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAU0
        
          
        
        55000.00000000
        PA
        USD
        67856.25000000
        0.009757087755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31392FLX3
        
          
        
        452813.76000000
        PA
        USD
        518173.26000000
        0.074508419935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAS3
        
          
        
        95000.00000000
        PA
        USD
        136331.65000000
        0.019603203431
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2041-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581GQ5
        
          
        
        500000.00000000
        PA
        USD
        521300.00000000
        0.074958015610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resideo Funding Inc
        5493000IFJ6XJKH66598
        Resideo Funding Inc
        76119LAA9
        
          
        
        78000.00000000
        PA
        USD
        81900.00000000
        0.011776446342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIN DEPT GOVT SHARJAH
        254900ZNL8O3F1CLJO24
        Finance Department Government of Sharjah
        38381CAB8
        
          
        
        55000.00000000
        PA
        USD
        49907.00000000
        0.007176155160
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-07-28
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2719.54000000
        0.000391044162
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            31160792.00000000
            JPY
            286789.45000000
            USD
            2021-08-17
            2719.54000000
          
        
        
          N
          N
          N
        
      
      
        MEDCO BELL PTE LTD
        2549003PNDCWIWGKC768
        Medco Bell Pte Ltd
        58406LAA9
        
          
        
        55000.00000000
        PA
        USD
        55114.95000000
        0.007925009174
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-01-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAC0
        
          
        
        510000.00000000
        PA
        USD
        558450.00000000
        0.080299834678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        937.73000000
        0.000134836715
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            10504725.00000000
            MXN
            528506.78000000
            USD
            2021-08-05
            937.73000000
          
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAV6
        
          
        
        295000.00000000
        PA
        USD
        312700.00000000
        0.044963306122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394VKD1
        
          
        
        1007706.38000000
        PA
        USD
        1171415.54000000
        0.168438489034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XLT9
        
          
        
        1099936.53000000
        PA
        USD
        1127323.19000000
        0.162098425617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Floating
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAC4
        
          
        
        125000.00000000
        PA
        USD
        129218.75000000
        0.018580435602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571900BB4
        
          
        
        1500000.00000000
        PA
        USD
        1600210.80000000
        0.230095196867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGENDS HOSPITALITY HOLD
        N/A
        Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
        52473NAA6
        
          
        
        130000.00000000
        PA
        USD
        134550.00000000
        0.019347018991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BWU00FP15 IRS JPY R V 06MLIBOR SWUV0FP17 CCPVANILLA / Short: BWU00FP15 IRS JPY P F   .30000 SWU00FP15 CCPVANILLA
        000000000
        
          
        
        2440000000.00000000
        OU
        Notional Amount
        
        -338956.16000000
        -0.04873869390
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-03-18
            0.00000000
            JPY
            -6938906.00000000
            JPY
            2440000000.00000000
            JPY
            -281277.87000000
          
        
        
          N
          N
          N
        
      
      
        LIFE TIME INC
        549300PALKE96VYH4X17
        Life Time Inc
        53190FAA3
        
          
        
        100000.00000000
        PA
        USD
        101747.00000000
        0.014630257460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CE2
        
          
        
        50000.00000000
        PA
        USD
        54000.00000000
        0.007764689896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gallatin Funding Ltd
        N/A
        Gallatin CLO IX 2018-1 Ltd
        36361WAC0
        
          
        
        1178960.32000000
        PA
        USD
        1179176.07000000
        0.169554379940
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-21
          Floating
          1.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020AJ6
        
          
        
        1500000.00000000
        PA
        USD
        1547039.15000000
        0.222449615875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT COMMUNICATIONS
        549300JKU50UT08ZWD77
        Sprint Communications Inc
        852061AS9
        
          
        
        1200000.00000000
        PA
        USD
        1270236.00000000
        0.182647937688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAH9
        
          
        
        30000.00000000
        PA
        USD
        27750.00000000
        0.003990187863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-21
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BQ5
        
          
        
        1200000.00000000
        PA
        USD
        1294200.00000000
        0.186093734516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        639057AB4
        
          
        
        550000.00000000
        PA
        USD
        554868.61000000
        0.079784864627
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-11-28
          Fixed
          3.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        65000.00000000
        PA
        USD
        68087.50000000
        0.009790339320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES 2012-1 A
        N/A
        United Airlines 2012-1 Class A Pass Through Trust
        210795PZ7
        
          
        
        1394375.59000000
        PA
        USD
        1481706.17000000
        0.213055350510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-11
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT OIL CO OF PERU
        549300SVO0550J3IKN50
        Hunt Oil Co of Peru LLC Sucursal Del Peru
        445640AB1
        
          
        
        40000.00000000
        PA
        USD
        39600.00000000
        0.005694105924
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-06-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-3 B PTT
        N/A
        American Airlines 2016-3 Class B Pass Through Trust
        023771S41
        
          
        
        314249.26000000
        PA
        USD
        304698.72000000
        0.043812797641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        1217269.48000000
        NS
        USD
        1217269.48000000
        0.175031852453
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        2500000.00000000
        PA
        USD
        2337109.38000000
        0.336054251659
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
        N/A
        MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2
        000000000
        
          
        
        1129000.00000000
        NS
        USD
        1129000.00000000
        0.162339535055
        Long
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAB7
        
          
        
        39000.00000000
        PA
        USD
        41913.30000000
        0.006026736611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2012-2 A
        N/A
        Continental Airlines 2012-2 Class A Pass Through Trust
        210795QB9
        
          
        
        1000663.39000000
        PA
        USD
        1059897.26000000
        0.152403213813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-29
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAC5
        
          
        
        315000.00000000
        PA
        USD
        331918.65000000
        0.047726766445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEREX CORP
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779BA0
        
          
        
        150000.00000000
        PA
        USD
        155437.50000000
        0.022350444180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
        
        5000.00000000
        PA
        USD
        5225.55000000
        0.000751384727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-12
        12669FN66
        
          
        
        19167.52000000
        PA
        USD
        19425.56000000
        0.002793212027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-08-27
      PACE SELECT ADVISORS TRUST
      Joanne Kilkeary
      Joanne Kilkeary
      Vice President and Treasurer
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Form NPORT-P PACE SELECT ADVISORS For: Jul 31

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