Form NPORT-P PACE SELECT ADVISORS For: Jul 31

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
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      8690312.50000000
      0.00000000
      0.00000000
      0.00000000
      
        
          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</