Form NPORT-P PAYDEN & RYGEL INVESTMEN For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0000885709
          XXXXXXXX
        
      
      
      
      
        S000011763
        C000032188
      
      
    
  
  
    
      PAYDEN & RYGEL INVESTMENT GROUP
      811-06625
      0000885709
      549300QJNYRKYZS3P282
      333 South Grand Avenue
      32nd Floor
      Los Angeles
      
      90071
      213-625-1900
      Payden Global Fixed Income Fund
      S000011763
      4FIJ4Q85YDRQV4HLK508
      2021-10-31
      2021-04-30
      N
    
    
      279960809.07
      13305471.30
      266655337.77
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3773893.69000000
      2875725.06000000
      0.00000000
      4025051.22000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        42648.00000000
        0.015993679465
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-12-09
            0.00000000
            USD
            0.00000000
            USD
            28890000.00000000
            CNY
            42648.00000000
          
        
        
          N
          N
          N
        
      
      
        UK TSY 5% 2025
        ECTRVYYCEF89VWYS6K36
        
        000000000
        
          
          
        
        1220000.00000000
        PA
        
        1991054.88000000
        0.746677301362
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2025-03-07
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1578039.74000000
        0.591790043730
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        
        03674XAQ9
        
          
          
        
        310000.00000000
        PA
        USD
        336567.00000000
        0.126217987164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        
        889184AC1
        
          
          
        
        640000.00000000
        PA
        USD
        741972.83000000
        0.278251632314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        537609.53000000
        0.201612138911
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        
        71567PAH3
        
          
          
        
        310000.00000000
        PA
        USD
        345739.90000000
        0.129657970806
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-03-29
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056059AN8
        
          
        
        252000.00000000
        PA
        USD
        252384.40000000
        0.094648170972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-15
          Floating
          1.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        
        000000000
        
          
          
        
        320000.00000000
        PA
        
        408512.24000000
        0.153198598391
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-10-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLNC 2019-FL1, Ltd
        N/A
        
        12565DAA1
        
          
        
        400000.00000000
        PA
        USD
        401401.60000000
        0.150531995105
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2035-08-20
          Floating
          1.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493005RYHNVNU6C8029
        
        67109WAL2
        
          
        
        300000.00000000
        PA
        USD
        300336.30000000
        0.112630897439
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-30
          Floating
          1.78550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -690.54000000
        -0.00025896350
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -333000.00000000
            SGD
            249475.76000000
            USD
            2021-07-21
            -690.54000000
          
        
        
          N
          N
          N
        
      
      
        ACWA POWER MGMT INVST
        635400M3OWQGQBZOYO38
        
        005117AA4
        
          
          
        
        300000.00000000
        PA
        USD
        351525.00000000
        0.131827475474
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2039-12-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPPIB CAPITAL INC
        549300KW9NB55HTDK075
        
        12593CAJ0
        
          
        
        900000.00000000
        PA
        
        736306.39000000
        0.276126627037
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-09-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage T
        N/A
        
        78486BAJ3
        
          
        
        250000.00000000
        PA
        USD
        250950.00000000
        0.094110248119
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2038-04-18
          Floating
          2.90900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EK6P5
        
          
        
        226772.58000000
        PA
        USD
        248473.14000000
        0.093181386158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AK5
        
          
        
        705383.42000000
        PA
        USD
        706311.00000000
        0.264877877902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.41500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        571709.55000000
        0.214400189690
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-07-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14473.27000000
        0.005427706837
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2646000.00000000
            PEN
            713977.33000000
            USD
            2021-06-24
            14473.27000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -67130.57000000
        -0.02517503327
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-07
            0.00000000
            USD
            0.00000000
            USD
            1584200000.00000000
            KRW
            -67130.57000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754CAB5
        
          
        
        189421.42000000
        PA
        USD
        190858.20000000
        0.071574865740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        000000000
        
          
          
        
        650000.00000000
        PA
        
        782284.60000000
        0.293369188309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        
        135087XW9
        
          
          
        
        700000.00000000
        PA
        
        820768.01000000
        0.307801080174
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2037-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIBO CORP
        549300Q9ID4640FE0422
        
        948596AE1
        
          
          
        
        525000.00000000
        PA
        USD
        528159.42000000
        0.198068197103
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -1468.57000000
        -0.00055073714
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-02-05
            0.00000000
            USD
            0.00000000
            USD
            2350000.00000000
            CNY
            -1468.57000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QDE9
        
          
          
        
        400000.00000000
        PA
        USD
        386740.00000000
        0.145033661517
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        635400TG25DYCKV8CW74
        
        000000000
        
          
        
        550000.00000000
        PA
        
        652082.01000000
        0.244541142680
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-04-15
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PEG9
        
          
          
        
        500000.00000000
        PA
        USD
        509500.00000000
        0.191070617322
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRISH TSY 1.10% 2029
        549300KXBEJAOJ9OVF93
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        328511.21000000
        0.123196937570
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP II
        549300WUTLLKJDQKPE21
        
        30313RAA7
        
          
          
        
        350000.00000000
        PA
        USD
        361885.34000000
        0.135712768034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK EUROPEAN CLO VII DAC
        635400IDVZFM7YPKHY80
        
        000000000
        
          
        
        650000.00000000
        PA
        
        784924.38000000
        0.294359147866
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE SECURED LEND
        549300KM7KWQHVBNH962
        
        09261XAA0
        
          
          
        
        1000000.00000000
        PA
        USD
        1007128.89000000
        0.377689379264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        634163.43000000
        0.237821389702
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q7EF0
        
          
        
        262760.84000000
        PA
        USD
        283925.39000000
        0.106476544731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBE5
        
          
          
        
        350000.00000000
        PA
        USD
        359390.86000000
        0.134777298292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        
        135087K94
        
          
          
        
        1700000.00000000
        PA
        
        1364854.57000000
        0.511842208528
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-09-01
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        
        085209AH7
        
          
          
        
        200000.00000000
        PA
        USD
        197200.00000000
        0.073953141778
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2050-08-20
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        520000.00000000
        PA
        
        840591.08000000
        0.315235047244
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2046-10-31
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMPO OYJ
        743700UF3RL386WIDA22
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        548916.09000000
        0.205852279046
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2049-05-23
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        
        84861TAH1
        
          
          
        
        700000.00000000
        PA
        USD
        690593.35000000
        0.258983508740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABT3
        
          
          
        
        425000.00000000
        PA
        USD
        412839.50000000
        0.154821389833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBJ9
        
          
          
        
        750000.00000000
        PA
        USD
        725075.15000000
        0.271914733102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55821UAG9
        
          
        
        900000.00000000
        PA
        USD
        899964.00000000
        0.337500838170
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-19
          Floating
          3.14208000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIT COL MUNI FIN AUTH
        549300XJ89QPG8565B79
        
        62620DAH4
        
          
          
        
        400000.00000000
        PA
        
        339743.73000000
        0.127409311525
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-10-09
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AD3
        
          
          
        
        690000.00000000
        PA
        USD
        766918.27000000
        0.287606569744
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXG4
        
          
          
        
        500000.00000000
        PA
        USD
        510962.37000000
        0.191619029370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4232.47000000
        -0.00158724368
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -18430000.00000000
            RUB
            240631.94000000
            USD
            2021-05-06
            -4232.47000000
          
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        
        918367AC7
        
          
          
        
        550000.00000000
        PA
        USD
        554400.00000000
        0.207908832666
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        3.00000000
        NC
        USD
        -3802.11000000
        -0.00142585182
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            399895.86000000
            USD
            -3802.11000000
          
        
        
          N
          N
          N
        
      
      
        CIFC European Funding
        549300NYQTL91Z5R9B69
        
        000000000
        
          
        
        500000.00000000
        PA
        
        599738.20000000
        0.224911379991
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-04-15
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        
        000000000
        
          
          
        
        110000.00000000
        PA
        
        138382.06000000
        0.051895477194
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAC4
        
          
        
        276759.23000000
        PA
        USD
        286467.56000000
        0.107429898983
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        
        000000000
        
          
          
        
        350000.00000000
        PA
        USD
        235669.00000000
        0.088379629663
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2025-11-03
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2019-CRE2 Issuer, Ltd
        N/A
        
        53946JAC8
        
          
        
        400000.00000000
        PA
        USD
        400475.20000000
        0.150184580345
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2036-05-15
          Floating
          1.61463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        
        000000000
        
          
          
        
        700000.00000000
        PA
        
        850159.94000000
        0.318823522195
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-02-03
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        
        000000000
        
          
          
        
        310000.00000000
        PA
        USD
        348824.40000000
        0.130814707448
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2030-06-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENNAR CORP
        529900G61XVRLX5TJX09
        
        526057BZ6
        
          
          
        
        860000.00000000
        PA
        USD
        942022.50000000
        0.353273445743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XEJ9
        
          
        
        199216.79000000
        PA
        USD
        228407.11000000
        0.085656305217
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-05-25
          Floating
          9.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK PARTNERS LP
        T4DHW82NMF6BXJT50795
        
        68268NAC7
        
          
          
        
        335000.00000000
        PA
        USD
        432168.12000000
        0.162069930275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROU
        549300CQGEN0CH65UD62
        
        829259BA7
        
          
          
        
        440000.00000000
        PA
        USD
        429554.40000000
        0.161089743633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1240803.75000000
        0.465321174658
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-08-03
          Fixed
          2.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810PX0
        
          
          
        
        2230000.00000000
        PA
        USD
        3036458.58000000
        1.138720344169
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26209XAA9
        
          
        
        347375.00000000
        PA
        USD
        368271.76000000
        0.138107777282
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.78600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMS AG
        5299001JPPT2QFTV5D76
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        255331.21000000
        0.095753271670
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2025-07-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJK6
        
          
          
        
        875000.00000000
        PA
        USD
        869615.94000000
        0.326119832167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        372772.04000000
        0.139795453980
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2023-11-09
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACALA INVESTMENT CORP
        549300XTM341KBSTDI88
        
        873412AA8
        
          
        
        486240.42310000
        PA
        USD
        485126.93000000
        0.181930327762
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-05
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        
        513075BT7
        
          
          
        
        470000.00000000
        PA
        USD
        475289.85000000
        0.178241266038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providus CLO
        635400JHNUBVSY8RBH70
        
        000000000
        
          
        
        900000.00000000
        PA
        
        1082025.00000000
        0.405776613754
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-20
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX MIDSTREAM PTR/CNX
        N/A
        
        12654TAA8
        
          
          
        
        480000.00000000
        PA
        USD
        497400.00000000
        0.186532924545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780BT2
        
          
          
        
        200000.00000000
        PA
        USD
        220374.53000000
        0.082643959743
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Securities
        635400UJZKP57EXKMQ33
        
        000000000
        
          
        
        240000.00000000
        PA
        
        290395.31000000
        0.108902867810
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-08-17
          Floating
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        
        000000000
        
          
          
        
        170000.00000000
        PA
        
        249385.69000000
        0.093523606947
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2028-07-04
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2663.33000000
        -0.00099879118
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -247527.74000000
            USD
            18430000.00000000
            RUB
            2021-05-06
            -2663.33000000
          
        
        
          N
          N
          N
        
      
      
        NATIONWIDE MUTUAL INSURA
        Z7LVXXWM8HZPKF5T2355
        
        638671AK3
        
          
          
        
        470000.00000000
        PA
        USD
        790520.58000000
        0.296457812024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B3DE7
        
          
        
        460000.00000000
        PA
        USD
        533217.56000000
        0.199965080188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          3.81973800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA EASTERN LAND
        N/A
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        552103.26000000
        0.207047518574
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2027-11-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        
        000000000
        
          
          
        
        1700000.00000000
        PA
        
        428346.46000000
        0.160636746889
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2027-05-31
          Fixed
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        505112.00000000
        0.189425047412
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2042-04-04
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        334800000.00000000
        PA
        
        3660002.29000000
        1.372559169678
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2045-12-20
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        2.00000000
        NC
        USD
        2368.26000000
        0.000888135230
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            312131.74000000
            USD
            2368.26000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        1170982.60000000
        0.439137131021
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2037-01-04
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KELG1
        
          
        
        764526.99000000
        PA
        USD
        772802.96000000
        0.289813422248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18828.97000000
        0.007061163731
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -217600000.00000000
            JPY
            2011295.05000000
            USD
            2021-07-21
            18828.97000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -21.00000000
        NC
        
        12250.46000000
        0.004594117673
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-06-08
            -3378481.68000000
            USD
            12250.46000000
          
        
        
          N
          N
          N
        
      
      
        ZI TECH LLC/ZI FIN CORP
        N/A
        
        98981BAA0
        
          
          
        
        625000.00000000
        PA
        USD
        618000.00000000
        0.231759845937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        138000000.00000000
        PA
        
        1626588.79000000
        0.609996710961
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        
        000000000
        
          
          
        
        410000.00000000
        PA
        
        577856.50000000
        0.216705393873
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2047-06-22
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        
        000000000
        
          
          
        
        1750000.00000000
        PA
        
        1465594.61000000
        0.549621328512
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2035-06-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        
        78403DAN0
        
          
          
        
        500000.00000000
        PA
        USD
        527599.90000000
        0.197858368188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        99299.24000000
        0.037238797029
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -2712000.00000000
            GBP
            3844801.32000000
            USD
            2021-05-12
            99299.24000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CP57
        
          
        
        295731.81000000
        PA
        USD
        311149.06000000
        0.116685854707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        
        000000000
        
          
          
        
        390000.00000000
        PA
        
        745005.81000000
        0.279389048136
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2044-06-20
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        440948.63000000
        0.165362761416
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-19
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        670000000.00000000
        PA
        
        6267375.93000000
        2.350365825193
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        
        03674XAN6
        
          
          
        
        180000.00000000
        PA
        USD
        202343.40000000
        0.075881998722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZG8
        
          
          
        
        3000000.00000000
        PA
        USD
        3008593.77000000
        1.128270596478
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-03-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEREGA SASU
        969500D9BIKJL7H9TB80
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        599282.55000000
        0.224740503982
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-27
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAB SELAS
        9695008EGX5O9K1MS743
        
        000000000
        
          
        
        500000.00000000
        PA
        
        598651.37000000
        0.224503801426
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2028-02-09
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -395.42000000
        -0.00014828879
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -912000.00000000
            PLN
            240202.21000000
            USD
            2021-07-20
            -395.42000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TSJ5
        
          
        
        311049.35000000
        PA
        USD
        336778.71000000
        0.126297381787
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY CLO LTD
        5493001X8XC4DMSYH466
        
        36319TAU0
        
          
        
        1050000.00000000
        PA
        USD
        1049993.70000000
        0.393764365934
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-24
          Floating
          3.57575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        000000000
        
          
          
        
        700000.00000000
        PA
        
        949927.78000000
        0.356238051690
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDISH GOVERNMENT
        ERE94C0BSULG2RM19605
        
        000000000
        
          
          
        
        2900000.00000000
        PA
        
        361171.28000000
        0.135444984158
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2026-11-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        
        401494AS8
        
          
          
        
        300000.00000000
        PA
        USD
        347250.00000000
        0.130224282365
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2032-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYTEX ENERGY CORP
        549300R5LTV2H7I1I079
        
        07317QAG0
        
          
          
        
        300000.00000000
        PA
        USD
        281062.50000000
        0.105402915370
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        542643.65000000
        0.203500014114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLISON TRANSMISSION INC
        MWKQ3I0U1GXP2YDSZW75
        
        019736AF4
        
          
          
        
        400000.00000000
        PA
        USD
        433000.00000000
        0.162381898529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        517782.78000000
        0.194176791783
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-08
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        
        000000000
        
          
          
        
        1050000.00000000
        PA
        
        1232697.13000000
        0.462281063003
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2030-05-27
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd
        54930079SUKCXYW8DR07
        
        06760EAA4
        
          
        
        678034.11000000
        PA
        USD
        678440.93000000
        0.254426157628
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-20
          Floating
          0.98825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        5500000.00000000
        PA
        
        271914.67000000
        0.101972333377
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2021-06-10
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDN1
        
          
        
        498554.33000000
        PA
        USD
        589356.73000000
        0.221018163344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          10.85613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        
        845467AP4
        
          
          
        
        357000.00000000
        PA
        USD
        392694.65000000
        0.147266750136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26209XAC5
        
          
        
        448875.00000000
        PA
        USD
        465749.06000000
        0.174663317785
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -73.00000000
        NC
        USD
        153206.86000000
        0.057455013382
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            -10778129.10000000
            USD
            153206.86000000
          
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102CA3
        
          
          
        
        375000.00000000
        PA
        USD
        364203.75000000
        0.136582208721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EQUITY INVESTME
        549300RK5RZQ740FPL83
        
        025676AM9
        
          
          
        
        390000.00000000
        PA
        USD
        439009.11000000
        0.164635410515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        
        23802WAA9
        
          
        
        825000.00000000
        PA
        USD
        826055.18000000
        0.309783853159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        
        000000000
        
          
          
        
        60000.00000000
        PA
        
        118648.37000000
        0.044495029048
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2042-07-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        
        87276WAG8
        
          
        
        1100000.00000000
        PA
        USD
        1103848.90000000
        0.413960923951
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2038-03-15
          Floating
          2.51563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        
        36259BAA5
        
          
        
        500000.00000000
        PA
        USD
        501749.50000000
        0.188164056341
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2036-02-22
          Floating
          1.41375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        
        162665AL7
        
          
        
        298230.56000000
        PA
        USD
        291237.86000000
        0.109218837483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        
        000000000
        
          
          
        
        220000.00000000
        PA
        
        249934.55000000
        0.093729438191
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-10-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square European CLO
        5493008YA044FHERJ655
        
        000000000
        
          
        
        900000.00000000
        PA
        
        1083323.43000000
        0.406263545691
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-15
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FIN
        335800TM2YO24B76XL26
        
        825547AA0
        
          
          
        
        665000.00000000
        PA
        USD
        679307.48000000
        0.254751127684
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2022-10-24
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWELL HEALTHCARE INC
        54930073NUTKK4QD3P47
        
        667274AC8
        
          
          
        
        485000.00000000
        PA
        USD
        549995.83000000
        0.206257198749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005RUXPCBST1N217
        
        35563XAH5
        
          
        
        600000.00000000
        PA
        USD
        609656.40000000
        0.228630863007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Floating
          2.40613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        
        20903XAH6
        
          
          
        
        710000.00000000
        PA
        USD
        721537.50000000
        0.270588057990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        K-MAC HOLDINGS CORP
        549300HIP15L5DKDQ383
        
        000000000
        
          
        
        486061.33000000
        PA
        USD
        480853.18000000
        0.180327603422
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-16
          Floating
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON FINANCE 1 LLC
        549300SH15FO4Y2G3V63
        
        68622TAB7
        
          
          
        
        950000.00000000
        PA
        USD
        986907.50000000
        0.370106035848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KDX4
        
          
        
        800000.00000000
        PA
        USD
        807391.04000000
        0.302784503303
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        140000000.00000000
        PA
        
        1693867.21000000
        0.635227190336
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16945.61000000
        0.006354873726
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2010796.33000000
            USD
            2492000.00000000
            CAD
            2021-07-26
            16945.61000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBT7
        
          
          
        
        5000000.00000000
        PA
        USD
        4980859.40000000
        1.867901629742
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Euro CLO
        635400K38PBPFZARQW28
        
        000000000
        
          
        
        300000.00000000
        PA
        
        361641.61000000
        0.135621365401
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-04-15
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MU2
        
          
          
        
        700000.00000000
        PA
        USD
        710710.00000000
        0.266527572987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128286S4
        
          
          
        
        1650000.00000000
        PA
        USD
        1773717.78000000
        0.665172426261
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3022.11000000
        -0.00113333939
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -4037497.05000000
            USD
            3350000.00000000
            EUR
            2021-07-22
            -3022.11000000
          
        
        
          N
          N
          N
        
      
      
        LIFE STORAGE LP
        X0MIGH67XZCB7HL1A534
        
        53227JAC8
        
          
          
        
        680000.00000000
        PA
        USD
        657201.52000000
        0.246461040493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -25692.26000000
        -0.00963500682
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2498389.52000000
            USD
            2056000.00000000
            EUR
            2021-05-18
            -25692.26000000
          
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HLDG SA/KY
        5493002W2IVG62O3ZJ94
        
        46556L2A1
        
          
        
        725000.00000000
        PA
        USD
        704953.75000000
        0.264368887529
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2031-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X44B9
        
          
        
        815136.51000000
        PA
        USD
        889589.40000000
        0.333610197882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        
        74727PBA8
        
          
          
        
        400000.00000000
        PA
        USD
        455200.00000000
        0.170707252218
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2029-03-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        900000.00000000
        PA
        
        1037423.93000000
        0.389050501923
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2045-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VC0
        
          
          
        
        282239.78000000
        PA
        USD
        282787.44000000
        0.106049795351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          1.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        
        000000000
        
          
          
        
        700000.00000000
        PA
        
        920194.94000000
        0.345087762988
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2031-06-22
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        
        000000000
        
          
          
        
        130000.00000000
        PA
        
        161807.75000000
        0.060680484161
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2022-07-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAC8
        
          
          
        
        850000.00000000
        PA
        USD
        901315.49000000
        0.338007668452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate
        N/A
        
        12529MAG3
        
          
        
        2303905.42000000
        PA
        USD
        161825.40000000
        0.060687103192
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Variable
          1.30071400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        26038.95000000
        0.009765021100
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -4967000.00000000
            AUD
            3853716.49000000
            USD
            2021-07-20
            26038.95000000
          
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300YJLHTYDSFV8K03
        
        64131JAS5
        
          
        
        620000.00000000
        PA
        USD
        619995.04000000
        0.232508017722
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-18
          Floating
          3.03975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USB REALTY CORP
        N/A
        
        903312AA4
        
          
          
        
        600000.00000000
        PA
        USD
        471000.00000000
        0.176632503942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          1.33075000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO
        549300D1D91PFKUUCT75
        
        67515WCN4
        
          
        
        900000.00000000
        PA
        USD
        899994.60000000
        0.337512313657
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-17
          Floating
          2.63975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -31575.89000000
        -0.01184146181
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -656803.91000000
            USD
            2353000000.00000000
            COP
            2021-06-24
            -31575.89000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        380000.00000000
        PA
        
        448848.62000000
        0.168325383528
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2040-12-02
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -718.48000000
        -0.00026944144
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-07-28
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            CNY
            -718.48000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        437400000.00000000
        PA
        
        4078411.53000000
        1.529469300748
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2025-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        290000.00000000
        PA
        
        415820.40000000
        0.155939274824
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAG7
        
          
          
        
        400000.00000000
        PA
        USD
        415676.56000000
        0.155885332533
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ozlme
        6354008AGMENPDXTDJ03
        
        000000000
        
          
        
        750000.00000000
        PA
        
        902178.02000000
        0.338331130944
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-01-14
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2301.26000000
        0.000863009163
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -17890000.00000000
            RUB
            236980.95000000
            USD
            2021-08-05
            2301.26000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GEORGIA
        2138007T8RLEVDMLQ257
        
        37311PAB6
        
          
          
        
        675000.00000000
        PA
        USD
        678543.75000000
        0.254464716766
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2026-04-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIBC BANK NV
        B64D6Y3LBJS4ANNPCU93
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        727179.45000000
        0.272703879127
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMFAM HOLDINGS INC
        N/A
        
        03115AAC7
        
          
          
        
        450000.00000000
        PA
        USD
        464753.26000000
        0.174289876920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-11
          Fixed
          3.83300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        40000000.00000000
        PA
        
        481079.39000000
        0.180412435776
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-09-20
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18290.34000000
        0.006859168900
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -217600000.00000000
            JPY
            2010848.97000000
            USD
            2021-07-26
            18290.34000000
          
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        
        000000000
        
          
          
        
        650000.00000000
        PA
        USD
        680264.00000000
        0.255109837923
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-26
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BDS Ltd
        N/A
        
        05492KAA7
        
          
        
        525000.00000000
        PA
        USD
        526514.10000000
        0.197451175889
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-08-15
          Floating
          1.21563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        
        36321PAD2
        
          
          
        
        900000.00000000
        PA
        USD
        884785.04000000
        0.331808486340
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        48.00000000
        NC
        
        -123031.72000000
        -0.04613885513
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2021-06-08
            8504219.71000000
            USD
            -123031.72000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300NKHCH87PYOHD44
        
        35564MAH8
        
          
        
        114263.61000000
        PA
        USD
        115748.65000000
        0.043407587850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        
        000000000
        
          
          
        
        410000.00000000
        PA
        
        118133.52000000
        0.044301952095
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2029-10-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -27322.24000000
        -0.01024627529
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1380331.22000000
            USD
            5118000.00000000
            PEN
            2021-06-24
            -27322.24000000
          
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        
        69701EAA4
        
          
        
        549206.91000000
        PA
        USD
        547262.17000000
        0.205232032696
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-02-20
          Floating
          0.98238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atrium CDO Corp
        549300O252OCTN35RH57
        
        04965CAQ1
        
          
        
        540000.00000000
        PA
        USD
        530618.58000000
        0.198990421282
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-22
          Floating
          2.98375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        733973.62000000
        0.275251801122
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        
        000000000
        
          
          
        
        12.00000000
        NC
        
        -17790.47000000
        -0.00667170968
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UK TSY 4 3/4% 2030
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2021-06-28
            2169064.23000000
            USD
            -17790.47000000
          
        
        
          N
          N
          N
        
      
      
        Henley CLO
        6354005DLDMILXS72B21
        
        000000000
        
          
        
        500000.00000000
        PA
        
        601790.45000000
        0.225681006438
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-07-15
          Floating
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        1937928.42000000
        0.726754032455
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-07-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hayfin Emerald CLO
        635400KMHFAB5ZUQED83
        
        000000000
        
          
        
        700000.00000000
        PA
        
        841430.25000000
        0.315549749364
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-15
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK TSY 4 1/4% 2055
        ECTRVYYCEF89VWYS6K36
        
        000000000
        
          
          
        
        260000.00000000
        PA
        
        656733.74000000
        0.246285615541
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2055-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AJ8
        
          
          
        
        350000.00000000
        PA
        USD
        363593.07000000
        0.136353193992
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-01-14
          Fixed
          6.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -406835.29000000
        -0.15256971542
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3709600000.00000000
            JPY
            33538867.69000000
            USD
            2021-05-12
            -406835.29000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJQ6
        
          
          
        
        550000.00000000
        PA
        
        660448.64000000
        0.247678762226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-09-14
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        682500000.00000000
        PA
        
        7402341.17000000
        2.775995872388
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2033-09-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21988.87000000
        -0.00824617657
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -35379000.00000000
            SEK
            4159073.50000000
            USD
            2021-06-17
            -21988.87000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        
        000000000
        
          
          
        
        15100000.00000000
        PA
        
        483365.21000000
        0.181269654694
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2029-12-17
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RT7
        
          
          
        
        2435000.00000000
        PA
        USD
        2419020.31000000
        0.907171155931
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAJ7
        
          
          
        
        700000.00000000
        PA
        USD
        796114.89000000
        0.298555767402
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-09-14
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056059AQ1
        
          
        
        280000.00000000
        PA
        USD
        280357.17000000
        0.105138405382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-15
          Floating
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565ABD1
        
          
        
        200000.00000000
        PA
        USD
        201197.88000000
        0.075452410472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-25
          Floating
          2.80613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
          
        
        825000.00000000
        PA
        USD
        826644.36000000
        0.310004805046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        
        000000000
        
          
          
        
        950000.00000000
        PA
        
        1420121.20000000
        0.532568075282
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        
        72703PAC7
        
          
        
        296250.00000000
        PA
        USD
        287935.80000000
        0.107980512375
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-12-05
          Fixed
          3.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCC7
        
          
          
        
        550000.00000000
        PA
        
        699648.13000000
        0.262379195500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-12
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        55.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            12149599.44000000
            USD
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        
        000000000
        
          
          
        
        120000.00000000
        PA
        
        155657.81000000
        0.058374158680
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2024-10-21
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES UTICA
        549300EGLQ2M2CL7JZ89
        
        000000000
        
          
        
        507000.00000000
        PA
        USD
        563616.69000000
        0.211365238256
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-01
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        
        05684CAA3
        
          
        
        500000.00000000
        PA
        USD
        500480.00000000
        0.187687973616
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-10-23
          Floating
          1.55288000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3724.26000000
        0.001396656834
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1881000.00000000
            MYR
            462787.55000000
            USD
            2021-05-06
            3724.26000000
          
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP
        549300TYRSI1T21B1360
        
        302635AC1
        
          
          
        
        325000.00000000
        PA
        USD
        336237.14000000
        0.126094284409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAD3
        
          
          
        
        350000.00000000
        PA
        USD
        346983.00000000
        0.130124153111
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703DBC4
        
          
          
        
        400000.00000000
        PA
        USD
        490312.06000000
        0.183874834121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAXBY'S OPERATING CO LP
        549300M5VMOK30PH8L05
        
        98919DAC9
        
          
          
        
        460000.00000000
        PA
        USD
        461207.50000000
        0.172960160429
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-28
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABG3
        
          
          
        
        355000.00000000
        PA
        USD
        390262.15000000
        0.146354523882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        
        000000000
        
          
          
        
        280000.00000000
        PA
        
        238286.68000000
        0.089361301368
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007222WHFWMBOC78
        
        35563KAH3
        
          
          
        
        266008.22000000
        PA
        USD
        271817.89000000
        0.101936039335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Floating
          2.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR FINANCE BV
        213800F4XI4RJB82XM19
        
        918374AA7
        
          
          
        
        660000.00000000
        PA
        USD
        714638.10000000
        0.268000673069
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6338.64000000
        -0.00237709098
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -631186.06000000
            USD
            47350000.00000000
            RUB
            2021-06-24
            -6338.64000000
          
        
        
          N
          N
          N
        
      
      
        SLM CORP
        N/A
        
        78442PGC4
        
          
          
        
        500000.00000000
        PA
        USD
        512812.50000000
        0.192312857596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10663.36000000
        0.003998929887
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -14920000.00000000
            MXN
            740494.42000000
            USD
            2021-07-20
            10663.36000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        
        35565KBD9
        
          
        
        400000.00000000
        PA
        USD
        398432.40000000
        0.149418497800
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          2.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        
        000000000
        
          
          
        
        2500000.00000000
        PA
        
        3210710.82000000
        1.204067710345
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2028-11-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI ORDINARI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        2300000.00000000
        PA
        
        2770640.89000000
        1.039034475428
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2021-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8567.36000000
        0.003212896494
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1356092.66000000
            USD
            19815000000.00000000
            IDR
            2021-06-24
            8567.36000000
          
        
        
          N
          N
          N
        
      
      
        NATIONAL FUEL GAS CO
        8JB38FFW1Y3C1HM8E841
        
        636180BQ3
        
          
          
        
        290000.00000000
        PA
        USD
        336414.80000000
        0.126160909739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        
        58733RAF9
        
          
          
        
        700000.00000000
        PA
        USD
        670474.00000000
        0.251438431950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        18643.10000000
        0.006991459520
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-04-08
            0.00000000
            USD
            0.00000000
            USD
            35000000.00000000
            CNY
            18643.10000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        58789.25000000
        0.022046905376
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3347000.00000000
            CHF
            3724841.00000000
            USD
            2021-05-12
            58789.25000000
          
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300336HZNKBNFER56
        
        03765PAQ6
        
          
        
        250000.00000000
        PA
        USD
        248777.75000000
        0.093295619761
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-18
          Floating
          2.63975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QEAQ5
        
          
        
        584615.23000000
        PA
        USD
        623263.37000000
        0.233733693543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16061.06000000
        0.006023153383
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3729441.02000000
            USD
            2712000.00000000
            GBP
            2021-05-12
            16061.06000000
          
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        5493007X3UVVYJ005O73
        
        87167QAE8
        
          
        
        400000.00000000
        PA
        USD
        400442.40000000
        0.150172279823
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-23
          Floating
          1.87447000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRISH TSY 3.4% 2024
        549300KXBEJAOJ9OVF93
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        134005.09000000
        0.050254043710
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2024-03-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        
        615394AM5
        
          
          
        
        470000.00000000
        PA
        USD
        484104.70000000
        0.181546975225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F020653
        
          
        
        2870000.00000000
        PA
        USD
        2898699.97000000
        1.087058670657
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY INC
        549300PGTHDQY6PSUI61
        
        30034WAB2
        
          
          
        
        785000.00000000
        PA
        USD
        807601.46000000
        0.302863414156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        68153.42000000
        0.025558618316
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -4176861.54000000
            USD
            35333000.00000000
            NOK
            2021-06-17
            68153.42000000
          
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        
        202712BN4
        
          
          
        
        675000.00000000
        PA
        USD
        660545.93000000
        0.247715247526
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-03-11
          Fixed
          2.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        275000.00000000
        PA
        
        323130.24000000
        0.121178988090
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-02-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119713.80000000
        0.044894582272
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-04-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        
        48275PAA9
        
          
          
        
        276221.20000000
        PA
        USD
        277187.97000000
        0.103949904891
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          1.21563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        000000000
        
          
          
        
        550000.00000000
        PA
        
        709070.76000000
        0.265912831871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133L74L8
        
          
        
        2161034.14000000
        PA
        USD
        2233866.29000000
        0.837735448568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        596343.05000000
        0.223638144650
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2030-09-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJ70
        
          
        
        255876.11000000
        PA
        USD
        259025.74000000
        0.097138779281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4487.63000000
        -0.00168293274
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -245000.00000000
            EUR
            290344.11000000
            USD
            2021-06-15
            -4487.63000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11589.26000000
        -0.00434615713
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1149000.00000000
            CHF
            1249281.72000000
            USD
            2021-07-20
            -11589.26000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -501.82000000
        -0.00018819049
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -459565.11000000
            USD
            1881000.00000000
            MYR
            2021-05-06
            -501.82000000
          
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        
        038779AB0
        
          
        
        258700.00000000
        PA
        USD
        267471.28000000
        0.100305991335
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        346619.73000000
        0.129987921073
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QAX6
        
          
        
        199595.42000000
        PA
        USD
        199884.63000000
        0.074959920799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS SHEET INGOT GMBH
        9845005E95899E77AY49
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        309815.32000000
        0.116185680958
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Payden Cash Reserves Money Market Fund
        549300SI0EB26HO5RT16
        
        704329598
        
          
          
        
        1563176.86000000
        NS
        USD
        1563176.86000000
        0.586216226936
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        1MDB GLOBAL INVESTMENTS
        N/A
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        1007716.58000000
        0.377909772377
        Long
        DBT
        NUSS
        VG
        
        N
        
        2
        
          2023-03-09
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        165000000.00000000
        PA
        
        1586368.80000000
        0.594913573929
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2048-03-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEL ENERGY VI SARL
        N/A
        
        30260LAA3
        
          
          
        
        680000.00000000
        PA
        USD
        708784.40000000
        0.265805442308
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2040-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
          
        
        4030000.00000000
        PA
        USD
        3666670.31000000
        1.375059783413
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providus CLO
        635400JHNUBVSY8RBH70
        
        000000000
        
          
        
        350000.00000000
        PA
        
        423943.41000000
        0.158985532990
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-07-20
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AM8
        
          
          
        
        400000.00000000
        PA
        USD
        459212.25000000
        0.172211909890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVAST SOFTWARE BV
        724500OSR54E88XS1J19
        
        000000000
        
          
        
        200000.00000000
        PA
        
        241593.34000000
        0.090601351550
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2028-03-22
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SSP3
        
          
          
        
        563009.74000000
        PA
        USD
        596303.47000000
        0.223623301519
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDEPENDENCE ENERGY FIN
        54930061FUL6DBLFUW14
        
        45344LAA1
        
          
          
        
        900000.00000000
        PA
        USD
        904500.00000000
        0.339201910437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SB89
        
          
        
        223835.11000000
        PA
        USD
        241278.66000000
        0.090483341536
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        14880000.00000000
        PA
        
        212521.95000000
        0.079699117136
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-02-03
          Fixed
          8.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAN0
        
          
        
        1210000.00000000
        PA
        USD
        1227074.43000000
        0.460172460923
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          2.66200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        379575.09000000
        0.142346706116
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        
        000000000
        
          
          
        
        320000.00000000
        PA
        USD
        351200.00000000
        0.131705595296
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2025-06-30
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -26394.40000000
        -0.00989832051
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-07-03
            0.00000000
            USD
            0.00000000
            USD
            11800000.00000000
            CNY
            -26394.40000000
          
        
        
          N
          N
          N
        
      
      
        INDIGO NATURAL RES LLC
        549300F7DOI6H6TA3C86
        
        45569LAC5
        
          
          
        
        550000.00000000
        PA
        USD
        546562.50000000
        0.204969645299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAR2
        
          
          
        
        220000.00000000
        PA
        USD
        230862.50000000
        0.086577115586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        126914.32000000
        0.047594891991
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2025-06-22
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAM2
        
          
          
        
        1450000.00000000
        PA
        USD
        1482625.00000000
        0.556007996089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKELIUS RESIDENTIAL PROP
        724500ABLEHD1CIBAA35
        
        000000000
        
          
          
        
        550000.00000000
        PA
        
        677855.72000000
        0.254206694555
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-01-11
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14698.53000000
        -0.00551218292
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -3691000.00000000
            CHF
            4035869.05000000
            USD
            2021-07-22
            -14698.53000000
          
        
        
          N
          N
          N
        
      
      
        UK TSY 4 1/4% 2055
        ECTRVYYCEF89VWYS6K36
        
        000000000
        
          
          
        
        890000.00000000
        PA
        
        2248050.13000000
        0.843054614544
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2055-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900NXH68CRC058O44
        
        67102SAS3
        
          
        
        350000.00000000
        PA
        USD
        343650.30000000
        0.128874337515
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          3.07575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -80779.61000000
        -0.03029364072
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-08
            0.00000000
            USD
            0.00000000
            USD
            16000000.00000000
            CNY
            -80779.61000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        11660000.00000000
        PA
        
        570969.89000000
        0.214122805406
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        
        69346TAC8
        
          
        
        300000.00000000
        PA
        USD
        300677.70000000
        0.112758927878
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2036-04-14
          Floating
          1.53563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        
        095796AE8
        
          
          
        
        95000.00000000
        PA
        USD
        98379.63000000
        0.036893928628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        9127964L0
        
          
          
        
        5100000.00000000
        PA
        USD
        5099725.88000000
        1.912478453515
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-09-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        36436.09000000
        0.013664114247
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2056000.00000000
            EUR
            2509133.35000000
            USD
            2021-05-18
            36436.09000000
          
        
        
          N
          N
          N
        
      
      
        OMERS FINANCE TRUST
        529900M039WCPES03P17
        
        682142AC8
        
          
        
        500000.00000000
        PA
        
        423931.17000000
        0.158980942795
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-05-14
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        
        44988LAF4
        
          
          
        
        317544.74280000
        PA
        USD
        315626.77000000
        0.118365067296
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-05
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF DENMARK
        549300PTO6LS1PTM6607
        
        000000000
        
          
          
        
        650000.00000000
        PA
        
        184970.58000000
        0.069366914439
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1285.30000000
        0.000482007977
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1856000.00000000
            MYR
            452605.65000000
            USD
            2021-08-05
            1285.30000000
          
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        
        233046AF8
        
          
          
        
        483060.00000000
        PA
        USD
        515675.73000000
        0.193386614463
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-20
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        
        042207AD2
        
          
          
        
        750000.00000000
        PA
        USD
        690262.50000000
        0.258859434719
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2031-02-02
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -27408.89000000
        -0.01027877042
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3693460.64000000
            USD
            3347000.00000000
            CHF
            2021-05-12
            -27408.89000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        19066.96000000
        0.007150413773
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -8972000.00000000
            GBP
            12410160.12000000
            USD
            2021-05-12
            19066.96000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEQB7
        
          
        
        768282.93000000
        PA
        USD
        798195.54000000
        0.299336044301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        
        10112RBC7
        
          
          
        
        400000.00000000
        PA
        USD
        407863.71000000
        0.152955389309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        
        556079AD3
        
          
          
        
        850000.00000000
        PA
        USD
        821156.91000000
        0.307946923870
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1374287.17000000
        0.515379583807
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2044-06-25
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        
        000000000
        
          
          
        
        550000.00000000
        PA
        
        739388.50000000
        0.277282467391
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2036-05-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -40.00000000
        NC
        
        39613.08000000
        0.014855536113
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
                
                  
                  
                  
                
              
            
            2021-06-08
            -8213175.42000000
            USD
            39613.08000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -22.00000000
        NC
        USD
        -6261.64000000
        -0.00234821476
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            -2720363.36000000
            USD
            -6261.64000000
          
        
        
          N
          N
          N
        
      
      
        NORTHRIVER MIDSTREAM FIN
        549300SOLNLY3BL6GF18
        
        66679NAA8
        
          
          
        
        525000.00000000
        PA
        USD
        542062.50000000
        0.203282073606
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        746.71000000
        0.000280028146
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -3167000.00000000
            SEK
            375136.29000000
            USD
            2021-07-20
            746.71000000
          
        
        
          N
          N
          N
        
      
      
        BlueMountain EUR CLO
        635400J5FTCFKRFIPZ49
        
        000000000
        
          
        
        550000.00000000
        PA
        
        664312.25000000
        0.249127677531
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-15
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESNILLO PLC
        549300JXWH1UV5J0XV81
        
        358070AB6
        
          
          
        
        520000.00000000
        PA
        USD
        510307.20000000
        0.191373330182
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-10-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        549300Z5THZ1JXIHVK60
        
        20754PAC4
        
          
        
        610933.27000000
        PA
        USD
        608302.41000000
        0.228123095186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-11-25
          Floating
          2.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT PIPELINES LTD
        261700SS8OEHDOCOUJ33
        
        00205GAB3
        
          
          
        
        870000.00000000
        PA
        USD
        949405.74000000
        0.356042278373
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-03-23
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13192.09000000
        0.004947243925
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1375978.54000000
            USD
            1849000.00000000
            SGD
            2021-06-24
            13192.09000000
          
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        
        361841AQ2
        
          
          
        
        575000.00000000
        PA
        USD
        607142.50000000
        0.227688110456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PCV8
        
          
          
        
        200000.00000000
        PA
        USD
        221000.00000000
        0.082878520958
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKE1
        
          
          
        
        500000.00000000
        PA
        USD
        455910.25000000
        0.170973607283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS CORP
        549300HTO5U9D3SLE207
        
        465685AQ8
        
          
          
        
        350000.00000000
        PA
        USD
        362848.79000000
        0.136074077134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDUR3
        
          
        
        817910.00000000
        PA
        USD
        853166.28000000
        0.319950947592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        23.00000000
        NC
        
        -607.51000000
        -0.00022782592
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2021-06-08
            3117219.48000000
            USD
            -607.51000000
          
        
        
          N
          N
          N
        
      
      
        BANK LEUMI LE-ISRAEL
        7JDSZWRGUQY2DSTWCR57
        
        06326BAA7
        
          
          
        
        900000.00000000
        PA
        USD
        931500.00000000
        0.349327340600
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2031-01-29
          Fixed
          3.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2619.90000000
        -0.00098250424
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -15270000.00000000
            THB
            487547.89000000
            USD
            2021-08-05
            -2619.90000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAF7
        
          
          
        
        350000.00000000
        PA
        USD
        461070.23000000
        0.172908681992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        
        91116KAB1
        
          
          
        
        599251.74000000
        PA
        USD
        599656.23000000
        0.224880639935
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-22
          Floating
          3.61120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        
        828807DF1
        
          
          
        
        900000.00000000
        PA
        USD
        908041.55000000
        0.340530048111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-13
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        
        168863DQ8
        
          
          
        
        600000.00000000
        PA
        USD
        568146.00000000
        0.213063801666
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2061-01-22
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        729223.54000000
        0.273470445444
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDB7
        
          
        
        495932.98000000
        PA
        USD
        584280.96000000
        0.219114668727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          10.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        511373.81000000
        0.191773325925
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHQ5
        
          
          
        
        350000.00000000
        PA
        USD
        390720.72000000
        0.146526494938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        
        35564TAH3
        
          
        
        178924.41000000
        PA
        USD
        181452.25000000
        0.068047484635
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -27813.50000000
        -0.01043050562
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-01-08
            0.00000000
            USD
            0.00000000
            USD
            38600000.00000000
            CNY
            -27813.50000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ACSX9
        
          
        
        978824.72000000
        PA
        USD
        1064873.21000000
        0.399344419243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9AS9
        
          
        
        929261.95000000
        PA
        USD
        988363.83000000
        0.370652182801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        40066.06000000
        0.015025410829
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -4145341.25000000
            USD
            3478000.00000000
            EUR
            2021-06-15
            40066.06000000
          
        
        
          N
          N
          N
        
      
      
        Payden Floating Rate Fund
        5493007MAZSH4J3PH219
        
        704329218
        
          
          
        
        146702.22700000
        NS
        USD
        1450885.03000000
        0.544105001660
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        
        135087ZS6
        
          
          
        
        1480000.00000000
        PA
        
        1550137.90000000
        0.581326409200
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIA CELERE DESARROLLOS
        9598003HCBBUMJ9HTD63
        
        000000000
        
          
        
        550000.00000000
        PA
        
        692057.78000000
        0.259532693321
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES ANDRES BV
        7245003VZ59682IZLJ86
        
        00109YAA3
        
          
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.300012745550
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-04
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        1650000.00000000
        PA
        
        2137648.59000000
        0.801652278134
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2030-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 32
        N/A
        
        67578BAJ5
        
          
        
        900000.00000000
        PA
        USD
        899995.50000000
        0.337512651172
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Floating
          2.23375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABA6
        
          
          
        
        240000.00000000
        PA
        USD
        245850.00000000
        0.092197666866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -861.75000000
        -0.00032316997
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1226000.00000000
            DKK
            197634.19000000
            USD
            2021-07-20
            -861.75000000
          
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -34948.26000000
        -0.01310615429
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -3233000.00000000
            EUR
            3855627.31000000
            USD
            2021-06-15
            -34948.26000000
          
        
        
          N
          N
          N
        
      
      
        UK TSY 4 3/4% 2038
        ECTRVYYCEF89VWYS6K36
        
        000000000
        
          
          
        
        1660000.00000000
        PA
        
        3586078.75000000
        1.344836664433
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2038-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAK6
        
          
        
        848250.00000000
        PA
        USD
        921099.15000000
        0.345426856144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-25
          Fixed
          4.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        
        000000000
        
          
          
        
        530000.00000000
        PA
        
        1019844.44000000
        0.382457913098
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2037-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        5493008K1QMSP0J8UC24
        
        62877VAA9
        
          
          
        
        600000.00000000
        PA
        USD
        646290.00000000
        0.242369046652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL SECURITIES BV
        724500IVNQ6LF8OFIO42
        
        54988LAB2
        
          
          
        
        750000.00000000
        PA
        USD
        789037.50000000
        0.295901633396
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -119214.69000000
        -0.04470740807
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -7505000.00000000
            CAD
            5987589.22000000
            USD
            2021-07-20
            -119214.69000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        500078.48000000
        0.187537397219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-03
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bastille Funding
        2138006IJX5FOJF25485
        
        000000000
        
          
        
        500000.00000000
        PA
        
        604175.11000000
        0.226575291930
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-01-15
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        
        000000000
        
          
          
        
        2970000.00000000
        PA
        
        3679449.06000000
        1.379852018253
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        5493008K1QMSP0J8UC24
        
        62877VAB7
        
          
          
        
        620000.00000000
        PA
        USD
        689009.10000000
        0.258389389750
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-06
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS SA
        959800HSSNXWRKBK4N60
        
        39843PAH6
        
          
          
        
        296250.00000000
        PA
        
        355735.60000000
        0.133406517557
        Long
        LON
        CORP
        ES
        N
        
        2
        
          2027-11-15
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        14557.73000000
        0.005459380682
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-01-17
            0.00000000
            USD
            0.00000000
            USD
            11580000.00000000
            CNY
            14557.73000000
          
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        
        74331AAA0
        
          
        
        700000.00000000
        PA
        USD
        716688.28000000
        0.268769523233
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          2.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BT0
        
          
          
        
        750000.00000000
        PA
        USD
        827528.45000000
        0.310336352881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        03846JAB6
        
          
          
        
        650000.00000000
        PA
        USD
        628751.50000000
        0.235791829729
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-02-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        677.24000000
        0.000253975789
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -600589.00000000
            USD
            500000.00000000
            EUR
            2021-05-12
            677.24000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        7760000.00000000
        PA
        
        427237.02000000
        0.160220689213
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        
        911163AA1
        
          
          
        
        700000.00000000
        PA
        USD
        755170.50000000
        0.283200968829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KP GERMANY ERSTE GMBH
        529900XJNR9VFZXAOS85
        
        49865NAU4
        
          
          
        
        500000.00000000
        PA
        
        594269.17000000
        0.222860406609
        Long
        LON
        CORP
        DE
        
        N
        
        2
        
          2026-02-09
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERISURE HOLDING AB
        549300VQQCWGISM3N408
        
        000000000
        
          
          
        
        700000.00000000
        PA
        
        863244.71000000
        0.323730519411
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT MUTUEL ARKEA
        96950041VJ1QP0B69503
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        639482.38000000
        0.239816080693
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-04-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        
        000000000
        
          
          
        
        675000000.00000000
        PA
        
        7119250.57000000
        2.669832387207
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2028-06-20
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Montmartre Euro CLO
        213800HCQ9D9IBM16U83
        
        000000000
        
          
        
        250000.00000000
        PA
        
        300931.89000000
        0.112854253178
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-07-15
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sage AR Funding
        635400KXGNL1GYF3BH46
        
        000000000
        
          
        
        130000.00000000
        PA
        
        181078.00000000
        0.067907134923
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2030-11-17
          Floating
          3.05090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        54930085W413OSH6FR69
        
        92914NAQ4
        
          
        
        300000.00000000
        PA
        USD
        279422.70000000
        0.104787964245
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-18
          Floating
          2.53975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        682691AA8
        
          
          
        
        525000.00000000
        PA
        USD
        508593.75000000
        0.190730759133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        2660000.00000000
        PA
        
        3102851.37000000
        1.163618698184
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        
        000000000
        
          
          
        
        120000.00000000
        PA
        
        185540.60000000
        0.069580681021
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-05-23
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        733912.31000000
        0.275228808895
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-06-26
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSE FINANCE SARL
        894500G58U7EW07EK366
        
        000000000
        
          
          
        
        700000.00000000
        PA
        
        860098.07000000
        0.322550479278
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        
        08186UAG7
        
          
        
        350000.00000000
        PA
        USD
        349998.25000000
        0.131254919900
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.33825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBL4
        
          
          
        
        5410000.00000000
        PA
        USD
        5166972.63000000
        1.937697056136
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        
        000000000
        
          
          
        
        425000.00000000
        PA
        USD
        439583.88000000
        0.164850958423
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cairn CLO BV
        549300STBYRJ6V67OE09
        
        000000000
        
          
        
        650000.00000000
        PA
        
        781462.50000000
        0.293060887711
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2033-10-20
          Floating
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
          
        
        800000.00000000
        PA
        USD
        824963.37000000
        0.309374407015
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        
        81720TAA3
        
          
          
        
        295000.00000000
        PA
        USD
        295171.10000000
        0.110693865147
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2021-05-13
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AM0
        
          
          
        
        395000.00000000
        PA
        USD
        411112.33000000
        0.154173673566
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754WAC9
        
          
        
        150000.00000000
        PA
        USD
        146963.55000000
        0.055113672664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          3.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QEAY8
        
          
        
        1425925.11000000
        PA
        USD
        1481217.74000000
        0.555480251168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN LEASING GMBH
        5299004GLEUX88BSNB74
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        574841.49000000
        0.215574717088
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-06-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        
        03512TAE1
        
          
          
        
        350000.00000000
        PA
        USD
        363736.89000000
        0.136407128783
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET GLOBAL MARKETS, LLC
        549300FDEDF5ORXCMQ56
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1412238.43000000
        -0.52961191094
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET GLOBAL MARKETS, LLC
              549300FDEDF5ORXCMQ56
            
            -56324000.00000000
            EUR
            66319200.72000000
            USD
            2021-05-12
            -1412238.43000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1157.50000000
        0.000434080941
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -505927.59000000
            USD
            15790000.00000000
            THB
            2021-05-06
            1157.50000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        
        000000000
        
          
          
        
        3820000.00000000
        PA
        
        4975346.46000000
        1.865834189410
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2024-11-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -979.93000000
        -0.00036748936
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-09-16
            0.00000000
            USD
            0.00000000
            USD
            12200000.00000000
            CNY
            -979.93000000
          
        
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        
        68329AAE8
        
          
        
        950000.00000000
        PA
        
        744689.01000000
        0.279270243088
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-10-19
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLEODUCTO CENTRAL SA
        254900W4CPYCQFVH5E92
        
        680617AC1
        
          
          
        
        650000.00000000
        PA
        USD
        690569.75000000
        0.258974658364
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2027-07-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        762454.69000000
        0.285932656130
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEBP2
        
          
        
        1208643.78000000
        PA
        USD
        1269780.04000000
        0.476187745056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Structured Pass-Th
        N/A
        
        59319WAA9
        
          
          
        
        550000.00000000
        PA
        USD
        557420.60000000
        0.209041605790
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-07-15
          Floating
          2.16463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AS7
        
          
          
        
        440000.00000000
        PA
        USD
        421300.00000000
        0.157994212125
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        
        000000000
        
          
          
        
        900000.00000000
        PA
        USD
        932931.00000000
        0.349863988398
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-04-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONERI LUX FINCO SARL
        N/A
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        178759.55000000
        0.067037679236
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2027-01-31
          Floating
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        
        03879YAC1
        
          
        
        350000.00000000
        PA
        USD
        350525.00000000
        0.131452459542
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-05-15
          Floating
          1.61463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        
        74445PAF9
        
          
          
        
        400000.00000000
        PA
        USD
        461018.00000000
        0.172889094910
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2030-05-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        
        000000000
        
          
          
        
        2700000.00000000
        PA
        
        2308777.16000000
        0.865828218294
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-04-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAG5
        
          
        
        350000.00000000
        PA
        USD
        361445.53000000
        0.135547832277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT CRE ltd
        N/A
        
        445579AA3
        
          
        
        400000.00000000
        PA
        USD
        401155.20000000
        0.150439591179
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-08-15
          Floating
          1.19463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point EURO CLO Funding D
        635400C9UNRNNADDDC68
        
        000000000
        
          
        
        700000.00000000
        PA
        
        841575.00000000
        0.315604032920
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-07-25
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        4.00000000
        NC
        USD
        7611.52000000
        0.002854441266
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            736013.48000000
            USD
            7611.52000000
          
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        
        516806AF3
        
          
          
        
        350000.00000000
        PA
        USD
        360991.75000000
        0.135377657548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI CONVOY LUXEM
        222100GQMVQ4KP4KJS35
        
        00135BAB9
        
          
          
        
        150000.00000000
        PA
        
        180450.21000000
        0.067671703671
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2027-01-20
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square European CLO
        5493008YA044FHERJ655
        
        000000000
        
          
        
        400000.00000000
        PA
        
        482945.75000000
        0.181112350511
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-15
          Floating
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBT8
        
          
          
        
        525000.00000000
        PA
        USD
        516468.75000000
        0.193684009597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLABIN AUSTRIA GMBH
        984500578YEA8DD41B09
        
        49836AAB0
        
          
          
        
        400000.00000000
        PA
        USD
        491664.00000000
        0.184381833160
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2049-04-03
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE INSURANCE C
        8WC3XYHE06SQFW7CQK10
        
        694475AA2
        
          
          
        
        63000.00000000
        PA
        USD
        100231.39000000
        0.037588368130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272BC1
        
          
          
        
        800000.00000000
        PA
        USD
        799126.94000000
        0.299685334140
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18057.92000000
        0.006772007697
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -15790000.00000000
            THB
            525143.01000000
            USD
            2021-05-06
            18057.92000000
          
        
        
          N
          N
          N
        
      
      
        Sculptor CLO XXV, Ltd.
        N/A
        
        811244AE2
        
          
        
        850000.00000000
        PA
        USD
        849986.40000000
        0.318758441930
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-15
          Floating
          2.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS NV
        549300LKT9PW7ZIBDF31
        
        000000000
        
          
          
        
        900000.00000000
        PA
        
        1246912.63000000
        0.467612101984
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-01-05
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        
        03674XAJ5
        
          
          
        
        470000.00000000
        PA
        USD
        477637.50000000
        0.179121672190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-22
      PAYDEN & RYGEL INVESTMENT GROUP
      Sandi Brents
      Sandi Brents
      Compliance Officer