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

  
    NPORT-P
    false
    
      
      
        
          0000885709
          XXXXXXXX
        
      
      
      
      
        S000022678
        C000065580
        C000172680
        C000069457
        C000077412
      
      
    
  
  
    
      PAYDEN & RYGEL INVESTMENT GROUP
      811-06625
      0000885709
      549300QJNYRKYZS3P282
      333 South Grand Avenue
      32nd Floor
      Los Angeles
      
      90071
      213-625-1900
      Payden/Kravitz Cash Balance Plan Fund
      S000022678
      549300E8I3EQMB6RVA07
      2021-10-31
      2021-04-30
      N
    
    
      149574276.42
      5856059.59
      143718216.83
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1268212.75000000
      0.00000000
      0.00000000
      2890186.16000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        HUNT CRE ltd
        N/A
        
        445579AG0
        
          
        
        750000.00000000
        PA
        USD
        751690.50000000
        0.523030772702
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-08-15
          Floating
          2.46463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809LAJ3
        
          
        
        600000.00000000
        PA
        USD
        598260.00000000
        0.416272907635
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-09-15
          Floating
          2.86463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753KAF9
        
          
        
        1000000.00000000
        PA
        USD
        1034289.80000000
        0.719665065997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-08-25
          Floating
          4.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        635400D83G3EFSRXKA15
        
        000000000
        
          
          
        
        741468.27000000
        PA
        
        892238.75000000
        0.620825090708
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2029-09-21
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAE4
        
          
          
        
        200000.00000000
        PA
        USD
        207555.00000000
        0.144418017825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        
        61975FAQ2
        
          
        
        240734.36000000
        PA
        USD
        242263.99000000
        0.168568741905
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-15
          Floating
          4.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJS9
        
          
          
        
        450000.00000000
        PA
        USD
        454404.38000000
        0.316177301682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO INTERNAC DEL PERU
        5493001TRCGXJLRLHN14
        
        05968DAC4
        
          
          
        
        388000.00000000
        PA
        USD
        393594.96000000
        0.273865741366
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        
        836205AT1
        
          
          
        
        280000.00000000
        PA
        USD
        299077.80000000
        0.208100132743
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-04-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        224720.00000000
        0.156361528104
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2024-01-28
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754FAL6
        
          
        
        500000.00000000
        PA
        USD
        518547.20000000
        0.360808261776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-25
          Floating
          4.45613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAV2
        
          
          
        
        400000.00000000
        PA
        USD
        474989.10000000
        0.330500273713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -810.98000000
        -0.00056428476
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -726108.48000000
            USD
            603000.00000000
            EUR
            2021-05-24
            -810.98000000
          
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABT3
        
          
          
        
        300000.00000000
        PA
        USD
        291416.12000000
        0.202769089700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT 2018-FL4 Issuer, Ltd.
        N/A
        
        05586AAJ7
        
          
        
        500000.00000000
        PA
        USD
        497506.50000000
        0.346168016117
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-09-15
          Floating
          2.86463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300JZARV9CBLL1S14
        
        12552MAJ7
        
          
        
        300000.00000000
        PA
        USD
        299998.50000000
        0.208740761343
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-24
          Floating
          3.07575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AQ2
        
          
        
        196598.10000000
        PA
        USD
        197775.57000000
        0.137613431590
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.88023000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        03846JW63
        
          
          
        
        300000.00000000
        PA
        USD
        320886.00000000
        0.223274409520
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-03-01
          Fixed
          6.20040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6053.09000000
        0.004211776442
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -430849.56000000
            USD
            363000.00000000
            EUR
            2021-06-22
            6053.09000000
          
        
        
          N
          N
          N
        
      
      
        JFIN CLO Ltd
        549300CNL7WAJ1GWHW38
        
        46617EAS6
        
          
        
        84404.99000000
        PA
        USD
        84382.12000000
        0.058713586809
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2025-04-21
          Floating
          1.63825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA EASTERN LAND
        N/A
        
        13805AAA5
        
          
          
        
        350000.00000000
        PA
        USD
        355906.25000000
        0.247641710181
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300Y6KOVOWQ8OJC33
        
        35564LAH0
        
          
        
        668827.71000000
        PA
        USD
        680852.90000000
        0.473741544403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Floating
          2.55613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46590YAA2
        
          
        
        1001103.10000000
        PA
        USD
        1031712.03000000
        0.717871438121
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.10729700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        
        15911AAC7
        
          
          
        
        496855.63600000
        PA
        USD
        496828.31000000
        0.345696127435
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL FUEL GAS CO
        8JB38FFW1Y3C1HM8E841
        
        636180BQ3
        
          
          
        
        640000.00000000
        PA
        USD
        742432.67000000
        0.516589118885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTL INC
        549300HFEKVR3US71V91
        
        88023UAH4
        
          
          
        
        250000.00000000
        PA
        USD
        254062.50000000
        0.176778216153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        
        836205AR5
        
          
          
        
        270000.00000000
        PA
        USD
        301409.10000000
        0.209722265310
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2025-09-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        
        166764100
        
          
          
        
        2200.00000000
        NS
        USD
        226754.00000000
        0.157776797542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300NKHCH87PYOHD44
        
        35564MAH8
        
          
        
        685581.66000000
        PA
        USD
        694491.89000000
        0.483231635709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        241577.23000000
        0.168090890165
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2021-08-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        
        37255JAA0
        
          
          
        
        250000.00000000
        PA
        USD
        249797.27000000
        0.173810443456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        421230.17000000
        0.293094486761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433YAN7
        
          
        
        400000.00000000
        PA
        USD
        401719.60000000
        0.279518914763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12598GAL1
        
          
        
        500000.00000000
        PA
        USD
        500407.70000000
        0.348186688533
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          2.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102BZ9
        
          
          
        
        200000.00000000
        PA
        USD
        204250.00000000
        0.142118378939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753WAE6
        
          
        
        300000.00000000
        PA
        USD
        301900.32000000
        0.210064059142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-10-25
          Floating
          3.50613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AG6
        
          
          
        
        200000.00000000
        PA
        USD
        192258.00000000
        0.133774273185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        
        35564ACC3
        
          
        
        700000.00000000
        PA
        USD
        796760.02000000
        0.554390415894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-25
          Floating
          10.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEOPARK LTD
        529900ZR5QI19AH4KZ07
        
        37255BAB5
        
          
          
        
        350000.00000000
        PA
        USD
        360452.75000000
        0.250805192236
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-01-17
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10517.26000000
        -0.00731797278
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1760000.00000000
            BRL
            311890.84000000
            USD
            2021-06-24
            -10517.26000000
          
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        
        98311A105
        
          
          
        
        4300.00000000
        NS
        USD
        314373.00000000
        0.218742624932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
          
        
        350000.00000000
        PA
        USD
        350697.61000000
        0.244017507129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LL
        N/A
        
        85236KAD4
        
          
        
        500000.00000000
        PA
        USD
        499959.50000000
        0.347874828276
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-08-25
          Fixed
          1.89300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDA9
        
          
          
        
        679905.13000000
        PA
        USD
        713423.50000000
        0.496404363855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          4.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motel 6 Trust
        N/A
        
        61975FAN9
        
          
        
        240734.36000000
        PA
        USD
        241944.68000000
        0.168346564086
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-15
          Floating
          3.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        
        69346TAC8
        
          
        
        450000.00000000
        PA
        USD
        451016.55000000
        0.313820029184
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2036-04-14
          Floating
          1.53563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERMILION ENERGY INC
        WT03B8BB1IX8WI9ZGV02
        
        923725AB1
        
          
          
        
        250000.00000000
        PA
        USD
        239036.25000000
        0.166322860993
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        
        918367AC7
        
          
          
        
        370000.00000000
        PA
        USD
        372960.00000000
        0.259507812041
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13475.68000000
        -0.00937645922
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1050000.00000000
            EUR
            1250292.30000000
            USD
            2021-06-22
            -13475.68000000
          
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26209XAC5
        
          
        
        149625.00000000
        PA
        USD
        155249.69000000
        0.108023668414
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        510640.30000000
        0.355306593181
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-10-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        
        000000000
        
          
          
        
        300000.00000000
        PA
        USD
        319965.00000000
        0.222633572178
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W SENIOR FINANCING DAC
        5493009O8OIWZPZRY516
        
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        531252.50000000
        0.369648685961
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300RWLR7W4OBRM426
        
        35564RCC6
        
          
        
        450000.00000000
        PA
        USD
        447682.59000000
        0.311500239757
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          9.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566ABD0
        
          
        
        200000.00000000
        PA
        USD
        212473.00000000
        0.147839991816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        
        72703PAC7
        
          
        
        271562.50000000
        PA
        USD
        263941.15000000
        0.183651840261
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-12-05
          Fixed
          3.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
          
        
        2900.00000000
        NS
        USD
        381234.00000000
        0.265264911024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        
        000000000
        
          
          
        
        590000.00000000
        PA
        USD
        575132.00000000
        0.400180306077
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        
        94106L109
        
          
          
        
        2900.00000000
        NS
        USD
        400113.00000000
        0.278401032816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95001QAV3
        
          
        
        10647845.88000000
        PA
        USD
        491201.10000000
        0.341780680859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Variable
          1.10378900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZRAHI TEFAHOT BANK LTD
        YZO9YEGEO4VYDZMDWF93
        
        000000000
        
          
          
        
        550000.00000000
        PA
        USD
        559625.00000000
        0.389390442174
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2031-04-07
          Fixed
          3.07700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        
        48275PAC5
        
          
        
        400000.00000000
        PA
        USD
        401400.00000000
        0.279296535160
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          1.46563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756CA6
        
          
          
        
        650000.00000000
        PA
        USD
        686036.00000000
        0.477347976569
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2029-05-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITAGE HOMES CORP
        52990044W9UMFJO2FB97
        
        59001ABD3
        
          
          
        
        250000.00000000
        PA
        USD
        257315.00000000
        0.179041325223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397A78
        
          
          
        
        400000.00000000
        PA
        USD
        412500.00000000
        0.287019981946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS NV
        549300LKT9PW7ZIBDF31
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        554183.39000000
        0.385604137195
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-01-05
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        
        162665AQ6
        
          
        
        347935.65000000
        PA
        USD
        304402.22000000
        0.211804896215
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.72320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AS8
        
          
        
        589794.31000000
        PA
        USD
        596635.75000000
        0.415142744712
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          3.60711000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        555705.00000000
        0.386662882588
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2024-06-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        
        988498AP6
        
          
          
        
        550000.00000000
        PA
        USD
        575547.50000000
        0.400469413477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG 2006
        549300EFD6S2NFE9D745
        
        30251GBC0
        
          
          
        
        550000.00000000
        PA
        USD
        572060.50000000
        0.398043137897
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAL0
        
          
        
        750000.00000000
        PA
        USD
        751005.15000000
        0.522553902048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBOE GLOBAL MARKETS, INC.
        529900RLNSGA90UPEH54
        
        000000000
        
          
          
        
        35.00000000
        NC
        USD
        4025.00000000
        0.002800619217
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CBOE GLOBAL MARKETS, INC.
              529900RLNSGA90UPEH54
            
            Put
            Purchased
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            100.00000000
            3500.00000000
            USD
            2021-05-14
            XXXX
            -10370.50000000
          
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        
        451102BW6
        
          
          
        
        500000.00000000
        PA
        USD
        524575.00000000
        0.365002441284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005RUXPCBST1N217
        
        35563XAH5
        
          
        
        900000.00000000
        PA
        USD
        914484.60000000
        0.636303886988
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Floating
          2.40613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAH3
        
          
        
        200000.00000000
        PA
        USD
        206474.84000000
        0.143666435998
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        
        35563WAH7
        
          
        
        500000.00000000
        PA
        USD
        506312.20000000
        0.352295075160
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Floating
          2.20613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2019-CRE2 Issuer, Ltd
        N/A
        
        53946JAC8
        
          
        
        500000.00000000
        PA
        USD
        500594.00000000
        0.348316317194
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2036-05-15
          Floating
          1.61463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEINE ENERGY LTD
        5493002EE80G6ER7SM91
        
        879068AB0
        
          
          
        
        300000.00000000
        PA
        USD
        304494.00000000
        0.211868757292
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AN9
        
          
        
        393196.21000000
        PA
        USD
        394814.84000000
        0.274714541210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        221355.60000000
        0.154020558341
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-01-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAJ9
        
          
        
        300000.00000000
        PA
        USD
        301893.09000000
        0.210059028464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        
        60937LAC9
        
          
          
        
        300000.00000000
        PA
        USD
        322478.42000000
        0.224382424937
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2026-04-07
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAC5
        
          
          
        
        395000.00000000
        PA
        USD
        395246.88000000
        0.275015157241
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2021-07-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        5493008K1QMSP0J8UC24
        
        000000000
        
          
          
        
        450000.00000000
        PA
        USD
        484717.50000000
        0.337269352968
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regatta VII Funding Ltd
        549300DA6HSLI0UPTQ25
        
        75888AAQ9
        
          
        
        1094329.48000000
        PA
        USD
        1094668.72000000
        0.761677081823
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-12-20
          Floating
          1.24663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        514440.07000000
        0.357950496010
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-19
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        
        48275PAG6
        
          
        
        250000.00000000
        PA
        USD
        250875.00000000
        0.174560334475
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          2.11563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT 2018-FL4 Issuer, Ltd.
        N/A
        
        05586AAE8
        
          
        
        700000.00000000
        PA
        USD
        698955.60000000
        0.486337511984
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-09-15
          Floating
          1.71463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        
        48254CAQ8
        
          
        
        350000.00000000
        PA
        USD
        349909.07000000
        0.243468836253
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.66463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Li
        549300X48KLHDDGPK024
        
        88315LAR9
        
          
        
        300000.00000000
        PA
        USD
        301499.10000000
        0.209784887852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        
        000000000
        
          
          
        
        450000.00000000
        PA
        USD
        511011.00000000
        0.355564528472
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-06-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564XBD2
        
          
        
        600000.00000000
        PA
        USD
        606923.34000000
        0.422300911733
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-25
          Floating
          3.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        
        69121KAB0
        
          
          
        
        700000.00000000
        PA
        USD
        745751.40000000
        0.518898311187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        
        65339F101
        
          
          
        
        4100.00000000
        NS
        USD
        317791.00000000
        0.221120889897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809LAG9
        
          
        
        600000.00000000
        PA
        USD
        596854.80000000
        0.415295161020
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-09-15
          Floating
          2.51463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock European CLO DAC
        635400RUFMRMBL1HMT43
        
        000000000
        
          
        
        350000.00000000
        PA
        
        411733.84000000
        0.286486883209
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-07-15
          Floating
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        
        87275QAG2
        
          
        
        200000.00000000
        PA
        USD
        200201.00000000
        0.139301060377
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2037-11-15
          Floating
          2.41563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAF7
        
          
          
        
        570000.00000000
        PA
        USD
        641076.15000000
        0.446064642423
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        N/A
        
        12565KAC1
        
          
        
        491773.81000000
        PA
        USD
        489239.01000000
        0.340415446831
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-18
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE
        549300HG8ZEWVWVSN227
        
        62547NAB5
        
          
        
        300000.00000000
        PA
        USD
        302102.28000000
        0.210204584125
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          3.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        
        70959WAJ2
        
          
          
        
        400000.00000000
        PA
        USD
        410500.00000000
        0.285628369913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        546917.65000000
        0.380548591586
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300SNYYGJ2M6QEK53
        
        92329YAL0
        
          
        
        762618.98000000
        PA
        USD
        760593.46000000
        0.529225505838
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-15
          Floating
          1.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL CORTE INGLES SA
        95980020140005374753
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        439211.68000000
        0.305606129610
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754FAK8
        
          
        
        164862.65000000
        PA
        USD
        165950.31000000
        0.115469224194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-25
          Floating
          2.55613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN LEASING GMBH
        5299004GLEUX88BSNB74
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        574485.48000000
        0.399730453571
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-08-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -34.00000000
        NC
        
        1350.15000000
        0.000939442493
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2021-06-08
            -4525801.19000000
            USD
            1350.15000000
          
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        
        000000000
        
          
          
          
        
        3200.00000000
        NS
        USD
        418944.00000000
        0.291503755919
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        OQ SAOC
        549300YK417GKI6EQ392
        
        67624L2A5
        
          
        
        700000.00000000
        PA
        USD
        709821.00000000
        0.493897722680
        Long
        DBT
        CORP
        OM
        N
        
        2
        
          2028-05-06
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        000000000
        
          
          
        
        350000.00000000
        PA
        USD
        400316.00000000
        0.278542281437
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2028-07-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDEPENDENCE ENERGY FIN
        54930061FUL6DBLFUW14
        
        45344LAA1
        
          
          
        
        300000.00000000
        PA
        USD
        301500.00000000
        0.209785514077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QAX6
        
          
        
        299393.13000000
        PA
        USD
        299826.95000000
        0.208621395821
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        
        05492QAL0
        
          
        
        600000.00000000
        PA
        USD
        593196.00000000
        0.412749345966
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-16
          Floating
          2.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORR COMM/HLDGS
        N/A
        
        877249AD4
        
          
          
        
        200000.00000000
        PA
        USD
        217000.00000000
        0.150989905654
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA BOND CO LTD
        2138002EPF6QVRZBMC58
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        143550.48000000
        0.099883287704
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-01-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABS3
        
          
          
        
        150000.00000000
        PA
        USD
        146308.50000000
        0.101802334615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        
        437076102
        
          
          
        
        1200.00000000
        NS
        USD
        388404.00000000
        0.270253840165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WBA8
        
          
          
        
        200000.00000000
        PA
        USD
        192684.00000000
        0.134070686549
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        352940.32000000
        0.245577998241
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        569150.56000000
        0.396018384136
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        
        30231G102
        
          
          
        
        4700.00000000
        NS
        USD
        269028.00000000
        0.187191301098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26208LAD0
        
          
        
        879750.00000000
        PA
        USD
        951770.21000000
        0.662247438768
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809FAC1
        
          
        
        350000.00000000
        PA
        USD
        349188.00000000
        0.242967111408
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-09-15
          Floating
          2.26463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIA CELERE DESARROLLOS
        9598003HCBBUMJ9HTD63
        
        000000000
        
          
        
        300000.00000000
        PA
        
        377486.06000000
        0.262657071821
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VB-S1 Issuer LLC
        N/A
        
        91823AAQ4
        
          
        
        300000.00000000
        PA
        USD
        315577.02000000
        0.219580389292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        02156LAF8
        
          
          
        
        350000.00000000
        PA
        USD
        350875.00000000
        0.244140936159
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BR9
        
          
          
        
        200000.00000000
        PA
        USD
        223136.00000000
        0.155259371373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        
        58733RAE2
        
          
          
        
        220000.00000000
        PA
        USD
        219829.50000000
        0.152958688779
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0TF6
        
          
        
        1250000.00000000
        PA
        USD
        1281922.25000000
        0.891969214672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Floating
          4.70613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAD2
        
          
          
        
        157000.00000000
        PA
        USD
        164750.31000000
        0.114634256974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493009ZFZYH4FRCW638
        
        35565EAE2
        
          
        
        200000.00000000
        PA
        USD
        197318.46000000
        0.137295371701
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-25
          Floating
          4.90863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        485805.68000000
        0.338026515159
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-02-03
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12913.95000000
        -0.00898560411
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1450659.53000000
            USD
            1041000.00000000
            GBP
            2021-05-24
            -12913.95000000
          
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AH2
        
          
        
        376204.49000000
        PA
        USD
        376795.96000000
        0.262176896089
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564XBE0
        
          
        
        250000.00000000
        PA
        USD
        259704.90000000
        0.180704232023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-25
          Floating
          7.60613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651XAL8
        
          
        
        750000.00000000
        PA
        USD
        735872.78000000
        0.512024707953
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-10
          Variable
          3.30301900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433YAQ0
        
          
        
        400000.00000000
        PA
        USD
        401964.40000000
        0.279689248075
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          2.86463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272BD9
        
          
          
        
        400000.00000000
        PA
        USD
        398058.29000000
        0.276971353235
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-27
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G1DC8
        
          
        
        47375.62000000
        PA
        USD
        47362.15000000
        0.032954868940
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.14999200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sage AR Funding
        635400KXGNL1GYF3BH46
        
        000000000
        
          
        
        110000.00000000
        PA
        
        153219.85000000
        0.106611293529
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2030-11-17
          Floating
          3.05090000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        279927.79000000
        0.194775440563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        110501.00000000
        0.076887260666
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565LBE5
        
          
        
        300000.00000000
        PA
        USD
        304077.90000000
        0.211579232408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          7.70613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cent CLO LP
        549300066YASG4MIU864
        
        19736RAE1
        
          
        
        350000.00000000
        PA
        USD
        351241.45000000
        0.244395914274
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-25
          Floating
          1.77575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBT8
        
          
          
        
        235000.00000000
        PA
        USD
        231181.25000000
        0.160857304730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AF8
        
          
          
        
        250000.00000000
        PA
        USD
        250132.50000000
        0.174043698507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        
        98310CAC6
        
          
          
        
        672750.00000000
        PA
        USD
        667051.81000000
        0.464138662942
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Floating
          1.86325000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -148931.47000000
        -0.10362741292
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -14120000.00000000
            EUR
            16845738.92000000
            USD
            2021-06-22
            -148931.47000000
          
        
        
          N
          N
          N
        
      
      
        KFC HLD/PIZZA HUT/TACO
        N/A
        
        48250NAC9
        
          
          
        
        50000.00000000
        PA
        USD
        52687.50000000
        0.036660279512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KDY2
        
          
        
        200000.00000000
        PA
        USD
        203001.34000000
        0.141249553798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        
        35565KAH1
        
          
        
        200000.00000000
        PA
        USD
        202137.82000000
        0.140648711387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          1.95613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VA4
        
          
        
        1400000.00000000
        PA
        USD
        1438932.60000000
        1.001217960908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          3.85613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67181DAE1
        
          
        
        500000.00000000
        PA
        USD
        515262.90000000
        0.358523026075
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565MBD5
        
          
        
        500000.00000000
        PA
        USD
        535323.00000000
        0.372480964353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          5.85613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QBH4
        
          
          
        
        400000.00000000
        PA
        USD
        416360.00000000
        0.289705793171
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-01-18
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac Structured Pass-Th
        N/A
        
        59319WAD3
        
          
        
        300000.00000000
        PA
        USD
        306671.10000000
        0.213383596571
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2035-07-15
          Floating
          4.61463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -4.00000000
        NC
        
        7973.47000000
        0.005547988401
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
                
                  
                  
                  
                
              
            
            2021-06-08
            -815203.98000000
            USD
            7973.47000000
          
        
        
          N
          N
          N
        
      
      
        Dryden Leveraged Loan CDO
        724500KTHDV97HHXFN68
        
        000000000
        
          
        
        1300000.00000000
        PA
        
        1564558.26000000
        1.088629051006
        Long
        ABS-CBDO
        CORP
        NL
        N
        
        2
        
          2031-10-15
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        
        682413AG4
        
          
        
        400000.00000000
        PA
        USD
        399801.96000000
        0.278184609312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock European CLO DAC
        635400I5HNBLHUNUTO41
        
        000000000
        
          
        
        1050000.00000000
        PA
        
        1261481.37000000
        0.877746327379
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-04-15
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        120934.33000000
        0.084146834456
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2026-03-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        211848.40000000
        0.147405391378
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-05-29
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q-PARK HOLDING BV
        2549003839B7HE3NDP48
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        509232.34000000
        0.354326926142
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE STORAGE LP
        X0MIGH67XZCB7HL1A534
        
        53227JAC8
        
          
          
        
        300000.00000000
        PA
        USD
        289941.85000000
        0.201743283764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        
        90290MAC5
        
          
          
        
        520000.00000000
        PA
        USD
        552991.24000000
        0.384774632052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wingstop Funding LLC
        N/A
        
        974153AB4
        
          
        
        550000.00000000
        PA
        USD
        561514.36000000
        0.390705070230
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-05
          Fixed
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67190AAC0
        
          
        
        300000.00000000
        PA
        USD
        305982.30000000
        0.212904325386
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-01-20
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        
        36259BAA5
        
          
        
        400000.00000000
        PA
        USD
        401399.60000000
        0.279296256837
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2036-02-22
          Floating
          1.41375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
          
        
        1600.00000000
        NS
        USD
        403488.00000000
        0.280749378123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO DAVIVIENDA SA
        549300P161V4IPKAQS70
        
        059501AD8
        
          
          
        
        200000.00000000
        PA
        USD
        204520.00000000
        0.142306246564
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          N/A
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACALA INVESTMENT CORP
        549300XTM341KBSTDI88
        
        873412AA8
        
          
        
        490874.62980000
        PA
        USD
        489750.53000000
        0.340771365525
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-05
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT 2018-FL4 Issuer, Ltd.
        N/A
        
        05586AAG3
        
          
        
        550000.00000000
        PA
        USD
        548493.00000000
        0.381644729595
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-09-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -46.00000000
        NC
        
        15658.30000000
        0.010895139353
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-06-08
            -7479280.27000000
            USD
            15658.30000000
          
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        
        92826C839
        
          
          
        
        1700.00000000
        NS
        USD
        397052.00000000
        0.276271170598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        244657.87000000
        0.170234418013
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBC9
        
          
          
        
        300000.00000000
        PA
        USD
        326962.42000000
        0.227502419116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VB-S1 Issuer LLC
        N/A
        
        91823AAN1
        
          
        
        400000.00000000
        PA
        USD
        422273.80000000
        0.293820650794
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        
        46591HBU3
        
          
        
        550000.00000000
        PA
        USD
        550328.24000000
        0.382921700629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          2.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300TCRXCIFPAC3B85
        
        35565JAH4
        
          
        
        383388.74000000
        PA
        USD
        385891.19000000
        0.268505411848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-25
          Floating
          2.00613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        
        81720TAA3
        
          
          
        
        308000.00000000
        PA
        USD
        308178.64000000
        0.214432551973
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2021-05-13
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PEF1
        
          
          
        
        150000.00000000
        PA
        USD
        157350.00000000
        0.109485076749
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        549300VJPG28RMYCYW83
        
        81882EAL6
        
          
        
        781734.75000000
        PA
        USD
        780843.57000000
        0.543315654217
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          1.10825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        437755.76000000
        0.304593091714
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2028-03-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AK5
        
          
        
        752408.98000000
        PA
        USD
        753398.40000000
        0.524219139798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.41500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397YQ0
        
          
          
        
        350000.00000000
        PA
        USD
        356063.75000000
        0.247751299629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-03
          Fixed
          2.97900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        
        90290MAD3
        
          
          
        
        400000.00000000
        PA
        USD
        404000.00000000
        0.281105630803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        515687.83000000
        0.358818694925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754WAB1
        
          
        
        200000.00000000
        PA
        USD
        201517.00000000
        0.140216741095
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYTEX ENERGY CORP
        549300R5LTV2H7I1I079
        
        07317QAG0
        
          
          
        
        200000.00000000
        PA
        USD
        187375.00000000
        0.130376652405
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Froneri Lux Finco Sarl
        N/A
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        297932.58000000
        0.207303281777
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2027-01-29
          Floating
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        
        87342RAD6
        
          
        
        1221875.00000000
        PA
        USD
        1229980.19000000
        0.855827616797
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-25
          Fixed
          4.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AJ8
        
          
        
        611332.29000000
        PA
        USD
        612350.46000000
        0.426077134483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67181DAA9
        
          
        
        694913.62000000
        PA
        USD
        703280.80000000
        0.489347012168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        207971.84000000
        0.144708057605
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        
        20825C104
        
          
          
        
        3700.00000000
        NS
        USD
        189218.00000000
        0.131659022894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        
        162665AN3
        
          
        
        546756.02000000
        PA
        USD
        528929.15000000
        0.368032085052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        
        91116KAB1
        
          
          
        
        400000.00000000
        PA
        USD
        400270.00000000
        0.278510274361
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-22
          Floating
          3.61120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493005RYHNVNU6C8029
        
        67109WAL2
        
          
        
        700000.00000000
        PA
        USD
        700784.70000000
        0.487610210770
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-30
          Floating
          1.78550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zaxby's Operating Company LP
        549300M5VMOK30PH8L05
        
        98919DAC9
        
          
          
        
        300000.00000000
        PA
        USD
        300787.50000000
        0.209289752290
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-28
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55820JAW0
        
          
        
        300000.00000000
        PA
        USD
        300284.40000000
        0.208939692283
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          5.90375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300K0XW5MBR2WNZ55
        
        35565GAE7
        
          
        
        200000.00000000
        PA
        USD
        199023.06000000
        0.138481442638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-25
          Floating
          5.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        
        907818108
        
          
          
        
        1800.00000000
        NS
        USD
        399762.00000000
        0.278156804904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -24.00000000
        NC
        USD
        6341.08000000
        0.004412161617
        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
            -3175091.08000000
            USD
            6341.08000000
          
        
        
          N
          N
          N
        
      
      
        CHCP 2021-FL1 Ltd.
        N/A
        
        12546JAJ3
        
          
        
        350000.00000000
        PA
        USD
        351443.40000000
        0.244536432299
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2038-02-15
          Floating
          3.11563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300RWLR7W4OBRM426
        
        35564RAK0
        
          
        
        498734.76000000
        PA
        USD
        499142.08000000
        0.347306062522
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          1.50613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        
        58933Y105
        
          
          
        
        4300.00000000
        NS
        USD
        320350.00000000
        0.222901457495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAV3
        
          
          
        
        250000.00000000
        PA
        USD
        251251.25000000
        0.174822131488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palisades Center Trust
        N/A
        
        69640GAG0
        
          
        
        900000.00000000
        PA
        USD
        648000.00000000
        0.450882298913
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-13
          Fixed
          3.35652100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VC0
        
          
          
        
        1284822.87000000
        PA
        USD
        1287315.94000000
        0.895722176627
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          1.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer L
        549300NX9W3U2DO53T22
        
        72703PAA1
        
          
        
        321750.00000000
        PA
        USD
        323825.77000000
        0.225319919174
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.26200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300RWLR7W4OBRM426
        
        35564RBF0
        
          
        
        675000.00000000
        PA
        USD
        674370.09000000
        0.469230766199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          2.35613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0LF4
        
          
        
        298191.20000000
        PA
        USD
        320353.72000000
        0.222904045893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-03-25
          Floating
          9.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        
        260003108
        
          
          
        
        2000.00000000
        NS
        USD
        298380.00000000
        0.207614599305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CORP FINANCIERA DE DESAR
        254900BOM7T4MG6T0J30
        
        21987DAE4
        
          
          
        
        400000.00000000
        PA
        USD
        384134.00000000
        0.267282748473
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2027-09-28
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        
        00489TAJ5
        
          
        
        200000.00000000
        PA
        USD
        200500.00000000
        0.139509106376
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2037-12-18
          Floating
          2.71500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        635400D83G3EFSRXKA15
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        598973.57000000
        0.416769413934
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2029-09-21
          Floating
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397ZU0
        
          
          
        
        350000.00000000
        PA
        USD
        358674.75000000
        0.249568049139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR S&P Bank ETF
        549300WRV3OCU6OV1X49
        
        78464A797
        
          
          
        
        40000.00000000
        NS
        USD
        2145200.00000000
        1.492643067327
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG 2006
        549300EFD6S2NFE9D745
        
        30251GAW7
        
          
          
        
        250000.00000000
        PA
        USD
        273295.00000000
        0.190160305372
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        5493006ZPBFJJGSXB826
        
        69689ABA7
        
          
        
        950000.00000000
        PA
        USD
        938896.40000000
        0.653289764310
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-05-21
          Floating
          3.33238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAQ2
        
          
          
        
        300000.00000000
        PA
        USD
        384075.00000000
        0.267241695918
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-05-23
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSE FINANCE SARL
        894500G58U7EW07EK366
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        430049.03000000
        0.299230702610
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - STACR
        N/A
        
        35565RAH6
        
          
        
        300000.00000000
        PA
        USD
        303623.64000000
        0.211263155567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-25
          Floating
          3.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHRIVER MIDSTREAM FIN
        549300SOLNLY3BL6GF18
        
        66679NAA8
        
          
          
        
        300000.00000000
        PA
        USD
        309750.00000000
        0.215525913716
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        549300Z5THZ1JXIHVK60
        
        20754PAC4
        
          
        
        1391570.22000000
        PA
        USD
        1385577.70000000
        0.964093300460
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-11-25
          Floating
          2.25613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        549300HVW4WNWYBXN830
        
        44988LAF4
        
          
          
        
        545780.04540000
        PA
        USD
        542483.53000000
        0.377463304211
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-05
          Floating
          2.95287900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        
        78410GAE4
        
          
          
        
        150000.00000000
        PA
        USD
        143883.32000000
        0.100114879779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756BT6
        
          
          
        
        1650000.00000000
        PA
        
        318363.23000000
        0.221519050974
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2024-01-05
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marble Point CLO XVIII Ltd
        N/A
        
        566076AL9
        
          
        
        700000.00000000
        PA
        USD
        701546.30000000
        0.488140136632
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          5.59375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        
        46591HBV1
        
          
        
        550000.00000000
        PA
        USD
        550388.63000000
        0.382963720354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754WAC9
        
          
        
        350000.00000000
        PA
        USD
        342914.95000000
        0.238602285474
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          3.10613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco QQQ Trust Series 1
        549300VY6FEJBCIMET58
        
        46090E103
        
          
          
        
        16000.00000000
        NS
        USD
        5407840.00000000
        3.762807610114
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        2.00000000
        NC
        USD
        -2694.24000000
        -0.00187466840
        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
            317194.24000000
            USD
            -2694.24000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397A29
        
          
          
        
        200000.00000000
        PA
        USD
        204041.12000000
        0.141973038979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-09
          Fixed
          3.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        
        038779AB0
        
          
        
        398000.00000000
        PA
        USD
        411494.27000000
        0.286320188961
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        448224.00000000
        0.311876956092
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2030-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BRF GMBH
        5299002S6DY5RA2IOQ11
        
        000000000
        
          
          
        
        350000.00000000
        PA
        USD
        362271.00000000
        0.252070341527
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-09-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565ABD1
        
          
        
        200000.00000000
        PA
        USD
        201197.88000000
        0.139994695479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-25
          Floating
          2.80613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007222WHFWMBOC78
        
        35563KAH3
        
          
          
        
        532016.44000000
        PA
        USD
        543635.79000000
        0.378265053652
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Floating
          2.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        
        92340LAG4
        
          
          
        
        200000.00000000
        PA
        USD
        206448.17000000
        0.143647878851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1MDB GLOBAL INVESTMENTS
        N/A
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        1007716.58000000
        0.701175259634
        Long
        DBT
        NUSS
        VG
        
        N
        
        2
        
          2023-03-09
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46643BAG6
        
          
        
        40246.79000000
        PA
        USD
        40706.50000000
        0.028323827624
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-09-25
          Variable
          2.44949700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        
        291011104
        
          
          
        
        3100.00000000
        NS
        USD
        280519.00000000
        0.195186808038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon CRE Issuer Ltd
        N/A
        
        565780AC7
        
          
        
        250000.00000000
        PA
        USD
        250193.00000000
        0.174085794771
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-06-15
          Floating
          1.66563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATOIRE EIMER SELAS
        969500TT1QA8ZM7NBE86
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122427.52000000
        0.085185805042
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        
        48275PAE1
        
          
        
        250000.00000000
        PA
        USD
        250875.00000000
        0.174560334475
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          1.71563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        414942.35000000
        0.288719383772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300261OAC6YQ54P29
        
        09628BAS7
        
          
        
        500000.00000000
        PA
        USD
        482954.00000000
        0.336042299057
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-18
          Floating
          2.93975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        
        000000000
        
          
          
        
        450000.00000000
        PA
        
        571709.55000000
        0.397798944775
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-07-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC Unlimited Liability Company
        549300RHSHNRWI5LLA86
        
        000000000
        
          
          
        
        543125.00000000
        PA
        USD
        535868.85000000
        0.372860770067
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-19
          Floating
          1.86325000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        
        836205AQ7
        
          
          
        
        100000.00000000
        PA
        USD
        107029.20000000
        0.074471561337
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2024-01-17
          Fixed
          4.66500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        
        828806109
        
          
          
        
        2500.00000000
        NS
        USD
        304350.00000000
        0.211768561225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61767YBA7
        
          
        
        3939445.81000000
        PA
        USD
        179894.40000000
        0.125171605916
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Variable
          0.98803200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        54930047IR7X5WWFY307
        
        35563MAH9
        
          
        
        361959.97000000
        PA
        USD
        366412.58000000
        0.254952077810
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          2.45613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55818MBG1
        
          
        
        250000.00000000
        PA
        USD
        247649.50000000
        0.172316012167
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-19
          Floating
          3.03975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        
        12510HAG5
        
          
        
        800000.00000000
        PA
        USD
        826161.20000000
        0.574847933840
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAJ5
        
          
          
        
        950000.00000000
        PA
        USD
        952876.70000000
        0.663017341167
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        998.37000000
        0.000694671853
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -366096.14000000
            USD
            305000.00000000
            EUR
            2021-06-22
            998.37000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        522772.36000000
        0.363748153526
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-04-19
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEREGA SASU
        969500D9BIKJL7H9TB80
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        239713.02000000
        0.166793761631
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-27
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        
        35564TAH3
        
          
        
        260253.68000000
        PA
        USD
        263930.54000000
        0.183644457760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.15613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        
        12513GBA6
        
          
          
        
        305000.00000000
        PA
        USD
        337215.63000000
        0.234636664326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        407111.91000000
        0.283270916505
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT 2018-FL4 Issuer, Ltd.
        N/A
        
        05586AAC2
        
          
        
        850000.00000000
        PA
        USD
        850479.40000000
        0.591768683719
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-09-15
          Floating
          1.41463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        549300Z33CTC4YAKLT16
        
        06761CAG4
        
          
        
        370000.00000000
        PA
        USD
        373186.44000000
        0.259665370355
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-20
          Floating
          3.43825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        
        05601GAJ5
        
          
        
        400000.00000000
        PA
        USD
        400775.60000000
        0.278862073883
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2037-02-15
          Floating
          2.71463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809FAE7
        
          
        
        500000.00000000
        PA
        USD
        498477.50000000
        0.346843643759
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-09-15
          Floating
          2.76463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0UD9
        
          
          
        
        780747.53000000
        PA
        USD
        789466.92000000
        0.549315833033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-09-25
          Floating
          2.40613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L.A. Arena Funding, LLC
        N/A
        
        501673AA5
        
          
        
        48180.16000000
        PA
        USD
        48183.66000000
        0.033526480541
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          7.65600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        
        85207UAF2
        
          
          
        
        300000.00000000
        PA
        USD
        342375.00000000
        0.238226585016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DCE3
        
          
          
        
        30000.00000000
        PA
        USD
        31694.55000000
        0.022053258591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3524.71000000
        -0.00245251442
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-04-28
            0.00000000
            USD
            0.00000000
            USD
            33612000.00000000
            USD
            -3524.71000000
          
        
        
          N
          N
          N
        
      
      
        VERISURE MIDHOLDING AB
        549300496LYEZ55X1M49
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        434795.94000000
        0.302533631150
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        
        460599AF0
        
          
          
        
        300000.00000000
        PA
        USD
        309498.00000000
        0.215350570600
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        623910.64000000
        0.434120777283
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-08-03
          Fixed
          1.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Financial Services Trust
        N/A
        
        53218CAN0
        
          
        
        550000.00000000
        PA
        USD
        551662.21000000
        0.383849884981
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          3.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95001CAG7
        
          
        
        400000.00000000
        PA
        USD
        396360.96000000
        0.275790340808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-15
          Floating
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP II
        549300WUTLLKJDQKPE21
        
        30313RAA7
        
          
          
        
        350000.00000000
        PA
        USD
        361885.34000000
        0.251801996978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -25828.52000000
        -0.01797163962
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-04-28
            0.00000000
            USD
            0.00000000
            USD
            -34567000.00000000
            USD
            25828.52000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753MAE8
        
          
        
        550000.00000000
        PA
        USD
        568522.46000000
        0.395581348377
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-25
          Floating
          4.20613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems US Holdings Inc
        549300NZ43V4QV4UGN28
        
        90347BAH1
        
          
          
        
        591304.05000000
        PA
        USD
        588255.88000000
        0.409311980746
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-01
          Floating
          1.95250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        
        90932VAA3
        
          
          
        
        291150.00000000
        PA
        USD
        307784.13000000
        0.214158049542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        
        000000000
        
          
          
        
        550000.00000000
        PA
        USD
        605687.50000000
        0.421441006825
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2026-05-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        
        26614N102
        
          
          
        
        5600.00000000
        NS
        USD
        431816.00000000
        0.300460170968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        
        00489TAG1
        
          
        
        100000.00000000
        PA
        USD
        99876.00000000
        0.069494321738
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2037-12-18
          Floating
          1.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        
        60937LAB1
        
          
          
        
        390000.00000000
        PA
        USD
        411448.65000000
        0.286288446291
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2023-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VB2
        
          
        
        967754.69000000
        PA
        USD
        1107650.99000000
        0.770710223402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-05-25
          Floating
          11.85613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -25.00000000
        NC
        USD
        67537.49000000
        0.046992991904
        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
            -3706209.49000000
            USD
            67537.49000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DCG8
        
          
          
        
        170000.00000000
        PA
        USD
        181475.00000000
        0.126271396906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        
        36259BAC1
        
          
        
        500000.00000000
        PA
        USD
        501447.00000000
        0.348909839726
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2036-02-22
          Floating
          1.71375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        
        03846JX47
        
          
          
        
        400000.00000000
        PA
        USD
        423696.80000000
        0.294810782756
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-05-29
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTAN 2021-MHC
        N/A
        
        87303TAN7
        
          
        
        300000.00000000
        PA
        USD
        300000.00000000
        0.208741805052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0TH2
        
          
        
        812930.27000000
        PA
        USD
        813618.01000000
        0.566120306768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-07-25
          Floating
          1.90613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSNET SOC LTD
        378900B07CD6F01EA796
        
        000000000
        
          
          
        
        550000.00000000
        PA
        USD
        562426.70000000
        0.391339881892
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2022-07-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LL
        N/A
        
        25755TAL4
        
          
        
        493750.00000000
        PA
        USD
        525181.43000000
        0.365424398927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-10-25
          Fixed
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS SHEET INGOT GMBH
        9845005E95899E77AY49
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        495704.51000000
        0.344914180633
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InTown Hotel Portfolio Trust
        N/A
        
        46117MAQ7
        
          
        
        450000.00000000
        PA
        USD
        452582.55000000
        0.314909661407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          3.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP
        549300TYRSI1T21B1360
        
        302635AC1
        
          
          
        
        600000.00000000
        PA
        USD
        620745.48000000
        0.431918439910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2018-GW
        N/A
        
        12433UAQ8
        
          
        
        700000.00000000
        PA
        USD
        699112.96000000
        0.486447004019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Floating
          2.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        
        682413AJ8
        
          
        
        300000.00000000
        PA
        USD
        299809.50000000
        0.208609254006
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock European CLO DAC
        635400RUFMRMBL1HMT43
        
        000000000
        
          
        
        250000.00000000
        PA
        
        297814.76000000
        0.207221301912
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-07-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        
        48254CAS4
        
          
        
        400000.00000000
        PA
        USD
        399917.52000000
        0.278265016656
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          2.16463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock European CLO DAC
        549300GMSDNM79W78J92
        
        000000000
        
          
        
        500000.00000000
        PA
        
        595371.63000000
        0.414263162410
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-07-16
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding
        5493006GMMSBMRMTK635
        
        40538KAN2
        
          
        
        500000.00000000
        PA
        USD
        500096.50000000
        0.347970153701
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-25
          Floating
          1.82575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        
        71675CAE8
        
          
        
        350000.00000000
        PA
        USD
        347383.75000000
        0.241711703402
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2061-04-28
          Fixed
          3.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAD3
        
          
          
        
        250000.00000000
        PA
        USD
        247845.00000000
        0.172452042244
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        
        74445PAE2
        
          
          
        
        400000.00000000
        PA
        USD
        435312.00000000
        0.302892708803
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        
        577081BE1
        
          
          
        
        400000.00000000
        PA
        USD
        414588.00000000
        0.288472824910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        
        09247X101
        
          
          
        
        500.00000000
        NS
        USD
        409650.00000000
        0.285036934798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Payden Cash Reserves Money Market Fund
        549300SI0EB26HO5RT16
        
        704329598
        
          
          
        
        2124110.37000000
        NS
        USD
        2124110.37000000
        1.477968775880
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        
        000000000
        
          
          
        
        600000.00000000
        PA
        USD
        645483.60000000
        0.449131372652
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2023-07-12
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61772BAA1
        
          
          
        
        300000.00000000
        PA
        USD
        300796.46000000
        0.209295986712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Fixed
          0.73100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566AAH2
        
          
        
        400000.00000000
        PA
        USD
        407031.24000000
        0.283214785834
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES ANDRES BV
        7245003VZ59682IZLJ86
        
        00109YAA3
        
          
          
        
        700000.00000000
        PA
        USD
        700000.00000000
        0.487064211788
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-04
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5282.28000000
        0.003675442206
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -946000.00000000
            GBP
            1311951.71000000
            USD
            2021-06-22
            5282.28000000
          
        
        
          N
          N
          N
        
      
      
        Grifols Worldwide Operations Limited
        959800HSSNXWRKBK4N60
        
        39843PAH6
        
          
          
        
        276500.00000000
        PA
        
        332019.89000000
        0.231021437172
        Long
        LON
        CORP
        ES
        N
        
        2
        
          2027-11-15
          Floating
          2.43375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystone Commercial Real Esta
        N/A
        
        39809FAA5
        
          
        
        800000.00000000
        PA
        USD
        798752.00000000
        0.555776447563
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2028-09-15
          Floating
          1.66463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONERI US INC
        N/A
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        202501.00000000
        0.140901414216
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-01-31
          Floating
          5.86010000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-22
      PAYDEN & RYGEL INVESTMENT GROUP
      Sandi Brents
      Sandi Brents
      Compliance Officer