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          0000949512
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        S000004632
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      Prudential Investment Portfolios, Inc.
      811-07343
      0000949512
      549300S6JOKI32QVXJ96
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-800-225-1852
      PGIM Balanced Fund
      S000004632
      171I2Q1YD2BBYL0Q2268
      2022-09-30
      2022-03-31
      N
    
    
      1106344386.35
      16803576.33
      1089540810.02
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      5205970.97000000
      7455791.69000000
      0.00000000
      2807133.92000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAD1
        
          
          
        
        285000.00000000
        PA
        USD
        286985.88000000
        0.026340076237
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2023-03-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-A1
        161630AE8
        
          
        
        18718.84000000
        PA
        USD
        18668.33000000
        0.001713412643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.32557100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390F6E4
        
          
        
        8814.89000000
        PA
        USD
        9541.54000000
        0.000875739569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
          
        
        30000.00000000
        PA
        USD
        29450.91000000
        0.002703057079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GungHo Online Entertainment In
        529900TH7FB4RV6F5S47
        GungHo Online Entertainment Inc
        000000000
        
          
          
          
        
        12000.00000000
        NS
        
        255347.49000000
        0.023436248339
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2015-NXS2
        94989MAD1
        
          
        
        800000.00000000
        PA
        USD
        799100.24000000
        0.073342846146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-07-15
          Fixed
          3.49800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bioventus Inc
        N/A
        Bioventus Inc
        09075A108
        
          
          
        
        1700.00000000
        NS
        USD
        23970.00000000
        0.002200009378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900L82OLW9QTLJ788
        Eagle RE 2019-1 Ltd
        269822AC6
        
          
        
        200000.00000000
        PA
        USD
        200196.70000000
        0.018374410408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-04-25
          Floating
          3.75657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROV ST JOSEPH HLTH OBL
        N/A
        Providence St Joseph Health Obligated Group
        743820AA0
        
          
          
        
        190000.00000000
        PA
        USD
        179804.29000000
        0.016502758625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          2.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organogenesis Holdings Inc
        549300RLC2O821TU6941
        Organogenesis Holdings Inc
        68621F102
        
          
          
        
        17800.00000000
        NS
        USD
        135636.00000000
        0.012448914143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCY3
        
          
          
        
        430000.00000000
        PA
        USD
        463410.58000000
        0.042532650061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -900.97000000
        -0.00008269263
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -124000.00000000
            USD
            40987344.00000000
            HUF
            2022-04-19
            -900.97000000
          
        
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
          
          
        
        15794.00000000
        NS
        
        772118.13000000
        0.070866379937
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
          
          
        
        4309.00000000
        NS
        
        539063.15000000
        0.049476177949
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R02
        20754BAF8
        
          
        
        100000.00000000
        PA
        USD
        94362.73000000
        0.008660779764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          4.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        375000.00000000
        PA
        USD
        343897.94000000
        0.031563566672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNS HOPKINS UNIVERSITY
        549300Z1XKWYKTIOM958
        Johns Hopkins University
        478115AF5
        
          
          
        
        100000.00000000
        PA
        USD
        82391.42000000
        0.007562031568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-01
          Fixed
          2.81300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
          
        
        108320.00000000
        NS
        USD
        5249187.20000000
        0.481779769213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEP9
        
          
          
        
        440000.00000000
        PA
        USD
        436039.16000000
        0.040020452285
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAD5
        
          
          
        
        140000.00000000
        PA
        USD
        150781.32000000
        0.013838978642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18622.85000000
        0.001709238408
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -49185248.00000000
            TWD
            1742304.22000000
            USD
            2022-06-15
            18622.85000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TAH2
        
          
          
        
        948115.26000000
        PA
        USD
        946975.06000000
        0.086915061032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerevel Therapeutics Holdings
        N/A
        Cerevel Therapeutics Holdings Inc
        15678U128
        
          
          
        
        2300.00000000
        NS
        USD
        80523.00000000
        0.007390544645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Earthstone Energy Inc
        54930081UTV7CK45XG14
        Earthstone Energy Inc
        27032D304
        
          
          
        
        9700.00000000
        NS
        USD
        122511.00000000
        0.011244278220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryman Hospitality Properties I
        529900GCCWW9SRMPJR11
        Ryman Hospitality Properties Inc
        78377T107
        
          
          
        
        1900.00000000
        NS
        USD
        176263.00000000
        0.016177732708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
          
          
        
        6031.00000000
        NS
        
        112940.45000000
        0.010365876060
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAM8
        
          
          
        
        350000.00000000
        PA
        USD
        365767.26000000
        0.033570771891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-30
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standex International Corp
        RCX52GR0JW2LRRMH9Z54
        Standex International Corp
        854231107
        
          
          
        
        1300.00000000
        NS
        USD
        129896.00000000
        0.011922086699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimamura Co Ltd
        N/A
        Shimamura Co Ltd
        000000000
        
          
          
          
        
        5200.00000000
        NS
        
        462534.19000000
        0.042452213422
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        Teachers Insurance & Annuity Association of America
        878091BF3
        
          
          
        
        240000.00000000
        PA
        USD
        253637.34000000
        0.023279287720
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2047-05-15
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSCO SHIPPING Holdings Co Ltd
        3003009XI0QGYYA29S17
        COSCO SHIPPING Holdings Co Ltd
        000000000
        
          
          
          
        
        82950.00000000
        NS
        
        143199.32000000
        0.013143089151
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAR0
        
          
          
        
        318000.00000000
        PA
        USD
        358631.38000000
        0.032915828090
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-06-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        700000.00000000
        PA
        
        849506.66000000
        0.077969237332
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F030645
        
          
        
        1500000.00000000
        PA
        USD
        1467187.50000000
        0.134661087176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452151LF8
        
          
          
        
        100000.00000000
        PA
        USD
        106230.45000000
        0.009750020285
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CY4
        
          
          
        
        90000.00000000
        PA
        USD
        98249.77000000
        0.009017539232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-2 Ltd
        75049GAA7
        
          
        
        240000.00000000
        PA
        USD
        238210.30000000
        0.021863366457
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Floating
          1.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        99254.47000000
        0.009109752391
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nan Ya Printed Circuit Board C
        N/A
        Nan Ya Printed Circuit Board Corp
        000000000
        
          
          
          
        
        3000.00000000
        NS
        
        54534.55000000
        0.005005278324
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
        5493003GCX71N8988W38
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        439.82000000
        0.000040367464
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
              5493003GCX71N8988W38
            
            -197000.00000000
            USD
            240011798.00000000
            KRW
            2022-06-15
            439.82000000
          
        
        
          N
          N
          N
        
      
      
        CommVault Systems Inc
        65T5VRP62VXG39YFML83
        CommVault Systems Inc
        204166102
        
          
          
        
        1500.00000000
        NS
        USD
        99525.00000000
        0.009134582117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAF5
        
          
          
        
        315000.00000000
        PA
        USD
        327288.26000000
        0.030039100600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shockwave Medical Inc
        549300LDXO56IC5Y1538
        Shockwave Medical Inc
        82489T104
        
          
          
        
        1300.00000000
        NS
        USD
        269568.00000000
        0.024741432126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ormat Technologies Inc
        5493000TSHHWY24VHM09
        Ormat Technologies Inc
        686688102
        
          
          
        
        1400.00000000
        NS
        USD
        114562.00000000
        0.010514704813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        Burlington Northern Santa Fe LLC
        12189TAJ3
        
          
          
        
        135000.00000000
        PA
        USD
        159025.53000000
        0.014595646949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868BZ8
        
          
          
        
        70000.00000000
        PA
        USD
        70187.45000000
        0.006441929421
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-01-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404C4Z0
        
          
        
        5734.34000000
        PA
        USD
        6155.83000000
        0.000564993063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SYR2
        
          
        
        124296.12000000
        PA
        USD
        123814.38000000
        0.011363904762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XUX0
        
          
        
        122769.36000000
        PA
        USD
        124192.51000000
        0.011398610208
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2030-05-25
          Floating
          2.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST WTR DEV AUTH WTR POLL
        N/A
        Ohio Water Development Authority Water Pollution Control Loan Fund
        67766WQG0
        
          
        
        45000.00000000
        PA
        USD
        49231.77000000
        0.004518579712
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-12-01
          Fixed
          4.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6800.11000000
        0.000624126231
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -276000.00000000
            USD
            225431280.00000000
            CLP
            2022-06-15
            6800.11000000
          
        
        
          N
          N
          N
        
      
      
        Towne Bank/Portsmouth VA
        54930039UO39UJGI7078
        Towne Bank/Portsmouth VA
        89214P109
        
          
          
        
        1400.00000000
        NS
        USD
        41916.00000000
        0.003847125285
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
          
        
        194200.00000000
        NS
        USD
        3283922.00000000
        0.301404221833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
          
        
        110000.00000000
        PA
        USD
        124996.72000000
        0.011472422037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&G FOODS INC
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508WAB1
        
          
          
        
        325000.00000000
        PA
        USD
        310396.96000000
        0.028488786940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -2964.56000000
        -0.00027209260
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            92.50000000
            USD
            2022-05-18
            XXXX
            1897.44000000
          
        
        
          N
          N
          N
        
      
      
        Coca-Cola Consolidated Inc
        57VG5X0E00X0QJU7CQ58
        Coca-Cola Consolidated Inc
        191098102
        
          
          
        
        110.00000000
        NS
        USD
        54653.50000000
        0.005016195767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGK4
        
          
          
        
        480000.00000000
        PA
        USD
        451750.97000000
        0.041462510247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Infosys Ltd
        335800TYLGG93MM7PR89
        Infosys Ltd
        000000000
        
          
          
          
        
        44885.00000000
        NS
        
        1126211.90000000
        0.103365738083
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        11600.00000000
        NS
        USD
        4145608.00000000
        0.380491300727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
          
        
        26924.00000000
        NS
        USD
        3670279.68000000
        0.336864819219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
          
        
        345000.00000000
        PA
        USD
        346064.09000000
        0.031762379785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BP8
        
          
          
        
        200000.00000000
        PA
        USD
        186534.79000000
        0.017120495926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARKEL CORPORATION
        549300SCNO12JLWIK605
        Markel Corp
        570535AP9
        
          
          
        
        25000.00000000
        PA
        USD
        26999.74000000
        0.002478084322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4430000.00000000
        OU
        Other
        USD
        10510.42000000
        0.000964665105
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4430000.00000000
            USD
            75.00000000
            USD
            2022-06-15
            XXXX
            -6545.08000000
          
        
        
          N
          N
          N
        
      
      
        Origin Bancorp Inc
        54930055DO2Z4KO3NB45
        Origin Bancorp Inc
        68621T102
        
          
          
        
        800.00000000
        NS
        USD
        33832.00000000
        0.003105161338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
          
        
        400000.00000000
        PA
        USD
        374375.51000000
        0.034360852439
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evo Payments Inc
        549300Z5UL344C8KEC55
        Evo Payments Inc
        26927E104
        
          
          
        
        5800.00000000
        NS
        USD
        133922.00000000
        0.012291600164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SITC International Holdings Co
        529900JUV4MOM9CE3V12
        SITC International Holdings Co Ltd
        000000000
        
          
          
          
        
        15000.00000000
        NS
        
        52656.20000000
        0.004832880009
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
          
          
        
        6620.00000000
        NS
        
        65517.11000000
        0.006013277281
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
          
        
        75000.00000000
        PA
        USD
        58443.32000000
        0.005364032210
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        USD
        132000.00000000
        0.012115195574
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-02-01
          Fixed
          8.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LG Innotek Co Ltd
        988400KTHH2LMUX7EB48
        LG Innotek Co Ltd
        000000000
        
          
          
          
        
        336.00000000
        NS
        
        106260.93000000
        0.009752817794
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        LendingClub Corp
        549300YC50YO7Y1OJR92
        LendingClub Corp
        52603A208
        
          
          
        
        8300.00000000
        NS
        USD
        130974.00000000
        0.012021027463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONWEALTH EDISON CO
        D8YOXB8L2ZDC8P7Q0771
        Commonwealth Edison Co
        202795JL5
        
          
          
        
        754000.00000000
        PA
        USD
        748115.35000000
        0.068663361952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visteon Corp
        549300MOVLYHRW4GGW78
        Visteon Corp
        92839U206
        
          
          
        
        1300.00000000
        NS
        USD
        141869.00000000
        0.013020990007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292JAL4
        
          
          
        
        7539.24000000
        PA
        USD
        8165.99000000
        0.000749489135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL INTL FINANCE LTD
        5493007V023VOEW4FK27
        Digicel International Finance Ltd
        000000000
        
          
          
        
        347416.64000000
        PA
        USD
        330045.81000000
        0.030292193460
        Long
        LON
        CORP
        LC
        
        N
        
        2
        
          2024-05-27
          Floating
          3.56660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-2 Ltd
        75049GAB5
        
          
        
        300000.00000000
        PA
        USD
        290965.05000000
        0.026705291561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2020-1 LLC
        68377AAA7
        
          
        
        2614.99000000
        PA
        USD
        2615.10000000
        0.000240018545
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAJ1
        
          
          
        
        250000.00000000
        PA
        USD
        219667.62000000
        0.020161486194
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-20
          Fixed
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBP5
        
          
          
        
        166000.00000000
        PA
        USD
        146352.13000000
        0.013432459679
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHAANXI COAL INDUSTRY CO LTD
        N/A
        SHAANXI COAL INDUSTRY CO LTD
        000000000
        
          
          
          
        
        85900.00000000
        NS
        
        222006.50000000
        0.020376152775
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
          
        
        35400.00000000
        NS
        USD
        5409828.00000000
        0.496523668526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interfor Corp
        549300P4G5UZ3AMJE056
        Interfor Corp
        45868C109
        
          
          
          
        
        21300.00000000
        NS
        
        592409.71000000
        0.054372420431
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
          
        
        150000.00000000
        PA
        USD
        140095.87000000
        0.012858248971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Pacific Co Ltd
        254900VS1MDQSDM9DE09
        First Pacific Co Ltd
        000000000
        
          
          
          
        
        836000.00000000
        NS
        
        338001.72000000
        0.031022401078
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
          
        
        125000.00000000
        PA
        USD
        121291.61000000
        0.011132360429
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMI Holdings Inc
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209305
        
          
          
        
        7200.00000000
        NS
        USD
        148464.00000000
        0.013626290877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYU2
        
          
          
        
        395000.00000000
        PA
        USD
        370579.46000000
        0.034012444195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296XYN9
        
          
        
        3194.18000000
        PA
        USD
        3427.55000000
        0.000314586656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAL5
        
          
          
        
        4630000.00000000
        PA
        USD
        4132636.74000000
        0.379300775335
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
          
        
        4100.00000000
        NS
        USD
        384252.00000000
        0.035267334317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
          
        
        250000.00000000
        PA
        USD
        261315.84000000
        0.023984034154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
          
        
        16400.00000000
        NS
        USD
        365064.00000000
        0.033506225433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        4605.00000000
        NS
        USD
        12808116.75000000
        1.175551813407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -6339.62000000
        -0.00058186163
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            3008.68000000
          
        
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
          
        
        20900.00000000
        NS
        USD
        249546.00000000
        0.022903777233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
          
        
        8700.00000000
        NS
        USD
        896622.00000000
        0.082293567322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
          
        
        5558.00000000
        NS
        USD
        1663676.14000000
        0.152695165220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAA1
        
          
        
        94169.68000000
        PA
        USD
        94408.81000000
        0.008665009069
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gildan Activewear Inc
        549300SB3IBI34M00Z45
        Gildan Activewear Inc
        375916103
        
          
          
          
        
        4200.00000000
        NS
        
        157531.50000000
        0.014458522209
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900SCWI9IDKK5LV64
        Bellemeade Re 2019-3 Ltd
        07877GAB5
        
          
        
        426486.54000000
        PA
        USD
        425997.62000000
        0.039098821823
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-07-25
          Floating
          2.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reinsurance Group of America I
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
          
        
        5000.00000000
        NS
        USD
        547300.00000000
        0.050232170742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BF5
        
          
          
        
        18000.00000000
        PA
        USD
        18304.61000000
        0.001680029773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Primis Financial Corp
        549300JNX3M2EENG1F11
        Primis Financial Corp
        74167B109
        
          
          
        
        4980.00000000
        NS
        USD
        69620.40000000
        0.006389884560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FGZU2
        
          
        
        996000.00000000
        PA
        USD
        1050253.81000000
        0.096394169024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834JH2
        
          
          
        
        500000.00000000
        PA
        USD
        303125.00000000
        0.027821353474
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
          
        
        400000.00000000
        PA
        USD
        311456.14000000
        0.028586000371
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCI Hospitality Holdings Inc
        529900COXP1MLE1UKG69
        RCI Hospitality Holdings Inc
        74934Q108
        
          
          
        
        2887.00000000
        NS
        USD
        177435.02000000
        0.016285302796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SY5
        
          
          
        
        22655000.00000000
        PA
        USD
        21377116.41000000
        1.962029894924
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339100
        
          
          
        
        6300.00000000
        NS
        USD
        1549296.00000000
        0.142197151841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
          
          
        
        806349.00000000
        NS
        
        494672.47000000
        0.045401922117
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1420.89000000
        -0.00013041182
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -36917520.00000000
            INR
            480000.00000000
            USD
            2022-06-15
            -1420.89000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
        61690QAD1
        
          
        
        583641.98000000
        PA
        USD
        577761.15000000
        0.053027949452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
          
        
        8500.00000000
        NS
        USD
        2050030.00000000
        0.188155411999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INDUSTRIAL BANK CO LTD
        300300C1030935001303
        INDUSTRIAL BANK CO LTD
        000000000
        
          
          
          
        
        59800.00000000
        NS
        
        193853.33000000
        0.017792204589
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403C6L0
        
          
          
        
        31334.08000000
        PA
        USD
        33899.63000000
        0.003111368540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFK Trust
        N/A
        CFK Trust 2020-MF2
        12529AAE4
        
          
        
        1500000.00000000
        PA
        USD
        1375538.55000000
        0.126249382983
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          2.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        400000.00000000
        PA
        USD
        407506.56000000
        0.037401679336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLETE Inc
        549300NNLSIMY6Z8OT86
        ALLETE Inc
        018522300
        
          
          
        
        2500.00000000
        NS
        USD
        167450.00000000
        0.015368859840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenneco Inc
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349105
        
          
          
        
        9800.00000000
        NS
        USD
        179536.00000000
        0.016478134490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAB9
        
          
          
        
        315000.00000000
        PA
        USD
        298619.01000000
        0.027407785670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers Inc
        889478103
        
          
          
        
        48000.00000000
        NS
        USD
        2256960.00000000
        0.207147816698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4602.89000000
        0.000422461458
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -123000.00000000
            USD
            184167.58000000
            NZD
            2022-04-19
            4602.89000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
          
        
        4227.00000000
        NS
        USD
        11805968.73000000
        1.083572879641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UH21
        
          
        
        611871.95000000
        PA
        USD
        609349.81000000
        0.055927213042
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industries Qatar QSC
        N/A
        Industries Qatar QSC
        000000000
        
          
          
          
        
        171026.00000000
        NS
        
        891973.98000000
        0.081866963751
        Long
        EC
        CORP
        QA
        N
        
        2
        
          N
          N
          N
        
      
      
        Central Park Funding Trust
        N/A
        Central Park Funding Trust 2021-2
        15479QAA0
        
          
        
        971742.27000000
        PA
        USD
        965105.27000000
        0.088579084062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-10-27
          Floating
          3.44714000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
          
        
        700.00000000
        NS
        USD
        479472.00000000
        0.044006795852
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bancorp Inc/The
        N/A
        Bancorp Inc/The
        05969A105
        
          
          
        
        3100.00000000
        NS
        USD
        87823.00000000
        0.008060551673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlyle C17 CLO
        N/A
        Carlyle C17 CLO Ltd
        14307PAC9
        
          
        
        1000000.00000000
        PA
        USD
        994577.60000000
        0.091284107107
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-30
          Floating
          1.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        19200.00000000
        NS
        USD
        3100416.00000000
        0.284561713658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KPN3
        
          
        
        90000.00000000
        PA
        USD
        80891.56000000
        0.007424371740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
          
        
        150000.00000000
        PA
        USD
        163028.35000000
        0.014963032912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ambev SA
        549300TH5Q6VRP8OT012
        Ambev SA
        000000000
        
          
          
          
        
        25000.00000000
        NS
        
        81494.63000000
        0.007479722581
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LD1
        
          
          
        
        1500000.00000000
        PA
        USD
        1516262.21000000
        0.139165251641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          3.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS
        529900Z57DVJXUBLHX66
        China Medical System Holdings Ltd
        000000000
        
          
          
          
        
        263000.00000000
        NS
        
        411798.11000000
        0.037795565454
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
          
        
        445000.00000000
        PA
        USD
        445000.00000000
        0.040842894172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hackett Group Inc/The
        5K016KLIRB6156644289
        Hackett Group Inc/The
        404609109
        
          
          
        
        8080.00000000
        NS
        USD
        186324.80000000
        0.017101222669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHQ5
        
          
          
        
        115000.00000000
        PA
        USD
        116898.68000000
        0.010729169474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        900000.00000000
        PA
        USD
        890487.99000000
        0.081730576937
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
          
        
        2800.00000000
        NS
        USD
        1322244.00000000
        0.121357914071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31400DWE8
        
          
        
        6247.14000000
        PA
        USD
        6869.00000000
        0.000630449078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kumho Petrochemical Co Ltd
        N/A
        Kumho Petrochemical Co Ltd
        000000000
        
          
          
          
        
        3113.00000000
        NS
        
        396240.90000000
        0.036367696955
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912X302
        
          
          
        
        7800.00000000
        NS
        USD
        348270.00000000
        0.031964842142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MIDMICHIGAN HEALTH
        N/A
        MidMichigan Health
        597861AA1
        
          
          
        
        155000.00000000
        PA
        USD
        139330.21000000
        0.012787975330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CVN9
        
          
          
        
        13892.18000000
        PA
        USD
        15207.17000000
        0.001395741202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-1 AA PTT
        N/A
        American Airlines 2016-1 Class AA Pass Through Trust
        02376UAA3
        
          
          
        
        155006.27000000
        PA
        USD
        147273.69000000
        0.013517042101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16233.27000000
        -0.00148991849
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -20418165.20000000
            CZK
            907000.00000000
            USD
            2022-04-19
            -16233.27000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9574.09000000
        -0.00087872706
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1094942039.00000000
            KRW
            891153.14000000
            USD
            2022-06-15
            -9574.09000000
          
        
        
          N
          N
          N
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries Inc
        624756102
        
          
          
        
        6300.00000000
        NS
        USD
        341271.00000000
        0.031322461431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
          
        
        15100.00000000
        NS
        USD
        2011018.00000000
        0.184574821016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -819.15000000
        -0.00007518304
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -135000.00000000
            USD
            644760.00000000
            BRL
            2022-05-03
            -819.15000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
          
        
        145000.00000000
        PA
        USD
        146014.48000000
        0.013401469560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779103
        
          
          
        
        2100.00000000
        NS
        USD
        74886.00000000
        0.006873170725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cushman & Wakefield PLC
        N/A
        Cushman & Wakefield PLC
        000000000
        
          
          
          
        
        4200.00000000
        NS
        USD
        86142.00000000
        0.007906266493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900QO5AI38SSR4719
        Wellfleet CLO 2018-2 Ltd
        94949JAA3
        
          
        
        500000.00000000
        PA
        USD
        497374.70000000
        0.045649937609
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          1.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERA US FINANCE LP
        N/A
        Emera US Finance LP
        29103DAJ5
        
          
          
        
        685000.00000000
        PA
        USD
        685072.97000000
        0.062877219806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oxford Industries Inc
        IDZ20O0XD3GS4UOI2L88
        Oxford Industries Inc
        691497309
        
          
          
        
        1100.00000000
        NS
        USD
        99550.00000000
        0.009136876662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OHIO POWER COMPANY
        06ZODLC132CY1O2Y7D77
        Ohio Power Co
        677415CR0
        
          
          
        
        160000.00000000
        PA
        USD
        159158.78000000
        0.014607876872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAS2
        
          
          
        
        125000.00000000
        PA
        USD
        129152.40000000
        0.011853837764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          5.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
          
        
        4500.00000000
        NS
        USD
        533385.00000000
        0.048955027209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextGen Healthcare Inc
        N/A
        NextGen Healthcare Inc
        65343C102
        
          
          
        
        14875.00000000
        NS
        USD
        311036.25000000
        0.028547462117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403VM89
        
          
        
        70553.72000000
        PA
        USD
        77563.17000000
        0.007118886166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284N7
        
          
          
        
        7255000.00000000
        PA
        USD
        7423905.47000000
        0.681379293159
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
          
        
        905000.00000000
        PA
        USD
        792440.63000000
        0.072731615255
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
          
        
        66386.00000000
        NS
        
        695007.61000000
        0.063789038795
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        270000.00000000
        PA
        
        279016.82000000
        0.025608661688
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        700000.00000000
        PA
        USD
        727612.97000000
        0.066781616926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2020-SL1
        52475KAA0
        
          
        
        165732.67000000
        PA
        USD
        164639.17000000
        0.015110876847
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
          
        
        28257.00000000
        NS
        USD
        2799420.99000000
        0.256935854467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJA8
        
          
        
        180000.00000000
        PA
        USD
        167814.02000000
        0.015402270246
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2034-01-25
          Floating
          3.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp
        5493000JSMHPHZURLM72
        Lions Gate Entertainment Corp
        535919401
        
          
          
        
        3600.00000000
        NS
        USD
        58500.00000000
        0.005369234402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -806.22000000
        -0.00007399631
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -769802.20000000
            ILS
            241000.00000000
            USD
            2022-06-15
            -806.22000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KV9
        
          
          
        
        210000.00000000
        PA
        USD
        122571.09000000
        0.011249793387
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
          
        
        66000.00000000
        PA
        USD
        72964.43000000
        0.006696805601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-1 Ltd
        26983BAB7
        
          
        
        180000.00000000
        PA
        USD
        179558.66000000
        0.016480214265
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          2.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
          
        
        7200.00000000
        NS
        USD
        2061864.00000000
        0.189241557639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berry Corp
        N/A
        Berry Corp
        08579X101
        
          
          
        
        3500.00000000
        NS
        USD
        36120.00000000
        0.003315158061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292KMY9
        
          
        
        35438.31000000
        PA
        USD
        38265.20000000
        0.003512048346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Info Service PCL
        529900DU2YW1NO5RMU78
        Advanced Info Service PCL
        000000000
        
          
          
          
        
        114000.00000000
        NS
        
        797202.57000000
        0.073168674607
        Long
        EC
        CORP
        TH
        N
        
        2
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CQ1
        
          
          
        
        495000.00000000
        PA
        USD
        447436.55000000
        0.041066525079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        Sanmina Corp
        801056102
        
          
          
        
        6080.00000000
        NS
        USD
        245753.60000000
        0.022555703993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        Macy's Inc
        55616P104
        
          
          
        
        3200.00000000
        NS
        USD
        77952.00000000
        0.007154573677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BGK8
        
          
        
        2112.42000000
        PA
        USD
        2162.94000000
        0.000198518493
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        19949.00000000
        NS
        USD
        2970805.08000000
        0.272665792109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHF9
        
          
          
        
        85000.00000000
        PA
        USD
        85578.16000000
        0.007854516252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAF8
        
          
          
        
        345000.00000000
        PA
        USD
        342812.73000000
        0.031463964162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAJ9
        
          
          
        
        375000.00000000
        PA
        USD
        388760.13000000
        0.035681098534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coastal Financial Corp/WA
        549300XG5L36T6IU0B47
        Coastal Financial Corp/WA
        19046P209
        
          
          
        
        1000.00000000
        NS
        USD
        45750.00000000
        0.004199016648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paragon Banking Group PLC
        213800S1TDKIB1IUTS72
        Paragon Banking Group PLC
        000000000
        
          
          
          
        
        8085.00000000
        NS
        
        53235.79000000
        0.004886075813
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp
        5493000JSMHPHZURLM72
        Lions Gate Entertainment Corp
        535919500
        
          
          
        
        8600.00000000
        NS
        USD
        129258.00000000
        0.011863529921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Corp
        K05C0SER542GQ6VLRO68
        Cabot Corp
        127055101
        
          
          
        
        1400.00000000
        NS
        USD
        95774.00000000
        0.008790308643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENNYMAC FIN SVCS INC
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932MAB3
        
          
          
        
        325000.00000000
        PA
        USD
        278829.21000000
        0.025591442508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Playtika Holding Corp
        254900E35Z4TKA4UFG64
        Playtika Holding Corp
        72815L107
        
          
          
        
        42200.00000000
        NS
        USD
        815726.00000000
        0.074868788070
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
          
          
        
        125.00000000
        NS
        
        55272.08000000
        0.005072970144
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
        46649XAN7
        
          
        
        800000.00000000
        PA
        USD
        793988.64000000
        0.072873694376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-05
          Variable
          4.61320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
          
        
        32600.00000000
        NS
        USD
        2213540.00000000
        0.203162651609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        33055.00000000
        NS
        USD
        7330607.35000000
        0.672816225200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385101
        
          
          
          
        
        20600.00000000
        NS
        
        1275563.73000000
        0.117073515582
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
          
        
        895000.00000000
        PA
        USD
        824658.59000000
        0.075688637122
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTARGROUP INC
        VNPEQDQFAA7IY1T2PX43
        AptarGroup Inc
        038336AA1
        
          
          
        
        780000.00000000
        PA
        USD
        758570.71000000
        0.069622973552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
          
        
        5100.00000000
        NS
        USD
        1699677.00000000
        0.155999388400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208LL39
        
          
        
        5126.18000000
        PA
        USD
        5473.24000000
        0.000502343735
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        7400.00000000
        NS
        USD
        1931178.00000000
        0.177246963329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
          
          
        
        17200.00000000
        NS
        
        499783.72000000
        0.045871041763
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kronos Worldwide Inc
        549300OBZ34C65APL277
        Kronos Worldwide Inc
        50105F105
        
          
          
        
        6300.00000000
        NS
        USD
        97776.00000000
        0.008974055776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
          
        
        68000.00000000
        PA
        USD
        71545.45000000
        0.006566569085
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDZ1
        
          
          
        
        200000.00000000
        PA
        USD
        194437.50000000
        0.017845820754
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        Baltimore Gas and Electric Co
        059165EC0
        
          
          
        
        115000.00000000
        PA
        USD
        144948.83000000
        0.013303662301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whiting Petroleum Corp
        52990028CHK9KUB1B293
        Whiting Petroleum Corp
        966387508
        
          
          
        
        1500.00000000
        NS
        USD
        122265.00000000
        0.011221699901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
          
          
        
        2900.00000000
        NS
        
        50116.57000000
        0.004599788235
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405UF79
        
          
        
        35178.12000000
        PA
        USD
        38044.93000000
        0.003491831572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minerals Technologies Inc
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158106
        
          
          
        
        2000.00000000
        NS
        USD
        132300.00000000
        0.012142730110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -301.09000000
        -0.00002763457
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6422322.00000000
            PHP
            123000.00000000
            USD
            2022-06-15
            -301.09000000
          
        
        
          N
          N
          N
        
      
      
        Yellow Corp
        529900SEX4UQ2WLPRC40
        Yellow Corp
        985510106
        
          
          
        
        3700.00000000
        NS
        USD
        25937.00000000
        0.002380544148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300O1CSZVJJTIR319
        Commonbond Student Loan Trust 2018-C-GS
        20267XAA1
        
          
        
        42744.01000000
        PA
        USD
        42990.03000000
        0.003945701675
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
          
          
        
        12830.00000000
        NS
        USD
        4326660.90000000
        0.397108659006
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163103
        
          
          
        
        800.00000000
        NS
        USD
        33080.00000000
        0.003036141436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        Hertz Vehicle Financing III LP
        42806MAE9
        
          
        
        700000.00000000
        PA
        USD
        638246.56000000
        0.058579408327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        1200.00000000
        NS
        USD
        838104.00000000
        0.076922680847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vectrus Inc
        N/A
        Vectrus Inc
        92242T101
        
          
          
        
        1480.00000000
        NS
        USD
        53072.80000000
        0.004871116300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        000000000
        
          
          
          
        
        28900.00000000
        NS
        
        391789.89000000
        0.035959175314
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.HY.37.V1
        000000000
        
          
        
        1190000.00000000
        OU
        Other
        USD
        568.71000000
        0.000052197218
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.HY.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.37.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            1190000.00000000
            USD
            99.00000000
            USD
            2022-04-20
            XXXX
            -6928.29000000
          
        
        
          N
          N
          N
        
      
      
        PetroChina Co Ltd
        529900RPY4YG47TRSV05
        PetroChina Co Ltd
        000000000
        
          
          
          
        
        884000.00000000
        NS
        
        453207.85000000
        0.041596225293
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        Forestar Group Inc
        346232101
        
          
          
        
        3100.00000000
        NS
        USD
        55056.00000000
        0.005053137936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61746BDZ6
        
          
          
        
        370000.00000000
        PA
        USD
        377021.40000000
        0.034603696945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawkins Inc
        549300VL3IJ23OWX1Y34
        Hawkins Inc
        420261109
        
          
          
        
        1204.00000000
        NS
        USD
        55263.60000000
        0.005072191834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BK0
        
          
          
        
        100000.00000000
        PA
        USD
        112660.07000000
        0.010340142284
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2037-09-18
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
          
          
        
        8910.00000000
        NS
        
        191778.56000000
        0.017601778495
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MediaTek Inc
        254900UEGBK1I4DM4E14
        MediaTek Inc
        000000000
        
          
          
          
        
        22000.00000000
        NS
        
        691832.44000000
        0.063497616026
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        CGI Inc
        549300WSRCZY73ZG3090
        CGI Inc
        12532H104
        
          
          
          
        
        8600.00000000
        NS
        
        685096.99000000
        0.062879424405
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
          
        
        23300.00000000
        NS
        USD
        962989.00000000
        0.088384849024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EASTERN GAS TRAN
        H2VQBNB3NSKRM5QWBI71
        Eastern Gas Transmission & Storage Inc
        276480AC4
        
          
          
        
        10000.00000000
        PA
        USD
        10378.68000000
        0.000952573772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO ELECTRIC CO
        OZ8GM8L4AHPKSWZMW205
        El Paso Electric Co
        283677AW2
        
          
          
        
        135000.00000000
        PA
        USD
        159513.53000000
        0.014640436460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BAC2
        
          
        
        44.79000000
        PA
        USD
        45.12000000
        0.000004141194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orion Engineered Carbons SA
        N/A
        Orion Engineered Carbons SA
        000000000
        
          
          
          
        
        13660.00000000
        NS
        USD
        218150.20000000
        0.020022214679
        Long
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HHA1
        
          
          
        
        146000.00000000
        PA
        USD
        146002.33000000
        0.013400354411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          3.76900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telkom Indonesia Persero Tbk P
        529900M5SQZAOKV1PC81
        Telkom Indonesia Persero Tbk PT
        000000000
        
          
          
          
        
        2665800.00000000
        NS
        
        847588.81000000
        0.077793213636
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        90712.50000000
        0.008325755140
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MegaStudyEdu Co Ltd
        N/A
        MegaStudyEdu Co Ltd
        000000000
        
          
          
          
        
        9080.00000000
        NS
        
        769061.65000000
        0.070585850748
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
          
          
        
        47127.00000000
        NS
        
        800054.10000000
        0.073430393119
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        OPKO Health Inc
        529900A4S2D4OGOJLL02
        OPKO Health Inc
        68375N103
        
          
          
        
        74560.00000000
        NS
        USD
        256486.40000000
        0.023540779532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BA1
        
          
          
        
        172000.00000000
        PA
        USD
        196035.02000000
        0.017992443990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 2 Year Euro SCHATZ
        000000000
        
          
          
        
        -11.00000000
        NC
        
        14953.53000000
        0.001372461670
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2022-06-08
            -1371361.97000000
            USD
            14953.53000000
          
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
          
        
        28600.00000000
        NS
        USD
        1520090.00000000
        0.139516573038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        N/A
        Constellation Energy Corp
        21037T109
        
          
          
        
        16795.00000000
        NS
        USD
        944718.75000000
        0.086707972873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Communications Co Ltd
        549300AX1UM10U30HK09
        Bank of Communications Co Ltd
        000000000
        
          
          
          
        
        1295000.00000000
        NS
        
        926878.15000000
        0.085070530766
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBJ2
        
          
          
        
        180000.00000000
        PA
        USD
        169881.96000000
        0.015592069469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2019-2 Ltd
        75049TAB7
        
          
        
        122411.04000000
        PA
        USD
        122297.09000000
        0.011224645178
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-06-25
          Floating
          2.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Society Pass Inc
        N/A
        Society Pass Inc
        83370P102
        
          
          
        
        6000.00000000
        NS
        USD
        17820.00000000
        0.001635551402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
          
          
        
        520.00000000
        NS
        
        55308.59000000
        0.005076321097
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        894.35000000
        0.000082085039
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-05-08
            0.00000000
            USD
            -2711.27000000
            USD
            -119000.00000000
            GBP
            3605.62000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ70
        
          
        
        67842.71000000
        PA
        USD
        68096.81000000
        0.006250046751
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.60657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Metals Co
        549300OQS2LO07ZJ7N73
        Commercial Metals Co
        201723103
        
          
          
        
        6700.00000000
        NS
        USD
        278854.00000000
        0.025593717778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        18120.00000000
        NS
        USD
        1323303.60000000
        0.121455166050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lending Funding Trust 2020-2
        51507KAA4
        
          
        
        100000.00000000
        PA
        USD
        94657.60000000
        0.008687843459
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-04-21
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        13364.92000000
        0.001226656209
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            -4823.38000000
          
        
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070203
        
          
          
        
        17100.00000000
        NS
        USD
        153729.00000000
        0.014109521973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KDX4
        
          
        
        1120000.00000000
        PA
        USD
        1042855.74000000
        0.095715160956
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AC4
        
          
          
        
        350000.00000000
        PA
        USD
        316847.62000000
        0.029080840027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300KDXV3I7WKXA522
        Commonbond Student Loan Trust 2017-B-GS
        20268KAA8
        
          
        
        124385.29000000
        PA
        USD
        123498.40000000
        0.011334903554
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-09-25
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2020-3
        30166NAF3
        
          
        
        100000.00000000
        PA
        USD
        98118.25000000
        0.009005468092
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C2
        90276CAC5
        
          
        
        500000.00000000
        PA
        USD
        500543.60000000
        0.045940784906
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.26400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
          
          
        
        83100.00000000
        NS
        
        609246.04000000
        0.055917688846
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2022-1 Ltd
        078774AC0
        
          
        
        360000.00000000
        PA
        USD
        345794.44000000
        0.031737630827
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2032-01-26
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        230000.00000000
        PA
        
        303148.85000000
        0.027823542469
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daqo New Energy Corp
        529900711JBZ5O7VA827
        Daqo New Energy Corp
        23703Q203
        
          
          
        
        1200.00000000
        NS
        USD
        49584.00000000
        0.004550908010
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2688.00000000
        0.000246709437
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -33626534.00000000
            HUF
            103680.00000000
            USD
            2022-04-19
            2688.00000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2019-R03
        20753MAF5
        
          
          
        
        45684.76000000
        PA
        USD
        45684.72000000
        0.004193025133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-25
          Floating
          2.60657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
          
          
        
        10747.00000000
        NS
        
        941792.62000000
        0.086439407440
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        DigitalBridge Group Inc
        549300XG87L902AGBO89
        DigitalBridge Group Inc
        25401T108
        
          
          
        
        5800.00000000
        NS
        USD
        41760.00000000
        0.003832807327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        CSMC 2014-USA OA LLC
        12649AAC3
        
          
        
        1600000.00000000
        PA
        USD
        1572615.68000000
        0.144337473689
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2037-09-15
          Fixed
          3.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Necessity Retail REIT Inc/The
        549300GN4H0K3IUS8983
        Necessity Retail REIT Inc/The
        02607T109
        
          
          
        
        4300.00000000
        NS
        USD
        34013.00000000
        0.003121773841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synaptics Inc
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157D109
        
          
          
        
        350.00000000
        NS
        USD
        69825.00000000
        0.006408663113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
          
        
        8400.00000000
        NS
        USD
        2498664.00000000
        0.229331841177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AJGX8
        
          
        
        500000.00000000
        PA
        USD
        520312.40000000
        0.047755200651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
          
        
        115000.00000000
        PA
        USD
        100880.83000000
        0.009259022615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iRadimed Corp
        549300YVHWP0YJ1YW816
        iRadimed Corp
        46266A109
        
          
          
        
        500.00000000
        NS
        USD
        22420.00000000
        0.002057747612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
          
        
        100000.00000000
        PA
        USD
        88099.80000000
        0.008085956871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2004-18CB
        12667FQS7
        
          
        
        1632.38000000
        PA
        USD
        1640.10000000
        0.000150531305
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2019-09-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YALE UNIVERSITY
        9SFB6DIM0FRWV0EV8S84
        Yale University
        98459LAB9
        
          
          
        
        595000.00000000
        PA
        USD
        537263.72000000
        0.049311023052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          1.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BJ6
        
          
          
        
        300000.00000000
        PA
        USD
        314844.39000000
        0.028896980003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
          
          
        
        16026.00000000
        NS
        
        953207.80000000
        0.087487113032
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -11157.44000000
        -0.00102404975
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            -2869.94000000
          
        
        
          N
          N
          N
        
      
      
        Blackbaud Inc
        54930056X3HKFMNG3754
        Blackbaud Inc
        09227Q100
        
          
          
        
        2780.00000000
        NS
        USD
        166438.60000000
        0.015276031743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
          
          
        
        26740.00000000
        NS
        
        857659.16000000
        0.078717488332
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        000000000
        
          
          
          
        
        760.00000000
        NS
        
        43180.76000000
        0.003963207215
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IHC HEALTH SERVICES INC
        UHH3GVKP4EW0MPCVT846
        IHC Health Services Inc
        45174XAA0
        
          
          
        
        480000.00000000
        PA
        USD
        542104.37000000
        0.049755306548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emergent BioSolutions Inc
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089Q105
        
          
          
        
        1564.00000000
        NS
        USD
        64217.84000000
        0.005894027962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Century Casinos Inc
        549300H2L4Y24HXY7M50
        Century Casinos Inc
        156492100
        
          
          
        
        14700.00000000
        NS
        USD
        175665.00000000
        0.016122847201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
          
        
        88400.00000000
        NS
        USD
        3643848.00000000
        0.334438872457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297B4V1
        
          
        
        31402.41000000
        PA
        USD
        34176.66000000
        0.003136794848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
          
          
        
        37000.00000000
        NS
        USD
        1791540.00000000
        0.164430738483
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -394.93000000
        -0.00003624738
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -4484589.57000000
            CNY
            703000.00000000
            USD
            2022-05-23
            -394.93000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4760000.00000000
        OU
        Other
        USD
        -5460.99000000
        -0.00050121940
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4760000.00000000
            USD
            95.00000000
            USD
            2022-06-15
            XXXX
            3107.01000000
          
        
        
          N
          N
          N
        
      
      
        Multiplan Corp
        N/A
        Multiplan Corp
        62548M100
        
          
          
        
        28100.00000000
        NS
        USD
        131508.00000000
        0.012070038936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9617.08000000
        0.000882672765
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -267000.00000000
            USD
            220502537.00000000
            CLP
            2022-06-15
            9617.08000000
          
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        6318.00000000
        NS
        USD
        2878607.16000000
        0.264203702470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altra Industrial Motion Corp
        NQ0NIXPGW4YKG4MWM571
        Altra Industrial Motion Corp
        02208R106
        
          
          
        
        5860.00000000
        NS
        USD
        228129.80000000
        0.020938160177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cannae Holdings Inc
        549300OGRF1ICI7D2V77
        Cannae Holdings Inc
        13765N107
        
          
          
        
        6180.00000000
        NS
        USD
        147825.60000000
        0.013567697385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        3388.00000000
        NS
        
        175832.43000000
        0.016138214225
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAA8
        
          
          
        
        485000.00000000
        PA
        USD
        496947.23000000
        0.045610703649
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2027-10-11
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406EED2
        
          
        
        37010.30000000
        PA
        USD
        40719.25000000
        0.003737285434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rathlin Residential
        635400C7HSB9QLJBUZ78
        Rathlin Residential 2021-1 DAC
        000000000
        
          
        
        487317.51000000
        PA
        
        527436.24000000
        0.048409039399
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2075-09-27
          Floating
          1.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.HY.37.V1
        000000000
        
          
        
        1190000.00000000
        OU
        Other
        USD
        368.18000000
        0.000033792217
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.HY.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.37.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            1190000.00000000
            USD
            96.00000000
            USD
            2022-04-20
            XXXX
            -4629.82000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
          
          
        
        7500.00000000
        NS
        USD
        72750.00000000
        0.006677124833
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402WJN9
        
          
        
        30224.79000000
        PA
        USD
        33082.77000000
        0.003036395671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413RQ74
        
          
        
        41276.92000000
        PA
        USD
        44310.88000000
        0.004066931646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AL4
        
          
          
        
        440000.00000000
        PA
        USD
        434325.12000000
        0.039863134634
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-05-15
          Fixed
          4.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EPW3
        
          
        
        9769.00000000
        PA
        USD
        10662.58000000
        0.000978630621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
          
        
        1500.00000000
        NS
        USD
        512610.00000000
        0.047048260632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
          
          
        
        1014.00000000
        NS
        
        69244.71000000
        0.006355403061
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
          
        
        22500.00000000
        NS
        USD
        2496375.00000000
        0.229121752672
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAE7
        
          
          
        
        350000.00000000
        PA
        USD
        328971.35000000
        0.030193577603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
          
        
        2200.00000000
        NS
        USD
        762036.00000000
        0.069941024052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China CITIC Bank Corp Ltd
        300300C1030211000384
        China CITIC Bank Corp Ltd
        000000000
        
          
          
          
        
        120000.00000000
        NS
        
        60646.38000000
        0.005566232989
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CD6
        
          
          
        
        370000.00000000
        PA
        USD
        378779.27000000
        0.034765037391
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-01-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAA0
        
          
          
        
        350000.00000000
        PA
        USD
        323733.70000000
        0.029712856739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AN6
        
          
          
        
        200000.00000000
        PA
        USD
        168307.75000000
        0.015447585666
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2051-09-21
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
          
        
        368194.00000000
        NS
        
        715324.52000000
        0.065653761054
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        400000.00000000
        OU
        Other
        USD
        0.03000000
        0.000000002753
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            400000.00000000
            USD
            35.00000000
            USD
            2022-04-20
            XXXX
            -9.97000000
          
        
        
          N
          N
          N
        
      
      
        Bank of Georgia Group PLC
        213800XKDG12NQG8VC53
        Bank of Georgia Group PLC
        000000000
        
          
          
          
        
        4401.00000000
        NS
        
        68334.93000000
        0.006271901829
        Long
        EC
        CORP
        GE
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BNC8
        
          
        
        3675.08000000
        PA
        USD
        4028.01000000
        0.000369697946
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2022-1 Ltd
        078774AB2
        
          
        
        160000.00000000
        PA
        USD
        159360.34000000
        0.014626376408
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2032-01-26
          Floating
          2.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AC8
        
          
          
        
        200000.00000000
        PA
        USD
        200363.63000000
        0.018389731541
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Secur
        N/A
        Banc of America Mortgage 2005-A Trust
        05949AH86
        
          
          
        
        7527.14000000
        PA
        USD
        7731.28000000
        0.000709590676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.55565400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE POWER & LIGHT
        EF9UQIIO4KY2BWOK3P26
        Interstate Power and Light Co
        461070AS3
        
          
          
        
        315000.00000000
        PA
        USD
        288010.65000000
        0.026434131457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
          
        
        33800.00000000
        NS
        USD
        1534858.00000000
        0.140872006434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KG5
        
          
          
        
        200000.00000000
        PA
        USD
        202583.15000000
        0.018593443048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-12
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
          
          
        
        24705.00000000
        NS
        
        653402.51000000
        0.059970448467
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C5
        90276TAF1
        
          
        
        1422000.00000000
        PA
        USD
        1391040.50000000
        0.127672179619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.21200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
          
        
        975000.00000000
        PA
        USD
        856759.41000000
        0.078634907671
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
          
        
        1060.00000000
        NS
        USD
        73638.20000000
        0.006758645414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240M108
        
          
          
        
        3100.00000000
        NS
        USD
        37324.00000000
        0.003425663330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A10 Networks Inc
        549300UQD4IWUML81Q35
        A10 Networks Inc
        002121101
        
          
          
        
        15780.00000000
        NS
        USD
        220131.00000000
        0.020204016038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBW5
        
          
          
        
        616000.00000000
        PA
        USD
        625499.58000000
        0.057409467754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
          
          
        
        6156.00000000
        NS
        
        776824.88000000
        0.071298373852
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
          
        
        5400.00000000
        NS
        USD
        154224.00000000
        0.014154953956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRV4
        
          
          
        
        210000.00000000
        PA
        USD
        208653.20000000
        0.019150563070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        1860000.00000000
        PA
        USD
        1759831.60000000
        0.161520484943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407F6B1
        
          
        
        18348.23000000
        PA
        USD
        19813.41000000
        0.001818510129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        760942BA9
        
          
          
        
        65000.00000000
        PA
        USD
        77028.14000000
        0.007069780157
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2050-06-18
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296R3L0
        
          
        
        15217.56000000
        PA
        USD
        16350.99000000
        0.001500723043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
          
        
        350000.00000000
        PA
        USD
        319018.88000000
        0.029280122145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
          
        
        42000.00000000
        NS
        USD
        3091200.00000000
        0.283715852730
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        000000000
        
          
          
          
        
        5800.00000000
        NS
        
        217597.57000000
        0.019971493311
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Simply Good Foods Co/The
        N/A
        Simply Good Foods Co/The
        82900L102
        
          
          
        
        400.00000000
        NS
        USD
        15180.00000000
        0.001393247491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        425000.00000000
        PA
        USD
        416232.01000000
        0.038202516709
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUSTEES OF BOSTON COLL
        549300Q2G2ZLXN1EX541
        Trustees of Boston College
        89838LAG9
        
          
          
        
        279000.00000000
        PA
        USD
        252399.68000000
        0.023165693077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VY48
        
          
        
        202.51000000
        PA
        USD
        216.36000000
        0.000019857906
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
          
          
        
        43773.00000000
        NS
        
        747798.66000000
        0.068634295578
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36204P4F6
        
          
        
        10431.05000000
        PA
        USD
        10908.18000000
        0.001001172227
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
          
          
        
        4320.00000000
        NS
        
        223469.06000000
        0.020510389142
        Long
        EP
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        Dow Chemical Co/The
        260543BY8
        
          
          
        
        31000.00000000
        PA
        USD
        49536.58000000
        0.004546555718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-05-15
          Fixed
          9.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCB0
        
          
          
        
        1005000.00000000
        PA
        USD
        936202.29000000
        0.085926316975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Fixed
          1.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAA0
        
          
          
        
        99000.00000000
        PA
        USD
        99991.02000000
        0.009177354265
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAD3
        
          
          
        
        275000.00000000
        PA
        USD
        265931.01000000
        0.024407622693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
          
        
        64700.00000000
        NS
        USD
        2548533.00000000
        0.233908906996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industri Jamu Dan Farmasi Sido
        N/A
        Industri Jamu Dan Farmasi Sido Muncul Tbk PT
        000000000
        
          
          
          
        
        706000.00000000
        NS
        
        50163.63000000
        0.004604107486
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2018-A
        63940PAB1
        
          
        
        113123.53000000
        PA
        USD
        113559.97000000
        0.010422736712
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-02-18
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRY8
        
          
          
        
        1591000.00000000
        PA
        USD
        1611200.74000000
        0.147878879357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VYK2
        
          
        
        1384.84000000
        PA
        USD
        1479.56000000
        0.000135796657
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BF3
        
          
          
        
        310000.00000000
        PA
        USD
        261226.73000000
        0.023975855479
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
          
          
        
        19415.00000000
        NS
        
        927788.43000000
        0.085154077889
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31368HKJ1
        
          
        
        1005.63000000
        PA
        USD
        1085.37000000
        0.000099617195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrowhead Pharmaceuticals Inc
        549300O3CSB8T7OZ3D66
        Arrowhead Pharmaceuticals Inc
        04280A100
        
          
          
        
        2700.00000000
        NS
        USD
        124173.00000000
        0.011396819546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home BancShares Inc/AR
        N/A
        Home BancShares Inc/AR
        436893200
        
          
          
        
        3500.00000000
        NS
        USD
        79100.00000000
        0.007259939166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenable Holdings Inc
        5493004S5OMPESF0EF83
        Tenable Holdings Inc
        88025T102
        
          
          
        
        2000.00000000
        NS
        USD
        115580.00000000
        0.010608138670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        5900.00000000
        NS
        USD
        776204.00000000
        0.071241388377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        15200.00000000
        NS
        USD
        3251280.00000000
        0.298408280818
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
          
        
        1900.00000000
        NS
        USD
        162450.00000000
        0.014909950917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
          
        
        50000.00000000
        PA
        USD
        50553.01000000
        0.004639845477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
          
        
        150000.00000000
        PA
        USD
        139500.00000000
        0.012803558959
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP IRS CDS GS_21-PJ-A
        000000000
        
          
        
        -2330000.00000000
        OU
        Other
        USD
        -93.27000000
        -0.00000856048
        N/A
        DIR
        CORP
        GB
        
        N
        
        3
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    IRS CDS GS_21-PJ-A
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    GB
                    US
                  
                  
                  
                    
                      
                    
                  
                  2031-12-17
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -2330000.00000000
            USD
            0.50000000
            USD
            2024-11-15
            XXXX
            -93.27000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        400000.00000000
        OU
        Other
        USD
        918.83000000
        0.000084331857
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            400000.00000000
            USD
            57.50000000
            USD
            2022-04-20
            XXXX
            -221.17000000
          
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        328.00000000
        NS
        
        991124.92000000
        0.090967213975
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -11157.44000000
        -0.00102404975
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            -2538.44000000
          
        
        
          N
          N
          N
        
      
      
        EngageSmart Inc
        N/A
        EngageSmart Inc
        29283F103
        
          
          
        
        2200.00000000
        NS
        USD
        46882.00000000
        0.004302913628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vir Biotechnology Inc
        N/A
        Vir Biotechnology Inc
        92764N102
        
          
          
        
        3200.00000000
        NS
        USD
        82304.00000000
        0.007554008004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GB4
        
          
          
        
        1135000.00000000
        PA
        USD
        1106139.53000000
        0.101523460142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477855
        
          
          
        
        5000.00000000
        NS
        USD
        132350.00000000
        0.012147319199
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Knight Inc
        549300TUSNXS3BFFML48
        Black Knight Inc
        09215C105
        
          
          
        
        35800.00000000
        NS
        USD
        2076042.00000000
        0.190542839782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kia Corp
        988400V8MJK9N7OI5X76
        Kia Corp
        000000000
        
          
          
          
        
        11671.00000000
        NS
        
        706466.73000000
        0.064840777280
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJMS6
        
          
        
        76265.20000000
        PA
        USD
        81232.05000000
        0.007455622520
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
          
        
        167840.00000000
        PA
        USD
        150591.56000000
        0.013821562131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
          
        
        465000.00000000
        PA
        USD
        413211.13000000
        0.037925254951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Beverage Corp
        549300O9MZIQJI8TGV17
        National Beverage Corp
        635017106
        
          
          
        
        2360.00000000
        NS
        USD
        102660.00000000
        0.009422318012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intapp Inc
        N/A
        Intapp Inc
        45827U109
        
          
          
        
        800.00000000
        NS
        USD
        19208.00000000
        0.001762944519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polyus PJSC
        549300FUXVT7TF6ZKV71
        Polyus PJSC
        000000000
        
          
          
          
        
        3704.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAC2
        
          
        
        235000.00000000
        PA
        USD
        221519.32000000
        0.020331438525
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-01-25
          Floating
          2.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
          
        
        26600.00000000
        NS
        USD
        2692186.00000000
        0.247093635707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724AP7
        
          
          
        
        640000.00000000
        PA
        USD
        380800.00000000
        0.034950503597
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2022-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2018-1
        59980VAA9
        
          
        
        62761.30000000
        PA
        USD
        62607.39000000
        0.005746217986
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-05-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONONGAHELA POWER CO
        N/A
        Monongahela Power Co
        610202BN2
        
          
          
        
        280000.00000000
        PA
        USD
        284750.40000000
        0.026134899893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Corp
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413102
        
          
          
        
        25800.00000000
        NS
        USD
        3183720.00000000
        0.292207503447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canaccord Genuity Group Inc
        5493002DR5KW4JP7YS87
        Canaccord Genuity Group Inc
        134801109
        
          
          
          
        
        24000.00000000
        NS
        
        237091.55000000
        0.021760685586
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions
        549300O1NPY4J56QCU04
        Donnelley Financial Solutions Inc
        25787G100
        
          
          
        
        3800.00000000
        NS
        USD
        126388.00000000
        0.011600116199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC
        000000000
        
          
          
          
        
        59393.00000000
        NS
        
        1284272.44000000
        0.117872816528
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Advantage Solutions Inc
        N/A
        Advantage Solutions Inc
        00791N102
        
          
          
        
        4400.00000000
        NS
        USD
        28072.00000000
        0.002576498258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-PR1
        52475MAB4
        
          
        
        270458.44000000
        PA
        USD
        270271.69000000
        0.024806018050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AE5
        
          
          
        
        935000.00000000
        PA
        USD
        866303.07000000
        0.079510841818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group PLC
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group PLC
        000000000
        
          
          
          
        
        1219.00000000
        NS
        
        54115.79000000
        0.004966843784
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CG4
        
          
          
        
        350000.00000000
        PA
        USD
        361872.55000000
        0.033213308457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco do Brasil SA
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA
        000000000
        
          
          
          
        
        46800.00000000
        NS
        
        340109.85000000
        0.031215889012
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433AP7
        
          
          
        
        800000.00000000
        PA
        USD
        768855.14000000
        0.070566896891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -400000.00000000
        OU
        Other
        USD
        -24.70000000
        -0.00000226701
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -400000.00000000
            USD
            52.50000000
            USD
            2022-04-20
            XXXX
            435.30000000
          
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BW3
        
          
          
        
        230000.00000000
        PA
        USD
        242783.17000000
        0.022283072627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
          
          
        
        4544.00000000
        NS
        
        952153.14000000
        0.087390314455
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        STAAR Surgical Co
        5299006LRHI7OJ8BY308
        STAAR Surgical Co
        852312305
        
          
          
        
        1100.00000000
        NS
        USD
        87901.00000000
        0.008067710653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        13364.92000000
        0.001226656209
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            -5420.08000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
          
        
        7350000.00000000
        PA
        USD
        6794730.51000000
        0.623632492469
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3122.90000000
        0.000286625335
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -134067.44000000
            USD
            508129.00000000
            PEN
            2022-06-15
            3122.90000000
          
        
        
          N
          N
          N
        
      
      
        Asustek Computer Inc
        254900B3WB4OGRB7HM13
        Asustek Computer Inc
        000000000
        
          
          
          
        
        50000.00000000
        NS
        
        650564.44000000
        0.059709965337
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31368HKV4
        
          
        
        534.95000000
        PA
        USD
        584.38000000
        0.000053635439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kennedy-Wilson Holdings Inc
        549300MOI1T78144X610
        Kennedy-Wilson Holdings Inc
        489398107
        
          
          
        
        6100.00000000
        NS
        USD
        148779.00000000
        0.013655202139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2020-L4
        61770KAW5
        
          
        
        3600000.00000000
        PA
        USD
        3374370.72000000
        0.309705766775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          2.44900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Watts Water Technologies Inc
        549300REJOO94ERQN318
        Watts Water Technologies Inc
        942749102
        
          
          
        
        100.00000000
        NS
        USD
        13959.00000000
        0.001281181932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scandinavian Tobacco Group A/S
        5299003KG4JS99TRML67
        Scandinavian Tobacco Group A/S
        000000000
        
          
          
          
        
        32895.00000000
        NS
        
        702910.27000000
        0.064514359034
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
          
        
        495000.00000000
        PA
        USD
        467161.31000000
        0.042876898754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
          
        
        11300.00000000
        NS
        USD
        2517866.00000000
        0.231094235006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406RAE7
        
          
          
        
        170000.00000000
        PA
        USD
        171492.34000000
        0.015739873020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-29
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13526.41000000
        0.001241478049
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -249000.00000000
            USD
            350753.04000000
            AUD
            2022-04-19
            13526.41000000
          
        
        
          N
          N
          N
        
      
      
        DB Insurance Co Ltd
        9884000ZF26VNJBWSJ91
        DB Insurance Co Ltd
        000000000
        
          
          
          
        
        1020.00000000
        NS
        
        58660.66000000
        0.005383980063
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        SPECTRA ENERGY PARTNERS
        2HKVXE7U4NF5B6UGSU72
        Spectra Energy Partners LP
        84756NAH2
        
          
          
        
        165000.00000000
        PA
        USD
        164742.40000000
        0.015120351480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SkyWest Inc
        529900UYS2KGS6Z42P09
        SkyWest Inc
        830879102
        
          
          
        
        3560.00000000
        NS
        USD
        102706.00000000
        0.009426539974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        28900.00000000
        NS
        USD
        2525860.00000000
        0.231827938593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        5493005PJR3MYTKJFJ48
        Commonbond Student Loan Trust 2018-A-GS
        20269DAA3
        
          
        
        99699.78000000
        PA
        USD
        99238.70000000
        0.009108304993
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-02-25
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Surface Oncology Inc
        549300FCSG6MNIMFH738
        Surface Oncology Inc
        86877M209
        
          
          
        
        18200.00000000
        NS
        USD
        53508.00000000
        0.004911059733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCC3
        
          
          
        
        19000.00000000
        PA
        USD
        19416.75000000
        0.001782103967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
          
        
        36200.00000000
        NS
        USD
        684542.00000000
        0.062828486432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
          
          
        
        59523.00000000
        NS
        
        781172.77000000
        0.071697430955
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KLU1
        
          
        
        300000.00000000
        PA
        USD
        276769.11000000
        0.025402362853
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36224KL49
        
          
        
        110.37000000
        PA
        USD
        111.01000000
        0.000010188695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
          
          
        
        8200.00000000
        NS
        
        268887.33000000
        0.024678959018
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Zhongsheng Group Holdings Ltd
        3003005VYMEBAJNJ2Y26
        Zhongsheng Group Holdings Ltd
        000000000
        
          
          
          
        
        43000.00000000
        NS
        
        301913.80000000
        0.027710187376
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Sapiens International Corp NV
        N/A
        Sapiens International Corp NV
        000000000
        
          
          
          
        
        9000.00000000
        NS
        USD
        228510.00000000
        0.020973055611
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Titan Machinery Inc
        549300835ZM8G0BT5C94
        Titan Machinery Inc
        88830R101
        
          
          
        
        5700.00000000
        NS
        USD
        161082.00000000
        0.014784393436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRIMBLE INC
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239AA8
        
          
          
        
        1200000.00000000
        PA
        USD
        1234591.62000000
        0.113313022205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China BlueChemical Ltd
        529900A9VMPOCJ331Y42
        China BlueChemical Ltd
        000000000
        
          
          
          
        
        418000.00000000
        NS
        
        143147.86000000
        0.013138366060
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
          
        
        15400.00000000
        NS
        USD
        1116654.00000000
        0.102488496964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2087.64000000
        -0.00019160732
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -298000.00000000
            USD
            6544378.00000000
            CZK
            2022-04-19
            -2087.64000000
          
        
        
          N
          N
          N
        
      
      
        Selvaag Bolig ASA
        5967007LIEEXZXIHPK59
        Selvaag Bolig ASA
        000000000
        
          
          
          
        
        12369.00000000
        NS
        
        70495.73000000
        0.006470223910
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Outfront Media Inc
        549300RZWDYU5722I639
        Outfront Media Inc
        69007J106
        
          
          
        
        10400.00000000
        NS
        USD
        295672.00000000
        0.027137303833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290XM49
        
          
        
        11308.80000000
        PA
        USD
        12069.54000000
        0.001107763921
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAT8
        
          
          
        
        55000.00000000
        PA
        USD
        50703.13000000
        0.004653623759
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF VIRGINIA VA UNIV REVEN
        N/A
        University of Virginia
        915217WX7
        
          
        
        80000.00000000
        PA
        USD
        79339.32000000
        0.007281904383
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2117-09-01
          Fixed
          4.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
          
          
        
        31203.00000000
        NS
        
        1309743.36000000
        0.120210583023
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS GS_21-PJ-A
        000000000
        
          
        
        1.00000000
        NC
        USD
        2400.11000000
        0.000220286379
        N/A
        DCR
        CORP
        GB
        
        N
        
        3
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            Default Event
            2022-04-14
            0.00000000
            USD
            -347.09000000
            USD
            3716474.00000000
            USD
            2747.20000000
          
        
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        73928QAA6
        
          
          
        
        200000.00000000
        PA
        USD
        219538.07000000
        0.020149595864
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-12-06
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American States Water Co
        529900L26LIS2V8PWM23
        American States Water Co
        029899101
        
          
          
        
        780.00000000
        NS
        USD
        69435.60000000
        0.006372923286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QCR Holdings Inc
        549300MWKWM7KWJVQO33
        QCR Holdings Inc
        74727A104
        
          
          
        
        4373.00000000
        NS
        USD
        247468.07000000
        0.022713061110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-2
        03066KAG5
        
          
        
        300000.00000000
        PA
        USD
        301161.06000000
        0.027641099555
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-18
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        Sofi Professional Loan Program 2019-C LLC
        83401CAB0
        
          
        
        393571.14000000
        PA
        USD
        389927.85000000
        0.035788273960
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-16
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANITOBA (PROVINCE OF)
        5493003QILFOB3JRKE30
        Province of Manitoba Canada
        563469UL7
        
          
          
        
        100000.00000000
        PA
        USD
        97099.29000000
        0.008911946125
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-06-22
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591DM1
        
          
          
        
        90000.00000000
        PA
        USD
        118681.02000000
        0.010892755820
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2030-05-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrexpo PLC
        213800CEDKSNUTPAQZ41
        Ferrexpo PLC
        000000000
        
          
          
          
        
        184977.00000000
        NS
        
        451139.24000000
        0.041406364575
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        LivaNova PLC
        2138001K2FX6SHK2B339
        LivaNova PLC
        000000000
        
          
          
          
        
        200.00000000
        NS
        USD
        16366.00000000
        0.001502100687
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -8850000.00000000
        OU
        Other
        USD
        -19631.55000000
        -0.00180181869
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -8850000.00000000
            USD
            67.50000000
            USD
            2022-06-15
            XXXX
            -5914.05000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        400000.00000000
        PA
        USD
        397022.60000000
        0.036439442777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MaxLinear Inc
        549300EMOI0SM2IY4F64
        MaxLinear Inc
        57776J100
        
          
          
        
        3400.00000000
        NS
        USD
        198390.00000000
        0.018208588258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        10200.00000000
        NS
        USD
        794478.00000000
        0.072918608710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
          
        
        159000.00000000
        PA
        USD
        158492.95000000
        0.014546765806
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -22936.11000000
        -0.00210511710
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -803713.00000000
            AUD
            578615.03000000
            USD
            2022-04-19
            -22936.11000000
          
        
        
          N
          N
          N
        
      
      
        Upland Software Inc
        549300NS277POYJ63W89
        Upland Software Inc
        91544A109
        
          
          
        
        2700.00000000
        NS
        USD
        47547.00000000
        0.004363948515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-5
        89169EAA7
        
          
        
        156402.30000000
        PA
        USD
        155818.03000000
        0.014301256875
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-02-25
          Floating
          1.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Formosa Plastics Corp
        254900KM6G17UTG1QN82
        Formosa Plastics Corp
        000000000
        
          
          
          
        
        15000.00000000
        NS
        
        55419.37000000
        0.005086488683
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Chefs' Warehouse Inc/The
        549300JYEDC8C547E980
        Chefs' Warehouse Inc/The
        163086101
        
          
          
        
        600.00000000
        NS
        USD
        19560.00000000
        0.001795251707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Information
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
          
        
        1600.00000000
        NS
        USD
        160672.00000000
        0.014746762904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4312.67000000
        0.000395824549
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -610000.00000000
            USD
            746770768.00000000
            KRW
            2022-06-15
            4312.67000000
          
        
        
          N
          N
          N
        
      
      
        RLJ Lodging Trust
        N/A
        RLJ Lodging Trust
        74965L101
        
          
          
        
        12000.00000000
        NS
        USD
        168960.00000000
        0.015507450335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinsale Capital Group Inc
        529900QTUQHNZ6HOA508
        Kinsale Capital Group Inc
        49714P108
        
          
          
        
        1320.00000000
        NS
        USD
        300986.40000000
        0.027625068949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CESC Ltd
        3358009RW8LFOENISG12
        CESC Ltd
        000000000
        
          
          
          
        
        152880.00000000
        NS
        
        152780.41000000
        0.014022458690
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding LIX Ltd
        55822EAA7
        
          
        
        1500000.00000000
        PA
        USD
        1490144.70000000
        0.136768139962
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-18
          Floating
          1.38510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHANGHAI INTERNATIONAL PORT GROUP CO LTD
        300300DAQ7G1LS22G609
        SHANGHAI INTERNATIONAL PORT GROUP CO LTD
        000000000
        
          
          
          
        
        211800.00000000
        NS
        
        181343.50000000
        0.016644030065
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
          
        
        2000.00000000
        NS
        USD
        1075220.00000000
        0.098685610498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        000000000
        
          
          
          
        
        16600.00000000
        NS
        
        774573.07000000
        0.071091698711
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711AY6
        
          
          
        
        350000.00000000
        PA
        USD
        320670.45000000
        0.029431706187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GBE4
        
          
        
        187352.37000000
        PA
        USD
        187172.36000000
        0.017179013239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.97070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xencor Inc
        549300V5IF65437JKG30
        Xencor Inc
        98401F105
        
          
          
        
        3200.00000000
        NS
        USD
        85376.00000000
        0.007835961646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2018-IND
        056059AS7
        
          
        
        910000.00000000
        PA
        USD
        903134.23000000
        0.082891271414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-15
          Floating
          2.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix Inc
        00773T101
        
          
          
        
        2000.00000000
        NS
        USD
        102180.00000000
        0.009378262756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        Hertz Vehicle Financing III LP
        42806MAF6
        
          
        
        100000.00000000
        PA
        USD
        91022.47000000
        0.008354204740
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        000000000
        
          
          
          
        
        1725.00000000
        NS
        
        165228.84000000
        0.015164997811
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        283105.26000000
        0.025983906008
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-UB11
        61767FAZ4
        
          
        
        1300000.00000000
        PA
        USD
        1253416.97000000
        0.115040846425
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.53100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AlbaCore Euro CLO
        635400OMGYX1QQYCTI48
        AlbaCore Euro CLO IV DAC
        000000000
        
          
        
        2000000.00000000
        PA
        
        2212500.00000000
        0.203067198553
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-07-15
          Floating
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
          
        
        200000.00000000
        PA
        USD
        192084.83000000
        0.017629888502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stewart Information Services C
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        860372101
        
          
          
        
        1800.00000000
        NS
        USD
        109098.00000000
        0.010013209142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        -352067.53000000
        -0.03231338622
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.IG.38.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            0.00000000
            USD
            -314071.21000000
            USD
            -21520000.00000000
            USD
            -37996.32000000
          
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBG8
        
          
          
        
        350000.00000000
        PA
        USD
        371162.07000000
        0.034065917181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AL5
        
          
          
        
        151000.00000000
        PA
        USD
        153099.02000000
        0.014051701284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-LGCY
        12434DAQ5
        
          
        
        1350000.00000000
        PA
        USD
        1291768.43000000
        0.118560811868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-15
          Floating
          2.34600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
          
        
        300000.00000000
        PA
        USD
        403988.98000000
        0.037078829566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIOHEALTH CORP
        JGYGIL4QGKKPZU7C1D18
        OhioHealth Corp
        67777JAL2
        
          
          
        
        1155000.00000000
        PA
        USD
        1057437.73000000
        0.097053522022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tilly's Inc
        N/A
        Tilly's Inc
        886885102
        
          
          
        
        2100.00000000
        NS
        USD
        19656.00000000
        0.001804062759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AS2
        
          
          
        
        561000.00000000
        PA
        USD
        554815.46000000
        0.050921953073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        Sofi Professional Loan Program 2018-B Trust
        83404RAB4
        
          
        
        149707.90000000
        PA
        USD
        150006.03000000
        0.013767821142
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-08-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shyft Group Inc/The
        549300YY0TB51BGRV994
        Shyft Group Inc/The
        825698103
        
          
          
        
        600.00000000
        NS
        USD
        21666.00000000
        0.001988544146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
          
        
        9780.00000000
        NS
        USD
        783475.80000000
        0.071908807159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
          
        
        25000.00000000
        NS
        USD
        1593000.00000000
        0.146208382958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
          
        
        155000.00000000
        PA
        USD
        159721.47000000
        0.014659521564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBIZ Inc
        529900D5X8CFM8O1N813
        CBIZ Inc
        124805102
        
          
          
        
        1900.00000000
        NS
        USD
        79743.00000000
        0.007318954853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novatek Microelectronics Corp
        N/A
        Novatek Microelectronics Corp
        000000000
        
          
          
          
        
        4000.00000000
        NS
        
        59045.28000000
        0.005419281173
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
          
        
        1580.00000000
        NS
        USD
        289898.40000000
        0.026607392521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBL2
        
          
          
        
        500000.00000000
        PA
        USD
        512786.45000000
        0.047064455528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA4
        35565XAH3
        
          
        
        32574.74000000
        PA
        USD
        32613.29000000
        0.002993305959
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2050-08-25
          Floating
          4.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AE4
        
          
          
        
        50000.00000000
        PA
        USD
        59386.60000000
        0.005450608132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1738.51000000
        0.000159563550
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -284000.00000000
            USD
            1089856700.00000000
            COP
            2022-06-15
            1738.51000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPAG9
        
          
        
        133812.12000000
        PA
        USD
        142586.08000000
        0.013086804889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConnectOne Bancorp Inc
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W107
        
          
          
        
        1499.00000000
        NS
        USD
        47982.99000000
        0.004403964455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        400000.00000000
        OU
        Other
        USD
        647.01000000
        0.000059383732
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            400000.00000000
            USD
            60.00000000
            USD
            2022-04-20
            XXXX
            -352.99000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN COPPER CORP
        2549007U6NAP46Q9TU15
        Southern Copper Corp
        84265VAA3
        
          
          
        
        95000.00000000
        PA
        USD
        122352.85000000
        0.011229762930
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-07-27
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296SVY9
        
          
        
        13430.77000000
        PA
        USD
        14348.88000000
        0.001316965814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DA AN GENE CO LTD OF SUN YAT-SEN UNIVERSITY
        30030092WPRQ87CXPM21
        DA AN GENE CO LTD OF SUN YAT-SEN UNIVERSITY
        000000000
        
          
          
          
        
        18400.00000000
        NS
        
        53959.88000000
        0.004952534086
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
          
        
        359000.00000000
        PA
        USD
        376340.07000000
        0.034541163262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
          
        
        777.00000000
        NS
        USD
        342967.80000000
        0.031478196763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9890.40000000
        -0.00090775856
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3667915.48000000
            MXN
            172000.00000000
            USD
            2022-06-15
            -9890.40000000
          
        
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries Inc
        90278Q108
        
          
          
        
        2477.00000000
        NS
        USD
        191125.32000000
        0.017541822962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MAP4
        
          
        
        100000.00000000
        PA
        USD
        93747.79000000
        0.008604339473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-26
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
          
        
        3700.00000000
        NS
        USD
        919339.00000000
        0.084378574124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        465077AL9
        
          
          
        
        235000.00000000
        PA
        USD
        236940.40000000
        0.021746812769
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-08-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carpenter Technology Corp
        DX6I6ZD3X5WNNCDJKP85
        Carpenter Technology Corp
        144285103
        
          
          
        
        400.00000000
        NS
        USD
        16792.00000000
        0.001541199727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        Schneider National Inc
        80689H102
        
          
          
        
        6300.00000000
        NS
        USD
        160650.00000000
        0.014744743705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loandepot GMSR Master Trust
        N/A
        LOANDEPOT GMSR Master Trust Seres 2018-GT1
        53946TAB8
        
          
        
        100000.00000000
        PA
        USD
        100093.50000000
        0.009186760062
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-16
          Floating
          3.23057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDF Solutions Inc
        549300GMSP6MROFBI160
        PDF Solutions Inc
        693282105
        
          
          
        
        4900.00000000
        NS
        USD
        136563.00000000
        0.012533995858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VAT Group AG
        529900MVFK7NVALR7Y83
        VAT Group AG
        000000000
        
          
          
          
        
        144.00000000
        NS
        
        54727.24000000
        0.005022963756
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLINA HEALTH SYSTEM
        5493001V00JCD7SQ0G44
        Allina Health System
        01959LAC6
        
          
          
        
        115000.00000000
        PA
        USD
        116688.15000000
        0.010709846655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          3.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAZ9
        
          
          
        
        450000.00000000
        PA
        USD
        474439.68000000
        0.043544920542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        14560.00000000
        NS
        USD
        7425163.20000000
        0.681494729863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AD9
        
          
          
        
        475000.00000000
        PA
        USD
        425609.86000000
        0.039063232518
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        6860.00000000
        NS
        USD
        2012243.80000000
        0.184687327128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anima Holding SpA
        549300T1EREIRH8ICX03
        Anima Holding SpA
        000000000
        
          
          
          
        
        65088.00000000
        NS
        
        290967.41000000
        0.026705508166
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        PRES & FELLOWS OF HARVAR
        6S3X7J22E861RNTJSA74
        President and Fellows of Harvard College
        740816AN3
        
          
          
        
        270000.00000000
        PA
        USD
        267755.86000000
        0.024575110683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veritiv Corp
        529900VQARHWQROHAS58
        Veritiv Corp
        923454102
        
          
          
        
        1500.00000000
        NS
        USD
        200385.00000000
        0.018391692918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
          
        
        300000.00000000
        PA
        USD
        304667.07000000
        0.027962887410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/T
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
          
        
        3800.00000000
        NS
        USD
        188594.00000000
        0.017309493895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332BA9
        
          
          
        
        185000.00000000
        PA
        USD
        157882.00000000
        0.014490691725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BY3
        
          
          
        
        2000000.00000000
        PA
        USD
        1890420.84000000
        0.173506198447
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-10-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortga
        N/A
        MF1 2022-FL8 Ltd
        55284JAA7
        
          
        
        500000.00000000
        PA
        USD
        495953.45000000
        0.045519492747
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2037-02-19
          Floating
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tosoh Corp
        529900YSLFVJF2MDBX02
        Tosoh Corp
        000000000
        
          
          
          
        
        3000.00000000
        NS
        
        44326.67000000
        0.004068380880
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ensign Group Inc/The
        5493003K4HEEA8Q0BC72
        Ensign Group Inc/The
        29358P101
        
          
          
        
        1280.00000000
        NS
        USD
        115212.80000000
        0.010574436399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Integrations Inc
        54930085LGXSCIHD5W31
        Power Integrations Inc
        739276103
        
          
          
        
        1200.00000000
        NS
        USD
        111216.00000000
        0.010207602962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAD6
        
          
          
        
        200000.00000000
        PA
        USD
        176409.71000000
        0.016191198014
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        15000.00000000
        PA
        USD
        14551.27000000
        0.001335541529
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korn Ferry
        549300FOD20OM0GT5G40
        Korn Ferry
        500643200
        
          
          
        
        4300.00000000
        NS
        USD
        279242.00000000
        0.025629329111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGNA INTERNATIONAL INC
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        559222AV6
        
          
          
        
        350000.00000000
        PA
        USD
        322528.53000000
        0.029602244086
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-06-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        400000.00000000
        OU
        Other
        USD
        0.03000000
        0.000000002753
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            400000.00000000
            USD
            35.00000000
            USD
            2022-04-20
            XXXX
            -9.97000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAM1
        
          
          
        
        400000.00000000
        PA
        USD
        363445.23000000
        0.033357651834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAC6
        
          
          
        
        200000.00000000
        PA
        USD
        194693.23000000
        0.017869292109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term
        549300RO0W90UZB1HD05
        GM Financial Consumer Automobile Receivables Trust 2018-4
        38013FAG6
        
          
        
        100000.00000000
        PA
        USD
        100848.75000000
        0.009256078255
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
          
        
        3000.00000000
        NS
        USD
        304200.00000000
        0.027920018892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MULTICARE HEALTH SYSTEM
        549300OSCVFLGLKTTI33
        MultiCare Health System
        62548LAA0
        
          
          
        
        280000.00000000
        PA
        USD
        231100.55000000
        0.021210820914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          2.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        Sofi Professional Loan Program 2019-B LLC
        83404WAB3
        
          
        
        208019.89000000
        PA
        USD
        207986.27000000
        0.019089351044
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-08-17
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6425.30000000
        -0.00058972550
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -739937.56000000
            ILS
            226000.00000000
            USD
            2022-06-15
            -6425.30000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust 20
        N/A
        Legacy Mortgage Asset Trust 2020-GS1
        52474PAA0
        
          
        
        304441.71000000
        PA
        USD
        304428.56000000
        0.027940996537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
          
          
        
        12718.00000000
        NS
        
        1300804.47000000
        0.119390155746
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
          
          
        
        73952.00000000
        NS
        
        800599.17000000
        0.073480420617
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KA8
        
          
          
        
        195000.00000000
        PA
        USD
        201032.63000000
        0.018451133555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-29
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RS9
        
          
          
        
        2895000.00000000
        PA
        USD
        2836195.31000000
        0.260311067186
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGR4
        
          
          
        
        160000.00000000
        PA
        USD
        160391.02000000
        0.014720974058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
          
        
        32400.00000000
        NS
        USD
        5275692.00000000
        0.484212427059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8541.20000000
        -0.00078392657
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4257758.23000000
            PLN
            1003000.00000000
            USD
            2022-04-19
            -8541.20000000
          
        
        
          N
          N
          N
        
      
      
        DGB Financial Group Inc
        N/A
        DGB Financial Group Inc
        000000000
        
          
          
          
        
        29547.00000000
        NS
        
        227114.73000000
        0.020844995241
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5525.70000000
        -0.00050715860
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1884609.00000000
            SGD
            1384973.05000000
            USD
            2022-06-15
            -5525.70000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS GS_21-PJ2-A
        000000000
        
          
        
        1.00000000
        NC
        USD
        1656.92000000
        0.000152075074
        N/A
        DCR
        CORP
        GB
        
        N
        
        3
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            Default Event
            2022-04-14
            0.00000000
            USD
            -179.71000000
            USD
            1924308.00000000
            USD
            1836.63000000
          
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDC5
        
          
        
        300000.00000000
        PA
        USD
        304699.77000000
        0.027965888675
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
          
          
        
        10623.00000000
        NS
        
        637275.82000000
        0.058490312078
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAD8
        
          
          
        
        350000.00000000
        PA
        USD
        356833.73000000
        0.032750836565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        22800.00000000
        NS
        
        763284.90000000
        0.070055650323
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAK9
        
          
          
        
        79000.00000000
        PA
        USD
        108943.24000000
        0.009999004993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
          
        
        5800.00000000
        NS
        USD
        1192480.00000000
        0.109447942567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
          
        
        79800.00000000
        NS
        USD
        6590682.00000000
        0.604904556065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        94973VBB2
        
          
          
        
        30000.00000000
        PA
        USD
        33018.04000000
        0.003030454637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
          
        
        300.00000000
        NS
        USD
        41328.00000000
        0.003793157596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marcus & Millichap Inc
        549300B2HE8ULXNB1N48
        Marcus & Millichap Inc
        566324109
        
          
          
        
        400.00000000
        NS
        USD
        21072.00000000
        0.001934025766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lantheus Holdings Inc
        5299005HUB5IOJGO7S39
        Lantheus Holdings Inc
        516544103
        
          
          
        
        7200.00000000
        NS
        USD
        398232.00000000
        0.036550443667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Fire Group Inc
        N/A
        United Fire Group Inc
        910340108
        
          
          
        
        1000.00000000
        NS
        USD
        31070.00000000
        0.002851660049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
          
          
        
        5649.00000000
        NS
        
        448756.34000000
        0.041187657761
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        Berkshire Hathaway Energy Co
        59562VAP2
        
          
          
        
        120000.00000000
        PA
        USD
        146347.50000000
        0.013432034730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2018-C46
        95001QAT8
        
          
        
        1050000.00000000
        PA
        USD
        1063046.25000000
        0.097568281997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.88800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAB4
        
          
          
        
        450000.00000000
        PA
        USD
        417236.62000000
        0.038294721607
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203TN43
        
          
        
        1178.11000000
        PA
        USD
        1258.69000000
        0.000115524814
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSW Steel Ltd
        335800EK6HZSC4CVAJ09
        JSW Steel Ltd
        000000000
        
          
          
          
        
        6342.00000000
        NS
        
        61013.80000000
        0.005599955452
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
          
        
        15600.00000000
        NS
        USD
        3035448.00000000
        0.278598834672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        2684.00000000
        NS
        
        62654.36000000
        0.005750528977
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        16800.00000000
        NS
        USD
        845880.00000000
        0.077636376005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMI PLC
        2138002W9Q21PF751R30
        IMI PLC
        000000000
        
          
          
          
        
        2625.00000000
        NS
        
        46867.45000000
        0.004301578203
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Industrial Technologie
        549300NU173IJRC6PO38
        Applied Industrial Technologies Inc
        03820C105
        
          
          
        
        2280.00000000
        NS
        USD
        234064.80000000
        0.021482885069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
          
        
        4200.00000000
        NS
        USD
        1117200.00000000
        0.102538609818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        1600000.00000000
        OU
        Other
        USD
        0.10000000
        0.000000009178
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.37.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            1600000.00000000
            USD
            35.00000000
            USD
            2022-04-20
            XXXX
            -39.90000000
          
        
        
          N
          N
          N
        
      
      
        SINOPEC GRP DEV 2018
        549300C6OZZ8LTVR8209
        Sinopec Group Overseas Development 2018 Ltd
        82939GAJ7
        
          
          
        
        345000.00000000
        PA
        USD
        309154.71000000
        0.028374771018
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2049-08-08
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413AZ5
        
          
          
        
        315000.00000000
        PA
        USD
        261243.96000000
        0.023977436879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CorVel Corp
        N/A
        CorVel Corp
        221006109
        
          
          
        
        1400.00000000
        NS
        USD
        235816.00000000
        0.021643613330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -8337.11000000
        -0.00076519483
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            67.50000000
            USD
            2022-05-18
            XXXX
            -2812.11000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
          
        
        16000.00000000
        NS
        USD
        1200320.00000000
        0.110167511759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAS4
        
          
          
        
        210000.00000000
        PA
        USD
        204738.76000000
        0.018791288781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033G407
        
          
          
        
        1700.00000000
        NS
        USD
        146132.00000000
        0.013412255755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        176409.71000000
        0.016191198014
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOL Energy Inc
        549300YJCTPJBTK7IJ81
        CONSOL Energy Inc
        20854L108
        
          
          
        
        500.00000000
        NS
        USD
        18815.00000000
        0.001726874278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C204
        
          
          
        
        700.00000000
        NS
        USD
        25557.00000000
        0.002345667070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
          
        
        1405000.00000000
        PA
        USD
        1277067.18000000
        0.117211504906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        265000.00000000
        PA
        USD
        270351.10000000
        0.024813306441
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1462.20000000
        -0.00013420332
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -17368878.80000000
            PHP
            332000.00000000
            USD
            2022-06-15
            -1462.20000000
          
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2018-C
        63940VAB8
        
          
        
        77095.95000000
        PA
        USD
        77591.12000000
        0.007121451467
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-06-16
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AT0
        
          
          
        
        50000.00000000
        PA
        USD
        50953.26000000
        0.004676581136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-13
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAL4
        
          
          
        
        20000.00000000
        PA
        USD
        21560.35000000
        0.001978847400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290UXG6
        
          
        
        89190.61000000
        PA
        USD
        95252.25000000
        0.008742421497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kite Realty Group Trust
        N/A
        Kite Realty Group Trust
        49803T300
        
          
          
        
        8100.00000000
        NS
        USD
        184437.00000000
        0.016927957016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Shenhua Energy Co Ltd
        529900N9JOX4C108MA40
        China Shenhua Energy Co Ltd
        000000000
        
          
          
          
        
        262000.00000000
        NS
        
        836029.61000000
        0.076732289631
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2019-A
        98163BAD4
        
          
        
        700000.00000000
        PA
        USD
        699412.91000000
        0.064193365091
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I Homes Inc
        55305B101
        
          
          
        
        1700.00000000
        NS
        USD
        75395.00000000
        0.006919887654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RLN7
        
          
        
        202755.69000000
        PA
        USD
        202133.79000000
        0.018552199985
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Armstrong World Industries Inc
        KXMRXXOJ88Q45Y45MG74
        Armstrong World Industries Inc
        04247X102
        
          
          
        
        6500.00000000
        NS
        USD
        585065.00000000
        0.053698309840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Residential Mortgage Securitie
        54930041T52UP3IPLN03
        Residential Mortgage Securities 32 PLC
        000000000
        
          
          
        
        464669.24000000
        PA
        
        613082.08000000
        0.056269767443
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-06-20
          Floating
          1.54674000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City Office REIT Inc
        5493003J7157VP25NL57
        City Office REIT Inc
        178587101
        
          
          
        
        1600.00000000
        NS
        USD
        28256.00000000
        0.002593386107
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2019-A
        98163BAE2
        
          
        
        200000.00000000
        PA
        USD
        199128.20000000
        0.018276341571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
          
        
        250000.00000000
        PA
        USD
        254111.79000000
        0.023322833588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
          
        
        675000.00000000
        PA
        USD
        633850.74000000
        0.058175952123
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manhattan Associates Inc
        529900Q1GJP7KD52SW51
        Manhattan Associates Inc
        562750109
        
          
          
        
        4300.00000000
        NS
        USD
        596453.00000000
        0.054743520803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Financial Corp
        549300351Y4J4FKIOR78
        Oportun Financial Corp
        68376D104
        
          
          
        
        3800.00000000
        NS
        USD
        54568.00000000
        0.005008348425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtus Investment Partners Inc
        549300HWF93HB8BDM648
        Virtus Investment Partners Inc
        92828Q109
        
          
          
        
        740.00000000
        NS
        USD
        177592.60000000
        0.016299765769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4510000.00000000
        OU
        Other
        USD
        -5174.17000000
        -0.00047489455
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4510000.00000000
            USD
            95.00000000
            USD
            2022-06-15
            XXXX
            3394.83000000
          
        
        
          N
          N
          N
        
      
      
        22nd Century Group Inc
        N/A
        22nd Century Group Inc
        90137F103
        
          
          
        
        7200.00000000
        NS
        USD
        16704.00000000
        0.001533122930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACB9
        
          
          
        
        1910000.00000000
        PA
        USD
        1732058.77000000
        0.158971445040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
          
        
        67781.00000000
        NS
        
        787658.95000000
        0.072292744131
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
          
        
        275000.00000000
        PA
        USD
        251117.19000000
        0.023047983856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC GMSR ISSUER TRUST 2018-GT1
        69354WAC0
        
          
        
        150000.00000000
        PA
        USD
        149353.11000000
        0.013707894979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-25
          Floating
          3.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redington India Ltd
        335800DTFNX7F2LM5227
        Redington India Ltd
        000000000
        
          
          
          
        
        164048.00000000
        NS
        
        312920.57000000
        0.028720408370
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Interface Inc
        549300VXZWQOIDFPU355
        Interface Inc
        458665304
        
          
          
        
        1300.00000000
        NS
        USD
        17641.00000000
        0.001619122463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAG1
        
          
        
        800000.00000000
        PA
        USD
        766274.88000000
        0.070330076024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Insperity Inc
        5299000Q0KW7HY5DB751
        Insperity Inc
        45778Q107
        
          
          
        
        300.00000000
        NS
        USD
        30126.00000000
        0.002765018044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kforce Inc
        5493003RDQQDVXY2SK46
        Kforce Inc
        493732101
        
          
          
        
        680.00000000
        NS
        USD
        50299.60000000
        0.004616587055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        1600000.00000000
        OU
        Other
        USD
        2588.04000000
        0.000237534929
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            1600000.00000000
            USD
            60.00000000
            USD
            2022-04-20
            XXXX
            -1731.96000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AUPF0
        
          
        
        575450.46000000
        PA
        USD
        5.75000000
        0.000000527745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-25
          Variable
          1.38402000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAS8
        
          
          
        
        250000.00000000
        PA
        USD
        272419.04000000
        0.025003105665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-14
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peoples Bancorp Inc/OH
        N/A
        Peoples Bancorp Inc/OH
        709789101
        
          
          
        
        1500.00000000
        NS
        USD
        46965.00000000
        0.004310531516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TD SYNNEX Corp
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162W100
        
          
          
        
        1400.00000000
        NS
        USD
        144494.00000000
        0.013261917192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KB Financial Group Inc
        529900TKE4MXG3Q6GW86
        KB Financial Group Inc
        000000000
        
          
          
          
        
        19192.00000000
        NS
        
        963328.38000000
        0.088415997926
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Intra-Cellular Therapies Inc
        5299002U2KGF193IJA20
        Intra-Cellular Therapies Inc
        46116X101
        
          
          
        
        5300.00000000
        NS
        USD
        324307.00000000
        0.029765475236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
          
        
        75000.00000000
        PA
        USD
        69779.31000000
        0.006404469603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Resources Corp
        549300QKBSQBIX4DQ583
        New Jersey Resources Corp
        646025106
        
          
          
        
        400.00000000
        NS
        USD
        18344.00000000
        0.001683645057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE
        000000000
        
          
          
          
        
        2074.00000000
        NS
        
        494205.25000000
        0.045359039831
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        TSMC
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        000000000
        
          
          
          
        
        104000.00000000
        NS
        
        2142864.89000000
        0.196675963882
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5934.48000000
        -0.00054467716
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -238806438.00000000
            CLP
            293644.56000000
            USD
            2022-06-15
            -5934.48000000
          
        
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
          
          
        
        4900.00000000
        NS
        
        114957.46000000
        0.010551000838
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        000000000
        
          
          
        
        200000.00000000
        PA
        
        206461.19000000
        0.018949376480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.99300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        212377.88000000
        0.019492420848
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-01-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BTRS Holdings Inc
        549300K51KDPS5MBVB54
        BTRS Holdings Inc
        11778X104
        
          
          
        
        10600.00000000
        NS
        USD
        79288.00000000
        0.007277194141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        200000.00000000
        PA
        USD
        209517.30000000
        0.019229871710
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIC Ltd
        2549006I3Q3M98KHOT11
        CITIC Ltd
        000000000
        
          
          
          
        
        436000.00000000
        NS
        
        482133.02000000
        0.044251029017
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
          
        
        1204.00000000
        NS
        USD
        158687.20000000
        0.014564594418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
          
        
        51300.00000000
        NS
        USD
        2937438.00000000
        0.269603301958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accel Entertainment Inc
        N/A
        Accel Entertainment Inc
        00436Q106
        
          
          
        
        9500.00000000
        NS
        USD
        115710.00000000
        0.010620070302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        94973VAY3
        
          
          
        
        45000.00000000
        PA
        USD
        49303.87000000
        0.004525197179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAS7
        
          
        
        761184.22000000
        PA
        USD
        750434.02000000
        0.068876173622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.23120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        MSCI EMERGING MARKETS INDEX
        000000000
        
          
          
        
        20.00000000
        NC
        USD
        77447.00000000
        0.007108223876
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI
                MSCI EMERGING MARKETS INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            1048053.00000000
            USD
            77447.00000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
        5493003GCX71N8988W38
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        134914.71000000
        0.012382712860
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
              5493003GCX71N8988W38
            
            -2700123.00000000
            GBP
            3681469.20000000
            USD
            2022-04-19
            134914.71000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBT6
        
          
          
        
        520000.00000000
        PA
        USD
        541600.79000000
        0.049709087077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Hall Group
        N/A
        Charter Hall Group
        000000000
        
          
          
          
        
        20799.00000000
        NS
        
        253554.10000000
        0.023271647805
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ArcBest Corp
        5493006S3KBNE8ZS3J23
        ArcBest Corp
        03937C105
        
          
          
        
        800.00000000
        NS
        USD
        64400.00000000
        0.005910746931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        111021AE1
        
          
          
        
        50000.00000000
        PA
        USD
        68320.04000000
        0.006270535199
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-15
          Variable
          9.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5792.90000000
        -0.00053168270
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -353000.00000000
            USD
            7678809.00000000
            CZK
            2022-04-19
            -5792.90000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PH5
        
          
          
        
        120000.00000000
        PA
        USD
        64125.00000000
        0.005885506941
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796J42
        
          
          
        
        130000.00000000
        PA
        USD
        129884.47000000
        0.011921028455
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833XY1
        
          
          
        
        286000.00000000
        PA
        USD
        233603.91000000
        0.021440583762
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -8850000.00000000
        OU
        Other
        USD
        -10153.30000000
        -0.00093188799
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -8850000.00000000
            USD
            95.00000000
            USD
            2022-06-15
            XXXX
            6661.70000000
          
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        891160509
        
          
          
          
        
        18100.00000000
        NS
        
        1436098.87000000
        0.131807717232
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        290007.95000000
        0.026617447215
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-10-23
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC29
        17323VAY1
        
          
        
        385172.77000000
        PA
        USD
        377208.98000000
        0.034620913372
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-10
          Fixed
          2.93500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA4
        35565XBD1
        
          
        
        450000.00000000
        PA
        USD
        472565.93000000
        0.043372944423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Floating
          6.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingspan Group PLC
        635400HM7V74SUB9OG75
        Kingspan Group PLC
        000000000
        
          
          
          
        
        1908.00000000
        NS
        
        187180.71000000
        0.017179779617
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        New York Life Insurance Co
        64952GAF5
        
          
          
        
        110000.00000000
        PA
        USD
        145899.75000000
        0.013390939435
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE UNIVERSITY HEALTH
        SYIJ9BNVFR17R33OPQ57
        Duke University Health System Inc
        26443CAA1
        
          
          
        
        95000.00000000
        PA
        USD
        99147.25000000
        0.009099911548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128K8GK6
        
          
        
        22271.43000000
        PA
        USD
        24054.27000000
        0.002207743829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374CQU3
        
          
        
        74186.08000000
        PA
        USD
        78875.96000000
        0.007239376375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axcelis Technologies Inc
        529900HF9B6NL1QG9F05
        Axcelis Technologies Inc
        054540208
        
          
          
        
        1900.00000000
        NS
        USD
        143507.00000000
        0.013171328570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4510000.00000000
        OU
        Other
        USD
        10700.22000000
        0.000982085287
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4510000.00000000
            USD
            75.00000000
            USD
            2022-06-15
            XXXX
            -5986.78000000
          
        
        
          N
          N
          N
        
      
      
        KOC Holding AS
        7890005U0H950VH19H45
        KOC Holding AS
        000000000
        
          
          
          
        
        22840.00000000
        NS
        
        61561.09000000
        0.005650186705
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAA3
        
          
          
        
        200000.00000000
        PA
        USD
        202835.85000000
        0.018616636305
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAR0
        
          
          
        
        235000.00000000
        PA
        USD
        252699.71000000
        0.023193230366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CD0
        
          
          
        
        45000.00000000
        PA
        USD
        52021.99000000
        0.004774671083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-12-05
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crocs Inc
        549300B0J6YCXD63OG72
        Crocs Inc
        227046109
        
          
          
        
        4000.00000000
        NS
        USD
        305600.00000000
        0.028048513391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computacenter PLC
        549300XSXUZ1I19DB105
        Computacenter PLC
        000000000
        
          
          
          
        
        1740.00000000
        NS
        
        66735.95000000
        0.006125144591
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cathay General Bancorp
        549300K1SLJ8C97H5L68
        Cathay General Bancorp
        149150104
        
          
          
        
        1700.00000000
        NS
        USD
        76075.00000000
        0.006982299267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389375106
        
          
          
        
        9760.00000000
        NS
        USD
        215403.20000000
        0.019770090116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West African Resources Ltd
        529900XLO8GMJNTUL013
        West African Resources Ltd
        000000000
        
          
          
          
        
        344203.00000000
        NS
        
        319771.11000000
        0.029349163157
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sterling Construction Co Inc
        549300RZIK6K1215XU51
        Sterling Construction Co Inc
        859241101
        
          
          
        
        600.00000000
        NS
        USD
        16080.00000000
        0.001475851097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpringWorks Therapeutics Inc
        N/A
        SpringWorks Therapeutics Inc
        85205L107
        
          
          
        
        900.00000000
        NS
        USD
        50796.00000000
        0.004662147533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Civitas Resources Inc
        IIVIHPH28S64K95M2381
        Civitas Resources Inc
        17888H103
        
          
          
        
        4400.00000000
        NS
        USD
        262724.00000000
        0.024113277592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        000000000
        
          
          
          
        
        202510.00000000
        NS
        
        0.25000000
        0.000000022945
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        610000.00000000
        PA
        USD
        601055.02000000
        0.055165902412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        21900.00000000
        NS
        USD
        5975634.00000000
        0.548454352975
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENGIE ENERGIA CHILE SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        29287TAA7
        
          
        
        200000.00000000
        PA
        USD
        184244.66000000
        0.016910303708
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-28
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        Public Service Electric and Gas Co
        74456QAR7
        
          
          
        
        125000.00000000
        PA
        USD
        153638.92000000
        0.014101254270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-C
        63940YAB2
        
          
        
        159969.33000000
        PA
        USD
        158988.29000000
        0.014592228995
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YED3
        
          
          
        
        1005000.00000000
        PA
        USD
        891092.65000000
        0.081786073711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B13 Mortgage Trust
        08162DAD0
        
          
        
        1800000.00000000
        PA
        USD
        1716708.96000000
        0.157562612085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Fixed
          2.70100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BX8
        
          
          
        
        475000.00000000
        PA
        USD
        445059.44000000
        0.040848349681
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
          
        
        135000.00000000
        PA
        USD
        131057.34000000
        0.012028676557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        Discover Bank
        25466AAE1
        
          
          
        
        315000.00000000
        PA
        USD
        323440.47000000
        0.029685943566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-13
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enerjisa Enerji AS
        789000D0QULW3EE31N02
        Enerjisa Enerji AS
        000000000
        
          
          
          
        
        327089.00000000
        NS
        
        362041.70000000
        0.033228833346
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2020-2
        80285RAG3
        
          
        
        100000.00000000
        PA
        USD
        99218.17000000
        0.009106420712
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leejam Sports Co JSC
        N/A
        Leejam Sports Co JSC
        000000000
        
          
          
          
        
        8880.00000000
        NS
        
        297955.84000000
        0.027346918744
        Long
        EC
        CORP
        SA
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
          
        
        22805.00000000
        NS
        USD
        3696918.55000000
        0.339309782249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
          
        
        20000.00000000
        PA
        USD
        19830.12000000
        0.001820043803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-4 Ltd
        07876UAB5
        
          
        
        121460.59000000
        PA
        USD
        121595.76000000
        0.011160275859
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-06-25
          Floating
          4.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROV ST JOSEPH HLTH OBL
        N/A
        Providence St Joseph Health Obligated Group
        743756AB4
        
          
          
        
        50000.00000000
        PA
        USD
        49507.14000000
        0.004543853662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7757.77000000
        0.000712021975
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -260000.00000000
            USD
            89153260.00000000
            HUF
            2022-04-19
            7757.77000000
          
        
        
          N
          N
          N
        
      
      
        Onto Innovation Inc
        254900RXZVN73CHOO062
        Onto Innovation Inc
        683344105
        
          
          
        
        200.00000000
        NS
        USD
        17378.00000000
        0.001594983853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tanla Platforms Ltd
        335800WPW7BCANYPB766
        Tanla Platforms Ltd
        000000000
        
          
          
          
        
        2540.00000000
        NS
        
        51129.01000000
        0.004692711785
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        MidWestOne Financial Group Inc
        N/A
        MidWestOne Financial Group Inc
        598511103
        
          
          
        
        4283.00000000
        NS
        USD
        141767.30000000
        0.013011655799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
          
        
        18400.00000000
        NS
        USD
        3079792.00000000
        0.282668806131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SEG8
        
          
        
        221986.03000000
        PA
        USD
        221124.18000000
        0.020295171871
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137ATRX2
        
          
        
        294765.83000000
        PA
        USD
        2.95000000
        0.000000270756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-25
          Variable
          1.50762700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAB8
        
          
          
        
        500000.00000000
        PA
        USD
        518415.56000000
        0.047581105290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374TTQ2
        
          
        
        53.26000000
        PA
        USD
        53.61000000
        0.000004920421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SiTime Corp
        N/A
        SiTime Corp
        82982T106
        
          
          
        
        590.00000000
        NS
        USD
        146213.80000000
        0.013419763505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        OneMain Financial Issuance Trust 2020-2
        682696AA7
        
          
          
        
        400000.00000000
        PA
        USD
        371190.40000000
        0.034068517359
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-14
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Bancorp Inc/IN
        549300U2OQ2EIT5MXG39
        Horizon Bancorp Inc/IN
        440407104
        
          
          
        
        3200.00000000
        NS
        USD
        59744.00000000
        0.005483410942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Semtech Corp
        549300J7WUY317SW6O61
        Semtech Corp
        816850101
        
          
          
        
        3680.00000000
        NS
        USD
        255171.20000000
        0.023420068129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Belden Inc
        68BKYO1JC791TTJHUE82
        Belden Inc
        077454106
        
          
          
        
        3100.00000000
        NS
        USD
        171740.00000000
        0.015762603696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2020-1 Trust
        83407AAA0
        
          
        
        41076.14000000
        PA
        USD
        41096.79000000
        0.003771936729
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-25
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412LWS5
        
          
        
        44874.60000000
        PA
        USD
        50332.17000000
        0.004619576388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        Tetra Tech Inc
        88162G103
        
          
          
        
        1000.00000000
        NS
        USD
        164940.00000000
        0.015138487561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Otomotiv Sanayi AS
        7890006XJG6ZE2H34671
        Ford Otomotiv Sanayi AS
        000000000
        
          
          
          
        
        24047.00000000
        NS
        
        489602.07000000
        0.044936551756
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
          
        
        16200.00000000
        NS
        USD
        613980.00000000
        0.056352180143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -23822.54000000
        -0.00218647523
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1721977.04000000
            BRL
            337411.00000000
            USD
            2022-04-04
            -23822.54000000
          
        
        
          N
          N
          N
        
      
      
        Marcus Corp/The
        549300NL0OKPNEMP6B79
        Marcus Corp/The
        566330106
        
          
          
        
        800.00000000
        NS
        USD
        14160.00000000
        0.001299630070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KR1
        
          
          
        
        55000.00000000
        PA
        USD
        58915.06000000
        0.005407329349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlanticus Holdings Corp
        N/A
        Atlanticus Holdings Corp
        04914Y102
        
          
          
        
        300.00000000
        NS
        USD
        15537.00000000
        0.001426013588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
          
        
        41900.00000000
        NS
        USD
        3148366.00000000
        0.288962650232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GFD1
        
          
          
        
        275000.00000000
        PA
        USD
        347389.12000000
        0.031883993403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd
        000000000
        
          
          
          
        
        2495.00000000
        NS
        
        1282011.83000000
        0.117665333708
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QAD2
        
          
          
        
        518000.00000000
        PA
        USD
        527039.52000000
        0.048372627730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        000000000
        
          
          
          
        
        1092.00000000
        NS
        
        60639.82000000
        0.005565630900
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Nine Entertainment Co Holdings
        529900WLXD3X7TFOAI42
        Nine Entertainment Co Holdings Ltd
        000000000
        
          
          
          
        
        48831.00000000
        NS
        
        107314.91000000
        0.009849553960
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
          
          
        
        6400.00000000
        NS
        
        74296.77000000
        0.006819090144
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
          
          
        
        43700.00000000
        NS
        
        881203.72000000
        0.080878450067
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
          
        
        1750000.00000000
        PA
        USD
        1633125.90000000
        0.149891209671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BC6
        
          
          
        
        1000000.00000000
        PA
        USD
        965868.00000000
        0.088649088782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Financial Services
        5493001XTU5DLD632129
        Enterprise Financial Services Corp
        293712105
        
          
          
        
        700.00000000
        NS
        USD
        33117.00000000
        0.003039537362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
          
          
        
        10797.00000000
        NS
        
        654876.60000000
        0.060105743077
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        INR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1574.91000000
        -0.00014454805
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -32788368.00000000
            INR
            426000.00000000
            USD
            2022-06-15
            -1574.91000000
          
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408GK3
        
          
          
        
        170000.00000000
        PA
        USD
        213249.46000000
        0.019572416015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VXY3
        
          
        
        619.32000000
        PA
        USD
        669.26000000
        0.000061425877
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bucher Industries AG
        52990014AQ91A29HPB27
        Bucher Industries AG
        000000000
        
          
          
          
        
        110.00000000
        NS
        
        44420.59000000
        0.004077001025
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AK9
        
          
          
        
        130000.00000000
        PA
        USD
        130489.59000000
        0.011976567449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BH6
        
          
          
        
        800000.00000000
        PA
        USD
        798489.46000000
        0.073286787668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brink's Co/The
        XFP140TFNOQMIVFTVQ13
        Brink's Co/The
        109696104
        
          
          
        
        200.00000000
        NS
        USD
        13600.00000000
        0.001248232271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
          
        
        14020.00000000
        NS
        USD
        2975324.40000000
        0.273080583364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAA5
        
          
        
        400000.00000000
        PA
        USD
        388362.12000000
        0.035644568466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
          
          
        
        1552.00000000
        NS
        
        153487.36000000
        0.014087343823
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bristow Group Inc
        5493005Q24EN3UC1PV68
        Bristow Group Inc
        11040G103
        
          
          
        
        1100.00000000
        NS
        USD
        40788.00000000
        0.003743595432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Astra International Tbk PT
        529900L49TRJOMG4DK47
        Astra International Tbk PT
        000000000
        
          
          
          
        
        132300.00000000
        NS
        
        59905.24000000
        0.005498209837
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Tire Corp Ltd
        549300RLHDA7VQYMUB14
        Canadian Tire Corp Ltd
        136681202
        
          
          
          
        
        400.00000000
        NS
        
        60395.95000000
        0.005543248077
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
          
          
        
        155.00000000
        NS
        
        219413.85000000
        0.020138194731
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
          
        
        1285000.00000000
        PA
        USD
        1340807.45000000
        0.123061700642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
          
        
        485000.00000000
        PA
        USD
        454454.17000000
        0.041710614767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
          
          
        
        12294.00000000
        NS
        
        267744.31000000
        0.024574050603
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13679.62000000
        0.001255539937
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -1512443.88000000
            PLN
            373000.00000000
            USD
            2022-04-19
            13679.62000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS ITRAXX.EU.XO.36.V1
        000000000
        
          
        
        -1800000.00000000
        OU
        Other
        
        -6240.42000000
        -0.00057275688
        N/A
        DCR
        CORP
        GB
        
        N
        
        3
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS ITRAXX.EU.XO.36.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      ITRAXX.XO.EU.36.V1
                      ITRAXX.XO.EU.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -1800000.00000000
            USD
            900.00000000
            EUR
            2022-09-21
            XXXX
            6017.71000000
          
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        2056.00000000
        NS
        
        92674.25000000
        0.008505808056
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitt
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
          
          
        
        1288.00000000
        NS
        
        917973.80000000
        0.084253273632
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
        61761QAD5
        
          
        
        151228.58000000
        PA
        USD
        150865.28000000
        0.013846684641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          2.86300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -91.93000000
        -0.00000843749
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -182618340.00000000
            CLP
            229000.00000000
            USD
            2022-06-15
            -91.93000000
          
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDY7
        
          
        
        100000.00000000
        PA
        USD
        94754.66000000
        0.008696751799
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2027-02-20
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MY4
        
          
          
        
        185000.00000000
        PA
        USD
        167550.79000000
        0.015378110526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055FAC7
        
          
          
        
        100000.00000000
        PA
        USD
        90775.22000000
        0.008331511694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
          
          
        
        740.00000000
        NS
        
        97893.01000000
        0.008984795163
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Viavi Solutions Inc
        5493006K3E3N1QOBF092
        Viavi Solutions Inc
        925550105
        
          
          
        
        4700.00000000
        NS
        USD
        75576.00000000
        0.006936500157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust 2020-A
        56848MAA7
        
          
        
        200000.00000000
        PA
        USD
        192284.76000000
        0.017648238435
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WUXI SHANGJI AUTOMATION CO LTD
        N/A
        WUXI SHANGJI AUTOMATION CO LTD
        000000000
        
          
          
          
        
        7900.00000000
        NS
        
        169301.82000000
        0.015538823185
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Livent Corp
        254900OOLQ2VNMZTJL47
        Livent Corp
        53814L108
        
          
          
        
        2100.00000000
        NS
        USD
        54747.00000000
        0.005024777364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimano Inc
        529900L32YT3P9DECR10
        Shimano Inc
        000000000
        
          
          
          
        
        3500.00000000
        NS
        
        799299.26000000
        0.073361112557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CB3
        
          
          
        
        550000.00000000
        PA
        USD
        476570.18000000
        0.043740461634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3637.87000000
        -0.00033389020
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -8174886.36000000
            CZK
            366000.00000000
            USD
            2022-04-19
            -3637.87000000
          
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        255000.00000000
        PA
        USD
        246685.35000000
        0.022641221671
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-03-30
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
          
        
        36500.00000000
        NS
        USD
        5006340.00000000
        0.459490819798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Performance Food Group Co
        549300EUK8GR9IT1YK57
        Performance Food Group Co
        71377A103
        
          
          
        
        1900.00000000
        NS
        USD
        96729.00000000
        0.008877960248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417MH71
        
          
        
        60455.67000000
        PA
        USD
        64143.51000000
        0.005887205821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Falcon Minerals Corp
        549300OILIONON7XK623
        Falcon Minerals Corp
        30607B109
        
          
          
        
        4800.00000000
        NS
        USD
        32352.00000000
        0.002969324297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C9
        90291JAV9
        
          
        
        400000.00000000
        PA
        USD
        404489.88000000
        0.037124803061
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        UBS-Barclays Commercial Mortgage Trust 2013-C5
        90270YBE8
        
          
          
        
        67987.47000000
        PA
        USD
        67850.86000000
        0.006227473021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Fixed
          2.92040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acuity Brands Inc
        N/A
        Acuity Brands Inc
        00508Y102
        
          
          
        
        1980.00000000
        NS
        USD
        374814.00000000
        0.034401097834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OceanFirst Financial Corp
        N/A
        OceanFirst Financial Corp
        675234108
        
          
          
        
        7600.00000000
        NS
        USD
        152760.00000000
        0.014020585424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International In
        5493003CYRY5RFGTIR97
        Choice Hotels International Inc
        169905106
        
          
          
        
        1100.00000000
        NS
        USD
        155936.00000000
        0.014312084372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-1
        52607MAA7
        
          
        
        700000.00000000
        PA
        USD
        632920.33000000
        0.058090557432
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
          
        
        4400.00000000
        NS
        USD
        164780.00000000
        0.015123802475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COX COMMUNICATIONS INC
        5493001NEDZNIFRP2R92
        Cox Communications Inc
        224044CH8
        
          
          
        
        255000.00000000
        PA
        USD
        255507.82000000
        0.023450963713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
          
        
        1380000.00000000
        PA
        USD
        1427006.25000000
        0.130973180341
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinitas Euro CLO
        635400LANDKVH6IVDD64
        Trinitas Euro CLO II DAC
        000000000
        
          
        
        2750000.00000000
        PA
        
        3034582.03000000
        0.278519354400
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-04-15
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        ConocoPhillips Co
        20826FAW6
        
          
          
        
        150000.00000000
        PA
        USD
        152464.03000000
        0.013993420769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA FINANCE LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26884TAT9
        
          
          
        
        1166000.00000000
        PA
        USD
        1164698.65000000
        0.106898120684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TBC8
        
          
          
        
        625000.00000000
        PA
        USD
        623960.63000000
        0.057268220176
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-H6
        61769JAZ4
        
          
        
        1250000.00000000
        PA
        USD
        1211973.25000000
        0.111237067841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
        46591JAA4
        
          
        
        602439.07000000
        PA
        USD
        599424.77000000
        0.055016275158
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2029-09-15
          Floating
          1.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XYLEM INC
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419MAM2
        
          
          
        
        975000.00000000
        PA
        USD
        904330.73000000
        0.083001088319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEI Pharma Inc
        529900A43X33ON524197
        MEI Pharma Inc
        55279B202
        
          
          
        
        28100.00000000
        NS
        USD
        16930.25000000
        0.001553888559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Everbright Ltd
        254900EZ9RZF6UMLY516
        China Everbright Ltd
        000000000
        
          
          
          
        
        50000.00000000
        NS
        
        49265.12000000
        0.004521640634
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        Affiliated Managers Group Inc
        008252108
        
          
          
        
        2300.00000000
        NS
        USD
        324185.00000000
        0.029754277858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M5KW9
        
          
          
        
        10843.37000000
        PA
        USD
        11935.14000000
        0.001095428449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504300
        
          
          
        
        200.00000000
        NS
        USD
        10714.00000000
        0.000983350040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
          
        
        8140000.00000000
        PA
        USD
        7364156.25000000
        0.675895403116
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cohen & Steers Inc
        549300XXIA338A0X2K65
        Cohen & Steers Inc
        19247A100
        
          
          
        
        1100.00000000
        NS
        USD
        94479.00000000
        0.008671451232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296YBG7
        
          
        
        15463.46000000
        PA
        USD
        16746.92000000
        0.001537062205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        N/A
        NTELSAT JACKSON ESCROW BONDS
        000000000
        
          
        
        25000.00000000
        PA
        USD
        0.03000000
        0.000000002753
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2024-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
          
        
        14750.00000000
        NS
        USD
        1621172.50000000
        0.148794105286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
          
        
        5200.00000000
        NS
        USD
        1066572.00000000
        0.097891881624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
          
        
        4700.00000000
        NS
        USD
        2706495.00000000
        0.248406941264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JT9
        
          
          
        
        767000.00000000
        PA
        USD
        789253.15000000
        0.072439062652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        747.17000000
        0.000068576596
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -534000.00000000
            USD
            483120.63000000
            EUR
            2022-04-19
            747.17000000
          
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        Bermuda Government International Bond
        085209AG9
        
          
          
        
        200000.00000000
        PA
        USD
        183478.47000000
        0.016839981422
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452152P62
        
          
        
        710000.00000000
        PA
        USD
        723736.43000000
        0.066425821166
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDC Mortgage Capital Trust
        N/A
        CDC Mortgage Capital Trust 2002-HE3
        12506YAS8
        
          
        
        1440.02000000
        PA
        USD
        1583.46000000
        0.000145332784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-03-25
          Floating
          2.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAB7
        
          
        
        90000.00000000
        PA
        USD
        85846.95000000
        0.007879186278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN PUBLIC SERV
        OL6FE7QD5EQ3DOYEO258
        Southwestern Public Service Co
        845743BR3
        
          
          
        
        250000.00000000
        PA
        USD
        243495.46000000
        0.022348447874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xenia Hotels & Resorts Inc
        54930075IWIPHF5IQL62
        Xenia Hotels & Resorts Inc
        984017103
        
          
          
        
        7100.00000000
        NS
        USD
        136959.00000000
        0.012570341444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Banking System Inc
        N/A
        Columbia Banking System Inc
        197236102
        
          
          
        
        400.00000000
        NS
        USD
        12908.00000000
        0.001184719276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405WMC6
        
          
        
        9394.67000000
        PA
        USD
        10433.86000000
        0.000957638291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buzzi Unicem SpA
        5299003DX5YLKSVJ6K59
        Buzzi Unicem SpA
        000000000
        
          
          
          
        
        31082.00000000
        NS
        
        576132.27000000
        0.052878447938
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-1
        03066GAF6
        
          
        
        200000.00000000
        PA
        USD
        201556.20000000
        0.018499187744
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAC9
        
          
          
        
        200000.00000000
        PA
        USD
        198131.53000000
        0.018184865420
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFA Financial Inc
        YW72IMH2RRC8Z1TGLG58
        MFA Financial Inc
        55272X102
        
          
          
        
        25300.00000000
        NS
        USD
        101959.00000000
        0.009357978981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211BCT9
        
          
        
        507.51000000
        PA
        USD
        509.50000000
        0.000046762819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189105
        
          
          
        
        33800.00000000
        NS
        USD
        2116218.00000000
        0.194230264762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verint Systems Inc
        549300KEQJS5FRVUCO94
        Verint Systems Inc
        92343X100
        
          
          
        
        5600.00000000
        NS
        USD
        289520.00000000
        0.026572662293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        41322.18000000
        0.003792623426
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-05-08
            0.00000000
            USD
            -34697.44000000
            USD
            -928000.00000000
            GBP
            76019.62000000
          
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BP7
        
          
          
        
        960000.00000000
        PA
        USD
        868525.29000000
        0.079714801135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-03
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ST TURNPIKE COMMI
        549300J8LLBYEYEXZJ24
        Pennsylvania Turnpike Commission
        709223A27
        
          
          
        
        80000.00000000
        PA
        USD
        104283.50000000
        0.009571325740
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-12-01
          Fixed
          5.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Artis Real Estate Investment T
        549300OG2O5VI2N1XS44
        Artis Real Estate Investment Trust
        04315L105
        
          
          
          
        
        26600.00000000
        NS
        
        278096.23000000
        0.025524168295
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        2160.00000000
        NS
        USD
        273261.60000000
        0.025080437326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        000000000
        
          
          
          
        
        790.00000000
        NS
        
        22779.73000000
        0.002090764273
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203WNG9
        
          
        
        353.59000000
        PA
        USD
        384.43000000
        0.000035283671
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
          
          
        
        16624.00000000
        NS
        
        719990.67000000
        0.066082028628
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SPS Commerce Inc
        2549006XVF9GCCETDQ72
        SPS Commerce Inc
        78463M107
        
          
          
        
        2776.00000000
        NS
        USD
        364211.20000000
        0.033427953927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2A1
        
          
          
        
        275000.00000000
        PA
        USD
        275408.02000000
        0.025277439584
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-23
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJY7
        
          
          
        
        90000.00000000
        PA
        USD
        91935.41000000
        0.008437996002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        000000000
        
          
          
        
        385000.00000000
        PA
        
        382181.40000000
        0.035077290954
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-09-18
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        235000.00000000
        PA
        USD
        223138.27000000
        0.020480028645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lordstown Motors Corp
        N/A
        Lordstown Motors Corp
        54405Q100
        
          
          
        
        23900.00000000
        NS
        USD
        81499.00000000
        0.007480123667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        Xperi Holding Corp
        98390M103
        
          
          
        
        6200.00000000
        NS
        USD
        107384.00000000
        0.009855895163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        ChampionX Corp
        15872M104
        
          
          
        
        13500.00000000
        NS
        USD
        330480.00000000
        0.030332044193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTEC Holdings Inc
        GTJS1N8S8I28A7L4WG97
        TTEC Holdings Inc
        89854H102
        
          
          
        
        1400.00000000
        NS
        USD
        115528.00000000
        0.010603366017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
          
        
        500000.00000000
        PA
        USD
        506282.71000000
        0.046467530664
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9136.17000000
        -0.00083853398
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -955498.50000000
            ILS
            291000.00000000
            USD
            2022-06-15
            -9136.17000000
          
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        12400.00000000
        NS
        USD
        2869236.00000000
        0.263343600681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
          
        
        5600.00000000
        NS
        USD
        2049936.00000000
        0.188146784512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PGIM Institutional Money Market Fund - D
        N/A
        PGIM Institutional Money Market Fund - D
        000000000
        
          
        
        1883940.85700000
        NS
        USD
        1882245.31000000
        0.172755833713
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Oil & Natural Gas Corp Ltd
        335800FPDZ9MRSNO7N41
        Oil & Natural Gas Corp Ltd
        000000000
        
          
          
          
        
        379518.00000000
        NS
        
        819057.81000000
        0.075174587538
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        ICBC
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd
        000000000
        
          
          
          
        
        1549000.00000000
        NS
        
        947829.09000000
        0.086993445429
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4430000.00000000
        OU
        Other
        USD
        -5082.39000000
        -0.00046647082
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4430000.00000000
            USD
            95.00000000
            USD
            2022-06-15
            XXXX
            3556.11000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
          
        
        80000.00000000
        PA
        USD
        78206.55000000
        0.007177936730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE COLORADO
        5BANEF6PGSEK0SNMQF44
        Public Service Co of Colorado
        744448CK5
        
          
          
        
        35000.00000000
        PA
        USD
        37006.49000000
        0.003396521696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
          
        
        630000.00000000
        PA
        USD
        578569.52000000
        0.053102143093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Entertainment Inc
        549300P8YYCKQVJ0Y638
        Golden Entertainment Inc
        381013101
        
          
          
        
        1400.00000000
        NS
        USD
        81298.00000000
        0.007461675529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASCENSION HEALTH
        N/A
        Ascension Health
        04351LAB6
        
          
          
        
        795000.00000000
        PA
        USD
        831875.11000000
        0.076350982207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          3.94500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bloom Energy Corp
        549300XB5J9BFW5JXV97
        Bloom Energy Corp
        093712107
        
          
          
        
        1300.00000000
        NS
        USD
        31395.00000000
        0.002881489129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CN8
        
          
          
        
        487000.00000000
        PA
        USD
        551097.74000000
        0.050580734097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B3EP1
        
          
        
        30272.41000000
        PA
        USD
        30368.36000000
        0.002787262277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairstone Financial Issuance T
        549300LY2ZF7LX6T3F37
        Fairstone Financial Issuance Trust I
        30575PAN6
        
          
        
        200000.00000000
        PA
        
        152727.27000000
        0.014017581406
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2039-10-20
          Fixed
          2.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
          
        
        325000.00000000
        PA
        USD
        312248.71000000
        0.028658743860
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
          
        
        53700.00000000
        NS
        USD
        2378373.00000000
        0.218291318519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oceaneering International Inc
        549300L6PH74701W0R30
        Oceaneering International Inc
        675232102
        
          
          
        
        8840.00000000
        NS
        USD
        134014.40000000
        0.012300080801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enova International Inc
        549300O8XOCQSB49UO63
        Enova International Inc
        29357K103
        
          
          
        
        6500.00000000
        NS
        USD
        246805.00000000
        0.022652203362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300JPCJUA5JJLRW54
        Wells Fargo Commercial Mortgage Trust 2016-C33
        95000LAY9
        
          
        
        1038412.53000000
        PA
        USD
        1017580.31000000
        0.093395336883
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-03-15
          Fixed
          3.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JB Hi-Fi Ltd
        529900TPC8H040Y3ZQ65
        JB Hi-Fi Ltd
        000000000
        
          
          
          
        
        3670.00000000
        NS
        
        148183.70000000
        0.013600564443
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RC4
        
          
          
        
        230000.00000000
        PA
        USD
        266656.25000000
        0.024474186514
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        315000.00000000
        PA
        
        354566.95000000
        0.032542787451
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-07-18
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        Service Properties Trust
        81761L102
        
          
          
        
        29500.00000000
        NS
        USD
        260485.00000000
        0.023907778176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        6904.38000000
        0.000633696318
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            75.00000000
            USD
            2022-05-18
            XXXX
            -4145.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
          
        
        240000.00000000
        PA
        USD
        251296.48000000
        0.023064439412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE18 Mortgage Trust
        12632QAW3
        
          
        
        337139.54000000
        PA
        USD
        334822.48000000
        0.030730604757
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2020-GC46
        17328RAY5
        
          
        
        1400000.00000000
        PA
        USD
        1305743.32000000
        0.119843452213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          2.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Au
        529900RUQ2G0JXJOF423
        Genworth Mortgage Insurance Australia Ltd
        000000000
        
          
          
          
        
        74688.00000000
        NS
        
        160650.56000000
        0.014744795102
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Elmwood CLO II Ltd.
        N/A
        Elmwood CLO II Ltd
        29001LAL5
        
          
        
        1350000.00000000
        PA
        USD
        1335816.23000000
        0.122603597562
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
          
        
        5200.00000000
        NS
        USD
        1245972.00000000
        0.114357533792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMS Inc
        52990057RENOQO4U0D72
        GMS Inc
        36251C103
        
          
          
        
        1240.00000000
        NS
        USD
        61714.80000000
        0.005664294483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
          
        
        37300.00000000
        NS
        USD
        2114910.00000000
        0.194110214188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation Inc
        05329W102
        
          
          
        
        24060.00000000
        NS
        USD
        2395894.80000000
        0.219899500593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comfort Systems USA Inc
        5299009DT1ZA5HTU6R38
        Comfort Systems USA Inc
        199908104
        
          
          
        
        1000.00000000
        NS
        USD
        89010.00000000
        0.008169496652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enstar Group Ltd
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        000000000
        
          
          
          
        
        1020.00000000
        NS
        USD
        266373.00000000
        0.024448189324
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Newpark Resources Inc
        54930073OHWDQW4DJN26
        Newpark Resources Inc
        651718504
        
          
          
        
        28600.00000000
        NS
        USD
        104676.00000000
        0.009607350090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN
        5493000EYEKDT0FBSQ91
        Anheuser-Busch InBev Finance Inc
        035242AB2
        
          
          
        
        120000.00000000
        PA
        USD
        117536.65000000
        0.010787723499
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-01-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
          
        
        196000.00000000
        PA
        USD
        196899.27000000
        0.018071766398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Piedmont Office Realty Trust I
        N/A
        Piedmont Office Realty Trust Inc
        720190206
        
          
          
        
        16160.00000000
        NS
        USD
        278275.20000000
        0.025540594481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hibbett Inc
        529900RD6P643J1CZM55
        Hibbett Inc
        428567101
        
          
          
        
        300.00000000
        NS
        USD
        13302.00000000
        0.001220881299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
          
        
        5900.00000000
        NS
        USD
        2440830.00000000
        0.224023733443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
          
        
        60000.00000000
        PA
        USD
        57628.13000000
        0.005289212617
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187AW9
        
          
          
        
        110000.00000000
        PA
        USD
        133727.24000000
        0.012273724744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-09
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        N/A
        Intelsat Jackson Holdings SA
        000000000
        
          
        
        440.00000000
        NS
        USD
        154.62000000
        0.000014191299
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        5800.00000000
        NS
        USD
        1995780.00000000
        0.183176250182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61746BDJ2
        
          
          
        
        45000.00000000
        PA
        USD
        45705.05000000
        0.004194891056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Haemonetics Corp
        549300ZEL6TXZS6F5F95
        Haemonetics Corp
        405024100
        
          
          
        
        3600.00000000
        NS
        USD
        227592.00000000
        0.020888799933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        375000.00000000
        PA
        USD
        367488.29000000
        0.033728731096
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Auto Securitization Trust
        549300UXPSVB9J11GQ87
        Ford Auto Securitization Trust
        345213HK1
        
          
        
        86866.93000000
        PA
        
        69620.01000000
        0.006389848765
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2023-10-15
          Fixed
          2.32100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOKYO METROPOLITAN GOVT
        353800FABE4GGB1BMO18
        Tokyo Metropolitan Government
        889124AK9
        
          
          
        
        200000.00000000
        PA
        USD
        200557.63000000
        0.018407537207
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-06-08
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verra Mobility Corp
        N/A
        Verra Mobility Corp
        92511U102
        
          
          
        
        15400.00000000
        NS
        USD
        250712.00000000
        0.023010794794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cia Paranaense de Energia
        2549001AS1I9A71VG663
        Cia Paranaense de Energia
        000000000
        
          
          
          
        
        330000.00000000
        NS
        
        526774.56000000
        0.048348309228
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402QP70
        
          
        
        15332.62000000
        PA
        USD
        16760.89000000
        0.001538344396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410T4N2
        
          
        
        10043.07000000
        PA
        USD
        10735.59000000
        0.000985331609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heartland Financial USA Inc
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q102
        
          
          
        
        3380.00000000
        NS
        USD
        161665.40000000
        0.014837938929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Turkcell Iletisim Hizmetleri A
        7890003EX1LTLS2FFL84
        Turkcell Iletisim Hizmetleri AS
        000000000
        
          
          
          
        
        40020.00000000
        NS
        
        61522.38000000
        0.005646633832
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        First Internet Bancorp
        549300T25MP2M92XU194
        First Internet Bancorp
        320557101
        
          
          
        
        4488.00000000
        NS
        USD
        193028.88000000
        0.017716535096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4490000.00000000
        OU
        Other
        USD
        6109.92000000
        0.000560779361
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4490000.00000000
            USD
            77.50000000
            USD
            2022-05-18
            XXXX
            -4755.88000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9492.33000000
        -0.00087122298
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -522104.91000000
            USD
            463123.00000000
            EUR
            2022-04-19
            -9492.33000000
          
        
        
          N
          N
          N
        
      
      
        Dollarama Inc
        5493002GJ0NJP1HI0C79
        Dollarama Inc
        25675T107
        
          
          
          
        
        1500.00000000
        NS
        
        85069.79000000
        0.007807857146
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
          
          
        
        4230.00000000
        NS
        
        633378.46000000
        0.058132605421
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203EE38
        
          
        
        788.07000000
        PA
        USD
        841.97000000
        0.000077277509
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624107
        
          
          
        
        4280.00000000
        NS
        USD
        278456.80000000
        0.025557262053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        063671101
        
          
          
          
        
        3300.00000000
        NS
        
        388323.80000000
        0.035641051388
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        86359BGH8
        
          
        
        14510.47000000
        PA
        USD
        14473.45000000
        0.001328399071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Variable
          2.45930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trigano SA
        969500KLZPNMO8TUM811
        Trigano SA
        000000000
        
          
          
          
        
        2871.00000000
        NS
        
        418459.69000000
        0.038406977155
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876MAA5
        
          
        
        325576.41000000
        PA
        USD
        325142.77000000
        0.029842183698
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2031-03-25
          Floating
          1.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHANXI TAIGANG STAINLESS STEEL CO LTD
        300300TSZ3ZVPD82J476
        SHANXI TAIGANG STAINLESS STEEL CO LTD
        000000000
        
          
          
          
        
        81900.00000000
        NS
        
        85811.77000000
        0.007875957395
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2021-GSA3
        36263UAR0
        
          
        
        35000000.00000000
        PA
        USD
        1931076.00000000
        0.177237601587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-12-15
          Variable
          0.62462400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
          
        
        24200.00000000
        NS
        USD
        3177218.00000000
        0.291610738283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        645000.00000000
        PA
        USD
        639249.91000000
        0.058671497581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Europris ASA
        5967007LIEEXZXGA8G28
        Europris ASA
        000000000
        
          
          
          
        
        19639.00000000
        NS
        
        126021.82000000
        0.011566507545
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Revolving Single Family Home N
        N/A
        ZH Trust 2021-1
        98879EAA9
        
          
        
        130000.00000000
        PA
        USD
        127978.55000000
        0.011746099716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes Inc
        87265H109
        
          
          
        
        12200.00000000
        NS
        USD
        244976.00000000
        0.022484334478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERCO
        5493003WIDMLDHYC6Y24
        AMERCO
        023586100
        
          
          
        
        1400.00000000
        NS
        USD
        835716.00000000
        0.076703505946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonae SGPS SA
        549300847SOBT7HY7R50
        Sonae SGPS SA
        000000000
        
          
          
          
        
        46873.00000000
        NS
        
        53905.92000000
        0.004947581541
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBW2
        
          
          
        
        345000.00000000
        PA
        USD
        342915.27000000
        0.031473375466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        StoneX Group Inc
        549300JUF07L8VF02M60
        StoneX Group Inc
        861896108
        
          
          
        
        700.00000000
        NS
        USD
        51961.00000000
        0.004769073312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eventbrite Inc
        549300N6XBV2B1FAUF55
        Eventbrite Inc
        29975E109
        
          
          
        
        1000.00000000
        NS
        USD
        14770.00000000
        0.001355616959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expro Group Holdings NV
        724500LJYA8QIT73H017
        Expro Group Holdings NV
        000000000
        
          
          
          
        
        800.00000000
        NS
        USD
        14224.00000000
        0.001305504104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
          
        
        231000.00000000
        PA
        USD
        187846.98000000
        0.017240931066
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAK6
        
          
          
        
        80000.00000000
        PA
        USD
        92799.49000000
        0.008517302807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
          
        
        15000.00000000
        NS
        USD
        1163100.00000000
        0.106751393734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAP9
        
          
          
        
        220000.00000000
        PA
        USD
        229967.16000000
        0.021106796357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        600000.00000000
        PA
        USD
        599692.84000000
        0.055040879101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4510000.00000000
        OU
        Other
        USD
        -10004.32000000
        -0.00091821434
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4510000.00000000
            USD
            67.50000000
            USD
            2022-06-15
            XXXX
            -2382.42000000
          
        
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485205
        
          
          
        
        8000.00000000
        NS
        USD
        423840.00000000
        0.038900791608
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
          
        
        665000.00000000
        PA
        USD
        591816.72000000
        0.054317994751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanmi Financial Corp
        549300MSZ7RCG7EA6587
        Hanmi Financial Corp
        410495204
        
          
          
        
        600.00000000
        NS
        USD
        14766.00000000
        0.001355249832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203PAW3
        
          
        
        897.49000000
        PA
        USD
        958.88000000
        0.000088007717
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amkor Technology Inc
        529900VHLRTKPWZJBM84
        Amkor Technology Inc
        031652100
        
          
          
        
        9500.00000000
        NS
        USD
        206340.00000000
        0.018938253446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MS7
        
          
          
        
        880000.00000000
        PA
        USD
        805205.35000000
        0.073903184038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        DBJPM 16-C1 Mortgage Trust
        23312LAR9
        
          
        
        704912.11000000
        PA
        USD
        686928.67000000
        0.063047539264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-10
          Fixed
          3.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        260000.00000000
        PA
        USD
        255996.10000000
        0.023495778923
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405PMD9
        
          
        
        1300.49000000
        PA
        USD
        1385.96000000
        0.000127205882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406FSE2
        
          
        
        53103.14000000
        PA
        USD
        56808.17000000
        0.005213955225
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAY7
        
          
          
        
        200000.00000000
        PA
        USD
        245093.60000000
        0.022495128015
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2048-04-23
          Fixed
          5.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNB Financial Corp/PA
        254900RUYUOKD91VNX69
        CNB Financial Corp/PA
        126128107
        
          
          
        
        4776.00000000
        NS
        USD
        125704.32000000
        0.011537366828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        3100.00000000
        NS
        USD
        521172.00000000
        0.047834096273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWB6
        
          
          
        
        410000.00000000
        PA
        USD
        414803.53000000
        0.038071408265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
          
        
        800.00000000
        NS
        USD
        266872.00000000
        0.024493988434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
          
          
        
        50287.00000000
        NS
        
        458353.05000000
        0.042068460931
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LP4
        
          
          
        
        290000.00000000
        PA
        USD
        290265.63000000
        0.026641097545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-24
          Fixed
          3.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atkore Inc
        52990002TI38AM4RPV48
        Atkore Inc
        047649108
        
          
          
        
        3860.00000000
        NS
        USD
        379978.40000000
        0.034875095683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
          
        
        250000.00000000
        PA
        USD
        248590.19000000
        0.022816051286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAT7
        
          
          
        
        90000.00000000
        PA
        USD
        99949.13000000
        0.009173509526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295AM69
        
          
        
        67387.63000000
        PA
        USD
        71975.82000000
        0.006606069211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794107
        
          
          
        
        10560.00000000
        NS
        USD
        137491.20000000
        0.012619187710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844BL1
        
          
          
        
        97000.00000000
        PA
        USD
        97450.94000000
        0.008944221189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.90300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        8850000.00000000
        OU
        Other
        USD
        8.06000000
        0.000000739761
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            8850000.00000000
            USD
            35.00000000
            USD
            2022-06-15
            XXXX
            -213.19000000
          
        
        
          N
          N
          N
        
      
      
        Mediobanca Banca di Credito Fi
        PSNL19R2RXX5U3QWHI44
        Mediobanca Banca di Credito Finanziario SpA
        000000000
        
          
          
          
        
        4820.00000000
        NS
        
        48877.22000000
        0.004486038480
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Costamare Inc
        5299003L6NPTZ25LN818
        Costamare Inc
        000000000
        
          
          
          
        
        2940.00000000
        NS
        USD
        50127.00000000
        0.004600745519
        Long
        EC
        CORP
        MC
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FP4
        
          
          
        
        350000.00000000
        PA
        USD
        352722.59000000
        0.032373508798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        225000.00000000
        PA
        USD
        204919.04000000
        0.018807835201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russel Metals Inc
        5493005F9VPHFO17OV54
        Russel Metals Inc
        781903604
        
          
          
          
        
        5500.00000000
        NS
        
        145710.51000000
        0.013373570651
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523BZ2
        
          
          
        
        967000.00000000
        PA
        USD
        1011513.90000000
        0.092838550947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN TELECOM SA
        549300MTB0YI26SMUT22
        Matterhorn Telecom SA
        000000000
        
          
          
        
        800000.00000000
        PA
        
        854963.21000000
        0.078470049229
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laurel Road Prime Student Loan
        549300XLHGW4YH0MCQ51
        Laurel Road Prime Student Loan Trust 2018-B
        51888RAB6
        
          
        
        75385.37000000
        PA
        USD
        75888.24000000
        0.006965158101
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-05-26
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES UTICA
        549300EGLQ2M2CL7JZ89
        Ascent Resources Utica Holdings LLC
        000000000
        
          
        
        152000.00000000
        PA
        USD
        162450.00000000
        0.014909950917
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-01
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAN0
        
          
          
        
        105000.00000000
        PA
        USD
        112860.72000000
        0.010358558299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CB3
        
          
          
        
        245000.00000000
        PA
        USD
        244865.81000000
        0.022474221043
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-26
          Fixed
          3.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        420000.00000000
        PA
        
        435448.96000000
        0.039966282675
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medifast Inc
        5299000YHQJ21T5KKI80
        Medifast Inc
        58470H101
        
          
          
        
        920.00000000
        NS
        USD
        157117.60000000
        0.014420533728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensirion Holding AG
        894500ANJ9YNE8YCTT04
        Sensirion Holding AG
        000000000
        
          
          
          
        
        3408.00000000
        NS
        
        419818.05000000
        0.038531649860
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CQJ4
        
          
        
        4871.29000000
        PA
        USD
        5384.52000000
        0.000494200855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingredion Inc
        PKSTQ48QDN0XSVS7YK88
        Ingredion Inc
        457187102
        
          
          
        
        4400.00000000
        NS
        USD
        383460.00000000
        0.035194643144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -434.47000000
        -0.00003987643
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -214391.23000000
            USD
            267501.00000000
            CAD
            2022-04-19
            -434.47000000
          
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081ER4
        
          
          
        
        60000.00000000
        PA
        USD
        72806.29000000
        0.006682291230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JBB3
        
          
          
        
        140000.00000000
        PA
        USD
        145521.19000000
        0.013356194523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Marine Corp Taiwan L
        254900EIJA0A39C5SO15
        Evergreen Marine Corp Taiwan Ltd
        000000000
        
          
          
          
        
        113000.00000000
        NS
        
        528987.77000000
        0.048551441592
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        448055AP8
        
          
          
        
        650000.00000000
        PA
        USD
        674730.91000000
        0.061928007082
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        Nokia Oyj
        000000000
        
          
          
          
        
        51192.00000000
        NS
        
        281548.61000000
        0.025841033893
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B17 Mortgage Trust
        08162MAW8
        
          
        
        650000.00000000
        PA
        USD
        591277.70000000
        0.054268522533
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-03-15
          Fixed
          2.04220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403QQH6
        
          
        
        9829.41000000
        PA
        USD
        10613.67000000
        0.000974141574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AK1
        
          
          
        
        500000.00000000
        PA
        USD
        506978.51000000
        0.046531392430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
          
        
        135000.00000000
        PA
        USD
        110341.41000000
        0.010127331531
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turk Traktor ve Ziraat Makinel
        7890002G98SY237S0Y70
        Turk Traktor ve Ziraat Makineleri AS
        000000000
        
          
          
          
        
        11524.00000000
        NS
        
        182517.48000000
        0.016751780045
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
          
        
        350000.00000000
        PA
        USD
        316688.28000000
        0.029066215518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
          
        
        900.00000000
        NS
        USD
        141210.00000000
        0.012960505811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bezeq The Israeli Telecommunic
        213800XCGZCFSWY9U863
        Bezeq The Israeli Telecommunication Corp Ltd
        000000000
        
          
          
          
        
        330136.00000000
        NS
        
        568072.69000000
        0.052138725302
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
        76174LAA1
        
          
          
        
        225000.00000000
        PA
        USD
        209096.61000000
        0.019191260031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        PS Business Parks Inc
        69360J107
        
          
          
        
        200.00000000
        NS
        USD
        33616.00000000
        0.003085336473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritage Homes Corp
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001A102
        
          
          
        
        880.00000000
        NS
        USD
        69722.40000000
        0.006399246302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        N/A
        INTELSAT JACKSON HOLDINGS SA
        000000000
        
          
        
        400000.00000000
        PA
        USD
        0.40000000
        0.000000036712
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2023-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cordatus CLO PLC
        635400UH3DTSYN3K2540
        CVC Cordatus Loan Fund XIV DAC
        000000000
        
          
        
        1500000.00000000
        PA
        
        1644891.81000000
        0.150971105889
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-05-22
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        200000.00000000
        PA
        USD
        165227.47000000
        0.015164872070
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Garage Inc
        353800XMG9BC18FQ8862
        Digital Garage Inc
        000000000
        
          
          
          
        
        5700.00000000
        NS
        
        213372.97000000
        0.019583751984
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MM7
        
          
          
        
        550000.00000000
        PA
        USD
        306367.19000000
        0.028118927458
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-RPL6 Trust
        12656HAC8
        
          
        
        407376.98000000
        PA
        USD
        398752.73000000
        0.036598237196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-03-25
          Variable
          2.68750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub Group Inc
        N/A
        Hub Group Inc
        443320106
        
          
          
        
        1900.00000000
        NS
        USD
        146699.00000000
        0.013464296027
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apyx Medical Corp
        5299009QZVYUYO082S45
        Apyx Medical Corp
        03837C106
        
          
          
        
        2100.00000000
        NS
        USD
        13713.00000000
        0.001258603612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Precision BioSciences Inc
        549300I5QGRS3BLHZH41
        Precision BioSciences Inc
        74019P108
        
          
          
        
        9000.00000000
        NS
        USD
        27720.00000000
        0.002544191070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
          
        
        4800.00000000
        NS
        USD
        374976.00000000
        0.034415966483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 10 Year Euro BUND
        000000000
        
          
          
        
        -25.00000000
        NC
        
        232524.12000000
        0.021341478709
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -4633675.22000000
            USD
            232524.12000000
          
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
          
        
        44100.00000000
        NS
        USD
        3244878.00000000
        0.297820693833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2U7
        
          
          
        
        685000.00000000
        PA
        USD
        634201.36000000
        0.058208132652
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-01-20
          Fixed
          3.13200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Civista Bancshares Inc
        5493001LX61Z2UVYSC48
        Civista Bancshares Inc
        178867107
        
          
          
        
        1900.00000000
        NS
        USD
        45790.00000000
        0.004202687919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        N/A
        INTELSAT JACKSON HOLDINGS SA
        000000000
        
          
        
        25000.00000000
        PA
        USD
        0.03000000
        0.000000002753
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2025-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
          
        
        17174.00000000
        NS
        USD
        6060876.34000000
        0.556278047069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        22916.89000000
        0.002103353062
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -153809670.00000000
            HUF
            484860.00000000
            USD
            2022-04-19
            22916.89000000
          
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
          
        
        2400.00000000
        NS
        USD
        184368.00000000
        0.016921624073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National HealthCare Corp
        N/A
        National HealthCare Corp
        635906100
        
          
          
        
        200.00000000
        NS
        USD
        14046.00000000
        0.001289166947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Pharmaceutical Industries
        335800KJ7GE29LB4SS73
        Sun Pharmaceutical Industries Ltd
        000000000
        
          
          
          
        
        6660.00000000
        NS
        
        80262.57000000
        0.007366641915
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
          
        
        1800.00000000
        NS
        USD
        94914.00000000
        0.008711376308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4902.85000000
        -0.00044999232
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -15142261.00000000
            PHP
            285810.89000000
            USD
            2022-06-15
            -4902.85000000
          
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF PENNSYLVAN
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania/The
        91481CAC4
        
          
          
        
        55000.00000000
        PA
        USD
        48599.71000000
        0.004460568117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2119-02-15
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUAXIA BANK CO LTD
        300300AKNDEHIGVDZW37
        HUAXIA BANK CO LTD
        000000000
        
          
          
        
        215600.00000000
        NS
        
        188206.77000000
        0.017273953235
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
          
        
        32200.00000000
        NS
        USD
        2710918.00000000
        0.248812892098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlyle Group Inc/The
        529900NGGVF94UK6PG95
        Carlyle Group Inc/The
        14316J108
        
          
          
        
        27800.00000000
        NS
        USD
        1359698.00000000
        0.124795509034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONE Gas Inc
        549300HXDWI0LATTX840
        ONE Gas Inc
        68235P108
        
          
          
        
        680.00000000
        NS
        USD
        60003.20000000
        0.005507200781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
          
        
        32500.00000000
        NS
        USD
        2862275.00000000
        0.262704707678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAN4
        
          
          
        
        175000.00000000
        PA
        USD
        192637.46000000
        0.017680609870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-04
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Corp
        549300Q6LLV2QCV67C06
        Ladder Capital Corp
        505743104
        
          
          
        
        7300.00000000
        NS
        USD
        86651.00000000
        0.007952983422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Infrastructure Corp
        N/A
        Brookfield Infrastructure Corp
        11275Q107
        
          
          
        
        300.00000000
        NS
        USD
        22632.00000000
        0.002077205350
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        Toll Brothers Finance Corp
        88947EAT7
        
          
          
        
        1650000.00000000
        PA
        USD
        1663217.42000000
        0.152653063079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -1600000.00000000
        OU
        Other
        USD
        -98.80000000
        -0.00000906804
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.37.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -1600000.00000000
            USD
            52.50000000
            USD
            2022-04-20
            XXXX
            1501.20000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
          
        
        31393.00000000
        NS
        USD
        1469820.26000000
        0.134902726587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abu Dhabi Commercial Bank PJSC
        213800RWVKKIRX1AUH58
        Abu Dhabi Commercial Bank PJSC
        000000000
        
          
          
          
        
        25530.00000000
        NS
        
        72870.73000000
        0.006688205648
        Long
        EC
        CORP
        AE
        N
        
        2
        
          N
          N
          N
        
      
      
        North West Co Inc/The
        254900VT1HQAZR3IVM76
        North West Co Inc/The
        663278208
        
          
          
          
        
        2600.00000000
        NS
        
        79654.44000000
        0.007310826659
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327R101
        
          
          
        
        5100.00000000
        NS
        USD
        370668.00000000
        0.034020570555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
          
        
        1200.00000000
        NS
        USD
        254784.00000000
        0.023384530221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extreme Networks Inc
        549300WRECW11X94UB57
        Extreme Networks Inc
        30226D106
        
          
          
        
        8000.00000000
        NS
        USD
        97680.00000000
        0.008965244725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXI SPA
        5493000P70CQRQG8SN85
        Nexi SpA
        000000000
        
          
          
        
        930000.00000000
        PA
        
        935168.93000000
        0.085831473350
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-04-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14741.17000000
        0.001352970890
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -434000.00000000
            USD
            9049101.27000000
            MXN
            2022-06-15
            14741.17000000
          
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
          
        
        510000.00000000
        PA
        USD
        517377.07000000
        0.047485790825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capri Holdings Ltd
        549300LPG8W0H1OX3A26
        Capri Holdings Ltd
        000000000
        
          
          
          
        
        42200.00000000
        NS
        USD
        2168658.00000000
        0.199043301550
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Grupo Financiero Banorte SAB d
        N/A
        Grupo Financiero Banorte SAB de CV
        000000000
        
          
          
          
        
        13200.00000000
        NS
        
        99428.05000000
        0.009125683873
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        AMN Healthcare Services Inc
        529900W3ARRTCNFH2I39
        AMN Healthcare Services Inc
        001744101
        
          
          
        
        1400.00000000
        NS
        USD
        146062.00000000
        0.013405831030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argo Group International Holdi
        549300M4T8Y5TTWI6O03
        Argo Group International Holdings Ltd
        000000000
        
          
          
          
        
        1800.00000000
        NS
        USD
        74304.00000000
        0.006819753727
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
          
        
        9700.00000000
        NS
        USD
        1245092.00000000
        0.114276765821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sandvik AB
        5299008ZUAXN43LVZF54
        Sandvik AB
        000000000
        
          
          
          
        
        2530.00000000
        NS
        
        53728.05000000
        0.004931256315
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBC5
        
          
          
        
        740000.00000000
        PA
        USD
        660468.05000000
        0.060618936337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-31
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        50288.00000000
        NS
        USD
        2395217.44000000
        0.219837331284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS SA
        529900RM0MTMZL9O5050
        JBS SA
        000000000
        
          
          
          
        
        111800.00000000
        NS
        
        880348.24000000
        0.080799932586
        Long
        EC
        CORP
        BR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hope Bancorp Inc
        549300UTF4QGMBHIZ219
        Hope Bancorp Inc
        43940T109
        
          
          
        
        1920.00000000
        NS
        USD
        30873.60000000
        0.002833634106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        400000.00000000
        PA
        USD
        364323.26000000
        0.033438238994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412102
        
          
          
        
        1300.00000000
        NS
        USD
        37297.00000000
        0.003423185222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KKK4
        
          
        
        170000.00000000
        PA
        USD
        151690.41000000
        0.013922416545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          3.44900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Television Francaise 1
        969500WQFC6OAQYG7E65
        Television Francaise 1
        000000000
        
          
          
          
        
        51620.00000000
        NS
        
        500753.54000000
        0.045960053574
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        136069101
        
          
          
          
        
        8600.00000000
        NS
        
        1043914.73000000
        0.095812356948
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077M108
        
          
          
          
        
        2900.00000000
        NS
        
        299754.43000000
        0.027511996544
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Metropolitan Bank Holding Corp
        N/A
        Metropolitan Bank Holding Corp
        591774104
        
          
          
        
        1200.00000000
        NS
        USD
        122124.00000000
        0.011208758669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sprout Social Inc
        N/A
        Sprout Social Inc
        85209W109
        
          
          
        
        2100.00000000
        NS
        USD
        168252.00000000
        0.015442468832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Silvergate Capital Corp
        BPE6FTXDZEBNAGIT2T19
        Silvergate Capital Corp
        82837P408
        
          
          
        
        1000.00000000
        NS
        USD
        150570.00000000
        0.013819583315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iTeos Therapeutics Inc
        N/A
        iTeos Therapeutics Inc
        46565G104
        
          
          
        
        3000.00000000
        NS
        USD
        96540.00000000
        0.008860613490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
          
        
        350000.00000000
        PA
        USD
        361461.82000000
        0.033175610924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2S1
        
          
          
        
        2500000.00000000
        PA
        USD
        2365715.65000000
        0.217129604347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        22000.00000000
        NS
        USD
        2157100.00000000
        0.197982487683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203TH73
        
          
        
        683.15000000
        PA
        USD
        729.88000000
        0.000066989688
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
          
        
        12900.00000000
        NS
        USD
        13901040.00000000
        1.275862259784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300JIE0P78OIZGS60
        Battalion CLO XII Ltd
        07133RAA3
        
          
        
        1000000.00000000
        PA
        USD
        992318.80000000
        0.091076790412
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-05-17
          Floating
          1.53871000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
          
        
        16590000.00000000
        PA
        USD
        15432588.36000000
        1.416430501553
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA3
        35564KFG9
        
          
        
        275000.00000000
        PA
        USD
        257297.51000000
        0.023615224655
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          3.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TimkenSteel Corp
        549300QZTZWHDE9HJL14
        TimkenSteel Corp
        887399103
        
          
          
        
        7000.00000000
        NS
        USD
        153160.00000000
        0.014057298138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911363AM1
        
          
          
        
        25000.00000000
        PA
        USD
        23639.23000000
        0.002169650717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
          
          
        
        3220.00000000
        NS
        
        49698.60000000
        0.004561426202
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        TCW Gem Ltd
        N/A
        TCW CLO 2019-2 Ltd
        87242BAW0
        
          
        
        3500000.00000000
        PA
        USD
        3478710.20000000
        0.319282230459
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          1.52078000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAL0
        
          
          
        
        170000.00000000
        PA
        USD
        172246.64000000
        0.015809104020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
          
        
        22879.00000000
        NS
        USD
        3495911.20000000
        0.320860968937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanderson Farms Inc
        529900KZGVFTWHUO2759
        Sanderson Farms Inc
        800013104
        
          
          
        
        1800.00000000
        NS
        USD
        337482.00000000
        0.030974700249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        10500.00000000
        NS
        USD
        3933195.00000000
        0.360995656503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        3100.00000000
        NS
        USD
        1209868.00000000
        0.111043844239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Storage Affiliates Tr
        N/A
        National Storage Affiliates Trust
        637870106
        
          
          
        
        400.00000000
        NS
        USD
        25104.00000000
        0.002304089922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAF9
        
          
          
        
        15000.00000000
        PA
        USD
        15984.57000000
        0.001467092361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ScanSource Inc
        7FHBAN017QDY4K2KP156
        ScanSource Inc
        806037107
        
          
          
        
        7080.00000000
        NS
        USD
        246313.20000000
        0.022607065080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilysys Inc
        5299001XWB5V3B5IPN93
        Agilysys Inc
        00847J105
        
          
          
        
        1300.00000000
        NS
        USD
        51844.00000000
        0.004758334843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
          
        
        1290000.00000000
        PA
        USD
        1233924.90000000
        0.113251829454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST UNIV
        JFC10ZULKO4X2E3HBY86
        Ohio State University/The
        677632MV0
        
          
          
        
        65000.00000000
        PA
        USD
        76613.90000000
        0.007031760471
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-06-01
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        8850000.00000000
        OU
        Other
        USD
        20997.11000000
        0.001927152228
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            8850000.00000000
            USD
            75.00000000
            USD
            2022-06-15
            XXXX
            -12632.89000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
        5493003GCX71N8988W38
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        236198.99000000
        0.021678764836
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
              5493003GCX71N8988W38
            
            -5570805.00000000
            EUR
            6402303.35000000
            USD
            2022-04-19
            236198.99000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1673.54000000
        -0.00015360048
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -474487.00000000
            CAD
            377837.94000000
            USD
            2022-04-19
            -1673.54000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566ABD0
        
          
        
        190000.00000000
        PA
        USD
        192852.32000000
        0.017700330104
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          4.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAA2
        
          
          
        
        200000.00000000
        PA
        USD
        197648.94000000
        0.018140572448
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-10-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4760000.00000000
        OU
        Other
        USD
        11293.36000000
        0.001036524735
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4760000.00000000
            USD
            75.00000000
            USD
            2022-06-15
            XXXX
            -6080.64000000
          
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
          
          
        
        93525.00000000
        NS
        
        318137.37000000
        0.029199215584
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        INR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8205.75000000
        0.000753138379
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1276376.17000000
            USD
            98507522.00000000
            INR
            2022-06-15
            8205.75000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
        5493003GCX71N8988W38
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13345.68000000
        0.001224890327
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
              5493003GCX71N8988W38
            
            -939000.00000000
            USD
            49604353.50000000
            PHP
            2022-06-15
            13345.68000000
          
        
        
          N
          N
          N
        
      
      
        Dave & Buster's Entertainment
        529900WTVU85QZLYHR86
        Dave & Buster's Entertainment Inc
        238337109
        
          
          
        
        5600.00000000
        NS
        USD
        274960.00000000
        0.025236319509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK4
        06541FAZ2
        
          
        
        1000000.00000000
        PA
        USD
        993394.40000000
        0.091175510900
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
          
        
        8500.00000000
        NS
        USD
        1562045.00000000
        0.143367277814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BK3
        
          
          
        
        260000.00000000
        PA
        USD
        277961.49000000
        0.025511801618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCB6
        
          
          
        
        10000.00000000
        PA
        USD
        10455.71000000
        0.000959643723
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-08-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastern Bankshares Inc
        549300J245MBQU3DO403
        Eastern Bankshares Inc
        27627N105
        
          
          
        
        2600.00000000
        NS
        USD
        56004.00000000
        0.005140147067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2P3
        
          
        
        221217.77000000
        PA
        USD
        216956.50000000
        0.019912654762
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          1.13800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Portland General Electric Co
        GJOUP9M7C39GLSK9R870
        Portland General Electric Co
        736508847
        
          
          
        
        2100.00000000
        NS
        USD
        115815.00000000
        0.010629707390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REV Group Inc
        549300SRD0SIG5ZZ3X20
        REV Group Inc
        749527107
        
          
          
        
        17200.00000000
        NS
        USD
        230480.00000000
        0.021153865727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AY5
        
          
          
        
        405000.00000000
        PA
        USD
        356668.34000000
        0.032735656775
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-03
          Fixed
          3.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
          
        
        3500.00000000
        NS
        USD
        382690.00000000
        0.035123971170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Station Place Securitization T
        N/A
        Station Place Securitization Trust Series 2021-4
        85772BAA0
        
          
        
        1400000.00000000
        PA
        USD
        1398149.76000000
        0.128324680190
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-04-11
          Floating
          1.35486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
          
          
        
        7993.00000000
        NS
        
        1037786.24000000
        0.095249873199
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BARRICK NA FINANCE LLC
        N/A
        Barrick North America Finance LLC
        06849RAK8
        
          
          
        
        280000.00000000
        PA
        USD
        341547.51000000
        0.031347840012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT NATURAL GAS CO
        VXB4M3BDPKF3I2AZ3G89
        Piedmont Natural Gas Co Inc
        720186AL9
        
          
          
        
        740000.00000000
        PA
        USD
        741197.93000000
        0.068028468799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alkermes PLC
        N/A
        Alkermes PLC
        000000000
        
          
          
          
        
        700.00000000
        NS
        USD
        18417.00000000
        0.001690345128
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Whitestone REIT
        N/A
        Whitestone REIT
        966084204
        
          
          
        
        1200.00000000
        NS
        USD
        15900.00000000
        0.001459330376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCG5
        
          
          
        
        1613000.00000000
        PA
        USD
        1637539.73000000
        0.150296318865
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-GC41
        17328FAV7
        
          
        
        3600000.00000000
        PA
        USD
        3417426.00000000
        0.313657457212
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-10
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medpace Holdings Inc
        549300H8TYEUVTW14A54
        Medpace Holdings Inc
        58506Q109
        
          
          
        
        2080.00000000
        NS
        USD
        340267.20000000
        0.031230330876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Werner Enterprises Inc
        549300P6XRGOCHHJST37
        Werner Enterprises Inc
        950755108
        
          
          
        
        300.00000000
        NS
        USD
        12300.00000000
        0.001128915951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inter Parfums Inc
        N/A
        Inter Parfums Inc
        458334109
        
          
          
        
        2500.00000000
        NS
        USD
        220125.00000000
        0.020203465347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Outdoor Brands Inc
        N/A
        American Outdoor Brands Inc
        02875D109
        
          
          
        
        3000.00000000
        NS
        USD
        39390.00000000
        0.003615284497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBZ3
        
          
          
        
        6000000.00000000
        PA
        USD
        5589843.78000000
        0.513045838080
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38143U8H7
        
          
          
        
        50000.00000000
        PA
        USD
        50851.17000000
        0.004667211134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CQ9
        
          
          
        
        70000.00000000
        PA
        USD
        74997.09000000
        0.006883366764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2452.47000000
        0.000225092073
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -502164.30000000
            PLN
            110000.00000000
            EUR
            2022-04-19
            2452.47000000
          
        
        
          N
          N
          N
        
      
      
        Apellis Pharmaceuticals Inc
        254900HS0ZFRXXSB9D42
        Apellis Pharmaceuticals Inc
        03753U106
        
          
          
        
        6400.00000000
        NS
        USD
        325184.00000000
        0.029845967861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MFJ7
        
          
          
        
        452000.00000000
        PA
        USD
        596762.77000000
        0.054771952047
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-01-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382QYA7
        
          
        
        5597.20000000
        PA
        USD
        6008.61000000
        0.000551480949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AD6
        
          
          
        
        340000.00000000
        PA
        USD
        403972.77000000
        0.037077341783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFK Trust
        N/A
        CFK Trust 2020-MF2
        12529AAG9
        
          
        
        900000.00000000
        PA
        USD
        818203.23000000
        0.075096152661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          3.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
          
          
        
        133030.00000000
        NS
        
        258447.76000000
        0.023720796653
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ProPetro Holding Corp
        N/A
        ProPetro Holding Corp
        74347M108
        
          
          
        
        8500.00000000
        NS
        USD
        118405.00000000
        0.010867422212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Fuel Services Corp
        D3W7PCXCBRQLL17DZ313
        World Fuel Services Corp
        981475106
        
          
          
        
        8649.00000000
        NS
        USD
        233868.96000000
        0.021464910524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
          
        
        260000.00000000
        PA
        USD
        261373.15000000
        0.023989294168
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        Teachers Insurance & Annuity Association of America
        878091BC0
        
          
          
        
        22000.00000000
        PA
        USD
        28913.80000000
        0.002653760165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-16
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
          
        
        13800.00000000
        NS
        USD
        1202256.00000000
        0.110345201294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CK4
        
          
          
        
        120000.00000000
        PA
        USD
        108335.88000000
        0.009943260408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mesa Air Group Inc
        549300EY743RMV1F7P98
        Mesa Air Group Inc
        590479135
        
          
          
        
        8800.00000000
        NS
        USD
        38720.00000000
        0.003553790701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEWDAY PARTNERSHIP FUNDING PLC
        2138003JMQKL1SKS2Y68
        Newday Partnership Funding 2020-1 PLC
        000000000
        
          
          
        
        465000.00000000
        PA
        
        614239.00000000
        0.056375951625
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-11-15
          Floating
          1.84510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAC8
        
          
          
        
        160000.00000000
        PA
        USD
        164520.51000000
        0.015099986020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96949LAE5
        
          
          
        
        20000.00000000
        PA
        USD
        21350.66000000
        0.001959601678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4490000.00000000
        OU
        Other
        USD
        -2241.67000000
        -0.00020574447
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4490000.00000000
            USD
            100.00000000
            USD
            2022-05-18
            XXXX
            2248.33000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4490000.00000000
        OU
        Other
        USD
        0.75000000
        0.000000068836
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4490000.00000000
            USD
            35.00000000
            USD
            2022-05-18
            XXXX
            -223.75000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        279.00000000
        NC
        USD
        -365980.11000000
        -0.03359030764
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            34648105.11000000
            USD
            -365980.11000000
          
        
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
          
          
        
        22397.00000000
        NS
        
        473349.46000000
        0.043444858205
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EMCOR Group Inc
        529900X0SQJB2J7YDU43
        EMCOR Group Inc
        29084Q100
        
          
          
        
        6250.00000000
        NS
        USD
        703937.50000000
        0.064608640036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        2549009SOTYJD2MZFC61
        Bellemeade Re 2018-3 Ltd
        07877TAB7
        
          
        
        92772.64000000
        PA
        USD
        92466.04000000
        0.008486698171
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-10-25
          Floating
          2.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        132294.36000000
        0.012142212460
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -3271743.00000000
            EUR
            3753657.66000000
            USD
            2022-04-19
            132294.36000000
          
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
          
          
        
        5408.00000000
        NS
        
        378623.29000000
        0.034750721268
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        125000.00000000
        PA
        USD
        129142.80000000
        0.011852956659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        4000.00000000
        NS
        USD
        400000.00000000
        0.036712713862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CTT9
        
          
          
        
        7169.76000000
        PA
        USD
        7751.18000000
        0.000711417133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
          
          
        
        5854.00000000
        NS
        
        880814.54000000
        0.080842730432
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Capstar Financial Holdings Inc
        N/A
        Capstar Financial Holdings Inc
        14070T102
        
          
          
        
        2700.00000000
        NS
        USD
        56916.00000000
        0.005223852055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C14
        90278KAZ4
        
          
        
        996000.00000000
        PA
        USD
        1011268.08000000
        0.092815989148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.18030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
          
        
        30000.00000000
        PA
        USD
        29179.46000000
        0.002678142914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        Dell Technologies Inc
        24703L202
        
          
          
        
        5700.00000000
        NS
        USD
        286083.00000000
        0.026257208299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
          
          
        
        40600.00000000
        NS
        
        1098441.35000000
        0.100816907443
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311A105
        
          
          
        
        8100.00000000
        NS
        USD
        685989.00000000
        0.062961294674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        06406FAD5
        
          
          
        
        782000.00000000
        PA
        USD
        781618.49000000
        0.071738339932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anavex Life Sciences Corp
        549300K1I5L8COCQ8W36
        Anavex Life Sciences Corp
        032797300
        
          
          
        
        2000.00000000
        NS
        USD
        24620.00000000
        0.002259667538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kura Sushi USA Inc
        N/A
        Kura Sushi USA Inc
        501270102
        
          
          
        
        400.00000000
        NS
        USD
        22060.00000000
        0.002024706169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PC Connection Inc
        5299005WPRNIXDV2KM73
        PC Connection Inc
        69318J100
        
          
          
        
        500.00000000
        NS
        USD
        26195.00000000
        0.002404223849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AE4
        
          
          
        
        150000.00000000
        PA
        USD
        140059.17000000
        0.012854880580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        INR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7968.24000000
        -0.00073133928
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -57280886.00000000
            INR
            739000.00000000
            USD
            2022-06-15
            -7968.24000000
          
        
        
          N
          N
          N
        
      
      
        Aurubis AG
        5299005SHIN9ZK7GW242
        Aurubis AG
        000000000
        
          
          
          
        
        1743.00000000
        NS
        
        207860.90000000
        0.019077844362
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BAOSHAN IRON & STEEL CO LTD
        300300PYAP4PEHORZT21
        BAOSHAN IRON & STEEL CO LTD
        000000000
        
          
          
          
        
        171400.00000000
        NS
        
        181319.55000000
        0.016641831892
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Indian Oil Corp Ltd
        335800J8OBWE4VFUDG88
        Indian Oil Corp Ltd
        000000000
        
          
          
          
        
        38200.00000000
        NS
        
        59788.37000000
        0.005487483300
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
          
        
        79640.00000000
        NS
        USD
        4056861.60000000
        0.372345997753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
          
        
        64668.00000000
        NS
        USD
        3204946.08000000
        0.294155670951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAH2
        
          
          
        
        545000.00000000
        PA
        USD
        467342.30000000
        0.042893510339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704L104
        
          
          
        
        1400.00000000
        NS
        USD
        233926.00000000
        0.021470145757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co
        759509102
        
          
          
        
        7800.00000000
        NS
        USD
        1430130.00000000
        0.131259883691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381VAA5
        
          
          
        
        200000.00000000
        PA
        USD
        199166.43000000
        0.018279850389
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        839.96000000
        0.000077093027
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -3743525877.00000000
            IDR
            261164.08000000
            USD
            2022-06-15
            839.96000000
          
        
        
          N
          N
          N
        
      
      
        Cordatus CLO PLC
        635400UH3DTSYN3K2540
        CVC Cordatus Loan Fund XIV DAC
        000000000
        
          
        
        1500000.00000000
        PA
        
        1645572.32000000
        0.151033564311
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-05-22
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1324181.25000000
        0.121535718334
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        State of California
        13063A5E0
        
          
          
        
        15000.00000000
        PA
        USD
        20668.15000000
        0.001896959692
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mr Cooper Group Inc
        549300KD8C6DPXYC2M26
        Mr Cooper Group Inc
        62482R107
        
          
          
        
        2300.00000000
        NS
        USD
        105041.00000000
        0.009640850442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Concentrix Corp
        N/A
        Concentrix Corp
        20602D101
        
          
          
        
        2100.00000000
        NS
        USD
        349776.00000000
        0.032103065510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamaha Motor Co Ltd
        3538004LR5NXILJDHY88
        Yamaha Motor Co Ltd
        000000000
        
          
          
          
        
        2000.00000000
        NS
        
        44879.88000000
        0.004119155481
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        China Construction Bank Corp
        5493001KQW6DM7KEDR62
        China Construction Bank Corp
        000000000
        
          
          
          
        
        1503000.00000000
        NS
        
        1123975.68000000
        0.103160493821
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        TPG RE Finance Trust Inc
        N/A
        TPG RE Finance Trust Inc
        87266M107
        
          
          
        
        5220.00000000
        NS
        USD
        61648.20000000
        0.005658181816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
          
          
        
        12616.00000000
        NS
        
        721570.48000000
        0.066227026410
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
          
          
        
        18060.00000000
        NS
        
        62789.97000000
        0.005762975505
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299AW4
        
          
          
        
        200000.00000000
        PA
        USD
        247274.39000000
        0.022695284814
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2036-01-26
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chlitina Holding Ltd
        N/A
        Chlitina Holding Ltd
        000000000
        
          
          
          
        
        88000.00000000
        NS
        
        622163.88000000
        0.057103311255
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
          
        
        9400.00000000
        NS
        USD
        1757800.00000000
        0.161334021069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAE3
        
          
          
        
        210000.00000000
        PA
        USD
        192069.26000000
        0.017628459460
        Long
        DBT
        CORP
        QA
        Y
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KNS4
        
          
        
        200000.00000000
        PA
        USD
        187972.02000000
        0.017252407461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          2.44900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN FIN ORG MUNICIPAL
        5493007YYYNZ4NMEOD64
        Japan Finance Organization for Municipalities
        471068AJ5
        
          
          
        
        200000.00000000
        PA
        USD
        199085.46000000
        0.018272418818
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-10-25
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        HUF/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2851.24000000
        0.000261691895
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -73000.00000000
            EUR
            27852989.00000000
            HUF
            2022-04-19
            2851.24000000
          
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
          
          
        
        43500.00000000
        NS
        
        1142142.75000000
        0.104827899927
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBA0
        
          
          
        
        185000.00000000
        PA
        USD
        195993.30000000
        0.017988614854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzuki Motor Corp
        353800D83H0V3ZV1SV24
        Suzuki Motor Corp
        000000000
        
          
          
          
        
        1900.00000000
        NS
        
        65049.87000000
        0.005970393160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10884.84000000
        -0.00099903004
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -4212272.39000000
            MXN
            198000.00000000
            USD
            2022-06-15
            -10884.84000000
          
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
          
        
        65108.00000000
        NS
        
        1271559.70000000
        0.116706018563
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2020-4
        80286WAG1
        
          
        
        300000.00000000
        PA
        USD
        291927.72000000
        0.026793647132
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inter RAO UES PJSC
        253400PMFKF8Q8G1FA17
        Inter RAO UES PJSC
        000000000
        
          
          
          
        
        4433000.00000000
        NS
        
        5.46000000
        0.000000501128
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R03
        20753XAF1
        
          
        
        105000.00000000
        PA
        USD
        107481.86000000
        0.009864876929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          6.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAB4
        
          
        
        150000.00000000
        PA
        USD
        147292.74000000
        0.013518790544
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-01-25
          Floating
          1.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3432.44000000
        -0.00031503546
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -42430208.00000000
            HUF
            124000.00000000
            USD
            2022-04-19
            -3432.44000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4430000.00000000
        OU
        Other
        USD
        4.03000000
        0.000000369880
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4430000.00000000
            USD
            35.00000000
            USD
            2022-06-15
            XXXX
            -217.47000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        236.00000000
        NC
        USD
        -682444.35000000
        -0.06263596037
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            27748694.35000000
            USD
            -682444.35000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300MZIB10PDVAE312
        Wells Fargo Commercial Mortgage Trust 2016-C35
        95000FAS5
        
          
        
        1198450.57000000
        PA
        USD
        1158002.74000000
        0.106283558114
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          2.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2018-RPL9 Trust
        12654PAE8
        
          
        
        235009.19000000
        PA
        USD
        235524.26000000
        0.021616836912
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-25
          Variable
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Digital Holdings Inc
        549300M8ISKPTX2W7F94
        Marathon Digital Holdings Inc
        565788106
        
          
          
        
        5000.00000000
        NS
        USD
        139750.00000000
        0.012826504405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        23300.00000000
        NS
        USD
        2119601.00000000
        0.194540762540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4430000.00000000
        OU
        Other
        USD
        -9826.86000000
        -0.00090192674
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4430000.00000000
            USD
            67.50000000
            USD
            2022-06-15
            XXXX
            -2738.86000000
          
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AC3
        
          
          
        
        353000.00000000
        PA
        USD
        361574.43000000
        0.033185946471
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        4877.00000000
        NS
        USD
        15898776.15000000
        1.459218048905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KJP5
        
          
        
        300000.00000000
        PA
        USD
        281391.75000000
        0.025826637002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          2.19900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MG3
        
          
          
        
        100000.00000000
        PA
        USD
        99108.56000000
        0.009096360511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844AW8
        
          
          
        
        20000.00000000
        PA
        USD
        21305.90000000
        0.001955493525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-17
          Fixed
          5.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Komatsu Ltd
        5493004LQ0B4T7QPQV17
        Komatsu Ltd
        000000000
        
          
          
          
        
        25700.00000000
        NS
        
        616222.27000000
        0.056557979685
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBV9
        
          
          
        
        825000.00000000
        PA
        USD
        1001858.06000000
        0.091952320719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KHE2
        
          
        
        110000.00000000
        PA
        USD
        108214.57000000
        0.009932126360
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Consumer Healthcare I
        N/A
        Prestige Consumer Healthcare Inc
        74112D101
        
          
          
        
        6260.00000000
        NS
        USD
        331404.40000000
        0.030416887275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJP5
        
          
          
        
        2290000.00000000
        PA
        USD
        2105649.94000000
        0.193260309355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-11
          Fixed
          2.65100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Avenue Institutional Advi
        N/A
        Park Avenue Institutional Advisers CLO Ltd 2019-2
        70018AAJ9
        
          
        
        3500000.00000000
        PA
        USD
        3463544.00000000
        0.317890249557
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.42129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        Diamond Sports Group LLC
        25277BAE8
        
          
          
        
        75632.87000000
        PA
        USD
        76649.22000000
        0.007035002204
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-25
          Floating
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RET7
        
          
        
        500000.00000000
        PA
        USD
        456847.65000000
        0.041930292633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31372WU69
        
          
        
        5224.12000000
        PA
        USD
        5608.11000000
        0.000514722344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acadia Realty Trust
        N/A
        Acadia Realty Trust
        004239109
        
          
          
        
        1600.00000000
        NS
        USD
        34672.00000000
        0.003182258037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        Ferguson PLC
        000000000
        
          
          
          
        
        6420.00000000
        NS
        
        866837.05000000
        0.079559851455
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Piper Sandler Cos
        QUQDBTUSOAKFEVMRMF78
        Piper Sandler Cos
        724078100
        
          
          
        
        1100.00000000
        NS
        USD
        144375.00000000
        0.013250995159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAF8
        
          
        
        110000.00000000
        PA
        USD
        102019.07000000
        0.009363492313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          3.39900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AM2
        
          
          
        
        89000.00000000
        PA
        USD
        94030.49000000
        0.008630286184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Variable
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Oil Ltd
        549300JZNB745JT5WY51
        Imperial Oil Ltd
        453038408
        
          
          
          
        
        1200.00000000
        NS
        
        58073.03000000
        0.005330046333
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Inc
        549300O9K6MFD8D07574
        Hilton Grand Vacations Inc
        43283X105
        
          
          
        
        5100.00000000
        NS
        USD
        265251.00000000
        0.024345210161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAY AREA CA TOLL AUTH TOLL BRI
        5493001FUZGUQMIP5D78
        Bay Area Toll Authority
        072024WS7
        
          
        
        415000.00000000
        PA
        USD
        391976.13000000
        0.035976268754
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PBB5
        
          
          
        
        425000.00000000
        PA
        USD
        398450.55000000
        0.036570502576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Parsons Corp
        549300ZXH0VRBSEPX752
        Parsons Corp
        70202L102
        
          
          
        
        1800.00000000
        NS
        USD
        69660.00000000
        0.006393519119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diversified Healthcare Trust
        N/A
        Diversified Healthcare Trust
        25525P107
        
          
          
        
        8400.00000000
        NS
        USD
        26880.00000000
        0.002467094371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HEALTH CARE SERVICE CORP
        549300TMJ1FKCKECR148
        Health Care Service Corp A Mutual Legal Reserve Co
        42218SAF5
        
          
          
        
        360000.00000000
        PA
        USD
        327910.82000000
        0.030096240267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225ANN6
        
          
        
        54.62000000
        PA
        USD
        54.73000000
        0.000005023217
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -400000.00000000
        OU
        Other
        USD
        -159.53000000
        -0.00001464194
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -400000.00000000
            USD
            72.50000000
            USD
            2022-04-20
            XXXX
            440.47000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31298WL60
        
          
        
        635.49000000
        PA
        USD
        651.30000000
        0.000059777476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCX5
        
          
          
        
        315000.00000000
        PA
        USD
        321491.57000000
        0.029507070046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETHON UN/AETHIN UN FIN
        N/A
        Aethon United BR LP / Aethon United Finance Corp
        00810GAC8
        
          
          
        
        225000.00000000
        PA
        USD
        234129.42000000
        0.021488816008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agricultural Bank of China Ltd
        549300E7TSGLCOVSY746
        Agricultural Bank of China Ltd
        000000000
        
          
          
          
        
        160000.00000000
        NS
        
        61240.34000000
        0.005620747698
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-Mini Standard & Poor's 500 Index
        000000000
        
          
          
        
        3.00000000
        NC
        USD
        50675.89000000
        0.004651123623
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-06-17
            628936.61000000
            USD
            50675.89000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        15.46000000
        0.000001418946
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -28.74000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAN5
        
          
          
        
        200000.00000000
        PA
        USD
        204430.59000000
        0.018763004388
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3100.25000000
        -0.00028454647
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -454000.00000000
            USD
            407368.16000000
            EUR
            2022-04-19
            -3100.25000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2019-R07
        20753WAF3
        
          
        
        46744.02000000
        PA
        USD
        46744.03000000
        0.004290250495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-10-25
          Floating
          2.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MasterCraft Boat Holdings Inc
        549300IXWX41555YJ117
        MasterCraft Boat Holdings Inc
        57637H103
        
          
          
        
        2559.00000000
        NS
        USD
        62976.99000000
        0.005780140534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BrightSpire Capital Inc
        549300BOIFLLMVU37752
        BrightSpire Capital Inc
        10949T109
        
          
          
        
        8600.00000000
        NS
        USD
        79550.00000000
        0.007301240969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
          
        
        200000.00000000
        PA
        USD
        235037.35000000
        0.021572147443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merit Medical Systems Inc
        549300OYTY138SP2CE83
        Merit Medical Systems Inc
        589889104
        
          
          
        
        4700.00000000
        NS
        USD
        312644.00000000
        0.028695024282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        UBS-Barclays Commercial Mortgage Trust 2012-C4
        90270RBD5
        
          
        
        200000.00000000
        PA
        USD
        199994.32000000
        0.018355835610
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Fixed
          2.79190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDU9
        
          
          
        
        750000.00000000
        PA
        USD
        753855.38000000
        0.069190192149
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vaxcyte Inc
        254900M7NMHTGASX8D95
        Vaxcyte Inc
        92243G108
        
          
          
        
        1400.00000000
        NS
        USD
        33810.00000000
        0.003103142139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C38
        95001MAE0
        
          
        
        700000.00000000
        PA
        USD
        696912.09000000
        0.063963835369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876MAC1
        
          
        
        150000.00000000
        PA
        USD
        149202.77000000
        0.013694096506
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2031-03-25
          Floating
          3.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
          
          
        
        20400.00000000
        NS
        
        335574.34000000
        0.030799611810
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
          
        
        8500.00000000
        NS
        USD
        487645.00000000
        0.044756928378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        154633.12000000
        0.014192503720
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -4858332.00000000
            EUR
            5532129.21000000
            USD
            2022-04-19
            154633.12000000
          
        
        
          N
          N
          N
        
      
      
        Shionogi & Co Ltd
        35380049VXDTHZI3DY35
        Shionogi & Co Ltd
        000000000
        
          
          
          
        
        1400.00000000
        NS
        
        86272.81000000
        0.007918272469
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        760942BD3
        
          
          
        
        110000.00000000
        PA
        USD
        128897.34000000
        0.011830427902
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2055-04-20
          Fixed
          4.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550101
        
          
          
        
        8100.00000000
        NS
        USD
        115749.00000000
        0.010623649792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5149.18000000
        -0.00047260092
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -270218.12000000
            USD
            5862247.00000000
            CZK
            2022-04-19
            -5149.18000000
          
        
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        Halozyme Therapeutics Inc
        40637H109
        
          
          
        
        2300.00000000
        NS
        USD
        91724.00000000
        0.008418592415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        29266MAE9
        
          
          
        
        30000.00000000
        PA
        USD
        36665.06000000
        0.003365184641
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2033-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26657.16000000
        -0.00244664171
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -526057.36000000
            USD
            166281472.00000000
            HUF
            2022-04-19
            -26657.16000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust 2018-C48
        95001RAW9
        
          
        
        1707000.00000000
        PA
        USD
        1758227.75000000
        0.161373280728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          4.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harmony Biosciences Holdings I
        N/A
        Harmony Biosciences Holdings Inc
        413197104
        
          
          
        
        300.00000000
        NS
        USD
        14595.00000000
        0.001339555147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
          
          
        
        13861.00000000
        NS
        
        661071.15000000
        0.060674289932
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405RRQ1
        
          
        
        4440.65000000
        PA
        USD
        4857.75000000
        0.000445852964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
          
          
        
        235600.00000000
        NS
        
        816575.50000000
        0.074946756696
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CAE4
        
          
          
        
        55000.00000000
        PA
        USD
        68579.93000000
        0.006294388367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCL4
        
          
          
        
        136000.00000000
        PA
        USD
        107140.42000000
        0.009833538956
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-02-12
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2018-4
        64828FCQ3
        
          
        
        92239.29000000
        PA
        USD
        91639.86000000
        0.008410869896
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-25
          Floating
          1.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2020-2R
        69355XAA1
        
          
        
        740042.48000000
        PA
        USD
        738360.14000000
        0.067768011368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          4.26014000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
          
        
        770000.00000000
        PA
        USD
        772087.50000000
        0.070863568661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31287S6Z5
        
          
        
        10524.97000000
        PA
        USD
        11020.77000000
        0.001011505938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
          
          
        
        1690.00000000
        NS
        
        145628.58000000
        0.013366050969
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92553PAP7
        
          
          
        
        600000.00000000
        PA
        USD
        570524.46000000
        0.052363753129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Morrison Home Corp
        5299009UDLLGLKOOJE30
        Taylor Morrison Home Corp
        87724P106
        
          
          
        
        1000.00000000
        NS
        USD
        27220.00000000
        0.002498300178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-MH1
        89177WAA7
        
          
        
        70786.01000000
        PA
        USD
        70610.14000000
        0.006480724664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API Group Corp
        213800NZT1VX6PZ7BT53
        API Group Corp
        00187Y100
        
          
          
        
        14100.00000000
        NS
        USD
        296523.00000000
        0.027215410131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACCO Brands Corp
        JCT8P4Y190IH4I1NX328
        ACCO Brands Corp
        00081T108
        
          
          
        
        1800.00000000
        NS
        USD
        14400.00000000
        0.001321657699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901J105
        
          
          
        
        12000.00000000
        NS
        USD
        268800.00000000
        0.024670943715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Photronics Inc
        549300OK5JVNIBNY6F63
        Photronics Inc
        719405102
        
          
          
        
        1800.00000000
        NS
        USD
        30546.00000000
        0.002803566394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDB2
        
          
          
        
        800000.00000000
        PA
        USD
        798076.26000000
        0.073248863434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Variable
          3.07100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAZ5
        
          
          
        
        1000000.00000000
        PA
        USD
        908460.33000000
        0.083380110377
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2026-12-14
          Fixed
          1.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAD2
        
          
          
        
        600000.00000000
        PA
        USD
        537343.50000000
        0.049318345403
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4420000.00000000
        OU
        Other
        USD
        -6339.62000000
        -0.00058186163
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4420000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            2610.88000000
          
        
        
          N
          N
          N
        
      
      
        California Resources Corp
        5493003Q8F0T4F4YMR48
        California Resources Corp
        13057Q305
        
          
          
        
        800.00000000
        NS
        USD
        35784.00000000
        0.003284319382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        000000000
        
          
          
        
        917750.00000000
        PA
        
        924557.87000000
        0.084857571327
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENER HOUSTON
        549300S8SEQBOJLKHW63
        CenterPoint Energy Houston Electric LLC
        15189XAD0
        
          
          
        
        120000.00000000
        PA
        USD
        154669.53000000
        0.014195845495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Focus Financial Partners Inc
        5493006FFJCGLZ246V12
        Focus Financial Partners Inc
        34417P100
        
          
          
        
        1600.00000000
        NS
        USD
        73184.00000000
        0.006716958128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
          
        
        95000.00000000
        PA
        USD
        108412.47000000
        0.009950289975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA FINANCE LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
          
        
        20000.00000000
        PA
        USD
        26183.92000000
        0.002403206906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBM4
        
          
          
        
        620000.00000000
        PA
        USD
        505916.27000000
        0.046433898147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-04
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        000000000
        
          
          
          
        
        2163.00000000
        NS
        
        52125.82000000
        0.004784200786
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        -535.00000000
        NC
        USD
        1424438.78000000
        0.130737533362
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            -114802642.43000000
            USD
            1424438.78000000
          
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92553PAW2
        
          
          
        
        65000.00000000
        PA
        USD
        67749.86000000
        0.006218203061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Titan International Inc
        254900CXRGBE7C4B5A06
        Titan International Inc
        88830M102
        
          
          
        
        8700.00000000
        NS
        USD
        128151.00000000
        0.011761927485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
          
        
        14400.00000000
        NS
        USD
        2665152.00000000
        0.244612406941
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Cor
        549300IV6O2YY2A1KH37
        Old Republic International Corp
        680223104
        
          
          
        
        12680.00000000
        NS
        USD
        328031.60000000
        0.030107325671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyline Champion Corp
        N/A
        Skyline Champion Corp
        830830105
        
          
          
        
        4500.00000000
        NS
        USD
        246960.00000000
        0.022666429538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
          
        
        5200.00000000
        NS
        USD
        1475552.00000000
        0.135428795913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        420.70000000
        0.000038612596
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -243000.00000000
            USD
            8084610.00000000
            THB
            2022-06-15
            420.70000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390JKD2
        
          
        
        9850.20000000
        PA
        USD
        10574.22000000
        0.000970520782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBM6
        
          
          
        
        1075000.00000000
        PA
        USD
        976917.28000000
        0.089663211420
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-06-24
          Fixed
          2.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREGON ST DEPT OF TRANSPRTN HI
        N/A
        State of Oregon Department of Transportation
        68607DNL5
        
          
          
        
        70000.00000000
        PA
        USD
        85633.59000000
        0.007859603716
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-11-15
          Fixed
          5.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -96311.49000000
        -0.00883964043
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1705627.60000000
            USD
            6773900.00000000
            PLN
            2022-04-19
            -96311.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.HY.37.V1
        000000000
        
          
        
        -1190000.00000000
        OU
        Other
        USD
        -1827.65000000
        -0.00016774497
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.HY.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.37.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -1190000.00000000
            USD
            103.50000000
            USD
            2022-04-20
            XXXX
            8019.60000000
          
        
        
          N
          N
          N
        
      
      
        MOS Food Services Inc
        N/A
        MOS Food Services Inc
        000000000
        
          
          
          
        
        2400.00000000
        NS
        
        56584.66000000
        0.005193441078
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        109066.00000000
        NS
        USD
        33626138.46000000
        3.086266998973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TURNPIKE AUTH TU
        5493005YN67D71KSMI84
        New Jersey Turnpike Authority
        646139W35
        
          
          
        
        165000.00000000
        PA
        USD
        241253.61000000
        0.022142686880
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          7.41400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        Utah Acquisition Sub Inc
        62854AAP9
        
          
          
        
        800000.00000000
        PA
        USD
        790915.64000000
        0.072591648952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
          
        
        61000.00000000
        PA
        USD
        61881.01000000
        0.005679549534
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4442.00000000
        0.000407694687
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -70353779.00000000
            THB
            2122734.18000000
            USD
            2022-06-15
            4442.00000000
          
        
        
          N
          N
          N
        
      
      
        Husqvarna AB
        549300GYQIIJ3UXB7655
        Husqvarna AB
        000000000
        
          
          
          
        
        4180.00000000
        NS
        
        43544.92000000
        0.003996630470
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
          
        
        375000.00000000
        PA
        USD
        339064.02000000
        0.031119900868
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST UNIV REVENUES
        N/A
        Michigan State University
        594712WY3
        
          
        
        435000.00000000
        PA
        USD
        425793.16000000
        0.039080056119
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2122-08-15
          Fixed
          4.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jumbo Interactive Ltd
        52990094T9F7X0NC0X54
        Jumbo Interactive Ltd
        000000000
        
          
          
          
        
        6468.00000000
        NS
        
        90154.60000000
        0.008274550083
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
          
          
        
        1071.00000000
        NS
        
        717371.17000000
        0.065841606243
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Customers Bancorp Inc
        549300WLBCHYKZ53FN68
        Customers Bancorp Inc
        23204G100
        
          
          
        
        1660.00000000
        NS
        USD
        86552.40000000
        0.007943933738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AV3
        
          
          
        
        550000.00000000
        PA
        USD
        489317.27000000
        0.044910412303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BrightView Holdings Inc
        549300F8QN8YHVI7L866
        BrightView Holdings Inc
        10948C107
        
          
          
        
        4400.00000000
        NS
        USD
        59884.00000000
        0.005496260392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        96287.11000000
        0.008837402795
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
          
        
        8700.00000000
        NS
        USD
        796224.00000000
        0.073078859706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        4521522E0
        
          
        
        35000.00000000
        PA
        USD
        35596.21000000
        0.003267083680
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
          
        
        215000.00000000
        PA
        USD
        194686.99000000
        0.017868719391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
          
        
        500000.00000000
        PA
        USD
        509868.16000000
        0.046796609664
        Long
        DBT
        CORP
        N/A
        Y
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
          
          
        
        63423.00000000
        NS
        
        516791.34000000
        0.047432031480
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        Link REIT
        000000000
        
          
          
          
        
        92100.00000000
        NS
        
        784614.08000000
        0.072013280529
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        S&T Bancorp Inc
        N/A
        S&T Bancorp Inc
        783859101
        
          
          
        
        1700.00000000
        NS
        USD
        50286.00000000
        0.004615338823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO IL O'HARE INTERNATIONA
        N/A
        Chicago O'Hare International Airport
        167593AN2
        
          
          
        
        160000.00000000
        PA
        USD
        214332.52000000
        0.019671821195
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          6.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAF3
        
          
          
        
        325000.00000000
        PA
        USD
        274394.58000000
        0.025184424252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Li Ning Co Ltd
        529900T77L2FV3FZ3U81
        Li Ning Co Ltd
        000000000
        
          
          
          
        
        79000.00000000
        NS
        
        674783.36000000
        0.061932821037
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
          
        
        14037.00000000
        NS
        USD
        782703.12000000
        0.071837889210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Retiro Mortgage Securities
        635400CU9HBU644YSL41
        Retiro Mortgage Securities DAC
        000000000
        
          
        
        508288.12000000
        PA
        
        560352.50000000
        0.051430152486
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2075-07-30
          Floating
          1.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAR4
        
          
          
        
        125000.00000000
        PA
        USD
        131194.38000000
        0.012041254333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Grid Corp of India Ltd
        3358009SHWZ3DZEQ4Z56
        Power Grid Corp of India Ltd
        000000000
        
          
          
          
        
        300034.00000000
        NS
        
        858258.02000000
        0.078772452771
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        State of California
        13063A7D0
        
          
          
        
        210000.00000000
        PA
        USD
        294060.69000000
        0.026989414925
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-10-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAK5
        
          
          
        
        100000.00000000
        PA
        
        112992.75000000
        0.010370676248
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-03-07
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chunghwa Telecom Co Ltd
        N/A
        Chunghwa Telecom Co Ltd
        000000000
        
          
          
          
        
        19000.00000000
        NS
        
        84057.48000000
        0.007714945528
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        19200.00000000
        NS
        USD
        793152.00000000
        0.072796906064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAN1
        
          
          
        
        120000.00000000
        PA
        USD
        123531.41000000
        0.011337933270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66 PARTNERS LP
        549300TL5L4IG0H4FX64
        Phillips 66 Partners LP
        718549AD0
        
          
          
        
        360000.00000000
        PA
        USD
        360646.68000000
        0.033100795920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
          
          
        
        8270.00000000
        NS
        
        149432.34000000
        0.013715166850
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2018-C2
        05491UBC1
        
          
        
        1351000.00000000
        PA
        USD
        1408797.54000000
        0.129301952441
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        23694.00000000
        NS
        USD
        5268597.84000000
        0.483561312393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUNTSMAN INTERNATIONAL L
        3YTEJFW18LGIUQ2N5J61
        Huntsman International LLC
        44701QBE1
        
          
          
        
        1650000.00000000
        PA
        USD
        1703835.75000000
        0.156381085896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNAC HK FINBRIDGE CO LTD
        549300US1UQ7R7WABI28
        CNAC HK Finbridge Co Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        
        221367.12000000
        0.020317469337
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2022-06-14
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dunelm Group PLC
        213800WCOWEI3T5DUV19
        Dunelm Group PLC
        000000000
        
          
          
          
        
        7782.00000000
        NS
        
        112624.48000000
        0.010336875770
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Diodes Inc
        549300XP2X1ARVH3BX23
        Diodes Inc
        254543101
        
          
          
        
        3400.00000000
        NS
        USD
        295766.00000000
        0.027145931320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rush Enterprises Inc
        529900V3XHTN7A6DFT17
        Rush Enterprises Inc
        781846209
        
          
          
        
        2300.00000000
        NS
        USD
        117093.00000000
        0.010747004510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENTERPOINT ENER HOUSTON
        549300S8SEQBOJLKHW63
        CenterPoint Energy Houston Electric LLC
        15189XAQ1
        
          
          
        
        170000.00000000
        PA
        USD
        165350.48000000
        0.015176162148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CME Ultra Long Term US Treasury Bond
        000000000
        
          
          
        
        105.00000000
        NC
        USD
        -433406.23000000
        -0.03977879727
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            19031531.23000000
            USD
            -433406.23000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410QPE5
        
          
        
        11027.44000000
        PA
        USD
        12070.51000000
        0.001107852949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAU3
        
          
        
        2500000.00000000
        PA
        USD
        2464770.25000000
        0.226221012313
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        Dow Chemical Co/The
        260543CG6
        
          
          
        
        20000.00000000
        PA
        USD
        20787.79000000
        0.001907940465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DC73
        
          
          
        
        24383.98000000
        PA
        USD
        26690.76000000
        0.002449725586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Group Hospitality Inc/The
        549300QFZD4IE5DEBE98
        ONE Group Hospitality Inc/The
        88338K103
        
          
          
        
        2200.00000000
        NS
        USD
        23122.00000000
        0.002122178424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Re 2018-1 Ltd.
        549300BLEDGL5R7YKU33
        Eagle RE 2018-1 Ltd
        269826AA1
        
          
        
        68825.73000000
        PA
        USD
        68694.79000000
        0.006304930422
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-25
          Floating
          1.88686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
          
        
        5000.00000000
        NS
        USD
        1253100.00000000
        0.115011754353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SABIC Agri-Nutrients Co
        N/A
        SABIC Agri-Nutrients Co
        000000000
        
          
          
          
        
        5643.00000000
        NS
        
        273923.80000000
        0.025141215223
        Long
        EC
        CORP
        SA
        N
        
        2
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737WAA7
        
          
          
        
        300000.00000000
        PA
        USD
        290129.21000000
        0.026628576674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        CWABS Inc Asset-Backed Certificates Series 2004-1
        126671Z25
        
          
          
        
        24915.95000000
        PA
        USD
        24605.77000000
        0.002258361483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          1.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecovyst Inc
        N/A
        Ecovyst Inc
        27923Q109
        
          
          
        
        18100.00000000
        NS
        USD
        209236.00000000
        0.019204053494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hersha Hospitality Trust
        549300DNC58BIN1VO064
        Hersha Hospitality Trust
        427825500
        
          
          
        
        7600.00000000
        NS
        USD
        69008.00000000
        0.006333677395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        603000.00000000
        PA
        
        650807.51000000
        0.059732274735
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
          
          
        
        2650.00000000
        NS
        
        272860.57000000
        0.025043630077
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4490000.00000000
        OU
        Other
        USD
        -8469.15000000
        -0.00077731370
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4490000.00000000
            USD
            67.50000000
            USD
            2022-05-18
            XXXX
            -2452.55000000
          
        
        
          N
          N
          N
        
      
      
        UNIV OF MICHIGAN MI
        N/A
        University of Michigan
        914455UJ7
        
          
        
        440000.00000000
        PA
        USD
        472682.10000000
        0.043383606713
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2122-04-01
          Fixed
          4.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
          
        
        5494.00000000
        NS
        USD
        714329.88000000
        0.065562471220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CS9
        
          
          
        
        125000.00000000
        PA
        USD
        110409.20000000
        0.010133553418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -400000.00000000
        OU
        Other
        USD
        -24.70000000
        -0.00000226701
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -400000.00000000
            USD
            52.50000000
            USD
            2022-04-20
            XXXX
            435.30000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2M5
        
          
          
        
        750000.00000000
        PA
        USD
        671481.81000000
        0.061629798886
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-30
          Fixed
          1.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477AQ6
        
          
          
        
        63000.00000000
        PA
        USD
        62865.77000000
        0.005769932564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.42300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        500000.00000000
        PA
        
        583346.66000000
        0.053540597528
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        Ovintiv Inc
        69047Q102
        
          
          
        
        6000.00000000
        NS
        USD
        324420.00000000
        0.029775846578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
          
        
        10080.00000000
        NS
        USD
        6347174.40000000
        0.582554993959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resideo Technologies Inc
        5493006TKFPYISY2DS54
        Resideo Technologies Inc
        76118Y104
        
          
          
        
        2400.00000000
        NS
        USD
        57192.00000000
        0.005249183828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shoei Co Ltd
        N/A
        Shoei Co Ltd
        000000000
        
          
          
          
        
        2600.00000000
        NS
        
        96995.95000000
        0.008902461395
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CSPC Pharmaceutical Group Ltd
        529900M3XQCW234H8O91
        CSPC Pharmaceutical Group Ltd
        000000000
        
          
          
          
        
        456800.00000000
        NS
        
        525046.62000000
        0.048189715811
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HY6
        
          
          
        
        260000.00000000
        PA
        USD
        215429.92000000
        0.019772542526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        1290000.00000000
        PA
        USD
        1243308.22000000
        0.114113047310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
          
          
        
        3100.00000000
        NS
        
        179880.44000000
        0.016509747808
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jupiter Mortgages No.1
        6354009QIELPOGEAFS09
        Jupiter Mortgage NO 1 PLC
        000000000
        
          
          
        
        300000.00000000
        PA
        
        392510.45000000
        0.036025309597
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-07-20
          Floating
          1.49156000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2007-A1
        46630GAM7
        
          
        
        5622.19000000
        PA
        USD
        5613.63000000
        0.000515228979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          2.32230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CE0
        
          
          
        
        50000.00000000
        PA
        USD
        50827.47000000
        0.004665035906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aritzia Inc
        549300U83HKFRL1EX527
        Aritzia Inc
        04045U102
        
          
          
          
        
        9300.00000000
        NS
        
        379617.65000000
        0.034841985404
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Coface SA
        96950025N07LTJYFSN57
        Coface SA
        000000000
        
          
          
          
        
        36029.00000000
        NS
        
        435452.56000000
        0.039966613090
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Krystal Biotech Inc
        549300YONUY68210OE41
        Krystal Biotech Inc
        501147102
        
          
          
        
        400.00000000
        NS
        USD
        26616.00000000
        0.002442863980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
          
        
        39900.00000000
        NS
        USD
        1511013.00000000
        0.138683469779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        111700.00000000
        NS
        USD
        5782709.00000000
        0.530747352170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENTAIR FINANCE SARL
        549300H2U8U8TZPV3T89
        Pentair Finance Sarl
        709629AR0
        
          
          
        
        450000.00000000
        PA
        USD
        468241.85000000
        0.042976072643
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4760000.00000000
        OU
        Other
        USD
        205.76000000
        0.000018885020
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4760000.00000000
            USD
            45.00000000
            USD
            2022-06-15
            XXXX
            -270.24000000
          
        
        
          N
          N
          N
        
      
      
        Franklin Street Properties Cor
        549300STLK2T6QY5WO82
        Franklin Street Properties Corp
        35471R106
        
          
          
        
        16521.00000000
        NS
        USD
        97473.90000000
        0.008946328499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safestore Holdings PLC
        213800WGA3YSJC1YOH73
        Safestore Holdings PLC
        000000000
        
          
          
          
        
        14913.00000000
        NS
        
        258426.92000000
        0.023718883920
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        7500.00000000
        NS
        USD
        704550.00000000
        0.064664856379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        D'ieteren Group
        549300DV5KJ23OKVTW34
        D'ieteren Group
        000000000
        
          
          
          
        
        1155.00000000
        NS
        
        195012.25000000
        0.017898572334
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        60000.00000000
        PA
        USD
        57119.93000000
        0.005242569114
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBB Bancorp
        549300A23FBFZNGET525
        RBB Bancorp
        74930B105
        
          
          
        
        1800.00000000
        NS
        USD
        42282.00000000
        0.003880717418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Privia Health Group Inc
        N/A
        Privia Health Group Inc
        74276R102
        
          
          
        
        3500.00000000
        NS
        USD
        93555.00000000
        0.008586644863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great Ajax Corp
        5493004ID2QQWNGDYC18
        Great Ajax Corp
        38983D300
        
          
          
        
        6200.00000000
        NS
        USD
        72726.00000000
        0.006674922070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        350000.00000000
        PA
        
        408482.81000000
        0.037491281303
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chart Industries Inc
        EM7QGKC1GYOF3LSZSL80
        Chart Industries Inc
        16115Q308
        
          
          
        
        300.00000000
        NS
        USD
        51531.00000000
        0.004729607145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4510000.00000000
        OU
        Other
        USD
        4.11000000
        0.000000377223
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4510000.00000000
            USD
            35.00000000
            USD
            2022-06-15
            XXXX
            -198.84000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402BXT6
        
          
        
        12259.57000000
        PA
        USD
        13417.03000000
        0.001231438958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cathay Financial Holding Co Lt
        5299009XR1QLFAMQ3X77
        Cathay Financial Holding Co Ltd
        000000000
        
          
          
          
        
        289000.00000000
        NS
        
        647753.11000000
        0.059451936452
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS PETROLEOS MEXICANOS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -15455.78000000
        -0.00141855907
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PETROLEOS MEXICANOS
                PETROLEOS MEXICANOS
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            0.00000000
            USD
            -11374.31000000
            USD
            400000.00000000
            USD
            -4081.47000000
          
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CH3
        
          
          
        
        400000.00000000
        PA
        USD
        390771.12000000
        0.035865670785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAP5
        
          
          
        
        1410000.00000000
        PA
        USD
        1413306.93000000
        0.129715832303
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-16
          Fixed
          4.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Grou
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
          
        
        20300.00000000
        NS
        USD
        1421000.00000000
        0.130421915997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
          
        
        6800.00000000
        NS
        USD
        158100.00000000
        0.014510700154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RQ3
        
          
          
        
        9945000.00000000
        PA
        USD
        9736776.56000000
        0.893658729480
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        SoFi Professional Loan Program 2020-ATrust
        83406TAB8
        
          
        
        521041.22000000
        PA
        USD
        513603.25000000
        0.047139422890
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        54417.39000000
        0.004994525170
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -768003.60000000
            USD
            3920428.00000000
            BRL
            2022-04-04
            54417.39000000
          
        
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746AJ7
        
          
          
        
        750000.00000000
        PA
        USD
        685644.58000000
        0.062929683192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -400000.00000000
        OU
        Other
        USD
        -109.69000000
        -0.00001006754
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -400000.00000000
            USD
            77.50000000
            USD
            2022-04-20
            XXXX
            390.31000000
          
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
          
          
        
        57123.00000000
        NS
        
        835971.69000000
        0.076726973630
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Trinity Industries Inc
        R1JB4KXN77XFCXOQKV49
        Trinity Industries Inc
        896522109
        
          
          
        
        600.00000000
        NS
        USD
        20616.00000000
        0.001892173272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BVRT_21-4F
        N/A
        BVRT_21-4F
        000000000
        
          
        
        895698.08000000
        PA
        USD
        895698.08000000
        0.082208768296
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2026-09-12
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIAN RAILWAY FINANCE
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp Ltd
        45434L2H6
        
          
          
        
        200000.00000000
        PA
        USD
        189684.09000000
        0.017409544301
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-21
          Fixed
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
          
        
        5300.00000000
        NS
        USD
        2603466.00000000
        0.238950755773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
          
          
        
        460.00000000
        NS
        
        44503.33000000
        0.004084595050
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        TEACHERS INSURANCE AND ANNUITY
        549300SWQCCOXV4X1761
        TIAA CLO I Ltd
        87271LAJ1
        
          
        
        250000.00000000
        PA
        USD
        248732.08000000
        0.022829074203
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERS
        IXBXSCONLDQ1ZI73YU71
        Brandywine Operating Partnership LP
        105340AP8
        
          
          
        
        450000.00000000
        PA
        USD
        465871.75000000
        0.042758540636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        449.13000000
        0.000041221952
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -356000.00000000
            USD
            10171276.00000000
            TWD
            2022-06-15
            449.13000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14925.77000000
        -0.00136991380
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -7304392.00000000
            ZAR
            480078.34000000
            USD
            2022-06-15
            -14925.77000000
          
        
        
          N
          N
          N
        
      
      
        Sabra Health Care REIT Inc
        549300E3BC7GU7TAZ621
        Sabra Health Care REIT Inc
        78573L106
        
          
          
        
        5420.00000000
        NS
        USD
        80703.80000000
        0.007407138792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Impala Platinum Holdings Ltd
        254900BZFIFB4PD2Z778
        Impala Platinum Holdings Ltd
        000000000
        
          
          
          
        
        44276.00000000
        NS
        
        682500.96000000
        0.062641156138
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6748.63000000
        -0.00061940130
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -925612.80000000
            ILS
            284000.00000000
            USD
            2022-06-15
            -6748.63000000
          
        
        
          N
          N
          N
        
      
      
        Aldar Properties PJSC
        N/A
        Aldar Properties PJSC
        000000000
        
          
          
          
        
        57204.00000000
        NS
        
        76717.66000000
        0.007041283749
        Long
        EC
        CORP
        AE
        N
        
        2
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAN9
        
          
          
        
        1250000.00000000
        PA
        USD
        1237936.61000000
        0.113620031357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -49.91000000
        -0.00000458082
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -39639138.00000000
            HUF
            119000.00000000
            USD
            2022-04-19
            -49.91000000
          
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CY3
        
          
          
        
        235000.00000000
        PA
        USD
        245681.04000000
        0.022549044307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA2
        35564KGR4
        
          
        
        100000.00000000
        PA
        USD
        84990.32000000
        0.007800563248
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
          
        
        200000.00000000
        PA
        USD
        195160.22000000
        0.017912153285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        OneMain Financial Issuance Trust 2020-A
        68269LAA4
        
          
        
        300000.00000000
        PA
        USD
        302320.02000000
        0.027747470973
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-14
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
          
        
        2100.00000000
        NS
        USD
        150801.00000000
        0.013840784908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CQ6
        
          
          
        
        515000.00000000
        PA
        USD
        460715.78000000
        0.042285316507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International A
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
          
          
        
        2663.00000000
        NS
        
        754824.60000000
        0.069279148890
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717102
        
          
          
        
        5400.00000000
        NS
        USD
        218106.00000000
        0.020018157924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crane Co
        549300X1RO9ID7AUCA83
        Crane Co
        224399105
        
          
          
        
        2400.00000000
        NS
        USD
        259872.00000000
        0.023851515942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
          
        
        125000.00000000
        PA
        USD
        128148.64000000
        0.011761710880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER OVERSEAS LTD
        N/A
        Embraer Overseas Ltd
        29081YAD8
        
          
          
        
        210000.00000000
        PA
        USD
        216969.29000000
        0.019913828651
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-16
          Fixed
          5.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BP7
        
          
          
        
        900000.00000000
        PA
        USD
        847351.09000000
        0.077771395271
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AL3
        
          
        
        1275000.00000000
        PA
        USD
        1244964.06000000
        0.114265023260
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001K100
        
          
          
        
        6300.00000000
        NS
        USD
        224091.00000000
        0.020567471905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -64.00000000
        NC
        USD
        266665.60000000
        0.024475044674
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            -8936665.60000000
            USD
            266665.60000000
          
        
        
          N
          N
          N
        
      
      
        BEIJING ENT
        529900896ODARUEY2V26
        Beijing Enterprises Holdings Ltd
        000000000
        
          
          
          
        
        46000.00000000
        NS
        
        145318.18000000
        0.013337561903
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MP Materials Corp
        N/A
        MP Materials Corp
        553368101
        
          
          
        
        900.00000000
        NS
        USD
        51606.00000000
        0.004736490778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-ACNT
        05609QAJ5
        
          
        
        1000000.00000000
        PA
        USD
        972864.80000000
        0.089291267573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          2.59400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3938.72000000
        -0.00036150275
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -14238016.00000000
            CNY
            2229253.00000000
            USD
            2022-05-23
            -3938.72000000
          
        
        
          N
          N
          N
        
      
      
        iRhythm Technologies Inc
        549300FJI72RJGDQS384
        iRhythm Technologies Inc
        450056106
        
          
          
        
        1200.00000000
        NS
        USD
        188964.00000000
        0.017343453155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liquidity Services Inc
        5299002AZ4ULSAXN0G81
        Liquidity Services Inc
        53635B107
        
          
          
        
        4400.00000000
        NS
        USD
        75328.00000000
        0.006913738274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aveanna Healthcare Holdings In
        N/A
        Aveanna Healthcare Holdings Inc
        05356F105
        
          
          
        
        16700.00000000
        NS
        USD
        56947.00000000
        0.005226697290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUU9
        
          
          
        
        337833.75000000
        PA
        USD
        336523.30000000
        0.030886709052
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        15.46000000
        0.000001418946
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -6.64000000
          
        
        
          N
          N
          N
        
      
      
        FirstRand Ltd
        529900XYOP8CUZU7R671
        FirstRand Ltd
        000000000
        
          
          
          
        
        93414.00000000
        NS
        
        493208.47000000
        0.045267553584
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA3
        35565MAH7
        
          
        
        79391.34000000
        PA
        USD
        79485.43000000
        0.007295314619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          4.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC Ltd
        335800Q4TRGJXNLVMB81
        NTPC Ltd
        000000000
        
          
          
          
        
        36880.00000000
        NS
        
        65489.56000000
        0.006010748693
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        MARKEL CORP
        549300SCNO12JLWIK605
        Markel Corp
        570535AQ7
        
          
          
        
        325000.00000000
        PA
        USD
        357527.31000000
        0.032814494575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-05
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding LIX Ltd
        55822EAC3
        
          
        
        1000000.00000000
        PA
        USD
        992496.60000000
        0.091093109213
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-18
          Floating
          1.94510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAD5
        
          
          
        
        300000.00000000
        PA
        USD
        300722.14000000
        0.027600814694
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFU8
        
          
          
        
        365000.00000000
        PA
        USD
        377634.83000000
        0.034659998645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
          
        
        400.00000000
        NS
        USD
        817832.00000000
        0.075062080509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAS8
        
          
          
        
        21000.00000000
        PA
        USD
        23418.53000000
        0.002149394477
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-17
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900YVLP8CB4GC2O97
        Radnor RE 2020-1 Ltd
        750493AB4
        
          
        
        200000.00000000
        PA
        USD
        194811.74000000
        0.017880169169
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-01-25
          Floating
          1.90657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radiant Logistics Inc
        549300HWCW2HBOG4GN20
        Radiant Logistics Inc
        75025X100
        
          
          
        
        8839.00000000
        NS
        USD
        56304.43000000
        0.005167721069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Artesian Resources Corp
        N/A
        Artesian Resources Corp
        043113208
        
          
          
        
        1505.00000000
        NS
        USD
        73067.75000000
        0.006706288495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
          
          
        
        9000.00000000
        NS
        
        176792.57000000
        0.016226337588
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OFG Bancorp
        549300Q4QEXJ37LEXQ06
        OFG Bancorp
        67103X102
        
          
          
        
        12487.00000000
        NS
        USD
        332653.68000000
        0.030531548423
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Summit Materials Inc
        549300XNOLX5GIOSO108
        Summit Materials Inc
        86614U100
        
          
          
        
        2700.00000000
        NS
        USD
        83862.00000000
        0.007697004024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAF0
        
          
          
        
        210000.00000000
        PA
        USD
        220435.60000000
        0.020231972769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RGQ9
        
          
          
        
        5000.00000000
        PA
        USD
        5286.75000000
        0.000485227350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Select Medical Holdings Corp
        N/A
        Select Medical Holdings Corp
        81619Q105
        
          
          
        
        10934.00000000
        NS
        USD
        262306.66000000
        0.024074973382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POSCO Holdings Inc
        988400E5HRVX81AYLM04
        POSCO Holdings Inc
        000000000
        
          
          
          
        
        3185.00000000
        NS
        
        765491.55000000
        0.070258180598
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2019-3
        03066NAF1
        
          
        
        800000.00000000
        PA
        USD
        801632.00000000
        0.073575215597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-18
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
          
        
        42989.00000000
        NS
        USD
        2555696.05000000
        0.234566344509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        19767QAS4
        
          
          
        
        400000.00000000
        PA
        USD
        501553.19000000
        0.046033446878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141G104
        
          
          
        
        13810.00000000
        NS
        USD
        4558681.00000000
        0.418403877860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hancock Whitney Corp
        549300GRNBWY8HIICT41
        Hancock Whitney Corp
        410120109
        
          
          
        
        5200.00000000
        NS
        USD
        271180.00000000
        0.024889384363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        8600.00000000
        NS
        USD
        1103810.00000000
        0.101309651721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2020-3
        80285WAG2
        
          
        
        400000.00000000
        PA
        USD
        390646.76000000
        0.035854256803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS UNITED MEXICAN STATES
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5467.39000000
        -0.00050180681
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2024-12-20
            0.00000000
            USD
            -2592.19000000
            USD
            -400000.00000000
            USD
            -2875.20000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -50720.00000000
        -0.00465517211
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -19260996.00000000
            ZAR
            1254559.37000000
            USD
            2022-06-15
            -50720.00000000
          
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
          
        
        16200.00000000
        NS
        USD
        597942.00000000
        0.054880183881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2020-2
        03066EAG9
        
          
        
        100000.00000000
        PA
        USD
        97730.94000000
        0.008969920089
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-18
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        000000000
        
          
          
          
        
        10297.00000000
        NS
        
        0.01000000
        0.000000000917
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Matson Inc
        549300OI5H3Y0I9I4I12
        Matson Inc
        57686G105
        
          
          
        
        200.00000000
        NS
        USD
        24124.00000000
        0.002214143773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blueprint Medicines Corp
        5299004CC60O9T5HVM83
        Blueprint Medicines Corp
        09627Y109
        
          
          
        
        2100.00000000
        NS
        USD
        134148.00000000
        0.012312342848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK PARTNERS LP
        T4DHW82NMF6BXJT50795
        ONEOK Partners LP
        68268NAM5
        
          
          
        
        205000.00000000
        PA
        USD
        225126.22000000
        0.020662486244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDNAX INC
        N/A
        MEDNAX Inc
        58502BAE6
        
          
          
        
        125000.00000000
        PA
        USD
        120897.32000000
        0.011096171789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        INR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1840.45000000
        -0.00016891978
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -36642956.00000000
            INR
            476000.00000000
            USD
            2022-06-15
            -1840.45000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA1
        35564KPV5
        
          
        
        410000.00000000
        PA
        USD
        386447.88000000
        0.035468876103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          1.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418XE38
        
          
        
        51331.38000000
        PA
        USD
        54604.10000000
        0.005011661747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAR7
        
          
          
        
        796000.00000000
        PA
        USD
        812733.86000000
        0.074594164121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3565.42000000
        0.000327240610
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -85383063.00000000
            HUF
            260000.00000000
            USD
            2022-04-19
            3565.42000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FHQ63
        
          
          
        
        700000.00000000
        PA
        USD
        754730.76000000
        0.069270536088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Variable
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        190000.00000000
        PA
        
        165044.10000000
        0.015148042045
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2050-09-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
          
        
        4700.00000000
        NS
        USD
        424222.00000000
        0.038935852250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300MNOMKDMDFI8J66
        Hertz Vehicle Financing III LLC
        42806MAL3
        
          
        
        100000.00000000
        PA
        USD
        94883.22000000
        0.008708551265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
          
          
        
        708000.00000000
        NS
        
        764970.53000000
        0.070210360453
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        280000.00000000
        PA
        USD
        262078.36000000
        0.024054019600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AK7
        
          
          
        
        336000.00000000
        PA
        USD
        339573.05000000
        0.031166620550
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bajaj Consumer Care Ltd
        3358005AGVT9BD4VZC81
        Bajaj Consumer Care Ltd
        000000000
        
          
          
          
        
        150491.00000000
        NS
        
        324078.43000000
        0.029744496674
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
          
        
        11400.00000000
        NS
        USD
        951102.00000000
        0.087293838950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAS0
        
          
          
        
        220000.00000000
        PA
        USD
        182537.92000000
        0.016753656065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAB3
        
          
        
        300000.00000000
        PA
        USD
        294632.79000000
        0.027041923284
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
          
        
        9106.00000000
        NS
        
        119547.31000000
        0.010972265462
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147K108
        
          
          
        
        6400.00000000
        NS
        USD
        160640.00000000
        0.014743825887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SSP3
        
          
          
        
        367386.80000000
        PA
        USD
        365959.27000000
        0.033588394912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
          
          
        
        11901.00000000
        NS
        
        600272.34000000
        0.055094066645
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CC6
        
          
          
        
        48000.00000000
        PA
        USD
        41622.45000000
        0.003820182742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encore Wire Corp
        N/A
        Encore Wire Corp
        292562105
        
          
          
        
        1580.00000000
        NS
        USD
        180230.60000000
        0.016541886117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ExlService Holdings Inc
        81E3DTNF6OSH489ZOV15
        ExlService Holdings Inc
        302081104
        
          
          
        
        2300.00000000
        NS
        USD
        329521.00000000
        0.030244025461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
          
        
        10100.00000000
        NS
        USD
        2166046.00000000
        0.198803567528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adient PLC
        5493002QLDY8O75RTR78
        Adient PLC
        000000000
        
          
          
          
        
        3300.00000000
        NS
        USD
        134541.00000000
        0.012348413089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BL7
        
          
          
        
        120000.00000000
        PA
        USD
        122671.45000000
        0.011259004607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162DC1
        
          
          
        
        600000.00000000
        PA
        USD
        509145.64000000
        0.046730295489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HAY6
        
          
        
        333919.55000000
        PA
        USD
        329995.19000000
        0.030287547466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-25
          Fixed
          1.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Microelectronics Corp
        391200YJCAGH9LF96P73
        United Microelectronics Corp
        000000000
        
          
          
          
        
        401000.00000000
        NS
        
        744745.19000000
        0.068354042652
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.HY.37.V1
        000000000
        
          
        
        -1190000.00000000
        OU
        Other
        USD
        -5001.52000000
        -0.00045904843
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.HY.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.37.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -1190000.00000000
            USD
            100.00000000
            USD
            2022-06-15
            XXXX
            11658.48000000
          
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AW5
        
          
          
        
        730000.00000000
        PA
        USD
        874235.82000000
        0.080238923770
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appfolio Inc
        529900OOUUGT6JFC0S15
        Appfolio Inc
        03783C100
        
          
          
        
        200.00000000
        NS
        USD
        22642.00000000
        0.002078123168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        539481101
        
          
          
          
        
        8100.00000000
        NS
        
        726839.18000000
        0.066710597098
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Albireo Pharma Inc
        549300835H8LC7O8VC29
        Albireo Pharma Inc
        01345P106
        
          
          
        
        1800.00000000
        NS
        USD
        53694.00000000
        0.004928131145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
          
          
        
        16942.00000000
        NS
        
        622478.93000000
        0.057132227106
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AZZ Inc
        549300HD1X2NFLWPYC83
        AZZ Inc
        002474104
        
          
          
        
        3200.00000000
        NS
        USD
        154368.00000000
        0.014168170533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
          
        
        130000.00000000
        PA
        USD
        135503.55000000
        0.012436757646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAB8
        
          
          
        
        650000.00000000
        PA
        USD
        654013.11000000
        0.060026490424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10040.45000000
        0.000921530419
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -128000.00000000
            USD
            2783658.24000000
            MXN
            2022-06-15
            10040.45000000
          
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
          
        
        38500.00000000
        NS
        USD
        3450755.00000000
        0.316716452313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAL0
        
          
        
        1766000.00000000
        PA
        USD
        1726037.54000000
        0.158418805805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          3.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MGK3
        
          
          
        
        145000.00000000
        PA
        USD
        190132.44000000
        0.017450694664
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VVQ7
        
          
        
        15732.42000000
        PA
        USD
        16819.14000000
        0.001543690685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC21
        17322MAV8
        
          
        
        152776.33000000
        PA
        USD
        153542.40000000
        0.014092395492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-05-10
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M5KA7
        
          
        
        5491.54000000
        PA
        USD
        6037.56000000
        0.000554138031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        150000.00000000
        PA
        USD
        138799.66000000
        0.012739280504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Balboa Bay Loan Funding Ltd
        549300MALKZHG9DP8554
        Balboa Bay Loan Funding 2020-1 Ltd
        05766BAJ7
        
          
        
        1500000.00000000
        PA
        USD
        1489017.45000000
        0.136664678946
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          1.37400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mirum Pharmaceuticals Inc
        254900YZKR40F7F27K81
        Mirum Pharmaceuticals Inc
        604749101
        
          
          
        
        2800.00000000
        NS
        USD
        61656.00000000
        0.005658897714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DRB PRIME STUDENT LOAN TRUST
        N/A
        Laurel Road Prime Student Loan Trust 2017-C
        518889AC4
        
          
        
        34200.50000000
        PA
        USD
        34276.02000000
        0.003145914286
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-11-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
          
          
        
        5498.00000000
        NS
        
        270273.93000000
        0.024806223641
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BGC Partners Inc
        TF1LXM1YNB81WKUH5G19
        BGC Partners Inc
        05541T101
        
          
          
        
        24800.00000000
        NS
        USD
        109120.00000000
        0.010015228341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABM Industries Inc
        QF02R89VEIOROM77J447
        ABM Industries Inc
        000957100
        
          
          
        
        4300.00000000
        NS
        USD
        197972.00000000
        0.018170223472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAL9
        
          
          
        
        200000.00000000
        PA
        USD
        187053.97000000
        0.017168147193
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-03-25
          Fixed
          1.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAR4
        
          
          
        
        170000.00000000
        PA
        USD
        172369.98000000
        0.015820424385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duluth Holdings Inc
        549300B6G8G3WGHFYU15
        Duluth Holdings Inc
        26443V101
        
          
          
        
        7000.00000000
        NS
        USD
        85610.00000000
        0.007857438584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473QBE2
        
          
          
        
        548000.00000000
        PA
        USD
        546703.72000000
        0.050177443100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        373.52000000
        0.000034282332
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -451000.00000000
            USD
            611767.97000000
            SGD
            2022-06-15
            373.52000000
          
        
        
          N
          N
          N
        
      
      
        Orrstown Financial Services In
        5493008IR3FINUFGVM95
        Orrstown Financial Services Inc
        687380105
        
          
          
        
        1087.00000000
        NS
        USD
        24924.91000000
        0.002287652722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAK4
        
          
          
        
        1536000.00000000
        PA
        USD
        1542138.22000000
        0.141540198018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-22
          Fixed
          3.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
          
          
        
        1451.00000000
        NS
        
        161096.52000000
        0.014785726107
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571108
        
          
          
        
        6700.00000000
        NS
        USD
        295939.00000000
        0.027161809569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integer Holdings Corp
        549300SUD2ED5XG6X569
        Integer Holdings Corp
        45826H109
        
          
          
        
        3400.00000000
        NS
        USD
        273938.00000000
        0.025142518525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        Ventas Realty LP
        92277GAT4
        
          
          
        
        1750000.00000000
        PA
        USD
        1718106.92000000
        0.157690919348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleo Brasileiro SA
        5493000J801JZRCMFE49
        Petroleo Brasileiro SA
        000000000
        
          
          
          
        
        19400.00000000
        NS
        
        143960.26000000
        0.013212929582
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
          
        
        10700.00000000
        NS
        USD
        1483555.00000000
        0.136163325536
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        2549008N2FD0KB1Y5E03
        Oaktown Re III Ltd
        67400KAA8
        
          
        
        11593.95000000
        PA
        USD
        11593.54000000
        0.001064075791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-07-25
          Floating
          1.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First BanCorp/Puerto Rico
        N/A
        First BanCorp/Puerto Rico
        318672706
        
          
          
        
        1300.00000000
        NS
        USD
        17056.00000000
        0.001565430119
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493002EPQ51IPGGFX73
        GS Mortgage Securities Trust 2015-GC28
        36251FAV8
        
          
        
        387645.74000000
        PA
        USD
        383613.33000000
        0.035208716045
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.13600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
          
        
        410000.00000000
        PA
        USD
        398983.03000000
        0.036619374541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C8
        90276VAE9
        
          
        
        1650000.00000000
        PA
        USD
        1701442.22000000
        0.156161403441
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        90000.00000000
        PA
        USD
        93638.41000000
        0.008594300382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBK9
        
          
          
        
        115000.00000000
        PA
        USD
        104876.07000000
        0.009625712872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
          
        
        290000.00000000
        PA
        USD
        245490.12000000
        0.022531521329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        200.75000000
        0.000018425193
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -417000.00000000
            USD
            565452.00000000
            SGD
            2022-06-15
            200.75000000
          
        
        
          N
          N
          N
        
      
      
        Barings Loan Partners CLO Ltd.
        549300J1ZQ7BWN0H0X91
        Barings Loan Partners CLO Ltd 2
        06763BAA7
        
          
        
        2100000.00000000
        PA
        USD
        2076809.70000000
        0.190613300658
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          1.31300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Advertising Co
        529900Y8WW4MKVPTB543
        Lamar Advertising Co
        512816109
        
          
          
        
        5500.00000000
        NS
        USD
        638990.00000000
        0.058647642577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inwido AB
        529900A9NKQW5UTHBG13
        Inwido AB
        000000000
        
          
          
          
        
        5973.00000000
        NS
        
        94749.67000000
        0.008696293808
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        MFE-MediaForEurope NV
        213800DIFN7NR7B97A50
        MFE-MediaForEurope NV
        000000000
        
          
          
          
        
        145005.00000000
        NS
        
        168235.87000000
        0.015440988391
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Michelin
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        000000000
        
          
          
          
        
        4472.00000000
        NS
        
        605548.24000000
        0.055578298162
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900KXN235YISGF415
        Bellemeade Re 2019-4 Ltd
        07876LAB5
        
          
        
        177054.26000000
        PA
        USD
        177016.88000000
        0.016246925160
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-10-25
          Floating
          2.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
          
          
        
        16006.00000000
        NS
        
        439747.49000000
        0.040360809430
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6470.83000000
        0.000593904325
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -556000.00000000
            USD
            29297136.80000000
            PHP
            2022-06-15
            6470.83000000
          
        
        
          N
          N
          N
        
      
      
        Haci Omer Sabanci Holding AS
        78900090FFOWNLGP0F20
        Haci Omer Sabanci Holding AS
        000000000
        
          
          
          
        
        179389.00000000
        NS
        
        214190.13000000
        0.019658752387
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
          
        
        4700.00000000
        NS
        USD
        224660.00000000
        0.020619695740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
          
        
        5233.00000000
        NS
        USD
        3090871.45000000
        0.283685697825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIR 2014-1 A PTT
        N/A
        United Airlines 2014-1 Class A Pass Through Trust
        90932PAA6
        
          
          
        
        57825.97000000
        PA
        USD
        58035.92000000
        0.005326640311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415RPC2
        
          
        
        4104.39000000
        PA
        USD
        4533.37000000
        0.000416080789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        9839.51000000
        0.000903087787
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-08
            0.00000000
            USD
            -8271.85000000
            USD
            -190000.00000000
            GBP
            18111.36000000
          
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAL7
        
          
          
        
        35000.00000000
        PA
        USD
        40437.47000000
        0.003711423163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHOW TAI FOOK
        254900VXRL7SRSF44G79
        Chow Tai Fook Jewellery Group Ltd
        000000000
        
          
          
          
        
        381000.00000000
        NS
        
        688209.65000000
        0.063165109894
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust
        70509V100
        
          
          
        
        5200.00000000
        NS
        USD
        127296.00000000
        0.011683454059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lotte Chemical Titan Holding B
        N/A
        Lotte Chemical Titan Holding Bhd
        000000000
        
          
          
          
        
        295000.00000000
        NS
        
        156430.09000000
        0.014357432834
        Long
        EC
        CORP
        MY
        N
        
        2
        
          N
          N
          N
        
      
      
        NetScout Systems Inc
        5493005HZXZ3SPNVCV76
        NetScout Systems Inc
        64115T104
        
          
          
        
        4659.00000000
        NS
        USD
        149460.72000000
        0.013717771617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184HLS1
        
          
        
        80129.75000000
        PA
        USD
        79413.44000000
        0.007288707248
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B51
        
          
          
        
        425000.00000000
        PA
        USD
        383098.34000000
        0.035161449344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454L100
        
          
          
        
        5500.00000000
        NS
        USD
        214225.00000000
        0.019661952818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK26
        06540JBB7
        
          
        
        1800000.00000000
        PA
        USD
        1658851.20000000
        0.152252323615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          2.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laurel Road Prime Student Loan
        N/A
        Laurel Road Prime Student Loan Trust 2019-A
        51889RAB5
        
          
        
        88398.26000000
        PA
        USD
        87898.86000000
        0.008067514240
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-25
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCK6
        
          
          
        
        49000.00000000
        PA
        USD
        46648.30000000
        0.004281464225
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP CAPITAL XIII
        N/A
        Citigroup Capital XIII
        173080201
        
          
          
        
        3000.00000000
        NS
        USD
        82200.00000000
        0.007544462698
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN FIN ORG MUNICIPAL
        5493007YYYNZ4NMEOD64
        Japan Finance Organization for Municipalities
        471068AK2
        
          
          
        
        400000.00000000
        PA
        USD
        400335.79000000
        0.036743533268
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-04-20
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
          
          
        
        18300.00000000
        NS
        USD
        175497.00000000
        0.016107427861
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2021-GS1
        52474JAA4
        
          
        
        147166.80000000
        PA
        USD
        142521.36000000
        0.013080864772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
          
        
        100000.00000000
        PA
        USD
        85134.72000000
        0.007813816537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VYT3
        
          
        
        1176.73000000
        PA
        USD
        1257.22000000
        0.000115389895
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance T
        N/A
        Regional Management Issuance Trust 2022-1
        75907DAA5
        
          
        
        400000.00000000
        PA
        USD
        388929.56000000
        0.035696649122
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
          
        
        191000.00000000
        PA
        USD
        191485.34000000
        0.017574866240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        05959LAH6
        
          
          
        
        200000.00000000
        PA
        USD
        201531.11000000
        0.018496884939
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2029-01-11
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander Brasil SA
        549300D1H731B30TSI43
        Banco Santander Brasil SA
        000000000
        
          
          
          
        
        22800.00000000
        NS
        
        173596.16000000
        0.015932965374
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
          
        
        4400.00000000
        NS
        USD
        402600.00000000
        0.036951346502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        19720.00000000
        NS
        USD
        4876361.60000000
        0.447561170279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDU5
        
          
        
        500000.00000000
        PA
        USD
        485103.85000000
        0.044523697096
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BGP5
        
          
          
        
        157879.12000000
        PA
        USD
        167653.58000000
        0.015387544776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAB4
        
          
        
        200000.00000000
        PA
        USD
        191779.44000000
        0.017601859263
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          2.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        TH MSR issuer Trust
        87271AAA4
        
          
        
        1400000.00000000
        PA
        USD
        1372532.56000000
        0.125973487856
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          3.25657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RD63
        
          
        
        110941.84000000
        PA
        USD
        110635.33000000
        0.010154308033
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA CA TOLL AUTH TOLL BRI
        5493001FUZGUQMIP5D78
        Bay Area Toll Authority
        072024ND0
        
          
          
        
        220000.00000000
        PA
        USD
        313190.73000000
        0.028745204137
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-04-01
          Fixed
          6.26300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transcosmos Inc
        353800AAR1GYRFDRTV97
        Transcosmos Inc
        000000000
        
          
          
          
        
        4400.00000000
        NS
        
        114727.63000000
        0.010529906630
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Outbrain Inc
        549300TNEHRXPVGWVW07
        Outbrain Inc
        69002R103
        
          
          
        
        9100.00000000
        NS
        USD
        97643.00000000
        0.008961848799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halfords Group PLC
        54930086FKBWWJIOBI79
        Halfords Group PLC
        000000000
        
          
          
          
        
        86721.00000000
        NS
        
        278755.45000000
        0.025584672683
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Financial Institutions Inc
        N/A
        Financial Institutions Inc
        317585404
        
          
          
        
        6552.00000000
        NS
        USD
        197411.76000000
        0.018118803645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
          
        
        6400.00000000
        NS
        USD
        1922304.00000000
        0.176432491772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        3i Group PLC
        000000000
        
          
          
          
        
        42983.00000000
        NS
        
        782073.41000000
        0.071780093302
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        OHIO POWER COMPANY
        06ZODLC132CY1O2Y7D77
        Ohio Power Co
        677415CQ2
        
          
          
        
        175000.00000000
        PA
        USD
        178334.84000000
        0.016367889881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        000000000
        
          
          
          
        
        1174.00000000
        NS
        
        215152.96000000
        0.019747122642
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Tata Steel Ltd
        335800E6C75YGSGD5T66
        Tata Steel Ltd
        000000000
        
          
          
          
        
        51026.00000000
        NS
        
        875036.28000000
        0.080312391417
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Cia Energetica de Minas Gerais
        254900W703PXLDSEM056
        Cia Energetica de Minas Gerais
        000000000
        
          
          
          
        
        83800.00000000
        NS
        
        266833.58000000
        0.024490462178
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9488.10000000
        0.000870834751
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -422000.00000000
            USD
            143669298.00000000
            HUF
            2022-04-19
            9488.10000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAW1
        
          
          
        
        200000.00000000
        PA
        USD
        203569.84000000
        0.018684003217
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2023-04-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
          
          
        
        9569.00000000
        NS
        
        435574.79000000
        0.039977831577
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        215000.00000000
        PA
        USD
        208170.76000000
        0.019106283866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAF3
        
          
          
        
        550000.00000000
        PA
        USD
        210753.61000000
        0.019343342448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Biglari Holdings Inc
        549300GLWWSODF8TM682
        Biglari Holdings Inc
        08986R309
        
          
          
        
        270.00000000
        NS
        USD
        39044.70000000
        0.003583592247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        Freddie Mac STACR Remic Trust 2020-DNA2
        35565KAH1
        
          
        
        209433.50000000
        PA
        USD
        208912.97000000
        0.019174405224
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2050-02-25
          Floating
          2.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 5 Year Euro BOBL
        000000000
        
          
          
        
        -26.00000000
        NC
        
        118666.17000000
        0.010891392860
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -3826730.73000000
            USD
            118666.17000000
          
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        N/A
        Intelsat Jackson Holdings SA
        000000000
        
          
        
        440.00000000
        NS
        USD
        838.73000000
        0.000076980136
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
          
          
        
        2000.00000000
        NS
        
        225789.97000000
        0.020723406404
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300EYS8N79JYSXL17
        Palmer Square CLO 2018-2 Ltd
        69688MAA3
        
          
        
        4000000.00000000
        PA
        USD
        3972486.80000000
        0.364601928029
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          1.34129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBG4
        
          
          
        
        225000.00000000
        PA
        USD
        236812.66000000
        0.021735088564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of NT Butterfield & Son L
        549300V8RVM0EMTDPF28
        Bank of NT Butterfield & Son Ltd/The
        000000000
        
          
          
          
        
        2698.00000000
        NS
        USD
        96804.24000000
        0.008884865909
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAB3
        
          
          
        
        75000.00000000
        PA
        USD
        67245.55000000
        0.006171916589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp
        570535104
        
          
          
        
        400.00000000
        NS
        USD
        590096.00000000
        0.054160063998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-1 Ltd
        26983BAC5
        
          
        
        280000.00000000
        PA
        USD
        281358.25000000
        0.025823562312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          2.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        900000.00000000
        PA
        USD
        894486.78000000
        0.082097593020
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          1.49967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2018-1 Trust
        67112FAD2
        
          
        
        75075.06000000
        PA
        USD
        74145.18000000
        0.006805176944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          1.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
          
          
        
        4940.00000000
        NS
        
        113339.96000000
        0.010402543801
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
          
          
        
        15100.00000000
        NS
        
        661074.61000000
        0.060674607497
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US Long Bond
        000000000
        
          
          
        
        -55.00000000
        NC
        USD
        284321.24000000
        0.026095510823
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            -8537758.74000000
            USD
            284321.24000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -125.23000000
        -0.00001149383
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -84000.00000000
            USD
            63856.96000000
            GBP
            2022-04-19
            -125.23000000
          
        
        
          N
          N
          N
        
      
      
        Insteel Industries Inc
        52990026LKY4MOX3L174
        Insteel Industries Inc
        45774W108
        
          
          
        
        1400.00000000
        NS
        USD
        51786.00000000
        0.004753011500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW YORK CITY NY TRANSITIONAL
        N/A
        New York City Transitional Finance Authority Future Tax Secured Revenue
        64971MZG0
        
          
          
        
        190000.00000000
        PA
        USD
        219790.58000000
        0.020172771683
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          5.76700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
          
          
        
        64400.00000000
        NS
        
        746198.61000000
        0.068487440134
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
          
        
        119580.00000000
        NS
        USD
        3076793.40000000
        0.282393589272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAB1
        
          
          
        
        200000.00000000
        PA
        USD
        203497.82000000
        0.018677393093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-27
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
          
        
        274000.00000000
        PA
        USD
        243738.43000000
        0.022370748094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
          
        
        175000.00000000
        PA
        USD
        178337.58000000
        0.016368141363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BF0
        
          
          
        
        75000.00000000
        PA
        USD
        77490.35000000
        0.007112202616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
        61765TAE3
        
          
        
        700000.00000000
        PA
        USD
        693022.89000000
        0.063606877652
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.37200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AE7
        
          
          
        
        675000.00000000
        PA
        USD
        608997.12000000
        0.055894842524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        45869.00000000
        NS
        USD
        8129362.87000000
        0.746127432330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality REIT Inc
        549300EVZAR0FBZO4F16
        Apple Hospitality REIT Inc
        03784Y200
        
          
          
        
        19400.00000000
        NS
        USD
        348618.00000000
        0.031996782203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        PLN/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2195.77000000
        0.000201531689
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -498585.84000000
            PLN
            109000.00000000
            EUR
            2022-04-19
            2195.77000000
          
        
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
          
          
        
        28613.00000000
        NS
        
        918397.72000000
        0.084292181766
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBD6
        
          
          
        
        400000.00000000
        PA
        USD
        419968.57000000
        0.038545464854
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-16
          Fixed
          4.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hana Financial Group Inc
        N/A
        Hana Financial Group Inc
        000000000
        
          
          
          
        
        21901.00000000
        NS
        
        876990.46000000
        0.080491749545
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        240000.00000000
        PA
        
        252537.55000000
        0.023178347031
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFE-MediaForEurope NV
        213800DIFN7NR7B97A50
        MFE-MediaForEurope NV
        000000000
        
          
          
          
        
        109548.00000000
        NS
        
        76658.71000000
        0.007035873213
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AC7
        
          
        
        180000.00000000
        PA
        USD
        167528.79000000
        0.015376091327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Therapeutics Inc
        549300UJLWOIWFDGB318
        PTC Therapeutics Inc
        69366J200
        
          
          
        
        6080.00000000
        NS
        USD
        226844.80000000
        0.020820220584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BYD Co Ltd
        5299005557VL7ULJ7A69
        BYD Co Ltd
        000000000
        
          
          
          
        
        28000.00000000
        NS
        
        781154.95000000
        0.071695795404
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAC8
        
          
        
        240000.00000000
        PA
        USD
        228094.22000000
        0.020934894581
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          3.54900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        000000000
        
          
          
          
        
        5132.00000000
        NS
        
        81179.38000000
        0.007450788373
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JPMCC Commercial Mortgage Securities Trust 2017-JP7
        465968AF2
        
          
        
        400000.00000000
        PA
        USD
        400459.84000000
        0.036754918798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.24120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        Diamond Sports Group LLC
        25277BAG3
        
          
          
        
        148857.87000000
        PA
        USD
        50580.71000000
        0.004642387833
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-24
          Floating
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        COMM 2014-UBS4 Mortgage Trust
        12591QAQ5
        
          
        
        700000.00000000
        PA
        USD
        694320.55000000
        0.063725979202
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Titan Co Ltd
        549300RO9VJWPK37FE54
        Titan Co Ltd
        000000000
        
          
          
          
        
        3230.00000000
        NS
        
        107760.99000000
        0.009890495978
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGF0
        
          
          
        
        1835000.00000000
        PA
        USD
        1856742.14000000
        0.170415107256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-20
          Fixed
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        10800.00000000
        NS
        
        309214.06000000
        0.028380218267
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SFS Group AG
        391200RQ38WAM4BJBO16
        SFS Group AG
        000000000
        
          
          
          
        
        740.00000000
        NS
        
        102634.04000000
        0.009419935357
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        PennyMac Financial Services In
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932M107
        
          
          
        
        300.00000000
        NS
        USD
        15960.00000000
        0.001464837283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-1
        03066GAE9
        
          
        
        56437.45000000
        PA
        USD
        56614.31000000
        0.005196162408
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        300000.00000000
        PA
        USD
        274848.03000000
        0.025226042702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AY2
        
          
          
        
        250000.00000000
        PA
        USD
        223486.44000000
        0.020511984309
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          3.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smith & Wesson Brands Inc
        5493004PFHUPOR1PWN79
        Smith & Wesson Brands Inc
        831754106
        
          
          
        
        5500.00000000
        NS
        USD
        83215.00000000
        0.007637621210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASGN Inc
        LZBNYYCBUKY537072438
        ASGN Inc
        00191U102
        
          
          
        
        2980.00000000
        NS
        USD
        347795.80000000
        0.031921319220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Value Partners Group Ltd
        549300RYVTCSHFKXHB81
        Value Partners Group Ltd
        000000000
        
          
          
          
        
        273000.00000000
        NS
        
        116770.28000000
        0.010717384693
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
          
          
        
        49550.00000000
        NS
        
        239745.58000000
        0.022004277195
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300CFP9NBBMZH1008
        Wells Fargo Commercial Mortgage Trust 2016-NXS6
        95000KBA2
        
          
        
        1500000.00000000
        PA
        USD
        1466595.45000000
        0.134606747770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.64200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436104
        
          
          
        
        1700.00000000
        NS
        USD
        272340.00000000
        0.024995851233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTCO MEDICAL TECHNOLOGY CO LTD
        549300U6H4L6SSU31U28
        INTCO MEDICAL TECHNOLOGY CO LTD
        000000000
        
          
          
          
        
        22111.00000000
        NS
        
        160360.08000000
        0.014718134330
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAF0
        
          
          
        
        495000.00000000
        PA
        USD
        435625.60000000
        0.039982495010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AU8
        
          
          
        
        50000.00000000
        PA
        USD
        50020.44000000
        0.004590965252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAE0
        
          
          
        
        400000.00000000
        PA
        USD
        412716.75000000
        0.037879879872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
          
        
        37300.00000000
        NS
        USD
        4447279.00000000
        0.408179203486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
          
          
        
        24400.00000000
        NS
        
        825794.65000000
        0.075792906736
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Otter Tail Corp
        N/A
        Otter Tail Corp
        689648103
        
          
          
        
        4280.00000000
        NS
        USD
        267500.00000000
        0.024551627395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
        46639YAP2
        
          
        
        90619.99000000
        PA
        USD
        90476.02000000
        0.008304050584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          2.69420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
          
        
        9600.00000000
        NS
        USD
        363840.00000000
        0.033393884529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        769.90000000
        0.000070662796
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -331000.00000000
            USD
            449663.50000000
            SGD
            2022-06-15
            769.90000000
          
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2012-2 A
        N/A
        Continental Airlines 2012-2 Class A Pass Through Trust
        210795QB9
        
          
          
        
        69137.26000000
        PA
        USD
        68944.00000000
        0.006327803361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-29
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ManpowerGroup Inc
        ERO1WSFOSR0JJ6CRQ987
        ManpowerGroup Inc
        56418H100
        
          
          
        
        2800.00000000
        NS
        USD
        262976.00000000
        0.024136406601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
          
        
        50000.00000000
        PA
        USD
        44533.12000000
        0.004087329229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599105
        
          
          
        
        7500.00000000
        NS
        USD
        425550.00000000
        0.039057738460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAA2
        
          
        
        1280000.00000000
        PA
        USD
        1284804.35000000
        0.117921636177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
          
          
        
        2466.00000000
        NS
        
        548525.62000000
        0.050344660333
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
          
        
        53398.00000000
        NS
        USD
        4417616.54000000
        0.405456729970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        Ford Credit Auto Owner Trust 2021-REV2
        345285AD2
        
          
        
        300000.00000000
        PA
        USD
        280676.70000000
        0.025761008437
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-05-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11858.35000000
        -0.00108838052
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -224625.51000000
            USD
            25892942.00000000
            JPY
            2022-04-19
            -11858.35000000
          
        
        
          N
          N
          N
        
      
      
        Digi International Inc
        529900KG656HGROI4N27
        Digi International Inc
        253798102
        
          
          
        
        2100.00000000
        NS
        USD
        45192.00000000
        0.004147802412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banc of California Inc
        549300ZKWUJDP6LJ1X87
        Banc of California Inc
        05990K106
        
          
          
        
        7700.00000000
        NS
        USD
        149072.00000000
        0.013682094202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Indofood Sukses Makmur Tbk PT
        529900E61EV2GTYWZ485
        Indofood Sukses Makmur Tbk PT
        000000000
        
          
          
          
        
        702600.00000000
        NS
        
        291141.66000000
        0.026721501142
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBD0
        
          
        
        250000.00000000
        PA
        USD
        243745.55000000
        0.022371401581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AH2
        
          
          
        
        175000.00000000
        PA
        USD
        182706.27000000
        0.016769107528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA ECON SETTLEMENT AUTH B
        N/A
        Alabama Economic Settlement Authority
        01026CAD3
        
          
        
        35000.00000000
        PA
        USD
        36435.48000000
        0.003344113379
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-15
          Fixed
          4.26300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        15109561.89000000
        NS
        USD
        15109561.89000000
        1.386782555645
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computer Programs and Systems
        5493005Q6CJC78TGL805
        Computer Programs and Systems Inc
        205306103
        
          
          
        
        3100.00000000
        NS
        USD
        106795.00000000
        0.009801835692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneSpan Inc
        549300D67QDZG593UX89
        OneSpan Inc
        68287N100
        
          
          
        
        4900.00000000
        NS
        USD
        70756.00000000
        0.006494111955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CFK Trust
        N/A
        CFK Trust 2020-MF2
        12529AAC8
        
          
        
        1200000.00000000
        PA
        USD
        1123847.16000000
        0.103148698026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          2.79200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NX45
        
          
        
        34926.05000000
        PA
        USD
        34833.11000000
        0.003197045000
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-P1
        17324DAT1
        
          
        
        600000.00000000
        PA
        USD
        596762.88000000
        0.054771962143
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-15
          Fixed
          3.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
          
        
        87100.00000000
        NS
        USD
        5400200.00000000
        0.495639993503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
          
          
        
        34200.00000000
        NS
        
        836664.68000000
        0.076790577489
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCA9
        
          
          
        
        275000.00000000
        PA
        USD
        233665.04000000
        0.021446194383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Chile
        8B4EZFY8IHJC44TT2K84
        Banco de Chile
        000000000
        
          
          
          
        
        549120.00000000
        NS
        
        58792.41000000
        0.005396072314
        Long
        EC
        CORP
        CL
        N
        
        1
        
          N
          N
          N
        
      
      
        1MDB GLOBAL INVESTMENTS
        N/A
        1MDB Global Investments Ltd
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        974910.23000000
        0.089479000789
        Long
        DBT
        NUSS
        VG
        
        N
        
        2
        
          2023-03-09
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        4420000.00000000
        OU
        Other
        USD
        0.74000000
        0.000000067918
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            4420000.00000000
            USD
            35.00000000
            USD
            2022-05-18
            XXXX
            -220.26000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        SWOP CDS CDX.NA.IG.37.V1
        000000000
        
          
        
        -1600000.00000000
        OU
        Other
        USD
        -522.57000000
        -0.00004796240
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    CDS CDX.NA.IG.37.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.37.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -1600000.00000000
            USD
            75.00000000
            USD
            2022-04-20
            XXXX
            1757.43000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -4760000.00000000
        OU
        Other
        USD
        -6968.35000000
        -0.00063956759
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4760000.00000000
            USD
            65.00000000
            USD
            2022-06-15
            XXXX
            -1256.35000000
          
        
        
          N
          N
          N
        
      
      
        Kulicke & Soffa Industries Inc
        529900H6BEIRBF429744
        Kulicke & Soffa Industries Inc
        501242101
        
          
          
        
        2800.00000000
        NS
        USD
        156856.00000000
        0.014396523614
        Long
        EC
        CORP
        SG
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
          
        
        7700.00000000
        NS
        USD
        906444.00000000
        0.083195048011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everi Holdings Inc
        5299006DK5S7BG10K532
        Everi Holdings Inc
        30034T103
        
          
          
        
        1200.00000000
        NS
        USD
        25200.00000000
        0.002312900973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F030652
        
          
        
        2500000.00000000
        PA
        USD
        2439593.30000000
        0.223910226910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
          
        
        150000.00000000
        PA
        USD
        158119.27000000
        0.014512468789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DiamondRock Hospitality Co
        529900KKD4BPVBUAQ734
        DiamondRock Hospitality Co
        252784301
        
          
          
        
        18900.00000000
        NS
        USD
        190890.00000000
        0.017520224873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
          
          
        
        1002.00000000
        NS
        
        401481.18000000
        0.036848659206
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        TriNet Group Inc
        5299003FJVBETSFKE990
        TriNet Group Inc
        896288107
        
          
          
        
        3000.00000000
        NS
        USD
        295080.00000000
        0.027082969016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JM0
        
          
          
        
        540000.00000000
        PA
        USD
        535804.09000000
        0.049177055606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cavco Industries Inc
        N/A
        Cavco Industries Inc
        149568107
        
          
          
        
        910.00000000
        NS
        USD
        219173.50000000
        0.020116134979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO
        9N0FWODEJVKHC2DYLO03
        DTE Electric Co
        23338VAG1
        
          
          
        
        622000.00000000
        PA
        USD
        625085.00000000
        0.057371416862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evolent Health Inc
        549300CZOCFHQ2BBTR11
        Evolent Health Inc
        30050B101
        
          
          
        
        3300.00000000
        NS
        USD
        106590.00000000
        0.009783020426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sibanye Stillwater Ltd
        378900F238434B74D281
        Sibanye Stillwater Ltd
        000000000
        
          
          
          
        
        202828.00000000
        NS
        
        824789.90000000
        0.075700688988
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
          
          
        
        4469.00000000
        NS
        
        1768384.14000000
        0.162305452327
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CAD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6038.52000000
        0.000554226142
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -158082.29000000
            CAD
            177000.00000000
            AUD
            2022-04-19
            6038.52000000
          
        
        
          N
          N
          N
        
      
      
        Greentown Management Holdings
        N/A
        Greentown Management Holdings Co Ltd
        000000000
        
          
          
          
        
        228000.00000000
        NS
        
        195105.51000000
        0.017907131904
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        American Assets Trust Inc
        N/A
        American Assets Trust Inc
        024013104
        
          
          
        
        900.00000000
        NS
        USD
        34101.00000000
        0.003129850638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACI Worldwide Inc
        5493003BPVMZUJ6F5C02
        ACI Worldwide Inc
        004498101
        
          
          
        
        2100.00000000
        NS
        USD
        66129.00000000
        0.006069437637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OZLM Ltd
        549300ROA1URR67W0G46
        OZLM XX Ltd
        67112MAA3
        
          
        
        1500000.00000000
        PA
        USD
        1487842.95000000
        0.136556881239
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN Commercial Mortgage Trust
        N/A
        MTN Commercial Mortgage Trust
        62475WAJ4
        
          
        
        1100000.00000000
        PA
        USD
        1094704.86000000
        0.100473965723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          4.33910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
          
          
        
        158861.00000000
        NS
        
        575028.25000000
        0.052777119013
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
          
        
        1658000.01000000
        PA
        USD
        1465948.33000000
        0.134547353941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -25408.46000000
        -0.00233203380
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2141150.45000000
            BRL
            423758.59000000
            USD
            2022-04-04
            -25408.46000000
          
        
        
          N
          N
          N
        
      
      
        Winnebago Industries Inc
        549300B7OYKYJLTE3G11
        Winnebago Industries Inc
        974637100
        
          
          
        
        2800.00000000
        NS
        USD
        151284.00000000
        0.013885115510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Energy Services Inc
        54930094OK8LA3QDW486
        Select Energy Services Inc
        81617J301
        
          
          
        
        8900.00000000
        NS
        USD
        76273.00000000
        0.007000472061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AL8
        
          
          
        
        825000.00000000
        PA
        USD
        822107.28000000
        0.075454473337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
          
        
        68700.00000000
        NS
        USD
        3417138.00000000
        0.313631024058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWV2
        
          
          
        
        190000.00000000
        PA
        USD
        191297.53000000
        0.017557628703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epizyme Inc
        549300TNFWF88O4U4605
        Epizyme Inc
        29428V104
        
          
          
        
        26300.00000000
        NS
        USD
        30245.00000000
        0.002775940076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
          
          
        
        735.00000000
        NS
        
        361995.03000000
        0.033224549890
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Old National Bancorp/IN
        549300MMK90CL5KMVX16
        Old National Bancorp/IN
        680033107
        
          
          
        
        5800.00000000
        NS
        USD
        95004.00000000
        0.008719636669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MYR Group Inc
        529900G1IMMZHOQ17I54
        MYR Group Inc
        55405W104
        
          
          
        
        900.00000000
        NS
        USD
        84636.00000000
        0.007768043126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBB0
        
          
          
        
        100000.00000000
        PA
        USD
        94885.93000000
        0.008708799994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Super Micro Computer Inc
        54930022CZO1N2UGVW07
        Super Micro Computer Inc
        86800U104
        
          
          
        
        900.00000000
        NS
        USD
        34263.00000000
        0.003144719287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VZK1
        
          
        
        7000.23000000
        PA
        USD
        7640.83000000
        0.000701289013
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
          
          
        
        800.00000000
        NS
        
        372514.62000000
        0.034190056634
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAG3
        
          
          
        
        800000.00000000
        PA
        
        827867.03000000
        0.075983113471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp
        15189WAJ9
        
          
          
        
        200000.00000000
        PA
        USD
        203152.22000000
        0.018645673308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
          
        
        69500.00000000
        NS
        USD
        5702475.00000000
        0.523383332460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
          
        
        7900.00000000
        NS
        USD
        708393.00000000
        0.065017573778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MEU3
        
          
          
        
        45000.00000000
        PA
        USD
        55693.56000000
        0.005111654330
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        780087102
        
          
          
          
        
        900.00000000
        NS
        
        99088.91000000
        0.009094556999
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -133.10000000
        -0.00001221615
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2621234.70000000
            CNY
            411000.00000000
            USD
            2022-05-23
            -133.10000000
          
        
        
          N
          N
          N
        
      
      
        Karuna Therapeutics Inc
        N/A
        Karuna Therapeutics Inc
        48576A100
        
          
          
        
        100.00000000
        NS
        USD
        12679.00000000
        0.001163701247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unimicron Technology Corp
        N/A
        Unimicron Technology Corp
        000000000
        
          
          
          
        
        7000.00000000
        NS
        
        60287.09000000
        0.005533256711
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06367TQW3
        
          
          
        
        660000.00000000
        PA
        USD
        627700.48000000
        0.057611470284
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-09
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
          
          
        
        197500.00000000
        NS
        
        1215199.19000000
        0.111533150371
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fulgent Genetics Inc
        549300CL6P01M68QJ404
        Fulgent Genetics Inc
        359664109
        
          
          
        
        500.00000000
        NS
        USD
        31205.00000000
        0.002864050590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATE BANK INDIA/LONDON
        5493001JZ37UBBZF6L49
        State Bank of India/London
        85628UAJ5
        
          
          
        
        310000.00000000
        PA
        USD
        314621.30000000
        0.028876504405
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-01-24
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401JNG9
        
          
        
        6805.01000000
        PA
        USD
        7447.98000000
        0.000683588896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BPW39
        
          
          
        
        2210467.55000000
        PA
        USD
        98976.78000000
        0.009084265507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-25
          Variable
          1.35296600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
          
          
        
        1200.00000000
        NS
        
        604161.37000000
        0.055451008759
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        METALLURGICAL CORP OF CHINA LTD
        3003002HS6H57JTIFW38
        METALLURGICAL CORP OF CHINA LTD
        000000000
        
          
          
        
        317400.00000000
        NS
        
        186441.84000000
        0.017111964809
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Old Second Bancorp Inc
        549300XVJC1MPUT81C04
        Old Second Bancorp Inc
        680277100
        
          
          
        
        5518.00000000
        NS
        USD
        80066.18000000
        0.007348616891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
          
        
        14100.00000000
        NS
        USD
        315558.00000000
        0.028962476402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        Amdocs Ltd
        000000000
        
          
          
          
        
        1960.00000000
        NS
        USD
        161131.60000000
        0.014788945812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daiwa House Industry Co Ltd
        N/A
        Daiwa House Industry Co Ltd
        000000000
        
          
          
          
        
        13500.00000000
        NS
        
        352147.09000000
        0.032320688381
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        SWOP CDS GS_21-PJ-A
        000000000
        
          
        
        -4500000.00000000
        OU
        Other
        USD
        -165.26000000
        -0.00001516785
        N/A
        DCR
        CORP
        GB
        
        N
        
        3
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Put
            Written
            
              
                
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                  
                  
                    GOLDMAN SACHS INTERNATIONAL
                    W22LROWP2IHZNBB6K528
                    CDS GS_21-PJ-A
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  Default Event
                  
                  2021-08-14
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -4500000.00000000
            USD
            2.50000000
            USD
            2024-06-17
            XXXX
            -165.26000000
          
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473QBC6
        
          
          
        
        40000.00000000
        PA
        USD
        41653.92000000
        0.003823071115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-02-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
          
        
        7900.00000000
        NS
        USD
        641243.00000000
        0.058854426938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNIV OF MICHIGAN MI
        N/A
        University of Michigan
        914455UF5
        
          
          
        
        550000.00000000
        PA
        USD
        477335.86000000
        0.043810737111
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-04-01
          Fixed
          2.43700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36203PC35
        
          
        
        10410.02000000
        PA
        USD
        11122.05000000
        0.001020801598
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        9128337N4
        
          
          
        
        154000.00000000
        PA
        USD
        124950.55000000
        0.011468184472
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalyst Pharmaceuticals Inc
        5299004O0R5XXLA5H544
        Catalyst Pharmaceuticals Inc
        14888U101
        
          
          
        
        42220.00000000
        NS
        USD
        350003.80000000
        0.032123973400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        000000000
        
          
          
          
        
        7678.00000000
        NS
        
        285662.54000000
        0.026218617730
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        TCR2 Therapeutics Inc
        5493007TR1ORJAZ8YK34
        TCR2 Therapeutics Inc
        87808K106
        
          
          
        
        15200.00000000
        NS
        USD
        41952.00000000
        0.003850429429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2017-B
        55316AAE0
        
          
        
        400000.00000000
        PA
        USD
        397715.76000000
        0.036503062238
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-06-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2J1
        
          
          
        
        1025000.00000000
        PA
        USD
        952440.70000000
        0.087416707225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BJ's Wholesale Club Holdings I
        549300UCIWH1C93V0J03
        BJ's Wholesale Club Holdings Inc
        05550J101
        
          
          
        
        2260.00000000
        NS
        USD
        152798.60000000
        0.014024128201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
          
        
        14056.00000000
        NS
        USD
        987855.68000000
        0.090667157293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AYCF6
        
          
        
        1240895.21000000
        PA
        USD
        3680.37000000
        0.000337790926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-25
          Variable
          0.77740200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ePlus Inc
        529900FFY8AAFJ21NE91
        ePlus Inc
        294268107
        
          
          
        
        2560.00000000
        NS
        USD
        143513.60000000
        0.013171934330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC21 Mortgage Trust
        12593FBC7
        
          
        
        693064.94000000
        PA
        USD
        688023.24000000
        0.063148000852
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        27262.00000000
        NS
        
        593989.78000000
        0.054517442076
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Petroleo Brasileiro SA
        5493000J801JZRCMFE49
        Petroleo Brasileiro SA
        000000000
        
          
          
          
        
        156800.00000000
        NS
        
        1099333.97000000
        0.100898833700
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Planet Fitness Inc
        549300LLE5HUPF6H8G33
        Planet Fitness Inc
        72703H101
        
          
          
        
        12600.00000000
        NS
        USD
        1064448.00000000
        0.097696937114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        180000.00000000
        PA
        
        184530.83000000
        0.016936568901
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-02-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Automotive Inc
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545G102
        
          
          
        
        2400.00000000
        NS
        USD
        102024.00000000
        0.009363944797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SSAB AB
        529900329VS14ZIML164
        SSAB AB
        000000000
        
          
          
          
        
        59670.00000000
        NS
        
        415095.35000000
        0.038098192025
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        549300I1P51W2UFIED29
        Onemain Financial Issuance Trust 2018-1
        68267BAA8
        
          
        
        23778.28000000
        PA
        USD
        23782.49000000
        0.002182799375
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        000000000
        
          
          
          
        
        243.00000000
        NS
        
        153630.91000000
        0.014100519098
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
          
        
        22200.00000000
        NS
        USD
        930180.00000000
        0.085373580452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toshiba Corp
        549300LBHTST91VKHO68
        Toshiba Corp
        000000000
        
          
          
          
        
        18800.00000000
        NS
        
        702110.68000000
        0.064440971236
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
          
        
        120000.00000000
        PA
        USD
        115566.79000000
        0.010606926233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-GS6
        52474VAA7
        
          
        
        67805.69000000
        PA
        USD
        67668.01000000
        0.006210690721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-06-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901102
        
          
          
          
        
        1500.00000000
        NS
        
        818337.80000000
        0.075108503736
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2017-C8 Commercial Mortgage Trust
        12595BAC5
        
          
        
        774912.50000000
        PA
        USD
        751537.73000000
        0.068977474096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.12658000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAH3
        
          
          
        
        1085000.00000000
        PA
        USD
        1101180.19000000
        0.101068283066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rosneft Oil Co PJSC
        253400JT3MQWNDKMJE44
        Rosneft Oil Co PJSC
        000000000
        
          
          
          
        
        31520.00000000
        NS
        
        0.04000000
        0.000000003671
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403MWA3
        
          
        
        14945.89000000
        PA
        USD
        16358.25000000
        0.001501389378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938C108
        
          
          
        
        3400.00000000
        NS
        USD
        57936.00000000
        0.005317469475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BXSC Commercial Mortgage Trust
        N/A
        BXSC Commercial Mortgage Trust 2022-WSS
        05610BAC0
        
          
        
        476980000.00000000
        PA
        USD
        2786326.37000000
        0.255734006874
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-15
          Variable
          0.62010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Financial Services I
        529900JOSO3SXEDVE477
        Provident Financial Services Inc
        74386T105
        
          
          
        
        2100.00000000
        NS
        USD
        49140.00000000
        0.004510156898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
          
        
        300000.00000000
        PA
        USD
        250645.01000000
        0.023004646333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAG6
        
          
          
        
        290000.00000000
        PA
        USD
        265303.17000000
        0.024349998417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
          
        
        725000.00000000
        PA
        USD
        723674.62000000
        0.066420148134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street CLO XVI, LTD.
        N/A
        Sixth Street CLO XIX Ltd
        83012KAA5
        
          
        
        4000000.00000000
        PA
        USD
        3939322.40000000
        0.361558040210
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.35400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2021-SL1
        52475PAA9
        
          
        
        258567.76000000
        PA
        USD
        257262.07000000
        0.023611971909
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-25
          Variable
          1.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Emergence SA
        N/A
        Intelsat Emergence SA
        000000000
        
          
        
        4218.00000000
        NS
        USD
        126540.00000000
        0.011614067030
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        195304.00000000
        NS
        USD
        34102031.44000000
        3.129945305983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAM8
        
          
          
        
        265000.00000000
        PA
        USD
        264616.04000000
        0.024286932400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Fixed
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
          
          
        
        12260.00000000
        NS
        
        469444.55000000
        0.043086458596
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAP3
        
          
          
        
        1173000.00000000
        PA
        USD
        1182296.74000000
        0.108513304791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          3.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amalgamated Financial Corp
        N/A
        Amalgamated Financial Corp
        022671101
        
          
          
        
        2300.00000000
        NS
        USD
        41331.00000000
        0.003793432941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Pharmaceuticals Inc/DE
        549300TN20OLYTJVP152
        Eagle Pharmaceuticals Inc/DE
        269796108
        
          
          
        
        4480.00000000
        NS
        USD
        221715.20000000
        0.020349416741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAP3
        
          
          
        
        1190000.00000000
        PA
        USD
        1053981.61000000
        0.096736313161
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        20814.11000000
        0.001910356161
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -452304.74000000
            USD
            9540690.00000000
            MXN
            2022-06-15
            20814.11000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
          
        
        13300.00000000
        NS
        USD
        3075093.00000000
        0.282237523525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Group 1 Automotive Inc
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905109
        
          
          
        
        2900.00000000
        NS
        USD
        486707.00000000
        0.044670837064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARB Corp Ltd
        N/A
        ARB Corp Ltd
        000000000
        
          
          
          
        
        16372.00000000
        NS
        
        503755.34000000
        0.046235564135
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SMC Corp
        353800O40V08DOZ70X62
        SMC Corp
        000000000
        
          
          
          
        
        300.00000000
        NS
        
        167825.17000000
        0.015403293612
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300FWFHJGIW2B2U59
        Wells Fargo Commercial Mortgage Trust 2016-C34
        95000DBC4
        
          
        
        800000.00000000
        PA
        USD
        780351.44000000
        0.071622047822
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          2.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        Federal Home Loan Banks
        3133XGAY0
        
          
          
        
        135000.00000000
        PA
        USD
        175669.78000000
        0.016123285918
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
          
          
        
        1960.00000000
        NS
        
        174269.37000000
        0.015994753789
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWZ3
        
          
          
        
        95000.00000000
        PA
        USD
        97312.43000000
        0.008931508494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RB24
        
          
        
        58230.73000000
        PA
        USD
        63906.08000000
        0.005865414072
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        EUR/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -556.66000000
        -0.00005109124
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -428000.00000000
            EUR
            1991698.00000000
            PLN
            2022-04-19
            -556.66000000
          
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
          
        
        575000.00000000
        PA
        USD
        605527.08000000
        0.055576356060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
          
        
        495000.00000000
        PA
        USD
        445371.28000000
        0.040876970913
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
          
        
        9800.00000000
        NS
        USD
        2229892.00000000
        0.204663467351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Roadhouse Inc
        5299002Y1CNRPDGXTQ75
        Texas Roadhouse Inc
        882681109
        
          
          
        
        2400.00000000
        NS
        USD
        200952.00000000
        0.018443733190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canfor Corp
        N/A
        Canfor Corp
        137576104
        
          
          
          
        
        21400.00000000
        NS
        
        440958.29000000
        0.040471938815
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CELULOSA ARAUCO CONSTITU
        549300QEKV8G0AMNQD28
        Celulosa Arauco y Constitucion SA
        151191AZ6
        
          
          
        
        310000.00000000
        PA
        USD
        318583.81000000
        0.029240190644
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChannelAdvisor Corp
        549300KE5CWXBSGWXT83
        ChannelAdvisor Corp
        159179100
        
          
          
        
        2280.00000000
        NS
        USD
        37779.60000000
        0.003467479111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanda Pharmaceuticals Inc
        529900AY8VOOQBKJ0O70
        Vanda Pharmaceuticals Inc
        921659108
        
          
          
        
        9777.00000000
        NS
        USD
        110577.87000000
        0.010149034252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKG3
        
          
        
        366492.71000000
        PA
        USD
        367952.23000000
        0.033771312337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
          
        
        175000.00000000
        PA
        USD
        174279.60000000
        0.015995692717
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2020-3
        30166NAE6
        
          
        
        100000.00000000
        PA
        USD
        99197.75000000
        0.009104546528
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        245000.00000000
        PA
        USD
        250815.39000000
        0.023020284113
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AC7
        
          
          
        
        650000.00000000
        PA
        USD
        682159.67000000
        0.062609831933
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laureate Education Inc
        5JL7TMOH5TY3IUYSUP91
        Laureate Education Inc
        518613203
        
          
          
        
        18800.00000000
        NS
        USD
        222780.00000000
        0.020447145985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300NGGFIEJ2ER3D22
        COMM 2013-CCRE8 Mortgage Trust
        12625KAD7
        
          
        
        57306.46000000
        PA
        USD
        57437.19000000
        0.005271687803
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-10
          Fixed
          3.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmark Group Inc
        N/A
        Newmark Group Inc
        65158N102
        
          
          
        
        20800.00000000
        NS
        USD
        331136.00000000
        0.030392253044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2069.91000000
        -0.00018998003
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -668000.00000000
            USD
            4245727.40000000
            CNY
            2022-05-23
            -2069.91000000
          
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        36520.00000000
        NS
        USD
        4322507.20000000
        0.396727425007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MZ8
        
          
          
        
        6350000.00000000
        PA
        USD
        3502421.88000000
        0.321458530767
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAE3
        
          
          
        
        150000.00000000
        PA
        USD
        169386.65000000
        0.015546609034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4G93
        
          
        
        163723.18000000
        PA
        USD
        176142.85000000
        0.016166705127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NM96
        
          
        
        112504.47000000
        PA
        USD
        112205.37000000
        0.010298409106
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-05-24
      Prudential Investment Portfolios, Inc.
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer
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