Form NPORT-P Variable Insurance Produ For: Mar 31

May 25, 2022 12:17 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000823535
          XXXXXXXX
        
      
      
      
      
        S000017666
        C000048809
        C000048811
        C000048812
        C000048810
      
      
      
    
  
  
    
      Variable Insurance Products Fund V
      811-05361
      0000823535
      S8GYVGVVOPTJ8G3T5C60
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Strategic Income Portfolio
      S000017666
      2LHPYWL1SMRRXBXA3E96
      2022-12-31
      2022-03-31
      N
    
    
      1641965215.12
      61884302.88
      1580080912.24
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      24964614.43000000
      0.00000000
      0.00000000
      1157604.35000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        RADIATE HOLDCO LLC / RADIATE FIN INC
        N/A
        RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
        75026JAE0
        
          
        
        1325000.00000000
        PA
        USD
        1252953.13000000
        0.079296770202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1MDB GLOBAL INVESTMENTS LTD
        N/A
        1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS
        N/A
        
          
        
        4000000.00000000
        PA
        USD
        3892500.00000000
        0.246348143936
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-03-09
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA REPUBLIC OF
        549300GSBZD84TNEQ285
        NIGERIA REPUBLIC 7.625% 11/21/2025 144A
        65412JAJ2
        
          
        
        1575000.00000000
        PA
        USD
        1628156.25000000
        0.103042587084
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIT CORP
        549300XGK22FZCTN8B67
        UNIT CORP
        909218406
        
          
        
        2069.00000000
        NS
        USD
        127346.95000000
        0.008059520813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LIMITED 5.125% 12/15/2029 144A
        98313RAE6
        
          
        
        890000.00000000
        PA
        USD
        740925.00000000
        0.046891586010
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC
        88023U101
        
          
        
        41400.00000000
        NS
        USD
        1155888.00000000
        0.073153722131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EGYPT, (ARAB) REPUBLIC OF
        529900GFIVH4086NMH82
        EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 8.7002% 03/01/2049 144A
        03846JW89
        
          
        
        200000.00000000
        PA
        USD
        170500.00000000
        0.010790586651
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2049-03-01
          Fixed
          0.08700200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NAT GAS CO LLC
        N/A
        SOUTHERN NAT GAS CO LLC 8% 03/01/2032
        843452AZ6
        
          
        
        335000.00000000
        PA
        USD
        425202.88000000
        0.026910196604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A
        159864AG2
        
          
        
        475000.00000000
        PA
        USD
        448008.13000000
        0.028353492946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I LP/FIN CO
        N/A
        HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A
        431318AS3
        
          
        
        590000.00000000
        PA
        USD
        592950.00000000
        0.037526559267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAKISTAN, ISLAMIC REP OF
        529900LOP29R5WKHOD86
        PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A
        695847AS2
        
          
        
        730000.00000000
        PA
        USD
        569480.30000000
        0.036041211281
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2026-04-08
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 7.5% 12/01/2024 144A
        097751BR1
        
          
        
        416000.00000000
        PA
        USD
        429520.00000000
        0.027183418056
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E TERM B 1LN 06/23/2025
        69338CAH4
        
          
        
        1650600.00000000
        PA
        USD
        1627904.25000000
        0.103026638534
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-23
          Variable
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE BV 6.875% 01/20/2040
        71645WAQ4
        
          
        
        569000.00000000
        PA
        USD
        585998.88000000
        0.037086637491
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2040-01-20
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 5.125% 02/17/2028
        900123CP3
        
          
        
        520000.00000000
        PA
        USD
        455747.50000000
        0.028843301407
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2028-02-17
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTLE FINANCE INTL LTD
        0KLLMNHINTFDRMU6DI05
        NESTLE FINANCE INTL LTD 1.5% 03/29/2035 REGS
        N/A
        
          
        
        1005000.00000000
        PA
        
        1116381.80000000
        0.070653457766
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2035-03-29
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF
        549300KPBYGYF7HCHO27
        ARGENTINA REPUBLIC OF STEP 07/09/2030
        040114HS2
        
          
        
        7000308.00000000
        PA
        USD
        2345103.18000000
        0.148416651440
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION INC 6.125% 07/01/2029 144A
        78471RAC0
        
          
        
        300000.00000000
        PA
        USD
        276750.00000000
        0.017514925840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.9% VAR PERP
        172967GF2
        
          
        
        1455000.00000000
        PA
        USD
        1477217.85000000
        0.093490012983
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLIANT HLDGS INTERMEDIATE LLC
        5493006Q26653NF8SI73
        ALLIANT HOLDINGS TERM B4 1LN 11/06/2027
        01881UAJ4
        
          
        
        641392.50000000
        PA
        USD
        636492.26000000
        0.040282257387
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-06
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A2 PP
        N/A
        
          
        
        16755.00000000
        NS
        USD
        18.62000000
        0.000001178420
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        BAIDU INC 2.375% 10/09/2030
        056752AT5
        
          
        
        270000.00000000
        PA
        USD
        238747.50000000
        0.015109827487
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-10-09
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/01/2052 #TBA
        21H032647
        
          
        
        -4200000.00000000
        PA
        USD
        -4224699.78000000
        -0.26737236981
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        VALVOLINE INC 4.25% 02/15/2030 144A
        92047WAD3
        
          
        
        435000.00000000
        PA
        USD
        396972.30000000
        0.025123542530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY GOVT 4.875% 4/16/2043
        900123CB4
        
          
        
        715000.00000000
        PA
        USD
        506443.44000000
        0.032051740899
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2043-04-16
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C AND S GROUP ENTERPRISES LLC
        N/A
        C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A
        12467AAF5
        
          
        
        510000.00000000
        PA
        USD
        439875.00000000
        0.027838764242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE CORDOBA
        5299006CLM2Z97AATT29
        PROVINCE CORDOBA STEP 06/01/2027 144A
        74408DAD6
        
          
        
        515562.00000000
        PA
        USD
        338595.34000000
        0.021428987425
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2027-06-01
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA REPUBLIC OF
        549300O0QCVSQGPGDT58
        KOREA REPUBLIC OF 1% 09/16/2030
        50064FAS3
        
          
        
        590000.00000000
        PA
        USD
        515250.05000000
        0.032609092737
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2030-09-16
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A
        26139PAC7
        
          
        
        765000.00000000
        PA
        USD
        763087.50000000
        0.048294204055
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-01-30
          Fixed
          0.03749500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        COLOMBIA REP 7.375% 9/18/37
        195325BK0
        
          
        
        140000.00000000
        PA
        USD
        157745.00000000
        0.009983349509
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2037-09-18
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAHAM PACKAGING CO INC
        N/A
        GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A
        384701AA6
        
          
        
        365000.00000000
        PA
        USD
        331237.50000000
        0.020963325196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1635.35000000
        0.000103497864
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            334068.11000000
            USD
            303000.00000000
            EUR
            2022-05-18
            1635.35000000
          
        
        
          N
          N
          N
        
      
      
        PECF USS INTERMEDIATE HOLDING III CORP
        N/A
        UNITED SITE SERVICES TERM B 1LN 12/17/2028
        69291LAB2
        
          
        
        104737.50000000
        PA
        USD
        103615.76000000
        0.006557623675
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-17
          Variable
          0.04757860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGOMA STEEL GP
        N/A
        ALGOMA STEEL INC (180 DAY LOCKUP)
        N/A
        
          
        
        21960.00000000
        NS
        USD
        234697.50000000
        0.014853511499
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC INC
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        883556102
        
          
        
        1700.00000000
        NS
        USD
        1004105.00000000
        0.063547695071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/31/2027
        912828Z78
        
          
        
        6795000.00000000
        PA
        USD
        6493471.88000000
        0.410958187628
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CORECIVIC INC 8.25% 04/15/2026
        21871NAB7
        
          
        
        1495000.00000000
        PA
        USD
        1539850.00000000
        0.097453870119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.08250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
        674599CS2
        
          
        
        370000.00000000
        PA
        USD
        364450.00000000
        0.023065274517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC CONV 15% 07/15/2023
        59073XAB1
        
          
        
        119924.00000000
        PA
        USD
        624804.04000000
        0.039542534509
        Long
        DBT
        CORP
        US
        Y
        
        3
        
          2023-07-15
          Fixed
          0.15000000
          N
          N
          Y
          N
          N
          
            
              MESQUITE ENERGY INC
              MESQUITE ENERGY INC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A
        644393AB6
        
          
        
        1035000.00000000
        PA
        USD
        1025446.95000000
        0.064898382231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN HLDGS INC
        549300E3VEW8SMS5XW09
        ONEMAIN HOLDINGS INC
        68268W103
        
          
        
        29400.00000000
        NS
        USD
        1393854.00000000
        0.088214090126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP 6.875% 11/15/2028
        852060AD4
        
          
        
        5882000.00000000
        PA
        USD
        6815414.58000000
        0.431333264467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AMWINS GROUP INC 4.875% 06/30/2029 144A
        031921AB5
        
          
        
        415000.00000000
        PA
        USD
        398408.30000000
        0.025214423952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TOPBUILD CORP 3.625% 03/15/2029 144A
        89055FAB9
        
          
        
        305000.00000000
        PA
        USD
        277168.75000000
        0.017541427647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF GEORGIA JSC
        549300RPLD8RXL49Z691
        GEORGIA BK JT STK CO 11.125/VAR PERP REGS
        N/A
        
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.012657579649
        Long
        EP
        CORP
        GE
        N
        
        2
        
          N
          N
          N
        
      
      
        OMAN SULTANATE
        549300SZ20F0QTKNQC75
        OMAN SULTANATE 6.75% 01/17/2048 144A
        682051AJ6
        
          
        
        750000.00000000
        PA
        USD
        747187.50000000
        0.047287926473
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2048-01-17
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEBANON REPUBLIC OF
        529900QPC4K9S1KHL354
        LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS
        N/A
        
          
        
        625000.00000000
        PA
        USD
        73359.38000000
        0.004642760977
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2049-12-31
          Fixed
          0.05800000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        ALGOMA STEEL SCA
        N/A
        ALGOMA STEEL SCA 0% 12/31/2023
        N/A
        
          
        
        102200.00000000
        PA
        USD
        0.01000000
        0.000000000632
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2023-12-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENOVO GROUP LTD
        254900VUZRGD5U73RE46
        LENOVO GROUP LTD 3.421% 11/02/2030 144A
        526250AB1
        
          
        
        485000.00000000
        PA
        USD
        444775.31000000
        0.028148894563
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2030-11-02
          Fixed
          0.03421000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 5YR NOTE (CBT) FUT JUN22 FVM2
        N/A
        
          
        
        5.00000000
        NC
        USD
        765.38000000
        0.000048439291
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            572672.12000000
            USD
            765.38000000
          
        
        
          N
          N
          N
        
      
      
        EMIRATE OF ABU DHABI
        213800FER4348CINTA77
        EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A
        29135LAF7
        
          
        
        920000.00000000
        PA
        USD
        841800.00000000
        0.053275752746
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2049-09-30
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIMS PRIDE CORP NEW
        549300ZSLGV64ZL3HD75
        PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A
        72147KAF5
        
          
        
        1020000.00000000
        PA
        USD
        943500.00000000
        0.059712131998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM PARTNERS LP
        N/A
        HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A
        428102AC1
        
          
        
        795000.00000000
        PA
        USD
        815630.25000000
        0.051619524271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWK5
        
          
        
        714642.74800000
        PA
        USD
        720565.85000000
        0.045603098196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.875% 11/30/2025
        9128285N6
        
          
        
        3162000.00000000
        PA
        USD
        3199054.69000000
        0.202461447715
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.75% 09/21/2047
        71654QCC4
        
          
        
        798000.00000000
        PA
        USD
        640754.10000000
        0.040551980283
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OPERATING LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A
        18539UAE5
        
          
        
        280000.00000000
        PA
        USD
        257600.00000000
        0.016302962589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STILLWATER MINING COMPANY
        6354007DPCY4ZN2MRR73
        STILLWATER MINING COMPANY 4% 11/16/2026 144A
        86074QAP7
        
          
        
        820000.00000000
        PA
        USD
        789250.00000000
        0.049949973693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 4.375% 04/15/2026 144A
        90932LAG2
        
          
        
        1450000.00000000
        PA
        USD
        1426328.75000000
        0.090269348800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 REGS
        N/A
        
          
        
        605000.00000000
        PA
        USD
        580023.18000000
        0.036708447998
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2032-02-22
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESNILLO PLC
        549300JXWH1UV5J0XV81
        FRESNILLO PLC 4.25% 10/02/2050 144A
        358070AB6
        
          
        
        360000.00000000
        PA
        USD
        316192.50000000
        0.020011158767
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-10-02
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR GRACE HOLDING LLC 5.625% 08/15/2029 144A
        92943GAA9
        
          
        
        1300000.00000000
        PA
        USD
        1215630.00000000
        0.076934667749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS BRANCH
        549300WIWQK5Q9MCUN92
        BBVA BANCOMER SA TEXAS 5.35%/VAR 11/12/2029 144A
        05533UAE8
        
          
        
        180000.00000000
        PA
        USD
        179696.25000000
        0.011372597985
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        RUSSIA FEDN MINISTRY FINANCE
        5493004EHVGF71PDBU58
        RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 REGS
        N/A
        
          
        
        600000.00000000
        PA
        USD
        96000.00000000
        0.006075638231
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2035-03-28
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        KOSMOS ENERGY LTD 7.125% 04/04/2026 144A
        500688AC0
        
          
        
        1610000.00000000
        PA
        USD
        1577598.75000000
        0.099842909168
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-04
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHAPARRAL ENERGY INC
        V5IUQSDP5WPR92NJWH73
        CHAPARRAL ENERGY INC SER B WT 10/01/25
        15942R141
        
          
        
        13.00000000
        NS
        USD
        21.61000000
        0.000001367651
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2028
        91282CDL2
        
          
        
        860000.00000000
        PA
        USD
        810079.68000000
        0.051268240361
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP PIPE
        N/A
        
          
        
        1691.00000000
        NS
        USD
        147117.00000000
        0.009310725726
        Long
        EC
        CORP
        US
        Y
        
        1
        
          N
          N
          N
        
      
      
        IQVIA HOLDINGS INC
        549300W3R20NM4KQPH86
        IQVIA HOLDINGS INC
        46266C105
        
          
        
        7700.00000000
        NS
        USD
        1780317.00000000
        0.112672521148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMN HEALTHCARE
        549300H27NUKBFFQEE84
        AMN HEALTHCARE 4.625% 10/01/2027 144A
        00175PAB9
        
          
        
        165000.00000000
        PA
        USD
        160431.15000000
        0.010153350297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
        N/A
        1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A
        68245XAJ8
        
          
        
        560000.00000000
        PA
        USD
        537600.00000000
        0.034023574098
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SENIOR SECURED FINANCING DAC
        549300LE5FM8IKMXSP90
        LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A
        50201DAA1
        
          
        
        544000.00000000
        PA
        USD
        558851.20000000
        0.035368517882
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN SULTANATE
        549300SZ20F0QTKNQC75
        OMAN SULTANATE 5.375% 03/08/2027 144A
        682051AE7
        
          
        
        120000.00000000
        PA
        USD
        123000.00000000
        0.007784411484
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2027-03-08
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REPUBLIC OF 3.5% 01/31/2034
        N/A
        
          
        
        200000.00000000
        PA
        USD
        198200.00000000
        0.012543661433
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2034-01-31
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTERNATIONAL
        54930066VBP7DZEGGJ87
        MGM RESORTS INTERNATIONAL 6.75% 05/01/2025
        552953CG4
        
          
        
        1485000.00000000
        PA
        USD
        1532089.35000000
        0.096962714892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        BMC TERM B 1LN 10/02/2025
        05988HAE7
        
          
        
        1619506.06000000
        PA
        USD
        1608380.05000000
        0.101790992951
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Variable
          0.04756000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B1 1LN 12/21/2028
        00076VAZ3
        
          
        
        29850.75000000
        PA
        USD
        29328.36000000
        0.001856130263
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
        N/A
        BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A
        11283YAD2
        
          
        
        405000.00000000
        PA
        USD
        362197.58000000
        0.022922723589
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC
        549300H9LWMBP7HYLR98
        MICHAELS COS INC 5.25% 05/01/2028 144A
        55916AAA2
        
          
        
        685000.00000000
        PA
        USD
        628898.50000000
        0.039801664277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REPUBLIC OF 4.34% 03/07/2042
        168863DY1
        
          
        
        260000.00000000
        PA
        USD
        267020.00000000
        0.016899134590
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          0.04340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO GOV 6.05% 1/11/40
        91086QAV0
        
          
        
        670000.00000000
        PA
        USD
        762125.00000000
        0.048233289453
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2040-01-11
          Fixed
          0.06050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/01/2052 #TBA
        21H030641
        
          
        
        -1100000.00000000
        PA
        USD
        -1087284.88000000
        -0.06881197485
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION INC 6% 12/01/2029 144A
        78471RAD8
        
          
        
        505000.00000000
        PA
        USD
        467125.00000000
        0.029563359469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B 2LN 12/20/2029
        00076VAY6
        
          
        
        50000.00000000
        PA
        USD
        49500.00000000
        0.003132750963
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-12-20
          Variable
          0.06801120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
        1248EPCB7
        
          
        
        4800000.00000000
        PA
        USD
        4800000.00000000
        0.303781911598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A
        90353TAG5
        
          
        
        545000.00000000
        PA
        USD
        563497.30000000
        0.035662559786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        ALTICE FRANCE SA 8.125% 02/01/2027 144A
        02156LAA9
        
          
        
        370000.00000000
        PA
        USD
        381240.60000000
        0.024127916301
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HLDG CORP
        40XIFLS8XDQGGHGPGC04
        COVANTA HLDG CORP 5% 09/01/2030
        22282EAJ1
        
          
        
        670000.00000000
        PA
        USD
        634825.00000000
        0.040176740006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINWELL ACQUISITION CORP
        N/A
        GAINWELL TERM B 1LN 10/01/2027
        59909TAC8
        
          
        
        974209.60000000
        PA
        USD
        971774.08000000
        0.061501539096
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-01
          Variable
          0.05006000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAS CAPITAL NO 1 LTD
        254900REJZW5L9QRTD85
        CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS
        N/A
        
          
        
        800000.00000000
        PA
        USD
        748000.00000000
        0.047339347890
        Long
        EP
        CORP
        VG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        UKRAINE GOVT 7.75% 09/01/2027 144A
        903724AU6
        
          
        
        110000.00000000
        PA
        USD
        46200.00000000
        0.002923900899
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2027-09-01
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        PIKE CORP 5.5% 09/01/2028 144A
        721283AA7
        
          
        
        1345000.00000000
        PA
        USD
        1267662.50000000
        0.080227695314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORPORATION
        549300UQROQS42RKHM85
        OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
        683715AC0
        
          
        
        300000.00000000
        PA
        USD
        287631.00000000
        0.018203561461
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS
        N/A
        
          
        
        8206500.00000000
        PA
        
        8655893.70000000
        0.547813319745
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.625% 06/15/2035
        706451BG5
        
          
        
        1965000.00000000
        PA
        USD
        1762605.00000000
        0.111551565894
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE CORDOBA
        5299006CLM2Z97AATT29
        PROVINCE CORDOBA STEP 12/10/2025 144A
        74408DAC8
        
          
        
        1051837.00000000
        PA
        USD
        818986.58000000
        0.051831939342
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2025-12-10
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTIONS
        549300HALRZ339MSTH85
        CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A
        14879EAK4
        
          
        
        280000.00000000
        PA
        USD
        255500.00000000
        0.016170058002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/31/2023
        912828R69
        
          
        
        760000.00000000
        PA
        USD
        757565.63000000
        0.047944736508
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A
        1248EPBX0
        
          
        
        4665000.00000000
        PA
        USD
        4616017.50000000
        0.292138045858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY REPUBLIC OF
        5299008DH62LEB10JK83
        HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A
        445545AM8
        
          
        
        205000.00000000
        PA
        USD
        185819.69000000
        0.011760137633
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2031-09-22
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO DEL
        549300EFOWPEB0WLZW21
        CALLON PETROLEUM CO DEL 6.125% 10/01/2024
        13123XAT9
        
          
        
        225000.00000000
        PA
        USD
        223875.00000000
        0.014168578220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        180 MEDICAL INC
        254900ZB648OPWVFVX59
        180 MEDICAL INC 3.875% 10/15/2029 144A
        682357AA6
        
          
        
        300000.00000000
        PA
        USD
        283500.00000000
        0.017942119153
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        213800TQASLF9JXH5J59
        ZIGGO BV 4.875% 01/15/2030 144A
        98955DAA8
        
          
        
        430000.00000000
        PA
        USD
        404943.90000000
        0.025628048340
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-01-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS HOLDING LTD 5.625% 11/29/2026 144A
        44963HAA3
        
          
        
        595000.00000000
        PA
        USD
        560787.50000000
        0.035491062239
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-11-29
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032 144A
        16411QAL5
        
          
        
        420000.00000000
        PA
        USD
        381901.80000000
        0.024169762259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBYS
        549300P5BAAMQQ7VL735
        SOTHEBYS 7.375% 10/15/2027 144A
        835898AH0
        
          
        
        295000.00000000
        PA
        USD
        302106.55000000
        0.019119688596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENEZUELA, REPUBLIC OF
        529900XM8PJTJK5OJI77
        VENEZUELA 11.95% 8/31 REGS
        N/A
        
          
        
        1090000.00000000
        PA
        USD
        98100.00000000
        0.006208542818
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2031-08-05
          Fixed
          0.11950000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
        3137H4SH4
        
          
        
        500000.00000000
        PA
        USD
        469223.30000000
        0.029696156466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Fixed
          0.02127000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERO COPPER CORP
        549300KL8A21SEIO8I47
        ERO COPPER CORP 6.5% 02/15/2030 144A
        296006AA7
        
          
        
        415000.00000000
        PA
        USD
        404313.75000000
        0.025588167470
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        UKRAINE CABINET OF MINISTERS VAR 0% 5/31/40 144A
        903724AW2
        
          
        
        370000.00000000
        PA
        USD
        112850.00000000
        0.007142039317
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2040-05-31
          Variable
          0.01258000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTM TECHNOLOGIES INC
        549300SC4BDOIS008048
        TTM TECHNOLOGIES INC 4% 03/01/2029 144A
        87305RAK5
        
          
        
        455000.00000000
        PA
        USD
        420875.00000000
        0.026636294175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 03/31/2026
        9128286L9
        
          
        
        3329000.00000000
        PA
        USD
        3294019.50000000
        0.208471570948
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO LOGISTICS INC
        54930096DB9LCLPN7H13
        XPO LOGISTICS INC 6.25% 05/01/2025 144A
        983793AH3
        
          
        
        1140000.00000000
        PA
        USD
        1178269.80000000
        0.074570219212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENFRAGEN ENERGIA SUR SA
        N/A
        ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A
        29280LAA1
        
          
        
        865000.00000000
        PA
        USD
        602982.85000000
        0.038161517257
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-30
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASH MULTIFAMILY ACQUISITION INC
        549300AS7PRY5PHG6L12
        WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A
        93710WAA3
        
          
        
        475000.00000000
        PA
        USD
        476187.50000000
        0.030136906047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.5% 06/02/2041
        71654QAZ5
        
          
        
        170000.00000000
        PA
        USD
        140326.50000000
        0.008880969253
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2041-06-02
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING MATERIALS INC
        549300ZVE6MONHB01I28
        FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
        350392AA4
        
          
        
        310000.00000000
        PA
        USD
        279000.00000000
        0.017657323611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+23 04/25/2031
        3137H0H92
        
          
        
        1027000.00000000
        PA
        USD
        1027000.00000000
        0.064996671502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Variable
          0.00279670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOPEC GROUP OVERSEAS DEV 2018 LTD
        549300C6OZZ8LTVR8209
        SINOPEC GROUP OVERSEAS DEV 2018 LTD 2.7% 05/13/2030 144A
        82939GAP3
        
          
        
        220000.00000000
        PA
        USD
        206267.60000000
        0.013054242880
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-05-13
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 12/20/2030
        N/A
        
          
        
        467600000.00000000
        PA
        
        3814162.58000000
        0.241390333270
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/01/2052 #TBA
        21H030658
        
          
        
        1100000.00000000
        PA
        USD
        1084405.96000000
        0.068629774057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RES L P / EER FIN INC
        N/A
        ENDEAVOR ENERGY RES L P / EER FIN INC 6.625% 07/15/2025 144A
        29260FAF7
        
          
        
        335000.00000000
        PA
        USD
        347562.50000000
        0.021996500135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA, REPUBLIC OF
        315700IASY927EDWBK92
        ROMANIA REPUBLIC OF 3% 02/27/2027 144A
        77586RAK6
        
          
        
        470000.00000000
        PA
        USD
        455900.00000000
        0.028852952811
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFINITY GAMING LLC
        N/A
        AFFINITY GAMING LLC 6.875% 12/15/2027 144A
        00842XAA7
        
          
        
        250000.00000000
        PA
        USD
        243125.00000000
        0.015386870261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        DIAMOND BC BV 4.625% 10/01/2029 144A
        25257DAA6
        
          
        
        335000.00000000
        PA
        USD
        300662.50000000
        0.019028297707
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
        04624VAB5
        
          
        
        390000.00000000
        PA
        USD
        358956.00000000
        0.022717570804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
        N/A
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A
        667449AC6
        
          
        
        235000.00000000
        PA
        USD
        206283.38000000
        0.013055241564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
        92840VAB8
        
          
        
        1495000.00000000
        PA
        USD
        1493736.73000000
        0.094535458179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL COMPANY
        5586006WD91QHB7J4X50
        SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A
        80414L2F1
        
          
        
        355000.00000000
        PA
        USD
        362100.00000000
        0.022916547956
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2049-04-16
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
        N/A
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A
        03969YAA6
        
          
        
        300000.00000000
        PA
        USD
        272250.00000000
        0.017230130298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP / SUNOCO FIN CORP
        N/A
        SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029
        86765LAT4
        
          
        
        605000.00000000
        PA
        USD
        570778.18000000
        0.036123351378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 4.5% 04/16/2050
        698299BH6
        
          
        
        525000.00000000
        PA
        USD
        520668.75000000
        0.032952030871
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 02/15/2031 REGS
        N/A
        
          
        
        12625000.00000000
        PA
        
        13390711.02000000
        0.847469956523
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-02-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCED DRAIN SYS INC DEL
        6QQTOZ5MF5DHM7K92I60
        ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
        00790RAA2
        
          
        
        125000.00000000
        PA
        USD
        125178.75000000
        0.007922299993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        5493008K1QMSP0J8UC24
        NBM US HOLDINGS INC 6.625% 08/06/2029 144A
        62877VAB7
        
          
        
        1185000.00000000
        PA
        USD
        1242768.75000000
        0.078652222197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-06
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        999.54000000
        0.000063258785
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            336919.78000000
            USD
            305000.00000000
            EUR
            2022-05-18
            999.54000000
          
        
        
          N
          N
          N
        
      
      
        MAF GLOBAL SECURITIES
        54930037VUDNYTS17017
        MAF GLOBAL SECURITIES 5.5/VAR PERP REGS
        N/A
        
          
        
        600000.00000000
        PA
        USD
        595800.00000000
        0.037706929777
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A
        88023UAH4
        
          
        
        790000.00000000
        PA
        USD
        717576.75000000
        0.045413924340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC 4% 07/15/2028 144A
        82967NBJ6
        
          
        
        1125000.00000000
        PA
        USD
        1068750.00000000
        0.067638941254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / ACRISURE FINANCE INC
        N/A
        ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A
        00489LAA1
        
          
        
        1805000.00000000
        PA
        USD
        1804458.50000000
        0.114200385943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        11700000.00000000
        PA
        USD
        11221031.25000000
        0.710155484005
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF
        300300CHN201808MOF68
        CHINA PEOPLES REPUBLIC OF 1.2% 10/21/2030 144A
        16955EAC4
        
          
        
        430000.00000000
        PA
        USD
        384948.90000000
        0.024362606814
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-10-21
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN PLC
        549300RVMKU0CYUZBB05
        ENERGEAN PLC 6.5% 04/30/2027 144A
        29280EAA7
        
          
        
        550000.00000000
        PA
        USD
        525525.00000000
        0.033259372727
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-04-30
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -657949.96000000
        -0.04164027012
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            47345104.89000000
            USD
            42139000.00000000
            EUR
            2022-05-18
            -657949.96000000
          
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR GRACE TERM B 1LN 09/22/2028
        92943HAB5
        
          
        
        129675.00000000
        PA
        USD
        128378.25000000
        0.008124789623
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Variable
          0.04812500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL COMPANY
        5586006WD91QHB7J4X50
        SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A
        80414L2H7
        
          
        
        940000.00000000
        PA
        USD
        891825.00000000
        0.056441729856
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2025-11-24
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENEZUELA, REPUBLIC OF
        529900XM8PJTJK5OJI77
        VENEZUELA REP 9.25% 9/15/27
        922646AS3
        
          
        
        2395000.00000000
        PA
        USD
        215550.00000000
        0.013641706467
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2027-09-15
          Fixed
          0.09250000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 06/30/2022
        912828ZX1
        
          
        
        575000.00000000
        PA
        USD
        574348.63000000
        0.036349317655
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL SALVADOR REPUBLIC OF
        529900AKDMUSFSDOM949
        EL SALVADOR GOVT 6.375% 01/18/2027 144A
        283875AS1
        
          
        
        75000.00000000
        PA
        USD
        36562.50000000
        0.002313963779
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2027-01-18
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 4% 08/01/2028 144A
        143658BQ4
        
          
        
        855000.00000000
        PA
        USD
        795150.00000000
        0.050323372293
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A
        74052HAA2
        
          
        
        1285000.00000000
        PA
        USD
        1104393.25000000
        0.069894727633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATE OF ABU DHABI
        213800FER4348CINTA77
        EMIRATE OF ABU DHABI 1.7% 03/02/2031 144A
        29135LAM2
        
          
        
        570000.00000000
        PA
        USD
        519412.50000000
        0.032872525449
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2031-03-02
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC / CRC FINCO INC
        N/A
        CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A
        12770RAA1
        
          
        
        840000.00000000
        PA
        USD
        857291.40000000
        0.054256170893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A9 PP
        N/A
        
          
        
        16755.00000000
        NS
        USD
        18.62000000
        0.000001178420
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        BOOZ ALLEN AND HAMILTON INC
        549300D7XCH2480XU542
        BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A
        09951LAA1
        
          
        
        620000.00000000
        PA
        USD
        598479.80000000
        0.037876528686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAM STRUCTURED PASS THROUGH K-F108 AS SOFR30A +26 02/25/2031
        3137FYUP9
        
          
        
        1805435.86000000
        PA
        USD
        1787021.86000000
        0.113096857645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.00299670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 3% 01/15/2034
        715638DU3
        
          
        
        440000.00000000
        PA
        USD
        412280.00000000
        0.026092334690
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 6.875% 01/29/2026 144A
        25714PDJ4
        
          
        
        780000.00000000
        PA
        USD
        822900.00000000
        0.052079611469
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
        N/A
        ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A
        68622TAB7
        
          
        
        885000.00000000
        PA
        USD
        854025.00000000
        0.054049447302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION TERM B 1LN 06/04/2028
        78466YAN8
        
          
        
        303475.00000000
        PA
        USD
        299429.68000000
        0.018950275120
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Variable
          0.04018660
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC
        549300R0Z1Q47XRTGO22
        ACRISURE TERM B 1LN 02/15/2027
        00488PAP0
        
          
        
        64837.50000000
        PA
        USD
        64473.11000000
        0.004080367625
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Variable
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
        91087BAR1
        
          
        
        610000.00000000
        PA
        USD
        567300.00000000
        0.035903224677
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 07/31/2026
        91282CCP4
        
          
        
        2400000.00000000
        PA
        USD
        2214562.51000000
        0.140155006800
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP 7.125% 03/15/2026
        85172FAN9
        
          
        
        3405000.00000000
        PA
        USD
        3635654.70000000
        0.230092944724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYNASTY ACQUISITION CO INC
        549300L1RCRPOAUCB870
        STANDARDAERO TERM B-2 1LN 04/04/2026
        26812CAF3
        
          
        
        73393.70000000
        PA
        USD
        71986.74000000
        0.004555889476
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-04
          Variable
          0.04506000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UC HOLDINGS INC
        N/A
        UC HOLDINGS INC
        N/A
        
          
        
        33750.00000000
        NS
        USD
        164025.00000000
        0.010380797510
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+21 08/25/2031
        3137H2NB6
        
          
        
        3388000.00000000
        PA
        USD
        3349694.26000000
        0.211995109494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Variable
          0.00249670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLENNIUM ESCROW CORP
        N/A
        MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A
        60041CAA6
        
          
        
        570000.00000000
        PA
        USD
        541180.80000000
        0.034250195405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE US INC
        549300QHIJYOHPACPG31
        T-MOBILE US INC
        872590104
        
          
        
        5900.00000000
        NS
        USD
        757265.00000000
        0.047925710267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMAN SULTANATE
        549300SZ20F0QTKNQC75
        OMAN SULTANATE 5.625% 01/17/2028 144A
        682051AH0
        
          
        
        1465000.00000000
        PA
        USD
        1508950.00000000
        0.095498274063
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2028-01-17
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
        46590XAB2
        
          
        
        1085000.00000000
        PA
        USD
        1109173.80000000
        0.070197278595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A
        335934AR6
        
          
        
        1265000.00000000
        PA
        USD
        1296625.00000000
        0.082060671067
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA REPUBLIC OF
        254900MHQHBC58M2GR84
        GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A
        37311PAB6
        
          
        
        480000.00000000
        PA
        USD
        410400.00000000
        0.025973353441
        Long
        DBT
        NUSS
        GE
        N
        
        2
        
          2026-04-22
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTOFAGASTA PLC
        213800MY6QVH4FVLD628
        ANTOFAGASTA PLC 2.375% 10/14/2030 144A
        03718NAA4
        
          
        
        685000.00000000
        PA
        USD
        603784.69000000
        0.038212264025
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-10-14
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEINE ENERGY LTD
        5493002EE80G6ER7SM91
        TEINE ENERGY LTD 6.875% 04/15/2029 144A
        879068AB0
        
          
        
        445000.00000000
        PA
        USD
        451675.00000000
        0.028585561441
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTURY CMNTYS INC
        5299002QMB2O7ZL1CA26
        CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A
        156504AM4
        
          
        
        420000.00000000
        PA
        USD
        376635.25000000
        0.023836453379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A
        92840VAH5
        
          
        
        1105000.00000000
        PA
        USD
        1044225.00000000
        0.066086805549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEL Energy VI Sarl
        N/A
        FEL Energy VI Sarl 5.75% 12/01/2040 144A
        30260LAA3
        
          
        
        274971.64000000
        PA
        USD
        246494.89000000
        0.015600143517
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2040-12-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -177934.38000000
        -0.01126109293
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              2IGI19DL77OX0HC3ZE78
            
            4673923.24000000
            USD
            4058000.00000000
            EUR
            2022-05-18
            -177934.38000000
          
        
        
          N
          N
          N
        
      
      
        QATAR PETROLEUM
        254900QTESJKJ3P87J26
        QATAR PETROLEUM 3.125% 07/12/2041 144A
        74730DAE3
        
          
        
        630000.00000000
        PA
        USD
        574875.00000000
        0.036382630506
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN GAS CORRIDOR CJSC
        213800DG58KG59XY6318
        SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A
        84302LAA0
        
          
        
        985000.00000000
        PA
        USD
        1074290.25000000
        0.067989572032
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2026-03-24
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE ESCROW ISSUER INC
        N/A
        MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A
        60783XAA2
        
          
        
        325000.00000000
        PA
        USD
        302968.25000000
        0.019174223778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD
        213800VIPIONINOCLD68
        TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6/VAR PERP 144A
        87251LAA4
        
          
        
        275000.00000000
        PA
        USD
        27500.00000000
        0.001740417201
        Long
        EP
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 10/31/2023
        91282CDD0
        
          
        
        2000000.00000000
        PA
        USD
        1943906.24000000
        0.123025740323
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAR AUCTION SVCS INC
        5493004HKD20LBSG7D03
        KAR AUCTION SVCS INC 5.125% 06/01/2025 144A
        48238TAA7
        
          
        
        525000.00000000
        PA
        USD
        531562.50000000
        0.033641473413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A
        74052HAB0
        
          
        
        1095000.00000000
        PA
        USD
        934746.75000000
        0.059158157203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        1700000.00000000
        PA
        USD
        1599062.50000000
        0.101201304794
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECUADOR REPUBLIC OF
        5299003Y2U5XK0A35H71
        ECUADOR REP OF STEP 07/31/2035 144A
        N/A
        
          
        
        705000.00000000
        PA
        USD
        458382.19000000
        0.029010045400
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE LTD
        98450044QACBL3F8EB03
        ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 REGS
        N/A
        
          
        
        570000.00000000
        PA
        USD
        550050.00000000
        0.034811508432
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK TIER 1 LTD
        5493000G4QCCEE8YHF19
        NBK TIER 1 FINANCING LTD 3.625/VAR PERP 144A
        62879NAA5
        
          
        
        230000.00000000
        PA
        USD
        214906.25000000
        0.013600964883
        Long
        EP
        CORP
        AE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3762850.65000000
        0.238142909065
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            97381000.00000000
            EUR
            111654396.10000000
            USD
            2022-05-18
            3762850.65000000
          
        
        
          N
          N
          N
        
      
      
        AXTEL SAB DE CV
        549300BVRDR8XTSXAD13
        AXTEL SAB DE CV 6.375% 11/14/2024 144A
        05462GAJ3
        
          
        
        100000.00000000
        PA
        USD
        102081.25000000
        0.006460507763
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-11-14
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3388.90000000
        0.000214476358
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            457510.89000000
            USD
            416000.00000000
            EUR
            2022-05-18
            3388.90000000
          
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7977.56000000
        -0.00050488300
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            1323000.00000000
            EUR
            1457816.74000000
            USD
            2022-05-18
            -7977.56000000
          
        
        
          N
          N
          N
        
      
      
        PAPA JOHNS INTERNATIONAL INC
        HZYLD3DK5XOX0WBVNB56
        PAPA JOHNS INTL INC 3.875% 09/15/2029 144A
        698813AA0
        
          
        
        255000.00000000
        PA
        USD
        234069.60000000
        0.014813773028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECUADOR REPUBLIC OF
        5299003Y2U5XK0A35H71
        ECUADOR REP OF STEP 07/31/2030 144A
        N/A
        
          
        
        1320000.00000000
        PA
        USD
        1099972.50000000
        0.069614947657
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CORK and SEAL INC
        7HLDMDH0ZXNUH6PT7Z42
        CROWN CORK and SEAL INC 7.5% 12/15/2096
        228255AJ4
        
          
        
        160000.00000000
        PA
        USD
        182151.20000000
        0.011527966611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2096-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONG DUONG FINANCE HOLDINGS B.V
        549300995KGQFMWSV879
        MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A
        60935DAA3
        
          
        
        655000.00000000
        PA
        USD
        586143.13000000
        0.037095766771
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-07
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBY'S/BIDFAIR HOLDINGS INC
        N/A
        SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A
        83600GAA2
        
          
        
        430000.00000000
        PA
        USD
        416025.00000000
        0.026329347869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADES INC/USA INC
        N/A
        CASCADES INC/USA INC 5.375% 01/15/2028 144A
        14739LAB8
        
          
        
        300000.00000000
        PA
        USD
        299625.00000000
        0.018962636513
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        GARTNER INC 3.75% 10/01/2030 144A
        366651AE7
        
          
        
        685000.00000000
        PA
        USD
        643043.75000000
        0.040696887420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4779.38000000
        0.000302476915
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            383000.00000000
            EUR
            429117.41000000
            USD
            2022-05-18
            4779.38000000
          
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
        88033GDJ6
        
          
        
        1140000.00000000
        PA
        USD
        1158525.00000000
        0.073320612319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 7.125/VAR PERP
        29273VAM2
        
          
        
        410000.00000000
        PA
        USD
        399750.00000000
        0.025299337325
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 5.875%/VAR PERP
        060505FL3
        
          
        
        5125000.00000000
        PA
        USD
        5175225.00000000
        0.327529113218
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        DOMINICAN REP 7.45% 04/30/44 144A
        25714PCF3
        
          
        
        335000.00000000
        PA
        USD
        351917.50000000
        0.022272118932
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2044-04-30
          Fixed
          0.07450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2024
        9128285Z9
        
          
        
        630000.00000000
        PA
        USD
        632116.41000000
        0.040005319037
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP
        512807108
        
          
        
        3200.00000000
        NS
        USD
        1720352.00000000
        0.108877462329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        DANA INC 4.5% 02/15/2032
        235825AJ5
        
          
        
        410000.00000000
        PA
        USD
        366950.00000000
        0.023223494262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A
        013822AC5
        
          
        
        200000.00000000
        PA
        USD
        209500.00000000
        0.013258814683
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        COLOMBIA REPUBLIC OF 3.25% 04/22/2032
        195325DZ5
        
          
        
        600000.00000000
        PA
        USD
        502800.00000000
        0.031821155239
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
        254900HXCCIOHM74FA02
        SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A
        85227SAT3
        
          
        
        200000.00000000
        PA
        USD
        94522.00000000
        0.005982098718
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2027-05-11
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
        58547DAD1
        
          
        
        435000.00000000
        PA
        USD
        368662.50000000
        0.023331874788
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOT LOCKER INC
        549300X383CBNP6MTV94
        FOOT LOCKER INC 4% 10/01/2029 144A
        344849AA2
        
          
        
        280000.00000000
        PA
        USD
        245225.40000000
        0.015519800163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH
        549300QTVYRPFHS0J362
        BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A
        05962GAJ8
        
          
        
        210000.00000000
        PA
        USD
        207283.13000000
        0.013118513640
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR CO
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO 3.25% 02/12/2032
        345370DA5
        
          
        
        1335000.00000000
        PA
        USD
        1190339.40000000
        0.075334078829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION .587/VAR 08/24/2028 REGS
        N/A
        
          
        
        270000.00000000
        PA
        
        281021.63000000
        0.017785268325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-24
          Variable
          0.00583000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MTN INC 5.625% 07/15/2032 144A
        46284VAL5
        
          
        
        585000.00000000
        PA
        USD
        576388.80000000
        0.036478435726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL, STATE OF
        213800T8ZHTFZIBYPE21
        ISRAEL GLBL 5.5% 12/4/23
        46513EGV8
        
          
        
        1628000.00000000
        PA
        USD
        1711480.23000000
        0.108315986652
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2023-12-04
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT K-F119 SOFR30A+23 07/25/2031
        3137H1ZA7
        
          
        
        3576936.60300000
        PA
        USD
        3576936.60000000
        0.226376799586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.00259670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -5606.57000000
        -0.00035482803
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            424404.94000000
            USD
            378000.00000000
            EUR
            2022-05-18
            -5606.57000000
          
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A7 PP
        N/A
        
          
        
        16755.00000000
        NS
        USD
        18.62000000
        0.000001178420
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        GTT COMMUNICATIONS INC
        549300ETSL7K1ZX05H30
        GTT COMMUNICATIONS TERM B 05/31/2025
        36250LAP9
        
          
        
        745025.67000000
        PA
        USD
        606190.14000000
        0.038364499900
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-31
          Variable
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECT US FINCO LLC
        N/A
        INMARSAT TERM B 1LN 12/12/26
        N/A
        
          
        
        475300.00000000
        PA
        USD
        470784.65000000
        0.029794971026
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-12
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TMK CAPITAL SA
        222100TBRQIOGYHYB529
        TMK CAPITAL SA 4.3% 02/12/2027 REGS
        N/A
        
          
        
        400000.00000000
        PA
        USD
        60000.00000000
        0.003797273894
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-02-12
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY ESCROW II INC
        N/A
        GRAY ESCROW II INC 5.375% 11/15/2031 144A
        389286AA3
        
          
        
        850000.00000000
        PA
        USD
        812782.75000000
        0.051439311981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS ENERGY SERVICES HOLDINGS LLC
        N/A
        AXIS ENERGY SERVICES HOLDINGS LLC CL A
        N/A
        
          
        
        394.53000000
        NS
        USD
        126.44000000
        0.000008002121
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TRI POINTE GROUP INC/TRI POINTE HLDGS INC
        N/A
        TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024
        962178AN9
        
          
        
        780000.00000000
        PA
        USD
        810201.60000000
        0.051275956422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTROCK CO
        N/A
        WESTROCK CO
        96145D105
        
          
        
        23900.00000000
        NS
        USD
        1124017.00000000
        0.071136673526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.5% 06/01/2027
        29273VAF7
        
          
        
        860000.00000000
        PA
        USD
        877186.27000000
        0.055515275401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTERNACIONAL DE TOCUMEN SA
        254900FO1PHX49ZIGB14
        AEROPUERTO INTERNACIONAL DE TOCUMEN SA 4% 08/11/2041 144A
        00787CAD4
        
          
        
        280000.00000000
        PA
        USD
        255465.00000000
        0.016167842926
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2041-08-11
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK COMMUNICATIONS INC
        M5G68A9OHJWIL4SFC742
        BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A
        093645AJ8
        
          
        
        410000.00000000
        PA
        USD
        395650.00000000
        0.025039856942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP 3.875% 02/15/2027
        78410GAD6
        
          
        
        890000.00000000
        PA
        USD
        868128.25000000
        0.054942012353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        ARCONIC CORP 6% 05/15/2025 144A
        03966VAB3
        
          
        
        400000.00000000
        PA
        USD
        409200.00000000
        0.025897407963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
        N/A
        ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A
        045086AP0
        
          
        
        410000.00000000
        PA
        USD
        357179.70000000
        0.022605152510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HLDG CO LLC / PBF FIN CORP
        N/A
        PBF HLDG CO LLC / PBF FIN CORP 9.25% 05/15/2025 144A
        69318FAK4
        
          
        
        1490000.00000000
        PA
        USD
        1530975.00000000
        0.096892190022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 12/15/2022 REGS
        N/A
        
          
        
        650000.00000000
        PA
        
        721866.85000000
        0.045685435752
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2022-12-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
        N/A
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A
        667449AA0
        
          
        
        365000.00000000
        PA
        USD
        380516.15000000
        0.024082067383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.10750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A
        013822AG6
        
          
        
        775000.00000000
        PA
        USD
        759445.75000000
        0.048063725352
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-03-31
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 4% 11/13/2030
        345397B36
        
          
        
        2525000.00000000
        PA
        USD
        2377792.50000000
        0.150485489798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        METINVEST BV 8.5% 04/23/2026 REGS
        N/A
        
          
        
        200000.00000000
        PA
        USD
        87000.00000000
        0.005506047147
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-04-23
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADES INC/USA INC
        N/A
        CASCADES INC/USA INC 5.125% 01/15/2026 144A
        14739LAA0
        
          
        
        300000.00000000
        PA
        USD
        299064.00000000
        0.018927132002
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-01-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.75% 2/15/37
        912810PT9
        
          
        
        8126000.00000000
        PA
        USD
        10601890.63000000
        0.670971375444
        Long
        DBT
        UST
        US
        N
        
        2
        
          2037-02-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAMES HARDIE INTL FIN LTD
        635400G32A4Q1LVQ8M88
        JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A
        47032FAB5
        
          
        
        455000.00000000
        PA
        USD
        447906.55000000
        0.028347064161
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS
        N/A
        
          
        
        4475000.00000000
        PA
        
        4876102.82000000
        0.308598299126
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-10-09
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH INC
        254900AA3KZN4Q7A5Z33
        ATHENAHEALTH TERM B 1LN 02/15/2029
        04686RAB9
        
          
        
        474565.22000000
        PA
        USD
        468751.80000000
        0.029666316222
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVESTMENTS LTD
        2549009PQD415OQIR074
        MTN MAURITIUS INVSTMENTS 4.755% 11/11/2024 144A
        55377XAA4
        
          
        
        170000.00000000
        PA
        USD
        170456.88000000
        0.010787857677
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-11-11
          Fixed
          0.04755000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL INTERNATIONAL BV
        N/A
        CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A
        18452MAB2
        
          
        
        965000.00000000
        PA
        USD
        981887.50000000
        0.062141596192
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-01
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
        549300RXQZBOJONY3Q97
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 2.125% 03/29/2034 REGS
        N/A
        
          
        
        593000.00000000
        PA
        
        665098.50000000
        0.042092686193
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-03-29
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 7.5% 03/15/2027
        893647BH9
        
          
        
        960000.00000000
        PA
        USD
        988800.00000000
        0.062579073789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: USD/AUD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -64686.80000000
        -0.00409389161
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            2304000.00000000
            AUD
            1660528.74000000
            USD
            2022-05-18
            -64686.80000000
          
        
        
          N
          N
          N
        
      
      
        CANACOL ENERGY LTD
        549300X5MNRWPMSM9N14
        CANACOL ENERGY LTD 5.75% 11/24/2028 144A
        134808AD6
        
          
        
        380000.00000000
        PA
        USD
        352925.00000000
        0.022335881489
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-11-24
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER C WT 02/09/26
        165167180
        
          
        
        4478.00000000
        NS
        USD
        249290.26000000
        0.015777056609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA GOVT 5.25 1/42 144A
        455780BJ4
        
          
        
        305000.00000000
        PA
        USD
        340322.81000000
        0.021538315371
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2042-01-17
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        UKRAINE CABINET OF MINISTERS 6.876% 05/21/2029 144A
        90372UAR5
        
          
        
        170000.00000000
        PA
        USD
        69700.00000000
        0.004411166507
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2029-05-21
          Fixed
          0.06876000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        ADOBE INC
        00724F101
        
          
        
        3600.00000000
        NS
        USD
        1640232.00000000
        0.103806835921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBK TIER 1 FINANCING 2 LTD
        549300HMWSJFNREWT164
        NBK TIER 1 FINANCING 2 LTD 4.5/VAR PERP 144A
        62878WAA6
        
          
        
        455000.00000000
        PA
        USD
        444353.00000000
        0.028122167450
        Long
        EP
        CORP
        AE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 02/15/2024
        912828B66
        
          
        
        18873000.00000000
        PA
        USD
        19017496.41000000
        1.203577377758
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 4.25% 03/13/2025
        900123CX6
        
          
        
        590000.00000000
        PA
        USD
        550285.63000000
        0.034826420959
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-03-13
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        5493003VOR6NTY465495
        GEO GROUP INC/THE 6% 04/15/2026
        36162JAB2
        
          
        
        521000.00000000
        PA
        USD
        406380.00000000
        0.025718936090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARBADOS GOVT OF
        529900UD1KUUS4SFD905
        BARBADOS GOVT OF 6.5% 10/01/2029 144A
        067070AH5
        
          
        
        859000.00000000
        PA
        USD
        825069.50000000
        0.052216914564
        Long
        DBT
        NUSS
        BB
        N
        
        2
        
          2029-10-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA REPUBLIC OF
        549300GSBZD84TNEQ285
        NIGERIA REPUBLIC OF 7.143% 02/23/2030 144A
        65412JAD5
        
          
        
        360000.00000000
        PA
        USD
        336600.00000000
        0.021302706550
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2030-02-23
          Fixed
          0.07143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLARIS NEWCO LLC
        254900LEPDAG7EDOA064
        SOLERA TERM B 1LN 06/02/2028
        73108RAB4
        
          
        
        318400.00000000
        PA
        USD
        315773.20000000
        0.019984622151
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 4.625% 04/15/2029 144A
        90932LAH0
        
          
        
        870000.00000000
        PA
        USD
        827326.50000000
        0.052359755351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        537478.80000000
        PA
        USD
        514486.42000000
        0.032560764199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY-BOWES INC
        549300N2O26NW4ST6W55
        PITNEY-BOWES INC 7.25% 03/15/2029 144A
        724479AQ3
        
          
        
        295000.00000000
        PA
        USD
        278264.65000000
        0.017610784855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A
        35906ABE7
        
          
        
        620000.00000000
        PA
        USD
        615846.00000000
        0.038975598985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL INC 3.375% 10/01/2028 144A
        19260QAC1
        
          
        
        420000.00000000
        PA
        USD
        371038.50000000
        0.023482246834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP 6.25%/VAR PERP
        060505EH3
        
          
        
        1410000.00000000
        PA
        USD
        1457517.07000000
        0.092243192023
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
        28470RAK8
        
          
        
        3360000.00000000
        PA
        USD
        3600088.80000000
        0.227842053663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UZBEKISTAN REPUBLIC OF
        213800L6VDKUM3TCM927
        UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A
        91822Q2E6
        
          
        
        395000.00000000
        PA
        USD
        349575.00000000
        0.022123867030
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2031-10-19
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEOPARK LTD
        529900ZR5QI19AH4KZ07
        GEOPARK LTD 6.5% 09/21/2024 144A
        37255BAA7
        
          
        
        515000.00000000
        PA
        USD
        526040.31000000
        0.033291985614
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-09-21
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON SEMICONDUCTOR CORP
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189105
        
          
        
        21400.00000000
        NS
        USD
        1339854.00000000
        0.084796543621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA INC 5% 05/15/2027 144A
        46266TAA6
        
          
        
        640000.00000000
        PA
        USD
        647068.80000000
        0.040951624374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP INC
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A
        69346VAA7
        
          
        
        475000.00000000
        PA
        USD
        472720.00000000
        0.029917455260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        MOOG INC 4.25% 12/15/2027 144A
        615394AM5
        
          
        
        185000.00000000
        PA
        USD
        179681.25000000
        0.011371648667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MTN INC 5.25% 07/15/2030 144A
        46284VAJ0
        
          
        
        585000.00000000
        PA
        USD
        573300.00000000
        0.036282952066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City International Holdings Ltd
        N/A
        STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A
        N/A
        
          
        
        10083.00000000
        NS
        USD
        58849.43000000
        0.003724456737
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        META PLATFORMS INC
        BQ4BKCS1HXDV9HN80Z93
        META PLATFORMS INC CL A
        30303M102
        
          
        
        5800.00000000
        NS
        USD
        1289688.00000000
        0.081621642917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UZBEKISTAN REPUBLIC OF
        213800L6VDKUM3TCM927
        UZBEKISTAN REP GLOBAL MED TERM NT BOOK ENTRY 144A 4.75% 02/20/2024 144A
        91822Q2B2
        
          
        
        215000.00000000
        PA
        USD
        216075.00000000
        0.013674932614
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2024-02-20
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX RESOURCES CORP 6% 01/15/2029 144A
        12653CAJ7
        
          
        
        315000.00000000
        PA
        USD
        318150.00000000
        0.020135044828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUPY OVERSEAS SA
        222100ZREIYU6AS2OO19
        TUPY OVERSEAS SA 4.5% 02/16/2031 144A
        89990BAB6
        
          
        
        445000.00000000
        PA
        USD
        391405.31000000
        0.024771219433
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-02-16
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 09/30/2025
        91282CAM3
        
          
        
        1207000.00000000
        PA
        USD
        1114966.25000000
        0.070563870581
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        -100000.00000000
        PA
        USD
        -95226.56000000
        -0.00602668883
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H and E EQUIPMENT SERVICES INC
        254900KVLRCDMQRYY541
        H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A
        404030AJ7
        
          
        
        995000.00000000
        PA
        USD
        932812.50000000
        0.059035742585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 6.95% 03/15/2028
        655664AH3
        
          
        
        25000.00000000
        PA
        USD
        27281.25000000
        0.001726572974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        250000.00000000
        PA
        USD
        237707.20000000
        0.015043989086
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        MADISON IAQ LLC 5.875% 06/30/2029 144A
        55760LAB3
        
          
        
        425000.00000000
        PA
        USD
        381437.50000000
        0.024140377688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QWEST CORPORATION
        549300R2L4N683OO1509
        QWEST CORP 7.25% 09/15/2025
        912920AK1
        
          
        
        35000.00000000
        PA
        USD
        38503.85000000
        0.002436827741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        COMSTOCK RESOURCES INC 7.5% 05/15/2025 144A
        22304LAA8
        
          
        
        199000.00000000
        PA
        USD
        201985.00000000
        0.012783206127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.50% 02/15/2045
        912810RK6
        
          
        
        17524000.00000000
        PA
        USD
        17068102.28000000
        1.080204320410
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 9.875% 08/01/2027 144A
        143658BJ0
        
          
        
        1000000.00000000
        PA
        USD
        1105320.00000000
        0.069953379693
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          0.09875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 6% 02/15/2028 144A
        097751BX8
        
          
        
        280000.00000000
        PA
        USD
        262427.20000000
        0.016608465931
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH
        BZO2P8KHO2O10H5QQ663
        ITAU UNIBANCO HLDG SA KY BRH 6.125/VAR PERP 144A
        46556UAB0
        
          
        
        785000.00000000
        PA
        USD
        780093.75000000
        0.049370493875
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        LAMB WESTON HOLDINGS INC
        5493005SMYID1D2OY946
        LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A
        513272AE4
        
          
        
        275000.00000000
        PA
        USD
        256910.50000000
        0.016259325583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
        05605HAB6
        
          
        
        630000.00000000
        PA
        USD
        606425.40000000
        0.038379389011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA SA
        549300YWR8TN1OFD4P06
        PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A
        716558AG6
        
          
        
        585000.00000000
        PA
        USD
        39487.50000000
        0.002499080882
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2024-05-16
          Fixed
          0.06000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        PARKLAND CORP 4.5% 10/01/2029 144A
        70137WAG3
        
          
        
        440000.00000000
        PA
        USD
        407943.80000000
        0.025817905705
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        OPTION CARE HEALTH INC 4.375% 10/31/2029 144A
        68404LAA0
        
          
        
        300000.00000000
        PA
        USD
        281250.00000000
        0.017799721382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-31
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS
        N/A
        
          
        
        12360000.00000000
        PA
        
        12960846.36000000
        0.820264725660
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2032-02-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167735
        
          
        
        26574.00000000
        NS
        USD
        2311938.00000000
        0.146317696903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP INC
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A
        71376LAE0
        
          
        
        400000.00000000
        PA
        USD
        364500.00000000
        0.023068438911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        6237000.00000000
        PA
        USD
        5471018.44000000
        0.346249258352
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR PETROLEUM
        254900QTESJKJ3P87J26
        QATAR PETROLEUM 1.375% 09/12/2026 144A
        74730DAB9
        
          
        
        1260000.00000000
        PA
        USD
        1174572.00000000
        0.074336193222
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-09-12
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH GMTN RSC LTD
        213800WRY6FRL9IXLT77
        MDGH GMTN RSC LTD 2.875% 11/07/2029 144A
        55276VAJ1
        
          
        
        530000.00000000
        PA
        USD
        512112.50000000
        0.032410523792
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2029-11-07
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OIL AND GAS HOLDING CO BSCC/THE
        549300OBH16L6TS6IW50
        OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A
        67778M2C3
        
          
        
        855000.00000000
        PA
        USD
        899887.50000000
        0.056951988536
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2024-11-07
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CORPORATION
        5493003Q8F0T4F4YMR48
        CALIFORNIA RES CORP
        13057Q305
        
          
        
        106699.00000000
        NS
        USD
        4772646.27000000
        0.302050751517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        COLOMBIA REPUBLIC OF 3.125% 04/15/2031
        195325DS1
        
          
        
        535000.00000000
        PA
        USD
        452676.88000000
        0.028648968321
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        4704000.00000000
        PA
        USD
        4386663.74000000
        0.277622728432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A4 PP
        N/A
        
          
        
        16755.00000000
        NS
        USD
        18.62000000
        0.000001178420
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        GLATFELTER CORP
        549300LDQLQBT38QDY28
        GLATFELTER CORP 4.75% 11/15/2029 144A
        377320AA4
        
          
        
        415000.00000000
        PA
        USD
        351712.50000000
        0.022259144913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 6.625% 01/15/2027
        78454LAP5
        
          
        
        1125000.00000000
        PA
        USD
        1153305.00000000
        0.072990249490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRES
        549300L6AYROPOTQ4L07
        PROVINCIA DE BUENOS AIRES STEP 09/01/2037 144A
        N/A
        
          
        
        550000.00000000
        PA
        USD
        234884.38000000
        0.014865338741
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2037-09-01
          Variable
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -11706.35000000
        -0.00074087028
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            403914.35000000
            USD
            354000.00000000
            EUR
            2022-05-18
            -11706.35000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7754.91000000
        0.000490791955
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1945529.56000000
            USD
            1763000.00000000
            EUR
            2022-05-18
            7754.91000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3980.76000000
        -0.00025193393
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            732000.00000000
            EUR
            807025.61000000
            USD
            2022-05-18
            -3980.76000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        UKRAINE CABINET OF MINISTERS 7.75% 09/01/2022 144A
        903724AP7
        
          
        
        566000.00000000
        PA
        USD
        336770.00000000
        0.021313465493
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2022-09-01
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR SA
        549300CTHC1CP86P2G96
        MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A
        600814AR8
        
          
        
        645000.00000000
        PA
        USD
        599288.85000000
        0.037927731760
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-27
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HTA GROUP LTD/MAURITIUS
        213800WEFU8O8X6EPU13
        HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A
        40435WAB6
        
          
        
        455000.00000000
        PA
        USD
        449596.88000000
        0.028454041594
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-12-18
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD
        N/A
        SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A
        84859BAA9
        
          
        
        462000.00000000
        PA
        USD
        492030.00000000
        0.031139544575
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO LLC / RADIATE FIN INC
        N/A
        RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A
        75026JAC4
        
          
        
        495000.00000000
        PA
        USD
        477675.00000000
        0.030231046796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4507.31000000
        0.000285258176
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            888486.04000000
            USD
            806000.00000000
            EUR
            2022-05-18
            4507.31000000
          
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        5493003VOR6NTY465495
        GEO GROUP INC/THE 5.875% 10/15/2024
        36162JAA4
        
          
        
        810000.00000000
        PA
        USD
        697142.70000000
        0.044120696263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A
        455780BU9
        
          
        
        825000.00000000
        PA
        USD
        912747.00000000
        0.057765839263
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2045-01-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIZIENT INC
        5493007V6T3HZ7777P70
        VIZIENT INC 6.25% 05/15/2027 144A
        92856JAB6
        
          
        
        145000.00000000
        PA
        USD
        149350.00000000
        0.009452047603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLE ONDA SA
        5299008Q5GONPYNF9J32
        CABLE ONDA SA 4.5% 01/30/2030 144A
        12686LAA7
        
          
        
        740000.00000000
        PA
        USD
        715395.00000000
        0.045275845968
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-01-30
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        VEON HOLDINGS BV 7.25% 04/26/2023 144A
        36251BAB1
        
          
        
        445000.00000000
        PA
        USD
        287025.00000000
        0.018165208995
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-04-26
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT MIDSTREAM INC 4.125% 06/15/2029 144A
        23345MAA5
        
          
        
        430000.00000000
        PA
        USD
        412286.15000000
        0.026092723910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.625% 04/22/2025
        3135G03U5
        
          
        
        210000.00000000
        PA
        USD
        198315.62000000
        0.012550978779
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASPAN CORPORATION
        5493007Z8Q1H45KT7W98
        SEASPAN CORPORATION 5.5% 08/01/2029 144A
        81254UAK2
        
          
        
        425000.00000000
        PA
        USD
        397375.00000000
        0.025149028566
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2029-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
        483007AJ9
        
          
        
        595000.00000000
        PA
        USD
        558919.20000000
        0.035372821459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX MIDSTREAM PARTNERS LP
        N/A
        CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A
        12654AAA9
        
          
        
        295000.00000000
        PA
        USD
        276258.65000000
        0.017483829331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.4% 03/20/2056
        N/A
        
          
        
        230150000.00000000
        PA
        
        1602240.25000000
        0.101402417913
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 4.875% 06/06/2025 144A
        58547DAA7
        
          
        
        1502000.00000000
        PA
        USD
        1376207.50000000
        0.087097280230
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-06
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP
        14448C104
        
          
        
        11700.00000000
        NS
        USD
        536679.00000000
        0.033965285944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SABERT CORPORATION
        54930029JPYBTHDWT603
        SABERT TERM B 1LN 12/10/2026
        78516EAB8
        
          
        
        411323.35000000
        PA
        USD
        394870.42000000
        0.024990518962
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-10
          Variable
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DARLING INGREDIENTS INC
        L1N0SPPKS7EXZYUMZ898
        DARLING INGREDIENTS INC
        237266101
        
          
        
        16900.00000000
        NS
        USD
        1358422.00000000
        0.085971673316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUSHMAN and WAKEFIELD US BORROWER LLC
        N/A
        CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A
        23166MAA1
        
          
        
        650000.00000000
        PA
        USD
        679250.00000000
        0.042988304886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 2.252% 09/29/2032
        698299BN3
        
          
        
        400000.00000000
        PA
        USD
        353825.00000000
        0.022392840598
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          0.02252000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METALSA S A DE C V
        549300F2FONGJR575V67
        METALSA S A DE C V 3.75% 05/04/2031 144A
        59132VAB4
        
          
        
        455000.00000000
        PA
        USD
        391868.75000000
        0.024800549577
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-04
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A
        185899AK7
        
          
        
        465000.00000000
        PA
        USD
        458627.18000000
        0.029025550302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BENIN
        635400Q11P6AE5A5Y230
        REPUBLIC OF BENIN 4.875% 01/19/2032 144A
        N/A
        
          
        
        510000.00000000
        PA
        
        492183.07000000
        0.031149232054
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2032-01-19
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLOGIC INC
        549300DYP6F5ZJL0LB74
        HOLOGIC INC 4.625% 02/01/2028 144A
        436440AM3
        
          
        
        215000.00000000
        PA
        USD
        217687.50000000
        0.013776984350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS INC
        335934105
        
          
        
        54800.00000000
        NS
        
        1897167.54000000
        0.120067746233
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 07/31/2024
        9128282N9
        
          
        
        9671000.00000000
        PA
        USD
        9602245.19000000
        0.607705916552
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-31
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDI ESCROW ISSUER INC
        N/A
        CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A
        12511VAA6
        
          
        
        280000.00000000
        PA
        USD
        282800.00000000
        0.017897817624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELTIC RESOURCES HOLDINGS DAC
        213800BMR8PHADXZAB66
        CELTIC RESOURCES HOLDINGS DAC 4.125% 10/09/2024 144A
        15119CAA7
        
          
        
        445000.00000000
        PA
        USD
        111250.00000000
        0.007040778680
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-10-09
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS and ENTERTAINMENT INC
        549300UZV72O3371JJ53
        SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A
        81282UAG7
        
          
        
        560000.00000000
        PA
        USD
        534094.40000000
        0.033801712042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 6.625% 01/15/2027
        629377CC4
        
          
        
        410000.00000000
        PA
        USD
        422517.30000000
        0.026740231891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
        N/A
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A
        91327BAB6
        
          
        
        940000.00000000
        PA
        USD
        887134.40000000
        0.056144871640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 5% 10/01/2028 144A
        62886EAY4
        
          
        
        335000.00000000
        PA
        USD
        320762.50000000
        0.020300384462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027
        24736CBS2
        
          
        
        205000.00000000
        PA
        USD
        211373.45000000
        0.013377381396
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Variable
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAP LTD
        549300G7YFX3540OYR85
        PETRONAS CAP LTD 3.5% 04/21/2030 144A
        716743AP4
        
          
        
        230000.00000000
        PA
        USD
        233325.80000000
        0.014766699489
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEVENS HOLDING CO INC
        N/A
        STEVENS HOLDING CO INC 6.125% 10/01/2026 144A
        86024TAA5
        
          
        
        155000.00000000
        PA
        USD
        160073.15000000
        0.010130693229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FIN S A
        N/A
        CAMELOT FIN S A 4.5% 11/01/2026 144A
        13323AAB6
        
          
        
        570000.00000000
        PA
        USD
        554325.00000000
        0.035082064197
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A
        1248EPBT9
        
          
        
        1840000.00000000
        PA
        USD
        1842714.00000000
        0.116621496135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LLC
        549300H5PS5C68DAUX66
        BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A
        092174AA9
        
          
        
        690000.00000000
        PA
        USD
        653913.00000000
        0.041384779408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046
        694308HN0
        
          
        
        125000.00000000
        PA
        USD
        108074.54000000
        0.006839810490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
        674599DJ1
        
          
        
        350000.00000000
        PA
        USD
        388500.00000000
        0.024587348469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIWD HOLDCO II LLC / MIWD FINANCE CORP
        N/A
        MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A
        55337PAA0
        
          
        
        185000.00000000
        PA
        USD
        172743.75000000
        0.010932588873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS
        N/A
        EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS
        N/A
        
          
        
        400000.00000000
        PA
        USD
        341950.00000000
        0.021641296806
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-09-09
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO
        213800JYI4P7V5QDOG59
        ZIGGO BOND CO 5.125% 02/28/2030 144A
        98953GAD7
        
          
        
        315000.00000000
        PA
        USD
        293148.45000000
        0.018552749275
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF
        549300KPBYGYF7HCHO27
        ARGENTINA REPUBLIC OF STEP 07/09/2035
        040114HT0
        
          
        
        1857241.00000000
        PA
        USD
        565529.88000000
        0.035791197502
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A
        80413TAF6
        
          
        
        330000.00000000
        PA
        USD
        353925.00000000
        0.022399169387
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2047-10-04
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        543666.11000000
        PA
        USD
        519517.11000000
        0.032879145996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW COTAI LLC
        N/A
        NEW COTAI LLC CONV 5% 02/24/2027
        N/A
        
          
        
        282655.77000000
        PA
        USD
        282655.77000000
        0.017888689611
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2027-02-24
          Fixed
          0.05000000
          N
          N
          Y
          N
          N
          
            
              NEW COTAI LLC
              NEW COTAI LLC PP
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP ATLAS BUYER INC 7% 12/01/2028 144A
        12597YAA7
        
          
        
        325000.00000000
        PA
        USD
        277108.00000000
        0.017537582908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC 3.375% 02/15/2031 144A
        126307BF3
        
          
        
        860000.00000000
        PA
        USD
        724550.00000000
        0.045855246676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/51#MA4468
        31418D6E7
        
          
        
        3999602.50800000
        PA
        USD
        4011191.36000000
        0.253859870651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM UK HOLDINGS PLC
        549300JTYP71LZZSE903
        TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
        89365DAB9
        
          
        
        1805000.00000000
        PA
        USD
        1838212.00000000
        0.116336574017
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAGUAY REPUBLIC OF
        529900UXKJTJPCU0HK83
        PARAGUAY REP 2.739% 01/29/2033 144A
        699149AK6
        
          
        
        225000.00000000
        PA
        USD
        198534.38000000
        0.012564823640
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2033-01-29
          Fixed
          0.02739000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVELOPMENT BANK OF MONGOLIA
        254900HRWK3OKXS9UW60
        DEVELOPMENT BANK OF MONGOLIA 7.25% 10/23/2023 144A
        25161AAA7
        
          
        
        105000.00000000
        PA
        USD
        105971.25000000
        0.006706697687
        Long
        DBT
        CORP
        MN
        N
        
        2
        
          2023-10-23
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP SEMICONDUCTORS NV
        724500M9BY5293JDF951
        NXP SEMICONDUCTORS NV
        N/A
        
          
        
        3000.00000000
        NS
        USD
        555240.00000000
        0.035139972624
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
        90353TAE0
        
          
        
        2950000.00000000
        PA
        USD
        3145467.00000000
        0.199069995443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CORPORATION
        5493003Q8F0T4F4YMR48
        CALIFORNIA RES CORP WT 10/27/24
        13057Q123
        
          
        
        3099.00000000
        NS
        USD
        44594.61000000
        0.002822299140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM PARTNERS LP
        N/A
        HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
        428104AA1
        
          
        
        595000.00000000
        PA
        USD
        594610.28000000
        0.037631634898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        ARCONIC CORP 6.125% 02/15/2028 144A
        03966VAA5
        
          
        
        875000.00000000
        PA
        USD
        877944.38000000
        0.055563254590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS BIDCO LTD
        549300L82YB0C6JQIC26
        GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A
        36321PAD2
        
          
        
        390000.00000000
        PA
        USD
        358312.50000000
        0.022676845041
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA INC
        N/A
        HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A
        44055PAA4
        
          
        
        650000.00000000
        PA
        USD
        666263.00000000
        0.042166384951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC
        12769G100
        
          
        
        32600.00000000
        NS
        USD
        2521936.00000000
        0.159608028960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
        75041VAA2
        
          
        
        2690000.00000000
        PA
        USD
        2690000.00000000
        0.170244446291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUAIGAZ NATIONAL CO JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A
        48667QAP0
        
          
        
        170000.00000000
        PA
        USD
        150641.25000000
        0.009533768102
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2047-04-19
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -9103.67000000
        -0.00057615214
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            2076000.00000000
            EUR
            2290963.57000000
            USD
            2022-05-18
            -9103.67000000
          
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        100000.00000000
        PA
        USD
        95226.56000000
        0.006026688839
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        AVANTOR FUNDING INC 3.875% 11/01/2029 144A
        05352TAB5
        
          
        
        275000.00000000
        PA
        USD
        258500.00000000
        0.016359921697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        2583000.00000000
        PA
        USD
        2473222.50000000
        0.156525053928
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC
        548661107
        
          
        
        7500.00000000
        NS
        USD
        1516425.00000000
        0.095971351103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD 10.875% 06/01/2023 144A
        780153AY8
        
          
        
        845000.00000000
        PA
        USD
        899147.60000000
        0.056905161820
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-01
          Fixed
          0.10875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / ACRISURE FINANCE INC
        N/A
        ACRISURE LLC 10.125% 08/01/2026 144A
        00489LAD5
        
          
        
        605000.00000000
        PA
        USD
        644325.00000000
        0.040777975039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.10125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA 4.5% 10/22/2025 144A
        67091TAC9
        
          
        
        115000.00000000
        PA
        USD
        115416.88000000
        0.007304491757
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2025-10-22
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PIPECO LLC 4.875% 08/15/2027 144A
        62912XAF1
        
          
        
        150000.00000000
        PA
        USD
        155694.00000000
        0.009853546030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIVATE SCIENCE HLDGS CORP
        N/A
        CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A
        18064PAD1
        
          
        
        475000.00000000
        PA
        USD
        446884.75000000
        0.028282396587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
        N/A
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
        013092AE1
        
          
        
        5365000.00000000
        PA
        USD
        5224168.75000000
        0.330626660288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS CORP 5.25% 12/01/2026 144A
        25470XBE4
        
          
        
        685000.00000000
        PA
        USD
        652462.50000000
        0.041292980311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 7.25% 12/23/2023
        900123CR9
        
          
        
        560000.00000000
        PA
        USD
        570780.00000000
        0.036123466562
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2023-12-23
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        REPUBLIC OF ARMENIA 7.15% 03/26/2025 144A
        042207AB6
        
          
        
        245000.00000000
        PA
        USD
        242749.06000000
        0.015363077809
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2025-03-26
          Fixed
          0.07150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2W DIGITAL LUX SARL
        222100KMO43GQ28M6N31
        B2W DIGITAL LUX SARL 4.375% 12/20/2030 144A
        05609AAA9
        
          
        
        895000.00000000
        PA
        USD
        769308.44000000
        0.048687914273
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-12-20
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO OAK TREE PTE LTD
        254900AU06KP3JTGZL51
        MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A
        58405FAA3
        
          
        
        105000.00000000
        PA
        USD
        106050.00000000
        0.006711681609
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-05-14
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA REPUBLIC OF
        549300S1EK2VN6XVJP58
        COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A
        221597CP0
        
          
        
        150000.00000000
        PA
        USD
        151762.50000000
        0.009604729658
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2031-02-19
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028
        91087BAE0
        
          
        
        590000.00000000
        PA
        USD
        600915.00000000
        0.038030647376
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2028-01-11
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 4.817% 03/14/2049 144A
        74727PBB6
        
          
        
        1060000.00000000
        PA
        USD
        1253450.00000000
        0.079328216060
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2049-03-14
          Fixed
          0.04817000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A
        88023UAJ0
        
          
        
        735000.00000000
        PA
        USD
        630262.50000000
        0.039887988970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#RA6987
        3133KNXQ1
        
          
        
        800153.00000000
        PA
        USD
        808285.11000000
        0.051154665798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        -100000.00000000
        PA
        USD
        -95082.88000000
        -0.00601759563
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOUR MINING PLC
        529900NI5MXQ91GHXR07
        ENDEAVOUR MINING PLC 5% 10/14/2026 144A
        29261HAA3
        
          
        
        350000.00000000
        PA
        USD
        319878.13000000
        0.020244414543
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-10-14
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 2.5% 05/01/2041#SC0167
        3132D9FG4
        
          
        
        1584856.62700000
        PA
        USD
        1536993.80000000
        0.097273107224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORACION NACIONAL DEL COBRE DE CHILE
        549300UVMBCBCIPSUI70
        CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A
        21987BBA5
        
          
        
        650000.00000000
        PA
        USD
        583700.00000000
        0.036941146208
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-01-30
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO PLATINUM ROAD PTE LTD
        254900CW3HTAEZITE455
        MEDCO PLATINUM ROAD PTE LTD 6.75% 01/30/2025 144A
        58406HAA8
        
          
        
        485000.00000000
        PA
        USD
        486303.44000000
        0.030777122629
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-01-30
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 4.625% 06/15/2045
        674599CF0
        
          
        
        665000.00000000
        PA
        USD
        645050.00000000
        0.040823858765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JORDAN KINGDOM OF
        5493000JZ4MYPVMBVN50
        JORDAN KINGDOM OF 7.375% 10/10/2047 144A
        418097AJ0
        
          
        
        110000.00000000
        PA
        USD
        99433.13000000
        0.006292913814
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2047-10-10
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG'06 PTY LTD
        549300EFD6S2NFE9D745
        FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A
        30251GAW7
        
          
        
        495000.00000000
        PA
        USD
        504479.25000000
        0.031927431443
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-05-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP 4% 09/15/2030
        682691AA8
        
          
        
        330000.00000000
        PA
        USD
        291225.00000000
        0.018431018167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1% 07/31/2028
        91282CCR0
        
          
        
        4418000.00000000
        PA
        USD
        4042642.57000000
        0.255850351629
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBECOR MEDIA INC
        5493006O1E1TBNKPQW25
        QUEBECOR MEDIA INC 5.75% 01/15/2023
        74819RAP1
        
          
        
        790000.00000000
        PA
        USD
        803967.20000000
        0.050881394349
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF UZBEKISTAN
        253400TZJ7T1YULTGN68
        NATIONAL BANK OF UZBEKISTAN 4.85% 10/21/2025 REGS
        N/A
        
          
        
        225000.00000000
        PA
        USD
        192557.81000000
        0.012186579086
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2025-10-21
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.95% 01/28/2060
        71654QDF6
        
          
        
        145000.00000000
        PA
        USD
        117435.50000000
        0.007432245974
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORBES ENERGY SVCS LTD
        5493000KNGZL65YWY755
        FORBES ENERGY SVCS LTD NEW
        345143200
        
          
        
        6562.00000000
        NS
        USD
        0.66000000
        0.000000041770
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/15/2024
        91282CCC3
        
          
        
        73000.00000000
        PA
        USD
        69774.88000000
        0.004415905505
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROOFPOINT INC
        529900C5FODDK0WSR085
        PROOFPOINT TERM B 1LN 08/31/2028
        74345HAB7
        
          
        
        310000.00000000
        PA
        USD
        306338.90000000
        0.019387545133
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-31
          Variable
          0.03757860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        9293000.00000000
        PA
        USD
        8526327.50000000
        0.539613347262
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 10/31/2028
        91282CDF5
        
          
        
        3514000.00000000
        PA
        USD
        3285040.94000000
        0.207903336756
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER TERM B 1LN 05/01/2028
        35906EAQ3
        
          
        
        262875.19000000
        PA
        USD
        258493.06000000
        0.016359482479
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-01
          Variable
          0.04812500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER A WT 02/09/26
        165167164
        
          
        
        6246.00000000
        NS
        USD
        399931.38000000
        0.025310816484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 04/01/2052 #TBA
        01F032641
        
          
        
        -4200000.00000000
        PA
        USD
        -4207546.98000000
        -0.26628680515
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF GEORGIA JSC
        549300RPLD8RXL49Z691
        BANK OF GEORGIA JSC 6% 07/26/2023 144A
        47973XAA9
        
          
        
        825000.00000000
        PA
        USD
        820875.00000000
        0.051951453475
        Long
        DBT
        CORP
        GE
        N
        
        2
        
          2023-07-26
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSW STEEL LTD
        335800EK6HZSC4CVAJ09
        JSW STEEL LTD 3.95% 04/05/2027 144A
        46635UAC3
        
          
        
        460000.00000000
        PA
        USD
        434010.00000000
        0.027467580719
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-04-05
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC HOLDINGS INC 10.5% 05/15/2029 144A
        87256YAA1
        
          
        
        605000.00000000
        PA
        USD
        617100.00000000
        0.039054962009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.10500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUXEMBOURG NOTES SARL
        2138007RI9GLJPCC3E25
        TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A
        N/A
        
          
        
        600000.00000000
        PA
        USD
        579000.00000000
        0.036643693086
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERMUDA GOVERNMENT OF
        549300FP5PUZXX9FVJ40
        BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A
        085209AG9
        
          
        
        55000.00000000
        PA
        USD
        50352.50000000
        0.003186703896
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2030-08-20
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 7% 10/01/2024
        165167DA2
        
          
        
        360000.00000000
        PA
        USD
        0.04000000
        0.000000002531
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-01
          Fixed
          0.07000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        NEXSTAR BROADCASTING TERM B 09/19/2026
        65336RAW8
        
          
        
        207058.99000000
        PA
        USD
        206060.97000000
        0.013041165702
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Variable
          0.02730570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT LLC NV
        N/A
        GOLDEN NUGGET TERM B 1LN 01/27/2029
        N/A
        
          
        
        175000.00000000
        PA
        USD
        173906.25000000
        0.011006161054
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
        N/A
        NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 04/15/2026
        62913TAP7
        
          
        
        860000.00000000
        PA
        USD
        750350.00000000
        0.047488074451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL, STATE OF
        213800T8ZHTFZIBYPE21
        ISRAEL STATE OF 3.375% 01/15/2050
        46513JXN6
        
          
        
        595000.00000000
        PA
        USD
        563018.75000000
        0.035632273362
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2050-01-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER AG
        549300J4U55H3WP1XT59
        BAYER AG 5.375%/VAR 03/25/2082 REGS
        N/A
        
          
        
        700000.00000000
        PA
        
        795345.08000000
        0.050335718496
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2082-03-25
          Variable
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
        254900HXCCIOHM74FA02
        SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A
        85227SBB1
        
          
        
        235000.00000000
        PA
        USD
        111063.35000000
        0.007028965994
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2030-03-28
          Fixed
          0.07550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUAIGAZ NATIONAL CO JSC
        2138001H1M69RFJCSH88
        KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A
        48126PAA0
        
          
        
        335000.00000000
        PA
        USD
        277212.50000000
        0.017544196493
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2033-04-14
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 02/28/2026
        9128286F2
        
          
        
        7215000.00000000
        PA
        USD
        7204853.91000000
        0.455980061159
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOREDOO INTERNATIONAL FINANCE LTD
        549300BHXCDJ03WU7N77
        OOREDOO INTL FIN LTD 3.25% 02/21/2023 144A
        74735K2A9
        
          
        
        450000.00000000
        PA
        USD
        452475.00000000
        0.028636191760
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-02-21
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3ML+0 PERP
        172967GD7
        
          
        
        2675000.00000000
        PA
        USD
        2703355.00000000
        0.171089656172
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 12/31/2026
        91282CDQ1
        
          
        
        2667000.00000000
        PA
        USD
        2519794.11000000
        0.159472473243
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA 6.625% 2/17/37 144A
        455780AX4
        
          
        
        220000.00000000
        PA
        USD
        276622.50000000
        0.017506856633
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2037-02-17
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARRAY TECHNOLOGIES INC
        549300JM5FECYJQ85V37
        ARRAY TECHNOLOGIES INC
        04271T100
        
          
        
        300.00000000
        NS
        USD
        3381.00000000
        0.000213976383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF
        549300KPBYGYF7HCHO27
        ARGENTINA REPUBLIC OF STEP 01/09/2038
        040114HU7
        
          
        
        897304.00000000
        PA
        USD
        338732.26000000
        0.021437652804
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2038-01-09
          Variable
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL FINANCE LTD
        N/A
        NCL FINANCE LTD 6.125% 03/15/2028 144A
        62888HAA7
        
          
        
        270000.00000000
        PA
        USD
        250383.15000000
        0.015846223320
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-03-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPERATING CO LLC / GD FINANCE CO INC
        N/A
        GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A
        38016LAC9
        
          
        
        610000.00000000
        PA
        USD
        560876.70000000
        0.035496707520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO 4.875% 09/01/2029 144A
        146869AH5
        
          
        
        980000.00000000
        PA
        USD
        809318.30000000
        0.051220054221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.875% 10/16/2025 WI
        71654QDH2
        
          
        
        520000.00000000
        PA
        USD
        543868.00000000
        0.034420262645
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-10-16
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        COLOMBIA REPUBLIC OF 4.125% 05/15/2051
        195325DT9
        
          
        
        220000.00000000
        PA
        USD
        166072.50000000
        0.010510379482
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FING SA
        549300DIYGW8HVDF7Q17
        ALTICE FING SA 5.75% 08/15/2029 144A
        02154CAH6
        
          
        
        1125000.00000000
        PA
        USD
        1020588.75000000
        0.064590916964
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST (COTE D'IVOIRE)
        254900ICW11T82O6H590
        IVORY COAST GOVT 6.125% 06/15/2033 144A
        N/A
        
          
        
        400000.00000000
        PA
        USD
        385325.00000000
        0.024386409393
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBYS
        549300P5BAAMQQ7VL735
        SOTHEBY'S TERM B 1LN 01/15/2027
        08883CAE8
        
          
        
        592722.74600000
        PA
        USD
        591981.84000000
        0.037465286455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C and W SENIOR FINANCING DAC
        5493009O8OIWZPZRY516
        C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A
        12674TAA4
        
          
        
        2630000.00000000
        PA
        USD
        2610275.00000000
        0.165198818603
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACYS RETAIL HOLDINGS LLC
        N/A
        MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A
        55617LAR3
        
          
        
        280000.00000000
        PA
        USD
        276500.00000000
        0.017499103866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Central Investment Portfolios LLC
        S2V1M15I679NQK6BNY65
        Fidelity Floating Rate Central Fund
        31606V708
        
          
        
        1397151.33700000
        NS
        USD
        139365845.87000000
        8.820171472891
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A
        12543DBM1
        
          
        
        825000.00000000
        PA
        USD
        791826.75000000
        0.050113050785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2387.98000000
        0.000151130235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            686745.85000000
            USD
            622000.00000000
            EUR
            2022-05-18
            2387.98000000
          
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.25% 9/15/39
        880591EH1
        
          
        
        126000.00000000
        PA
        USD
        159382.00000000
        0.010086951798
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2039-09-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING CO INC
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
        432833AL5
        
          
        
        500000.00000000
        PA
        USD
        471875.00000000
        0.029863976986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A
        92735LAA0
        
          
        
        440000.00000000
        PA
        USD
        466019.40000000
        0.029493388369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC
        159864107
        
          
        
        1800.00000000
        NS
        USD
        511146.00000000
        0.032349356038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPARC EM SPC
        N/A
        SPARC EM SPC 0% 12/05/2022 144A
        846502AC6
        
          
        
        24804.74000000
        PA
        USD
        24313.30000000
        0.001538737656
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-12-05
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HOLDINGS INC
        5493005SMYID1D2OY946
        LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A
        513272AD6
        
          
        
        555000.00000000
        PA
        USD
        518278.43000000
        0.032800752542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 04/14/2022
        912796P29
        
          
        
        640000.00000000
        PA
        USD
        639967.35000000
        0.040502188529
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINANCE BV
        724500PBR8LR26XBSP67
        EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025
        29082HAA0
        
          
        
        715000.00000000
        PA
        USD
        722150.00000000
        0.045703355720
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-15
          Fixed
          0.05050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY-BOWES INC
        549300N2O26NW4ST6W55
        PITNEY-BOWES INC 6.875% 03/15/2027 144A
        724479AP5
        
          
        
        295000.00000000
        PA
        USD
        279016.90000000
        0.017658393177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE CO
        N/A
        TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037
        880451AU3
        
          
        
        50000.00000000
        PA
        USD
        63385.98000000
        0.004011565452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/31/2022
        91282CAG6
        
          
        
        5100000.00000000
        PA
        USD
        5083066.42000000
        0.321696590384
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 10.5% 02/01/2026 144A
        143658BG6
        
          
        
        730000.00000000
        PA
        USD
        809387.50000000
        0.051224433744
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          0.10500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS INC
        KOO0397YRO83WY5MGD97
        VALEANT PHARMACEUTICALS TERM B INCR 06/1/2025
        N/A
        
          
        
        74175.27000000
        PA
        USD
        73495.08000000
        0.004651349144
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-01
          Variable
          0.03208570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE HOSTING INC
        549300QTYCKLMFSE8I97
        RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
        750098AA3
        
          
        
        380000.00000000
        PA
        USD
        329707.00000000
        0.020866463068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 5.75% 03/22/2024
        900123CF5
        
          
        
        260000.00000000
        PA
        USD
        256311.25000000
        0.016221400310
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2024-03-22
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP
        29273VAJ9
        
          
        
        1515000.00000000
        PA
        USD
        1355925.00000000
        0.085813643434
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CARGO AIRCRAFT MANAGEMENT INC
        549300GH5J7LOMV44F11
        CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A
        14180LAA4
        
          
        
        365000.00000000
        PA
        USD
        354050.00000000
        0.022407080375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZEBRA TECHNOLOGIES CORP
        PO0I32GKZ3HZMMDPZZ08
        ZEBRA TECHNOLOGIES CORP CL A
        989207105
        
          
        
        2300.00000000
        NS
        USD
        951510.00000000
        0.060219068063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS SA
        529900RM0MTMZL9O5050
        JBS SA
        N/A
        
          
        
        248400.00000000
        NS
        
        1942414.38000000
        0.122931323640
        Long
        EC
        CORP
        BR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        BRASKEM IDESA SAPI 7.45% 11/15/2029 144A
        10554NAA6
        
          
        
        125000.00000000
        PA
        USD
        126375.00000000
        0.007998008141
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-11-15
          Fixed
          0.07450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        498.20000000
        0.000031530030
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            330773.53000000
            USD
            299000.00000000
            EUR
            2022-05-18
            498.20000000
          
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
        N/A
        CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
        226373AP3
        
          
        
        250000.00000000
        PA
        USD
        251168.75000000
        0.015895942293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISC CAPITAL TWO LABUAN LIMITED
        9845000ED8376T875113
        MISC CAPITAL TWO LABUAN LIMITED 3.625% 04/06/2025 144A
        60475DAA9
        
          
        
        360000.00000000
        PA
        USD
        359902.80000000
        0.022777491786
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2025-04-06
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC
        N/A
        RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A
        76954LAA7
        
          
        
        1395000.00000000
        PA
        USD
        1358381.25000000
        0.085969094334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Variable
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HLDGS LTD
        3789001900ED06F65111
        ESKOM HLDGS LTD 7.125% 02/11/2025 144A
        29646AAB2
        
          
        
        75000.00000000
        PA
        USD
        72337.50000000
        0.004578088339
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH INC
        254900AA3KZN4Q7A5Z33
        ATHENAHEALTH TERM DD 1LN 02/15/2029
        04686RAC7
        
          
        
        80434.78000000
        PA
        USD
        79449.45000000
        0.005028188707
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
        N/A
        ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026
        451102BT3
        
          
        
        1305000.00000000
        PA
        USD
        1331100.00000000
        0.084242521360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GABONESE REPUBLIC
        N/A
        GABONESE REPUBLIC 7% 11/24/2031 144A
        362420AE1
        
          
        
        455000.00000000
        PA
        USD
        432818.75000000
        0.027392189010
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-11-24
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING CO INC
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
        432833AJ0
        
          
        
        330000.00000000
        PA
        USD
        309759.45000000
        0.019604024553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENINSULA PACIFIC ENTERTAINMENT
        N/A
        PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
        70715XAA4
        
          
        
        665000.00000000
        PA
        USD
        735656.25000000
        0.046558137896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 4.625% 01/15/2029
        893647BP1
        
          
        
        930000.00000000
        PA
        USD
        869522.10000000
        0.055030226190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABIC CAPITAL II BV
        2138005PCUTH59D4RJ83
        SABIC CAPITAL II BV 4% 10/10/2023 144A
        78520LAA8
        
          
        
        560000.00000000
        PA
        USD
        570500.00000000
        0.036105745951
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-10-10
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WATER US HOLDING CORPORATION
        549300YU2GGVCBN3MY89
        OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A
        681639AA8
        
          
        
        560000.00000000
        PA
        USD
        508583.60000000
        0.032187187128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT, (ARAB) REPUBLIC OF
        529900GFIVH4086NMH82
        EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 7.903% 02/21/2048 144A
        03846JW55
        
          
        
        385000.00000000
        PA
        USD
        311850.00000000
        0.019736331069
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2048-02-21
          Fixed
          0.07903000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP / VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A
        92564RAB1
        
          
        
        650000.00000000
        PA
        USD
        648375.00000000
        0.041034291027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FIN S A
        N/A
        CAMELOT FIN S A 1 TERM B 10/31/2026
        N/A
        
          
        
        58650.00000000
        PA
        USD
        57941.51000000
        0.003666996389
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2026-10-31
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
        N/A
        
          
        
        122000.00000000
        PA
        USD
        0.01000000
        0.000000000632
        Long
        LON
        CORP
        US
        N
        
        3
        
          2049-12-31
          Variable
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 5.75% 09/01/2027 144A
        62886EAU2
        
          
        
        485000.00000000
        PA
        USD
        485000.00000000
        0.030694630651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATS AUTOMATION TOOLING SYSTEMS INC
        5493005KP4RP3IU7HQ41
        ATS AUTOMATION TOOLING SYS INC 4.125% 12/15/2028 144A
        001940AC9
        
          
        
        460000.00000000
        PA
        USD
        432400.00000000
        0.027365687203
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USIMINAS INTERNATIONAL SARL
        529900KLYX6QPXVIVP43
        USIMINAS INTERNATIONAL SARL 5.875% 07/18/2026 144A
        91734JAA8
        
          
        
        560000.00000000
        PA
        USD
        572810.00000000
        0.036251940996
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-07-18
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO LAUREL TREE PTE LTD
        254900SX7FFGRREZD046
        MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A
        58406RAA6
        
          
        
        640000.00000000
        PA
        USD
        622400.00000000
        0.039390387870
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2028-11-12
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377508
        
          
        
        24200.00000000
        NS
        USD
        928312.00000000
        0.058750915399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD 5.875% 09/15/2027 144A
        92676XAD9
        
          
        
        595000.00000000
        PA
        USD
        542294.90000000
        0.034320704452
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FDG LLC
        635400SZTPQL3Y1P2C76
        DAE FDG LLC 1.55% 08/01/2024 144A
        23371DAJ3
        
          
        
        650000.00000000
        PA
        USD
        611812.50000000
        0.038720327247
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          0.01550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLEODUCTO CENTRAL SA
        254900W4CPYCQFVH5E92
        OLEODUCTO CENTRAL SA 4% 07/14/2027 144A
        680617AC1
        
          
        
        585000.00000000
        PA
        USD
        546975.00000000
        0.034616898145
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2027-07-14
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCESS BANK NIGERIA PLC
        029200328C3N9YI2D660
        ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A
        00434G2B5
        
          
        
        480000.00000000
        PA
        USD
        446400.00000000
        0.028251717778
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2026-09-21
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY GOVT 6% 1/14/41
        900123BJ8
        
          
        
        165000.00000000
        PA
        USD
        128679.38000000
        0.008143847508
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2041-01-14
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2022
        912828ZR4
        
          
        
        7075000.00000000
        PA
        USD
        7071909.64000000
        0.447566297726
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC
        2549002HARR1VE257O76
        STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS
        N/A
        
          
        
        400000.00000000
        PA
        USD
        443200.00000000
        0.028049196504
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        19656000.00000000
        PA
        USD
        17733397.50000000
        1.122309456599
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIQUID TELECOMMUNICATIONS FINANCING PLC
        635400MXAVJRJJCWVI87
        LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A
        536333AB3
        
          
        
        605000.00000000
        PA
        USD
        573237.50000000
        0.036278996572
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-04
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMPOSOL SA RGS
        5493008B0STMH3JFSW17
        CAMPOSOL SA 6% 02/03/2027 144A
        134638AE5
        
          
        
        225000.00000000
        PA
        USD
        211190.63000000
        0.013365811102
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2027-02-03
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO HOLDINGS II INC 5.5% 04/15/2029 144A
        64083YAA9
        
          
        
        715000.00000000
        PA
        USD
        702487.50000000
        0.044458957421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 3.16% 01/23/2030
        698299BK9
        
          
        
        440000.00000000
        PA
        USD
        430045.00000000
        0.027216644202
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          0.03160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 6.75/3ML+378 PERP
        46625HJQ4
        
          
        
        400000.00000000
        PA
        USD
        417424.00000000
        0.026417887638
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CORPORACION NACIONAL DEL COBRE DE CHILE
        549300UVMBCBCIPSUI70
        CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A
        21987BBB3
        
          
        
        280000.00000000
        PA
        USD
        269027.50000000
        0.017026185046
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-14
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLCAN CIA MINERA SAA
        549300XKJ91C4SZLG750
        VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A
        92863UAB2
        
          
        
        185000.00000000
        PA
        USD
        177137.50000000
        0.011210660076
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A
        92328MAB9
        
          
        
        355000.00000000
        PA
        USD
        348308.25000000
        0.022043697085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC 3.25% 08/15/2033 144A
        55354GAQ3
        
          
        
        420000.00000000
        PA
        USD
        377501.25000000
        0.023891260699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FINANCE CO LTD
        335800TM2YO24B76XL26
        SHRIRAM TRANSPORT FIN CO LTD 4.15% 07/18/2025 144A
        825547AE2
        
          
        
        500000.00000000
        PA
        USD
        475875.00000000
        0.030117128579
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2025-07-18
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1109.45000000
        -0.00007021475
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            429879.21000000
            USD
            387000.00000000
            EUR
            2022-05-18
            -1109.45000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 6.875%/VAR PERP
        55336VAU4
        
          
        
        1550000.00000000
        PA
        USD
        1519000.00000000
        0.096134317441
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
        674599DL6
        
          
        
        705000.00000000
        PA
        USD
        828375.00000000
        0.052426112712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR FINANCE BV
        213800F4XI4RJB82XM19
        VTR FINANCE BV 6.375% 07/15/2028 144A
        918374AA7
        
          
        
        320000.00000000
        PA
        USD
        312000.00000000
        0.019745824253
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HLDG INC
        549300NYHOALWZ2BSL72
        CITGO HLDG INC 9.25% 08/01/2024 144A
        17302WAB4
        
          
        
        2195000.00000000
        PA
        USD
        2216950.00000000
        0.140306106024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUATEMALA, REP OF
        529900QKDFFU9UWW5315
        GUATEMALA GOVT 4.9% 06/01/2030 144A
        401494AQ2
        
          
        
        40000.00000000
        PA
        USD
        40782.50000000
        0.002581038710
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2030-06-01
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA 5.625% 04/25/2024 144A
        67091TAA3
        
          
        
        670000.00000000
        PA
        USD
        687503.75000000
        0.043510667376
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2024-04-25
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
        165167DG9
        
          
        
        310000.00000000
        PA
        USD
        320075.00000000
        0.020256874032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 3.3% 03/11/2041
        715638DS8
        
          
        
        360000.00000000
        PA
        USD
        327600.00000000
        0.020733115466
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2041-03-11
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 5.875% 01/30/2060 144A
        25714PEE4
        
          
        
        270000.00000000
        PA
        USD
        229550.63000000
        0.014527776914
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A
        914906AV4
        
          
        
        570000.00000000
        PA
        USD
        542574.45000000
        0.034338396584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.625% 02/15/2031 144A
        629377CR1
        
          
        
        605000.00000000
        PA
        USD
        532151.95000000
        0.033678778464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A
        527298BT9
        
          
        
        1140000.00000000
        PA
        USD
        1010302.20000000
        0.063939902834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2051#FM7599
        3140XBNR7
        
          
        
        1966470.87300000
        PA
        USD
        1974780.59000000
        0.124979713045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP 5.25% 07/01/2030
        69331CAJ7
        
          
        
        510000.00000000
        PA
        USD
        494649.00000000
        0.031305295581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA REPUBLIC OF
        549300GSBZD84TNEQ285
        NIGERIA REPUBLIC 6.125% 09/28/2028 144A
        65412JAR4
        
          
        
        545000.00000000
        PA
        USD
        499117.81000000
        0.031588117173
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2028-09-28
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A
        50190EAA2
        
          
        
        310000.00000000
        PA
        USD
        292788.77000000
        0.018529985884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2052#CB3174
        3140QNQ47
        
          
        
        596860.78300000
        PA
        USD
        599196.42000000
        0.037921882060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
        911163AA1
        
          
        
        465000.00000000
        PA
        USD
        476625.00000000
        0.030164594503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TULLOW OIL PLC
        2138003EYHWO75RKS857
        TULLOW OIL PLC 7% 03/01/2025 144A
        899415AE3
        
          
        
        180000.00000000
        PA
        USD
        149400.00000000
        0.009455211998
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
        92840VAA0
        
          
        
        820000.00000000
        PA
        USD
        824485.40000000
        0.052179948103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROBLOX CORP
        N/A
        ROBLOX CORP 3.875% 05/01/2030 144A
        771049AA1
        
          
        
        410000.00000000
        PA
        USD
        383350.00000000
        0.024261415793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 3.5% 01/30/2023
        71654QBG6
        
          
        
        750000.00000000
        PA
        USD
        748312.50000000
        0.047359125358
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-01-30
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 5.5% 11/15/2027
        893647BL0
        
          
        
        7825000.00000000
        PA
        USD
        7766312.50000000
        0.491513595274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL SALVADOR REPUBLIC OF
        529900AKDMUSFSDOM949
        EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A
        283875BZ4
        
          
        
        290000.00000000
        PA
        USD
        131950.00000000
        0.008350838174
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2050-01-20
          Fixed
          0.07124600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 5.125% 11/01/2027 144A
        88033GDA5
        
          
        
        975000.00000000
        PA
        USD
        979587.38000000
        0.061996026432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMMUNITIES INC
        549300O1Z08HI2MRK572
        TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A
        87724RAA0
        
          
        
        495000.00000000
        PA
        USD
        514800.00000000
        0.032580610018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC
        549300LGPR0P05O30I24
        AT HOME GROUP INC 4.875% 07/15/2028 144A
        04650YAA8
        
          
        
        285000.00000000
        PA
        USD
        253650.00000000
        0.016052975391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA CELULAR DEL PARAGUAY SA
        254900R8A8IKGF4THL54
        TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A
        87936VAB3
        
          
        
        455000.00000000
        PA
        USD
        462052.50000000
        0.029242331605
        Long
        DBT
        CORP
        PY
        N
        
        2
        
          2027-04-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A
        1248EPBR3
        
          
        
        1225000.00000000
        PA
        USD
        1242199.00000000
        0.078616163917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE RESERVAS DE LA REPUBLICA DOMINICANA
        549300CKQT0JZ2EGNC56
        BANCO DE RESERVAS DE LA REPUBLICA DOMINICANA 7% 02/01/2023 144A
        059566AA7
        
          
        
        90000.00000000
        PA
        USD
        91350.00000000
        0.005781349505
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINIUM TBK PT
        2549008P48EB9SN2OI80
        INDONESIA ASAHAN ALUMINIUM TBK PT 5.45% 05/15/2030 144A
        74445PAF9
        
          
        
        460000.00000000
        PA
        USD
        479061.25000000
        0.030318779645
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2030-05-15
          Fixed
          0.05450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTMEDIA INC
        N/A
        IHEARTMEDIA INC
        45174J509
        
          
        
        5655.00000000
        NS
        USD
        107049.15000000
        0.006774915712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXA RESOURCES SA
        549300QRMRHM7GAU7L47
        NEXA RESOURCES SA 6.5% 01/18/2028 144A
        65290DAA1
        
          
        
        525000.00000000
        PA
        USD
        557812.50000000
        0.035302780742
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-18
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
        28228PAB7
        
          
        
        855000.00000000
        PA
        USD
        875306.25000000
        0.055396292887
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA SA
        549300YWR8TN1OFD4P06
        PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A
        716558AC5
        
          
        
        110000.00000000
        PA
        USD
        7425.00000000
        0.000469912644
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2049-12-31
          Fixed
          0.12750000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/CAD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -52232.19000000
        -0.00330566552
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            4803000.00000000
            CAD
            3789128.49000000
            USD
            2022-05-18
            -52232.19000000
          
        
        
          N
          N
          N
        
      
      
        VICTORS MERGER CORP
        N/A
        VICTORS MERGER CORP 6.375% 05/15/2029 144A
        92641PAA4
        
          
        
        570000.00000000
        PA
        USD
        466596.30000000
        0.029529899158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS BIDCO LTD
        549300L82YB0C6JQIC26
        GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A
        36321PAB6
        
          
        
        775000.00000000
        PA
        USD
        695223.44000000
        0.043999230331
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2036-03-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6536.88000000
        -0.00041370539
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            2875000.00000000
            EUR
            3178768.19000000
            USD
            2022-05-18
            -6536.88000000
          
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC 3.875% 10/01/2031 144A
        364760AQ1
        
          
        
        560000.00000000
        PA
        USD
        487816.00000000
        0.030872849372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA SA
        549300YWR8TN1OFD4P06
        PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS
        N/A
        
          
        
        480000.00000000
        PA
        USD
        32400.00000000
        0.002050527903
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2027-04-12
          Fixed
          0.05375000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
        N/A
        CONVERGINT TECH TERM B 1LN 03/31/2028
        23344MAC2
        
          
        
        99253.29000000
        PA
        USD
        98136.69000000
        0.006210864851
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Variable
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION TERM B 1LN 01/31/2029
        914908BB3
        
          
        
        355000.00000000
        PA
        USD
        350857.15000000
        0.022205011609
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        UNITED MEX 5.75 10/12/2110
        91086QAZ1
        
          
        
        840000.00000000
        PA
        USD
        854700.00000000
        0.054092166633
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2110-10-12
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTERNACIONAL DE TOCUMEN SA
        254900FO1PHX49ZIGB14
        AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A
        00787CAE2
        
          
        
        205000.00000000
        PA
        USD
        186908.75000000
        0.011829061951
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2061-08-11
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS
        N/A
        FEDERAL FARM CREDIT BANKS 0.375% 04/08/2022
        3133ELWD2
        
          
        
        2900000.00000000
        PA
        USD
        2900016.39000000
        0.183535942212
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-04-08
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DAVITA INC 4.625% 06/01/2030 144A
        23918KAS7
        
          
        
        1590000.00000000
        PA
        USD
        1484742.00000000
        0.093966200622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TULLOW OIL PLC
        2138003EYHWO75RKS857
        TULLOW OIL PLC 10.25% 05/15/2026 144A
        899415AG8
        
          
        
        1050000.00000000
        PA
        USD
        1057875.00000000
        0.066950685360
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-15
          Fixed
          0.10250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        UKRAINE CABINET OF MINISTERS 7.75% 09/01/2026 144A
        903724AT9
        
          
        
        200000.00000000
        PA
        USD
        84000.00000000
        0.005316183452
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A
        1248EPCK7
        
          
        
        1005000.00000000
        PA
        USD
        912037.50000000
        0.057720936499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 5.625% 06/01/2025
        78454LAL4
        
          
        
        330000.00000000
        PA
        USD
        329587.50000000
        0.020858900164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HLDG CORP
        40XIFLS8XDQGGHGPGC04
        COVANTA HLDG CORP 4.875% 12/01/2029 144A
        22303XAA3
        
          
        
        425000.00000000
        PA
        USD
        405747.50000000
        0.025678906495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        5493008HF9XC5H29ZX61
        GFL ENVIRONMENTAL INC 4% 08/01/2028 144A
        36168QAL8
        
          
        
        420000.00000000
        PA
        USD
        386400.00000000
        0.024454443883
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        MURPHY OIL USA INC 5.625% 05/01/2027
        626738AD0
        
          
        
        305000.00000000
        PA
        USD
        309956.25000000
        0.019616479611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCM MINING CORP
        5493001GJ5TILX6L1F82
        GRAN COLOMBIA GOLD CORP 6.875% 08/09/2026 144A
        38501DAR6
        
          
        
        655000.00000000
        PA
        USD
        584587.50000000
        0.036997314217
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-08-09
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 4.375% 04/01/2030
        655664AT7
        
          
        
        175000.00000000
        PA
        USD
        163505.13000000
        0.010347896030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ / KIK CUSTOM
        N/A
        KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
        50106GAE2
        
          
        
        205000.00000000
        PA
        USD
        189112.50000000
        0.011968532657
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        SPECTRUM BRANDS INC 3.875% 03/15/2031 144A
        84762LAX3
        
          
        
        430000.00000000
        PA
        USD
        379346.00000000
        0.024008011049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/01/2034#CA4460
        3140QB5W4
        
          
        
        995064.46500000
        PA
        USD
        1005058.49000000
        0.063608039450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1118.15000000
        0.000070765363
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            218252.43000000
            USD
            198000.00000000
            EUR
            2022-05-18
            1118.15000000
          
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTIONS
        549300HALRZ339MSTH85
        CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A
        14879EAE8
        
          
        
        205000.00000000
        PA
        USD
        207390.30000000
        0.013125296204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER B WT 02/09/26
        165167172
        
          
        
        6940.00000000
        NS
        USD
        413207.60000000
        0.026151040544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6815.38000000
        -0.00043133107
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            1009494.02000000
            USD
            905000.00000000
            EUR
            2022-05-18
            -6815.38000000
          
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2052#MA4565
        31418ECB4
        
          
        
        451305.05600000
        PA
        USD
        452595.11000000
        0.028643793269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC 7.25% 02/15/2023 144A
        79970YAE5
        
          
        
        1063000.00000000
        PA
        USD
        0.11000000
        0.000000006961
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-02-15
          Fixed
          0.07250000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENTAL DEL URUGUAY
        549300RDR012H2V82H43
        URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050
        760942BA9
        
          
        
        675000.00000000
        PA
        USD
        798946.88000000
        0.050563668848
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2050-06-18
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP
        69331C108
        
          
        
        76666.00000000
        NS
        USD
        915392.04000000
        0.057933238286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP
        38144GAC5
        
          
        
        420000.00000000
        PA
        USD
        399000.00000000
        0.025251871401
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        EL SALVADOR REPUBLIC OF
        529900AKDMUSFSDOM949
        EL SALVADOR 7.75% 1/24/23 144A
        283875AK8
        
          
        
        730000.00000000
        PA
        USD
        594950.00000000
        0.037653135063
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2023-01-24
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLLY EN PART LP/ HOL FIN CORP
        N/A
        HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A
        435765AH5
        
          
        
        400000.00000000
        PA
        USD
        379496.00000000
        0.024017504234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWNSQUARE MEDIA INC
        549300XBA8C68H0DR538
        TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
        892231AB7
        
          
        
        325000.00000000
        PA
        USD
        334701.25000000
        0.021182538654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF
        549300SHS4T08CL0LP14
        PANAMA REPUBLIC OF 3.298% 01/19/2033
        698299BR4
        
          
        
        255000.00000000
        PA
        USD
        244545.00000000
        0.015476739077
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2033-01-19
          Fixed
          0.03298000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAND NEWCO 3 INC
        549300Y3VZEWMSQW8494
        CALIBER COLLISION TERM B 1LN 02/05/2026
        93369PAF1
        
          
        
        958169.96000000
        PA
        USD
        927633.08000000
        0.058707947980
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-05
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA REPUBLIC OF
        549300GSBZD84TNEQ285
        NIGERIA REPUBLIC OF 6.5% 11/28/2027 144A
        65412JAC7
        
          
        
        225000.00000000
        PA
        USD
        212906.25000000
        0.013474389086
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
        88033GCX6
        
          
        
        1850000.00000000
        PA
        USD
        1899200.75000000
        0.120196423821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        25000.00000000
        PA
        USD
        23855.47000000
        0.001509762558
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA REPUBLIC 5.95% 01/08/2046 144A
        455780BW5
        
          
        
        350000.00000000
        PA
        USD
        428378.13000000
        0.027111151503
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2046-01-08
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City International Holdings Ltd
        N/A
        STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR
        86389T106
        
          
        
        11100.00000000
        NS
        USD
        64785.15000000
        0.004100115981
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 6.5% 02/15/2048 REGS
        N/A
        
          
        
        150000.00000000
        PA
        USD
        142762.50000000
        0.009035138573
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2048-02-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 3.75% 04/16/2030 144A
        74727PBD2
        
          
        
        1875000.00000000
        PA
        USD
        1973437.50000000
        0.124894711701
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 7.5% 03/15/2025 144A
        097751BM2
        
          
        
        776000.00000000
        PA
        USD
        779957.60000000
        0.049361877227
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/15/2023
        91282CAF8
        
          
        
        374000.00000000
        PA
        USD
        364167.89000000
        0.023047420368
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENGAL DEBT MERGER SUB LLC
        549300Y5TU1XQ1KVLJ64
        TROPICANA TERM 1LN 01/24/2029
        62984CAD5
        
          
        
        99272.73000000
        PA
        USD
        97499.72000000
        0.006170552358
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-24
          Variable
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAGACORP LTD
        549300MMNKN0RBJELS20
        NAGACORP LTD 7.95% 07/06/2024 REGS
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        830500.00000000
        0.052560599496
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-06
          Fixed
          0.07950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA, REPUBLIC OF
        315700IASY927EDWBK92
        ROMANIA 4.375% 8/22/23 144A
        77586RAB6
        
          
        
        210000.00000000
        PA
        USD
        214515.00000000
        0.013576203493
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2023-08-22
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 5.75% 03/01/2027 144A
        737446AM6
        
          
        
        143000.00000000
        PA
        USD
        143707.85000000
        0.009094967788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CT TRUST
        213800MJB7WO427HQD34
        CT TRUST 5.125% 02/03/2032 144A
        12659BAA2
        
          
        
        625000.00000000
        PA
        USD
        621250.00000000
        0.039317606787
        Long
        DBT
        CORP
        GT
        N
        
        2
        
          2032-02-03
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY
        595017104
        
          
        
        11800.00000000
        NS
        USD
        886652.00000000
        0.056114341558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        MARVELL TECHNOLOGY INC
        573874104
        
          
        
        15400.00000000
        NS
        USD
        1104334.00000000
        0.069890977825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A
        60855RAL4
        
          
        
        550000.00000000
        PA
        USD
        523022.50000000
        0.033100994762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: GBP/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -580.15000000
        -0.00003671647
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            230413.58000000
            USD
            175000.00000000
            GBP
            2022-05-18
            -580.15000000
          
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 4.625% 12/01/2026 144A
        428040DA4
        
          
        
        230000.00000000
        PA
        USD
        214779.75000000
        0.013592958964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        688075.67100000
        PA
        USD
        657942.22000000
        0.041639780273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC INC
        54930050SSMU8SKDJ030
        PTC INC 4% 02/15/2028 144A
        69370CAC4
        
          
        
        345000.00000000
        PA
        USD
        336123.15000000
        0.021272527716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA 8.75% 04/01/2027 144A
        12531TAF6
        
          
        
        590000.00000000
        PA
        USD
        591475.00000000
        0.037433209617
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-01
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13777.99000000
        0.000871980029
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            359000.00000000
            EUR
            411525.65000000
            USD
            2022-05-18
            13777.99000000
          
        
        
          N
          N
          N
        
      
      
        GHANA REPUBLIC OF
        213800PP4399SNNXZ126
        GHANA REP 7.75% 04/07/2029 144A
        37443GAL5
        
          
        
        560000.00000000
        PA
        USD
        406000.00000000
        0.025694886689
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2029-04-07
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY CO 5.375% 03/15/2030
        845467AS8
        
          
        
        560000.00000000
        PA
        USD
        569077.60000000
        0.036015725244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 5% 01/15/2044
        655664AR1
        
          
        
        80000.00000000
        PA
        USD
        71631.20000000
        0.004533388097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 7.69% 01/23/2050
        71654QDD1
        
          
        
        3773000.00000000
        PA
        USD
        3282510.00000000
        0.207743158883
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          0.07690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM 5.125% 03/15/2027
        00774CAB3
        
          
        
        625000.00000000
        PA
        USD
        639206.25000000
        0.040454020110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MIDSTREAM PARTNERS LP
        N/A
        SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP
        866142AA0
        
          
        
        148000.00000000
        PA
        USD
        118460.68000000
        0.007497127462
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
        N/A
        ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A
        03690AAH9
        
          
        
        430000.00000000
        PA
        USD
        429561.40000000
        0.027186038175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
        674599DF9
        
          
        
        1171000.00000000
        PA
        USD
        1375556.14000000
        0.087056057024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP 4% 03/01/2031
        16411QAK7
        
          
        
        910000.00000000
        PA
        USD
        882144.90000000
        0.055829096672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH
        QE0Q0253K88YAGNPE356
        BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A
        05958AAK4
        
          
        
        560000.00000000
        PA
        USD
        538160.00000000
        0.034059015322
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF
        549300KPBYGYF7HCHO27
        ARGENTINA REPUBLIC OF 1% 07/09/2029
        040114HX1
        
          
        
        738798.00000000
        PA
        USD
        252299.52000000
        0.015967506350
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW COTAI LLC / NEW COTAI CAP CORP
        N/A
        NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P
        N/A
        
          
        
        247076.00000000
        NS
        USD
        98830.40000000
        0.006254768299
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2049
        912810SF6
        
          
        
        16081000.00000000
        PA
        USD
        17675908.59000000
        1.118671104313
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A
        90353TAK6
        
          
        
        1260000.00000000
        PA
        USD
        1181250.00000000
        0.074758829807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS
        5493005IYCEL7QJFZZ63
        TRITON WATER HOLDINGS 6.25% 04/01/2029 144A
        89680EAA7
        
          
        
        315000.00000000
        PA
        USD
        268565.85000000
        0.016996968188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHTOWER HOLDING LLC
        N/A
        HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A
        43118DAA8
        
          
        
        285000.00000000
        PA
        USD
        278587.50000000
        0.017631217353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTER DOUGLAS INC
        529900811T142NS3H544
        HUNTER DOUGLAS TERM B 1LN 02/25/2029
        N/A
        
          
        
        1045000.00000000
        PA
        USD
        1022793.75000000
        0.064730466780
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-25
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVESTMENTS LTD
        2549009PQD415OQIR074
        MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A
        55377XAB2
        
          
        
        315000.00000000
        PA
        USD
        331793.44000000
        0.020998509470
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029
        91087BAF7
        
          
        
        345000.00000000
        PA
        USD
        363802.50000000
        0.023024295602
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
        N/A
        CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A
        226373AR9
        
          
        
        1685000.00000000
        PA
        USD
        1678681.25000000
        0.106240208143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL COMPANY
        5586006WD91QHB7J4X50
        SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A
        80414L2E4
        
          
        
        1260000.00000000
        PA
        USD
        1288350.00000000
        0.081536963709
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2039-04-16
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA REPUBLIC OF
        254900G208H6Q0L5B953
        INDONESIA 7.75% 1/17/38 144A
        455780AZ9
        
          
        
        730000.00000000
        PA
        USD
        1002518.13000000
        0.063447265404
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2038-01-17
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KONTOOR BRANDS INC
        549300M0CPXV65RFF271
        KONTOOR BRANDS INC 4.125% 11/15/2029 144A
        50050NAA1
        
          
        
        240000.00000000
        PA
        USD
        219600.00000000
        0.013898022455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA REPUBLIC OF
        549300GSBZD84TNEQ285
        NIGERIA REP 6.375% 07/12/23 144A
        65412ACD2
        
          
        
        385000.00000000
        PA
        USD
        390775.00000000
        0.024731328438
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2023-07-12
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
        12543DBH2
        
          
        
        485000.00000000
        PA
        USD
        490065.83000000
        0.031015236384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITCHIE BROS HOLDINGS INC
        N/A
        RITCHIE BROS HOLDINGS INC 4.75% 12/15/2031 144A
        76774LAA5
        
          
        
        305000.00000000
        PA
        USD
        297375.00000000
        0.018820238741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDGS S A
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A
        45824TBC8
        
          
        
        1160000.00000000
        PA
        USD
        1157100.00000000
        0.073230427064
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-03-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENHALL ACQUISITION COMPANY
        N/A
        PENHALL ACQUISITION CMPNY CL B
        N/A
        
          
        
        107.00000000
        NS
        USD
        14785.26000000
        0.000935728030
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        NATURA COSMETICOS SA 4.125% 05/03/2028 144A
        63883KAB1
        
          
        
        670000.00000000
        PA
        USD
        641659.00000000
        0.040609249502
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA REPUBLIC OF
        549300S1EK2VN6XVJP58
        COSTA RICA 5.625% 4/30/2043 144A
        221597BT3
        
          
        
        200000.00000000
        PA
        USD
        174225.00000000
        0.011026334072
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2043-04-30
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BENIN
        635400Q11P6AE5A5Y230
        REPUBLIC OF BENIN 5.75% 03/26/2026 144A
        N/A
        
          
        
        245000.00000000
        PA
        
        278958.91000000
        0.017654723111
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2026-03-26
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        4153000.00000000
        PA
        USD
        3998722.53000000
        0.253070744607
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC 3.625% 10/01/2029 144A
        364760AP3
        
          
        
        560000.00000000
        PA
        USD
        498960.00000000
        0.031578129710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC 4.625% 12/01/2031 144A
        857691AH2
        
          
        
        410000.00000000
        PA
        USD
        375027.00000000
        0.023734670616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENM CAPITAL LABUAN LTD
        254900DWSHIWTSE0YG58
        GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A
        37231BAA6
        
          
        
        595000.00000000
        PA
        USD
        514600.63000000
        0.032567992310
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2031-04-19
          Fixed
          0.03882000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US RENAL CARE TERM B 1LN 06/13/2026
        90290PAN4
        
          
        
        2066900.00000000
        PA
        USD
        1888629.88000000
        0.119527415676
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-13
          Variable
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC / VERITAS BERMUDA LTD
        N/A
        VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A
        92346LAE3
        
          
        
        1165000.00000000
        PA
        USD
        1106085.95000000
        0.070001855058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACYS RETAIL HOLDINGS LLC
        N/A
        MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A
        55617LAQ5
        
          
        
        290000.00000000
        PA
        USD
        286087.90000000
        0.018105901905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CORK and SEAL INC
        7HLDMDH0ZXNUH6PT7Z42
        CROWN CORK and SEAL INC 7.375% 12/15/2026
        228255AH8
        
          
        
        1210000.00000000
        PA
        USD
        1365418.45000000
        0.086414463931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT MIDSTREAM INC 4.375% 06/15/2031 144A
        23345MAB3
        
          
        
        430000.00000000
        PA
        USD
        411725.00000000
        0.026057209906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG'06 PTY LTD
        549300EFD6S2NFE9D745
        FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A
        30251GBA4
        
          
        
        485000.00000000
        PA
        USD
        472467.60000000
        0.029901481395
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP
        38144GAB7
        
          
        
        710000.00000000
        PA
        USD
        708651.00000000
        0.044849032382
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B2 1LN 01/31/2029
        00076VBA7
        
          
        
        190298.51000000
        PA
        USD
        186968.29000000
        0.011832830113
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORPORATION
        RI6HET5SJUEY30V1PS26
        FAIR ISAAC CORPORATION 4% 06/15/2028 144A
        303250AF1
        
          
        
        580000.00000000
        PA
        USD
        561509.60000000
        0.035536762430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA INC
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA TERM B 1LN 08/11/2028
        N/A
        
          
        
        425000.00000000
        PA
        USD
        420571.50000000
        0.026617086298
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Variable
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC
        213800X3YF17XQS13O34
        STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC STEP 03/10/2023 144A
        N/A
        
          
        
        80000.00000000
        PA
        USD
        52000.00000000
        0.003290970708
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-03-10
          Variable
          0.09375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        SINCLAIR BROADCASTING TERM 1LN 05/25/2026
        25277BAE8
        
          
        
        359171.61000000
        PA
        USD
        363711.54000000
        0.023018538935
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-25
          Variable
          0.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 3.625% 06/17/2031
        345397B69
        
          
        
        740000.00000000
        PA
        USD
        670832.20000000
        0.042455560016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNISYS CORP
        549300T21W22FIJJOW08
        UNISYS CORP 6.875% 11/01/2027 144A
        909214BV9
        
          
        
        365000.00000000
        PA
        USD
        381881.25000000
        0.024168461693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
        N/A
        NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125% 03/01/2025
        62913TAM4
        
          
        
        630000.00000000
        PA
        USD
        548144.10000000
        0.034690888026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A
        80413TAV1
        
          
        
        665000.00000000
        PA
        USD
        610137.50000000
        0.038614320018
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A
        918367AA1
        
          
        
        580000.00000000
        PA
        USD
        549658.75000000
        0.034786747042
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST (COTE D'IVOIRE)
        254900ICW11T82O6H590
        IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A
        221625AM8
        
          
        
        490000.00000000
        PA
        USD
        497441.88000000
        0.031482051086
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORP
        103304101
        
          
        
        22300.00000000
        NS
        USD
        1466894.00000000
        0.092836638214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLYDESDALE ACQUISITION HOLDINGS INC
        N/A
        CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A
        18972EAB1
        
          
        
        700000.00000000
        PA
        USD
        658875.00000000
        0.041698813959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, N.A.
        B4TYDEB6GKMZO031MB27
        FX Forward: CAD/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        25580.91000000
        0.001618962029
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            1778730.92000000
            USD
            2256000.00000000
            CAD
            2022-05-18
            25580.91000000
          
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 8% 11/01/2031
        36186CBY8
        
          
        
        5273000.00000000
        PA
        USD
        6614074.44000000
        0.418590870174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A
        81725WAK9
        
          
        
        590000.00000000
        PA
        USD
        561815.70000000
        0.035556134856
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SA
        5493003N7447U18U5U53
        YPF SA 8.75% 04/04/2024 144A
        984245AK6
        
          
        
        1575000.00000000
        PA
        USD
        1496053.13000000
        0.094682058267
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2024-04-04
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERMOCANDELARIA POWER LTD
        549300YDORW43JL6G659
        TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A
        880879AA9
        
          
        
        488750.00000000
        PA
        USD
        490216.25000000
        0.031024756150
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-01-30
          Fixed
          0.07875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2023
        91282CCD1
        
          
        
        3800000.00000000
        PA
        USD
        3722367.18000000
        0.235580795335
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A
        1248EPCE1
        
          
        
        4690000.00000000
        PA
        USD
        4400591.83000000
        0.278504207975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIA TELECOMUNICACIONES S A ESP
        549300CK4YN0V1C3MN55
        COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A
        19533PAC4
        
          
        
        210000.00000000
        PA
        USD
        190483.13000000
        0.012055276949
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-07-17
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMMONS FOOD INC/SIMMONS
        N/A
        SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A
        82873MAA1
        
          
        
        430000.00000000
        PA
        USD
        403125.00000000
        0.025512933981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASGN INC
        LZBNYYCBUKY537072438
        ASGN INC
        00191U102
        
          
        
        8000.00000000
        NS
        USD
        933680.00000000
        0.059090644837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QATAR PETROLEUM
        254900QTESJKJ3P87J26
        QATAR PETROLEUM 3.3% 07/12/2051 144A
        74730DAD5
        
          
        
        625000.00000000
        PA
        USD
        575000.00000000
        0.036390541493
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        CEMEX SAB DE CV 5.125/VAR PERP 144A
        151290CA9
        
          
        
        595000.00000000
        PA
        USD
        583843.75000000
        0.036950243843
        Long
        EP
        CORP
        MX
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 6.3/VAR PERP
        172967HQ7
        
          
        
        270000.00000000
        PA
        USD
        271080.00000000
        0.017156083457
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -56133.94000000
        -0.00355259908
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            3569000.00000000
            EUR
            3898076.08000000
            USD
            2022-05-18
            -56133.94000000
          
        
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 2% 12/01/2051
        135087H72
        
          
        
        715000.00000000
        PA
        
        526377.03000000
        0.033313295915
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A. PREF PP
        N/A
        
          
        
        8042141.00000000
        NS
        USD
        2715.83000000
        0.000171879172
        Long
        EP
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        ANGOLA REPUBLIC
        549300QHR2R3J8JSGK83
        ANGOLA REPUBLIC 8.25% 05/09/2028 144A
        035198AB6
        
          
        
        610000.00000000
        PA
        USD
        620675.00000000
        0.039281216246
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          0.08250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAIL RESORTS INC
        529900PSZHRNU9HKH870
        VAIL RESORTS INC 6.25% 05/15/2025 144A
        91879QAL3
        
          
        
        380000.00000000
        PA
        USD
        392494.40000000
        0.024840145650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRAQ REPUBLIC OF
        N/A
        IRAQ REP 5.8% 1/15/28 REGS
        N/A
        
          
        
        225000.00000000
        PA
        USD
        219628.13000000
        0.013899802744
        Long
        DBT
        NUSS
        IQ
        N
        
        2
        
          2028-01-15
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GANNETT HOLDINGS LLC
        N/A
        GANNETT HOLDINGS LLC 6% 11/01/2026 144A
        36474GAA3
        
          
        
        400000.00000000
        PA
        USD
        387000.00000000
        0.024492416622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 12/31/2023
        9128285U0
        
          
        
        7427000.00000000
        PA
        USD
        7474289.12000000
        0.473032049314
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETWORK I2I LTD
        2549003L8M1FGHLHOX45
        NETWORK I2I LTD 3.975%/VAR PERP 144A
        64132NAC0
        
          
        
        315000.00000000
        PA
        USD
        291532.50000000
        0.018450479196
        Long
        EP
        CORP
        MU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        JD.COM INC
        549300HVTWB0GJZ16V92
        JD.COM INC 3.375% 01/14/2030
        47215PAE6
        
          
        
        665000.00000000
        PA
        USD
        627893.00000000
        0.039738028295
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-01-14
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHOBANI LLC/FINANCE CORP INC
        N/A
        CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A
        17027NAB8
        
          
        
        375000.00000000
        PA
        USD
        345937.50000000
        0.021893657300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 6.875% 11/01/2035
        501797AL8
        
          
        
        430000.00000000
        PA
        USD
        442900.00000000
        0.028030210134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A
        35906ABF4
        
          
        
        1165000.00000000
        PA
        USD
        1118400.00000000
        0.070781185402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A
        683720AA4
        
          
        
        300000.00000000
        PA
        USD
        284458.50000000
        0.018002780604
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2376
        3140QMUA0
        
          
        
        582446.86100000
        PA
        USD
        556939.30000000
        0.035247517749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        CHEMOURS CO/ THE
        163851108
        
          
        
        42600.00000000
        NS
        USD
        1341048.00000000
        0.084872109371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 6% 01/15/2028 144A
        428040CZ0
        
          
        
        575000.00000000
        PA
        USD
        33781.25000000
        0.002137944312
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2028-01-15
          Fixed
          0.06000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC HOLDINGS INC 6.875% 05/15/2028 144A
        87256YAC7
        
          
        
        635000.00000000
        PA
        USD
        617467.65000000
        0.039078229805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWJ8
        
          
        
        681368.17600000
        PA
        USD
        685525.00000000
        0.043385436447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.9%/VAR PERP
        949746RG8
        
          
        
        3065000.00000000
        PA
        USD
        3087987.50000000
        0.195432238696
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV
        724500ULW6PWKDAI7I46
        BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 5.35% 05/20/2024 144A
        08861JAB5
        
          
        
        594000.00000000
        PA
        USD
        614715.75000000
        0.038904067838
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-05-20
          Fixed
          0.05350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENHALL ACQUISITION COMPANY
        N/A
        PENHALL ACQUISITION CMPNY CL A
        N/A
        
          
        
        321.00000000
        NS
        USD
        44355.78000000
        0.002807184091
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 08/31/2026
        91282CCW9
        
          
        
        3400000.00000000
        PA
        USD
        3151242.20000000
        0.199435495713
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/01/2052 #TBA
        21H040640
        
          
        
        5500000.00000000
        PA
        USD
        5607769.75000000
        0.354903961345
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE 6.125%VAR PERP U
        46625HJW1
        
          
        
        850000.00000000
        PA
        USD
        857650.01000000
        0.054278866566
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
        88033GCY4
        
          
        
        1625000.00000000
        PA
        USD
        1639218.75000000
        0.103742709458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 4% 03/14/2029 144A
        74727PBA8
        
          
        
        580000.00000000
        PA
        USD
        619150.00000000
        0.039184702201
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2029-03-14
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
        N/A
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A
        87470LAK7
        
          
        
        420000.00000000
        PA
        USD
        404355.00000000
        0.025590778096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP WORLD CRESCENT LTD 3.875% 07/18/2029 REGS
        N/A
        
          
        
        600000.00000000
        PA
        USD
        602130.00000000
        0.038107542173
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-18
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA REPUBLIC OF
        213800PP4399SNNXZ126
        GHANA GOVT 10.725% 10/14/30 144A
        374422AD5
        
          
        
        360000.00000000
        PA
        USD
        377100.00000000
        0.023865866429
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2030-10-14
          Fixed
          0.10750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 6.75% 09/15/2026
        78454LAN0
        
          
        
        250000.00000000
        PA
        USD
        257068.75000000
        0.016269340893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REP 2.45% 01/31/2031
        168863DP0
        
          
        
        1355000.00000000
        PA
        USD
        1265908.75000000
        0.080116704163
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2031-01-31
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
        549300ITBBGKJ651R879
        ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
        04916WAA2
        
          
        
        370000.00000000
        PA
        USD
        356554.20000000
        0.022565565930
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        METINVEST BV 7.75% 04/23/2023 144A
        591555AD9
        
          
        
        669000.00000000
        PA
        USD
        284325.00000000
        0.017994331669
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-23
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
        N/A
        NIELSEN FINANCE LLC/ FIN CO 4.75% 07/15/2031 144A
        65409QBK7
        
          
        
        285000.00000000
        PA
        USD
        284643.75000000
        0.018014504687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FING USA LLC
        549300XRB1PFMESFEL85
        SASOL FING USA LLC 4.375% 09/18/2026
        80386WAC9
        
          
        
        635000.00000000
        PA
        USD
        609600.00000000
        0.038580302772
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEG HLD LLC/SEG FIN CORP
        N/A
        SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A
        78397KAA0
        
          
        
        665000.00000000
        PA
        USD
        665000.00000000
        0.042086452335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSON WORLDWIDE INC
        N/A
        PENSON WORLDWIDE INC CL A
        N/A
        
          
        
        314563.00000000
        NS
        USD
        3.15000000
        0.000000199356
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
        N/A
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A
        87470LAH4
        
          
        
        495000.00000000
        PA
        USD
        521239.95000000
        0.032988180919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR MEDIA GROUP INC
        52990083ZRR5UT591988
        NEXSTAR MEDIA GROUP INC A
        65336K103
        
          
        
        10600.00000000
        NS
        USD
        1997888.00000000
        0.126442132458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
        674599DD4
        
          
        
        65000.00000000
        PA
        USD
        79300.00000000
        0.005018730331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA FEDN MINISTRY FINANCE
        5493004EHVGF71PDBU58
        RUSSIA FEDN MINISTRY FINANCE 4.375% 03/21/2029 REGS
        N/A
        
          
        
        200000.00000000
        PA
        USD
        32000.00000000
        0.002025212743
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 11/30/2022
        91282CAX9
        
          
        
        4000000.00000000
        PA
        USD
        3968281.24000000
        0.251144179342
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE REPUBLIC OF
        549300FLZTJM5YJF8D34
        CHILE REPUBLIC OF 4% 01/31/2052
        168863DW5
        
          
        
        200000.00000000
        PA
        USD
        197100.00000000
        0.012474044744
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2052-01-31
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORBES ENERGY SERVICES LLC
        N/A
        FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049
        N/A
        
          
        
        61482.25000000
        PA
        USD
        0.01000000
        0.000000000632
        Long
        LON
        CORP
        US
        N
        
        3
        
          2049-12-31
          Variable
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        DENBURY INC
        549300KCWA5W52MS5559
        DENBURY INC WT 09/18/25
        24790A119
        
          
        
        22930.00000000
        NS
        USD
        1215290.00000000
        0.076913149863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 6.35% 08/10/2024
        900123CV0
        
          
        
        270000.00000000
        PA
        USD
        267772.50000000
        0.016946758734
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2024-08-10
          Fixed
          0.06350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURRAY ENERGY CORP
        549300WM5IIFYHZYTT63
        MURRAY ENERGY CORP PIK VAR 04/15/2024 144A
        62704PAM5
        
          
        
        548100.00000000
        PA
        USD
        0.05000000
        0.000000003164
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-04-15
          Variable
          0.12000000
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 09/30/2028
        91282CCY5
        
          
        
        2930000.00000000
        PA
        USD
        2718948.44000000
        0.172076532216
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA 6.875% 04/25/2044 144A
        67091TAB1
        
          
        
        95000.00000000
        PA
        USD
        96650.63000000
        0.006116815237
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2044-04-25
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
        N/A
        1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A
        68245XAM1
        
          
        
        2320000.00000000
        PA
        USD
        2092721.20000000
        0.132443926370
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16973.56000000
        0.001074220938
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            536000.00000000
            EUR
            610825.22000000
            USD
            2022-05-18
            16973.56000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.7%/VAR PERP
        172967MK4
        
          
        
        3805000.00000000
        PA
        USD
        3643287.50000000
        0.230576008594
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ELASTIC NV
        2549003I48WHHH937I59
        ELASTIC NV 4.125% 07/15/2029 144A
        28415LAA1
        
          
        
        810000.00000000
        PA
        USD
        753267.60000000
        0.047672723223
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-07-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4/VAR PERP
        48128BAH4
        
          
        
        4805000.00000000
        PA
        USD
        4531115.00000000
        0.286764745077
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        PROSUS NV 4.027% 08/03/2050 144A
        74365PAD0
        
          
        
        595000.00000000
        PA
        USD
        446250.00000000
        0.028242224593
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          0.04027000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HLDGS INC
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HLDGS INC 4% 03/01/2027 144A
        98919VAA3
        
          
        
        900000.00000000
        PA
        USD
        828207.00000000
        0.052415480345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: JPY/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -276555.13000000
        -0.01750259292
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            4994624.10000000
            USD
            573798000.00000000
            JPY
            2022-05-18
            -276555.13000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5379.13000000
        0.000340433832
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            847000.00000000
            EUR
            943797.70000000
            USD
            2022-05-18
            5379.13000000
          
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/28/2029
        91282CEB3
        
          
        
        3200000.00000000
        PA
        USD
        3089000.00000000
        0.195496317693
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDY ICE HOLDINGS INC
        7Z0MRIY211ZHEWECBM22
        REDDY ICE HOLDINGS INC(ESCROW)
        N/A
        
          
        
        2286.00000000
        NS
        USD
        126.39000000
        0.000007998957
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045
        694308HL4
        
          
        
        315000.00000000
        PA
        USD
        268304.75000000
        0.016980443717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLEVISION LIGHTPATH LLC
        5493002ZVBLRLGES1R71
        CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A
        12687GAA7
        
          
        
        325000.00000000
        PA
        USD
        303875.00000000
        0.019231610080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSTRATEGY INC
        549300WQTWEJUEHXQX21
        MICROSTRATEGY INC 6.125% 06/15/2028 144A
        594972AF8
        
          
        
        995000.00000000
        PA
        USD
        968164.85000000
        0.061273118515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO 5.5% 04/15/2027 144A
        146869AF9
        
          
        
        590000.00000000
        PA
        USD
        526575.00000000
        0.033325825020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP INC
        549300HPU3BD8ZI0X358
        RENEWABLE ENERGY GROUP INC 5.875% 06/01/2028 144A
        75972AAD5
        
          
        
        300000.00000000
        PA
        USD
        322239.00000000
        0.020393829044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZUL INVESTMENTS LLP
        549300C6XNC8IDH04C74
        AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A
        05502FAA6
        
          
        
        765000.00000000
        PA
        USD
        669996.56000000
        0.042402674116
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-26
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
        58547DAE9
        
          
        
        335000.00000000
        PA
        USD
        294967.50000000
        0.018667873126
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-07-21
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRINKS CO
        XFP140TFNOQMIVFTVQ13
        BRINKS CO 4.625% 10/15/2027 144A
        109696AA2
        
          
        
        620000.00000000
        PA
        USD
        602968.60000000
        0.038160615404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 8% 11/01/2031
        370425RZ5
        
          
        
        823000.00000000
        PA
        USD
        1021360.74000000
        0.064639774589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 6.75% 07/01/2036
        501797AM6
        
          
        
        1575000.00000000
        PA
        USD
        1603964.25000000
        0.101511526250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO PETROLEUM CORP 7% 06/15/2025 144A
        17302XAK2
        
          
        
        1340000.00000000
        PA
        USD
        1348375.00000000
        0.085335819802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 08/31/2023
        9128282D1
        
          
        
        500000.00000000
        PA
        USD
        495039.06000000
        0.031329981658
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 7.125% 08/01/2026 144A
        428040CY3
        
          
        
        620000.00000000
        PA
        USD
        35650.00000000
        0.002256213572
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2026-08-01
          Fixed
          0.07125000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 4.625% 04/15/2030 144A
        737446AQ7
        
          
        
        3850000.00000000
        PA
        USD
        3466732.50000000
        0.219402213718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS
        N/A
        
          
        
        1375000.00000000
        PA
        
        738185.04000000
        0.046718179700
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
        92840VAF9
        
          
        
        1220000.00000000
        PA
        USD
        1200248.20000000
        0.075961185955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUATEMALA, REP OF
        529900QKDFFU9UWW5315
        GUATEMALA REP OF 6.125% 06/01/2050 144A
        401494AR0
        
          
        
        225000.00000000
        PA
        USD
        235518.75000000
        0.014905486685
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OIL AND GAS HOLDING CO BSCC/THE
        549300OBH16L6TS6IW50
        OIL AND GAS HOLDING CO BSCC/THE 8.375% 11/07/2028 144A
        67778M2D1
        
          
        
        180000.00000000
        PA
        USD
        196290.00000000
        0.012422781547
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2028-11-07
          Fixed
          0.08375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        CHEMOURS CO 5.375% 05/15/2027
        163851AE8
        
          
        
        1700000.00000000
        PA
        USD
        1695750.00000000
        0.107320453456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGOLA REPUBLIC
        549300QHR2R3J8JSGK83
        ANGOLA REPUBLIC 9.375% 05/08/2048 144A
        035198AC4
        
          
        
        85000.00000000
        PA
        USD
        84150.00000000
        0.005325676637
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2048-05-08
          Fixed
          0.09375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        MADISON IAQ TERM B 1LN 06/21/2028
        55759VAB4
        
          
        
        139300.00000000
        PA
        USD
        137094.88000000
        0.008676446815
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-21
          Variable
          0.04524430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY REPUBLIC OF
        5493000PCHOG3B6S3Q85
        TURKEY REPUBLIC OF 4.75% 01/26/2026
        900123DB3
        
          
        
        980000.00000000
        PA
        USD
        901600.00000000
        0.057060369061
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-01-26
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 04/07/2022
        912796N47
        
          
        
        650000.00000000
        PA
        USD
        649984.29000000
        0.041136139609
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-07
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIKA ENERGY CAPITAL III PTE LTD
        254900QWI3R1VQN4X672
        INDIKA ENERGY CAPITAL III PTE LTD 5.875% 11/09/2024 144A
        45569FAA2
        
          
        
        256000.00000000
        PA
        USD
        252448.00000000
        0.015976903337
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2024-11-09
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 7.5% 06/15/2029
        501797AR5
        
          
        
        500000.00000000
        PA
        USD
        541597.50000000
        0.034276567472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6456.28000000
        0.000408604391
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            2257049.20000000
            USD
            2043000.00000000
            EUR
            2022-05-18
            6456.28000000
          
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/28/2027
        91282CEC1
        
          
        
        28800000.00000000
        PA
        USD
        28028249.86000000
        1.773849025254
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINDE PLC
        8945002PAZHZLBGKGF02
        LINDE PLC 1.375% 03/31/2031 REGS
        N/A
        
          
        
        800000.00000000
        PA
        
        883952.16000000
        0.055943474359
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-03-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030
        043436AV6
        
          
        
        184000.00000000
        PA
        USD
        173650.00000000
        0.010989943531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A
        92328MAA1
        
          
        
        355000.00000000
        PA
        USD
        345106.15000000
        0.021841042906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA REPUBLIC OF
        213800PP4399SNNXZ126
        GHANA GOVT 8.125% 01/18/26 144A
        374422AC7
        
          
        
        75000.00000000
        PA
        USD
        62625.00000000
        0.003963404627
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2026-01-18
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A
        159864AJ6
        
          
        
        605000.00000000
        PA
        USD
        567943.75000000
        0.035943966261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A
        043436AW4
        
          
        
        450000.00000000
        PA
        USD
        419062.50000000
        0.026521584860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        PROSUS NV 2.031% 08/03/2032 REGS
        N/A
        
          
        
        210000.00000000
        PA
        
        187592.34000000
        0.011872324926
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-08-03
          Fixed
          0.02031000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A
        80413TAC3
        
          
        
        640000.00000000
        PA
        USD
        672000.00000000
        0.042529467623
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2046-10-26
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031
        3137H4R36
        
          
        
        1400000.00000000
        PA
        USD
        1318686.74000000
        0.083456912224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Fixed
          0.02154000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A1 PP
        N/A
        
          
        
        16755.00000000
        NS
        USD
        18.62000000
        0.000001178420
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: GBP/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -174671.60000000
        -0.01105459844
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            8979261.84000000
            USD
            6704000.00000000
            GBP
            2022-05-18
            -174671.60000000
          
        
        
          N
          N
          N
        
      
      
        II-VI INC
        549300O5C25A0MMHHU33
        II-VI INC 5% 12/15/2029 144A
        902104AC2
        
          
        
        435000.00000000
        PA
        USD
        425212.50000000
        0.026910805434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL, FEDERATIVE REPUBLIC OF
        254900ZFY40OYEADAP90
        BRAZIL GLBL 8.25% 1/20/34
        105756BB5
        
          
        
        1045000.00000000
        PA
        USD
        1287505.31000000
        0.081483505055
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2034-01-20
          Fixed
          0.08250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.375% 4/01/56
        880591DZ2
        
          
        
        302000.00000000
        PA
        USD
        443267.05000000
        0.028053439957
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2056-04-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
        549300RXQZBOJONY3Q97
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 1.75% 03/29/2030 REGS
        N/A
        
          
        
        430000.00000000
        PA
        
        479421.65000000
        0.030341588603
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-29
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 8% 01/15/2025
        165167CU9
        
          
        
        180000.00000000
        PA
        USD
        0.02000000
        0.000000001265
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2025-01-15
          Fixed
          0.08000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        84657.45000000
        0.005357792081
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            3974806.13000000
            USD
            3664000.00000000
            EUR
            2022-05-18
            84657.45000000
          
        
        
          N
          N
          N
        
      
      
        SUPERIOR ENERGY SERVICES INC
        N/A
        SUPERIOR ENERGY SERVICES INC A
        N/A
        
          
        
        5560.00000000
        NS
        USD
        142339.50000000
        0.009008367792
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 6.375% 06/15/2026
        893647BB2
        
          
        
        2060000.00000000
        PA
        USD
        2078591.50000000
        0.131549687354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFRABUILD AUSTRALIA PTY LTD
        549300W2CPB5W6GFH859
        INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A
        45682RAA8
        
          
        
        570000.00000000
        PA
        USD
        578550.00000000
        0.036615213532
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-10-01
          Fixed
          0.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHEQUITY INC
        529900LRJU1RAFQHM467
        HEALTHEQUITY INC 4.5% 10/01/2029 144A
        42226AAA5
        
          
        
        295000.00000000
        PA
        USD
        279512.50000000
        0.017689758659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROMIGAS SA ESP/GASES DEL PACIFICO SAC
        N/A
        PROMIGAS SA ESP/GASES DEL PACIFICO SAC 3.75% 10/16/2029 144A
        74348DAA5
        
          
        
        335000.00000000
        PA
        USD
        302019.25000000
        0.019114163563
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2029-10-16
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC
        N/A
        FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A
        337120AA7
        
          
        
        425000.00000000
        PA
        USD
        396321.00000000
        0.025082323122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH
        549300QTVYRPFHS0J362
        BANCO MERCANTIL DEL NRT SA GCB KY BR 6.875/VAR PERP 144A
        05962GAH2
        
          
        
        960000.00000000
        PA
        USD
        953808.00000000
        0.060364503653
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC / SKYMILES IP LTD
        N/A
        DELTA AIR LINES INC / SKYMILES IP LTD 4.75% 10/20/2028 144A
        830867AB3
        
          
        
        2365000.00000000
        PA
        USD
        2382879.40000000
        0.150807429008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-20
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2321
        3140QMSK1
        
          
        
        648118.76200000
        PA
        USD
        619532.64000000
        0.039208918682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL INC 3.625% 10/01/2031 144A
        19260QAD9
        
          
        
        420000.00000000
        PA
        USD
        358050.00000000
        0.022660231968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU, REPUBLIC OF
        254900STKLK2DBJJZ530
        PERU REPUBLIC OF 2.783% 01/23/2031
        715638DF6
        
          
        
        1775000.00000000
        PA
        USD
        1674379.69000000
        0.105967971451
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          0.02783000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        CITADEL TERM B 1LN 02/27/2028
        17288YAD4
        
          
        
        535950.00000000
        PA
        USD
        532407.37000000
        0.033694943459
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-27
          Variable
          0.02804890
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UZBEKNEFTEGAZ JSC
        N/A
        UZBEKNEFTEGAZ JSC 4.75% 11/16/2028 144A
        91825MAB9
        
          
        
        200000.00000000
        PA
        USD
        165000.00000000
        0.010442503211
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2028-11-16
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 08/31/2028
        91282CCV1
        
          
        
        61122000.00000000
        PA
        USD
        56313417.35000000
        3.563957827334
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 2YR NOTE (CBT) FUT JUN22 TUM2
        N/A
        
          
        
        333.00000000
        NC
        USD
        -912293.18000000
        -0.05773711794
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            71482277.56000000
            USD
            -912293.18000000
          
        
        
          N
          N
          N
        
      
      
        LAMAR FDG LTD
        549300TSXHL7X0727895
        LAMAR FDG LTD 3.958% 05/07/2025 144A
        513063AA5
        
          
        
        600000.00000000
        PA
        USD
        587550.00000000
        0.037184804616
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-07
          Fixed
          0.03958000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP 7.125% 02/01/2027 144A
        552704AE8
        
          
        
        595000.00000000
        PA
        USD
        622965.00000000
        0.039426145533
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 6.25% 03/15/2026 144A
        893647BE6
        
          
        
        955000.00000000
        PA
        USD
        980441.20000000
        0.062050062905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMPOR FINANCIAL OPERATIONS BV
        213800IVMAMWIHPCZJ07
        CIMPOR FINANCIAL OPERATIONS BV 5.75% 07/17/2024 144A
        17186LAA1
        
          
        
        425000.00000000
        PA
        USD
        374876.56000000
        0.023725149585
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-07-17
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA INC
        635400MHHHT7LMKMQL03
        MEGLOBAL CANADA INC 5% 05/18/2025 144A
        58518N2B7
        
          
        
        265000.00000000
        PA
        USD
        272254.38000000
        0.017230407499
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-18
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 5.103% 04/23/2048 144A
        74727PAY7
        
          
        
        370000.00000000
        PA
        USD
        452325.00000000
        0.028626698575
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2048-04-23
          Fixed
          0.05103000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP 8.75% 03/15/2032
        852060AT9
        
          
        
        1346000.00000000
        PA
        USD
        1811619.76000000
        0.114653607037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A
        80413TAU3
        
          
        
        225000.00000000
        PA
        USD
        243000.00000000
        0.015378959274
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2060-04-22
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL, FEDERATIVE REPUBLIC OF
        254900ZFY40OYEADAP90
        BRAZIL GLBL 7.125% 1/20/37
        105756BK5
        
          
        
        565000.00000000
        PA
        USD
        647560.63000000
        0.040982751261
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2037-01-20
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLYS CORP
        549300NS4D5IK406VT62
        BALLY'S TERM B 1LN 10/01/2028
        05875CAB0
        
          
        
        698250.00000000
        PA
        USD
        693885.94000000
        0.043914582767
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-01
          Variable
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI NATL ENERGY CO PJSC
        213800UNJSVQFNUYYW03
        ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A
        00388WAG6
        
          
        
        95000.00000000
        PA
        USD
        105597.25000000
        0.006683028013
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-04-23
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
        59073XAE5
        
          
        
        208674.00000000
        PA
        USD
        980767.80000000
        0.062070732732
        Long
        DBT
        CORP
        US
        Y
        
        3
        
          2023-07-15
          Fixed
          0.15000000
          N
          N
          Y
          N
          N
          
            
              MESQUITE ENERGY INC
              MESQUITE ENERGY INC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 6.125% 09/01/2029 144A
        62886EAV0
        
          
        
        485000.00000000
        PA
        USD
        486212.50000000
        0.030771367227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT, (ARAB) REPUBLIC OF
        529900GFIVH4086NMH82
        EGYPT (ARAB) REP OF 8.5% 01/31/2047 144A
        038461AM1
        
          
        
        580000.00000000
        PA
        USD
        493000.00000000
        0.031200933837
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2047-01-31
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.875% 02/15/2032 144A
        629377CS9
        
          
        
        700000.00000000
        PA
        USD
        616000.00000000
        0.038985345321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042
        694308HA8
        
          
        
        555000.00000000
        PA
        USD
        451525.41000000
        0.028576094205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      </