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Form NPORT-P Western Asset Diversifie For: Jun 30

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StreetInsider.com Top Tickers, 4/24/2024

1. TSLA
2. ENPH
3. TXN
4. SPOT
5. BA
6. META
7. IBM
8. V
9. KMB
10. MSFT


August 19, 2022 12:31 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001819559
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      Western Asset Diversified Income Fund
      811-23598
      0001819559
      549300M67UHXW4GHZ644
      620 EIGHTH AVENUE
      47TH FLOOR
      NEW YORK
      
      10018
      1-888-777-0102
      Western Asset Diversified Income Fund
      549300M67UHXW4GHZ644
      2022-12-31
      2022-06-30
      N
    
    
      1187205195.76
      385021578.08
      802183617.68
      0.00000000
      0.00000000
      373000000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      425292.64000000
      0.00000000
      0.00000000
      5239288.60000000
      
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Symphony CLO Ltd
        54930054F3QGDZOYIH14
        Symphony CLO XXVIII Ltd
        87168DAC0
        
          
        
        6045000.00000000
        PA
        USD
        4584058.21000000
        0.571447497676
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2050-10-23
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        73830.42000000
        0.009203680849
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -4737159.33000000
            USD
            97080000.00000000
            MXN
            2022-07-19
            73830.42000000
          
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VBA7
        
          
          
        
        5000000.00000000
        PA
        USD
        4272500.00000000
        0.532608732693
        Long
        LON
        CORP
        US
        N
        2
        
          2029-01-15
          Floating
          6.86230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL CLO 6 LTD
        5493008ZSC34VKNPZN79
        AGL CLO 6 LTD
        00119WAE7
        
          
        
        6990000.00000000
        PA
        USD
        6270458.34000000
        0.781673696869
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-20
          Floating
          7.56271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AZ7
        
          
          
        
        7000000.00000000
        PA
        USD
        6160350.00000000
        0.767947619999
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain Fuji US Clo II Ltd
        09629HAA2
        
          
        
        5350000.00000000
        PA
        USD
        4537121.77000000
        0.565596413340
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2030-10-20
          Floating
          7.21271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        549300GD7VLLBVPDNJ81
        SMB Private Education Loan Trust 2015-C
        78448R106
        
          
        
        7570.00000000
        PA
        USD
        3524593.69000000
        0.439374927674
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2046-09-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        NOK CALL VERSUS USD PUT
        000000000
        
          
        
        10370000.00000000
        NC
        USD
        163.01000000
        0.000020320783
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    NOK CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  NOK
                  N/A
                  USD
                  2022-07-21
                
              
            
            10370000.00000000
            USD
            8.69000000
            USD
            2022-07-21
            XXXX
            -144467.38000000
          
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
          
        
        2000000.00000000
        PA
        USD
        1735080.00000000
        0.216294619057
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B27 Mortgage Trust
        08163HAY4
        
          
        
        5000000.00000000
        PA
        USD
        2755410.50000000
        0.343488752359
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2054-07-15
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle US CLO 2020-1, Ltd
        N/A
        CARLYLE US CLO 2020-1 LTD
        14315UAG9
        
          
        
        5000000.00000000
        PA
        USD
        4025042.46000000
        0.501760740469
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-20
          Floating
          8.94271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
          
        
        239730000.00000000
        PA
        
        392285.45000000
        0.048902201609
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2033-03-23
          Fixed
          7.70000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        FINTHRIVE SOFTWARE INTER
        N/A
        FinThrive Software Intermediate Holdings Inc
        000000000
        
          
        
        1200000.00000000
        PA
        USD
        1074000.00000000
        0.133884559136
        Long
        LON
        CORP
        US
        N
        2
        
          2029-12-17
          Floating
          8.36230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMHALLSBYGGNADSBOLAGET
        549300HX9MRFY47AH564
        Samhallsbyggnadsbolaget i Norden AB
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        1788892.57000000
        0.223002879960
        Long
        DBT
        CORP
        SE
        N
        2
        
          N/A
          Fixed
          2.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
          
        
        225000000.00000000
        PA
        
        5297095.61000000
        0.660334553492
        Long
        DBT
        NUSS
        N/A
        N
        2
        
          2024-06-03
          Fixed
          6.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM General Purchaser LLC
        69356MAA4
        
          
          
        
        8000000.00000000
        PA
        USD
        6474120.00000000
        0.807062106145
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN NEWS COMPANY
        N/A
        American News Co LLC
        02862PAA5
        
          
          
        
        1782801.00000000
        PA
        USD
        2040656.42000000
        0.254387695662
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-09-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS FORD MOTOR COMPANY
        000000000
        
          
        
        1.00000000
        NC
        USD
        146681.23000000
        0.018285243773
        N/A
        DCR
        CORP
        US
        N
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                FORD MOTOR COMPANY
                Ford Motor Co
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            498218.73000000
            USD
            0.00000000
            USD
            4320000.00000000
            USD
            -351537.50000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IMM EURODOLLAR TIME DEPOSIT
        000000000
        
          
          
        
        17.00000000
        NC
        USD
        4675.00000000
        0.000582784277
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    3 MONTH EURODOLLAR
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2023-12-18
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            99.00000000
            USD
            2023-12-18
            XXXX
            601.80000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        12616000.00000000
        PA
        USD
        6749560.00000000
        0.841398384514
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNOLIA FINANCE X DAC 2019-1
        213800FNSN9L4EI3LC40
        Credit Suisse European Mortgage Capital Ltd
        55960WAB7
        
          
        
        2033000.00000000
        PA
        USD
        1988302.12000000
        0.247861222315
        Long
        ABS-O
        CORP
        IE
        
        N
        2
        
          2024-08-09
          Floating
          4.18600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAN0
        
          
        
        3943000.00000000
        PA
        USD
        3678522.09000000
        0.458563601764
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          4.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLDWIDE EXPRESS INC
        N/A
        Worldwide Express Inc
        00435UAE8
        
          
          
        
        7000000.00000000
        PA
        USD
        6352500.00000000
        0.791900988750
        Long
        LON
        CORP
        US
        N
        2
        
          2029-07-26
          Floating
          8.63270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSREP Commercial Mortgage Trus
        N/A
        BSREP Commercial Mortgage Trust 2021-DC
        05591UAQ0
        
          
        
        18664000.00000000
        PA
        USD
        16038309.29000000
        1.999331441894
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-08-15
          Floating
          6.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        362420AE1
        
          
          
        
        1540000.00000000
        PA
        USD
        1127911.40000000
        0.140605140162
        Long
        DBT
        NUSS
        GA
        N
        2
        
          2031-11-24
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY INTERACTIVE LLC
        549300SZUIU7Z32Q0664
        Liberty Interactive LLC
        530715AG6
        
          
          
        
        5014077.38000000
        PA
        USD
        2281405.21000000
        0.284399376865
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          4.00000000
          N
          N
          N
          N
          N
          
            
              3.2265 shares of S US and .786 CTL US or Cash
              3.2265 shares of S US and .786 CTL US or Cash
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        2549001SCJD3WEYJFM53
        KKR Apple Bidco LLC
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        962500.00000000
        0.119984998295
        Long
        LON
        CORP
        US
        N
        2
        
          2029-09-23
          Floating
          7.37360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE PURCHASER INC
        N/A
        Carriage Purchaser Inc
        14445LAA5
        
          
          
        
        6000000.00000000
        PA
        USD
        4476470.64000000
        0.558035659335
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737RAE0
        
          
          
        
        2584921.57000000
        PA
        USD
        2470861.91000000
        0.308016999542
        Long
        LON
        CORP
        US
        N
        2
        
          2028-08-12
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        269485.03000000
        0.033593933366
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -46578729.50000000
            NOK
            5000000.00000000
            USD
            2022-07-19
            269485.03000000
          
        
        
          N
          N
          N
        
      
      
        Hayfin US XIV LTD
        5493000YWK38UXBNS724
        Hayfin US XIV Ltd
        42088QAA7
        
          
        
        7000000.00000000
        PA
        USD
        6392418.51000000
        0.796877219767
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-20
          Floating
          8.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 95 CLO Ltd
        262485AC9
        
          
        
        6870000.00000000
        PA
        USD
        5030507.45000000
        0.627101743183
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-08-20
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        Ballyrock CLO 2016-1 Ltd
        05875GAG0
        
          
        
        6300000.00000000
        PA
        USD
        6122372.47000000
        0.763213351041
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2028-10-15
          Floating
          7.99429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDSTONE HOLDCO 2 LP
        N/A
        Redstone Holdco 2 LP
        75774EAK1
        
          
          
        
        3050000.00000000
        PA
        USD
        2641300.00000000
        0.329263767270
        Long
        LON
        CORP
        US
        N
        2
        
          2029-08-06
          Floating
          9.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEWORK COS INC
        549300D8U9TF7WBED521
        WeWork Cos Inc
        96208LAA9
        
          
          
        
        8750000.00000000
        PA
        USD
        6412934.85000000
        0.799434781346
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJA8
        
          
        
        2000000.00000000
        PA
        USD
        1725649.60000000
        0.215119027859
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-01-25
          Floating
          3.97566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBJ6
        
          
          
        
        5670000.00000000
        PA
        USD
        5268989.25000000
        0.656830822005
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        549300RJBZLY8V18YD77
        Greywolf CLO V Ltd
        39808TAE8
        
          
        
        6250000.00000000
        PA
        USD
        5580164.96000000
        0.695621904638
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-01-27
          Floating
          7.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGENTA BUYER LLC
        N/A
        Magenta Buyer LLC
        55910RAE3
        
          
          
        
        6500000.00000000
        PA
        USD
        5974572.50000000
        0.744788645432
        Long
        LON
        CORP
        US
        N
        2
        
          2029-07-27
          Floating
          9.90230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-NYCH
        90266HAS1
        
          
        
        2000000.00000000
        PA
        USD
        1780616.20000000
        0.221971149840
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-02-15
          Floating
          6.16230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOTO HOLDINGS MERGER SU
        N/A
        Photo Holdings Merger Sub Inc
        719245AD4
        
          
          
        
        6800000.00000000
        PA
        USD
        5144268.00000000
        0.641283103596
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FIN LLC/COINC
        N/A
        Directv Financing LLC / Directv Financing Co-Obligor Inc
        25461LAA0
        
          
          
        
        14000000.00000000
        PA
        USD
        11988270.00000000
        1.494454603133
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rad CLO Ltd
        N/A
        Rad CLO 1 Ltd
        48661BAA2
        
          
        
        3000000.00000000
        PA
        USD
        2666198.11000000
        0.332367559151
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-07-15
          Floating
          6.66429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42487.63000000
        0.005296496844
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2555405.75000000
            USD
            25580000.00000000
            NOK
            2022-07-19
            42487.63000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -64717.93000000
        -0.00806772022
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -84187404.60000000
            MXN
            4102800.00000000
            USD
            2022-07-25
            -64717.93000000
          
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORP
        529900U350CWHH15G169
        DISH Network Corp
        25470MAB5
        
          
          
        
        2500000.00000000
        PA
        USD
        1695000.00000000
        0.211298256738
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          3.37500000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corp
              DISH Network Corp
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55617LAR3
        
          
          
        
        1350000.00000000
        PA
        USD
        1130179.50000000
        0.140887880915
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-03-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zais Matrix CDO I
        549300PCGOXUK8XLNY49
        Zais Clo 17 Ltd
        98888KAA4
        
          
        
        6000000.00000000
        PA
        USD
        5343755.36000000
        0.666151145725
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2033-10-20
          Floating
          9.31271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cayuga Park CLO, Ltd.
        549300SVH2QJEV4A2G21
        Cayuga Park CLO Ltd
        149790AJ6
        
          
        
        1250000.00000000
        PA
        USD
        1086425.78000000
        0.135433553622
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-17
          Floating
          7.04429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit BSL Limited
        N/A
        Fortress Credit BSL XII Ltd
        34963GAE8
        
          
        
        5000000.00000000
        PA
        USD
        4266953.91000000
        0.531917358564
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-10-15
          Floating
          8.17429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BED BATH & BEYOND INC
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896AC4
        
          
          
        
        5500000.00000000
        PA
        USD
        1234392.50000000
        0.153879046242
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-08-01
          Fixed
          5.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -554.00000000
        NC
        USD
        28900.27000000
        0.003602700100
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -65695212.77000000
            USD
            28900.27000000
          
        
        
          N
          N
          N
        
      
      
        BRAND INDUSTRIAL SERVICE
        549300B658W2BPDQMW42
        Brand Industrial Services Inc
        10524MAN7
        
          
          
        
        4947916.68000000
        PA
        USD
        4305479.18000000
        0.536719908647
        Long
        LON
        CORP
        US
        N
        2
        
          2024-06-21
          Floating
          6.40440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL BIDCO LTD
        213800GGDN5YSVU1G348
        Wheel Bidco Ltd
        000000000
        
          
          
        
        5180000.00000000
        PA
        
        5067065.30000000
        0.631659035203
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          2026-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
          
        
        5000000.00000000
        PA
        USD
        4706625.00000000
        0.586726641664
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        5493005CJY0RF4FJJP54
        Symphony CLO XXI Ltd
        87167CAW9
        
          
        
        2800000.00000000
        PA
        USD
        2555035.52000000
        0.318510059752
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-07-15
          Floating
          7.64429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLASTICS MANAGEMENT, LLC
        N/A
        PLASTICS MANAGEMENT, LLC
        000000000
        
          
        
        31914.90000000
        PA
        USD
        28639.41000000
        0.003570181361
        Long
        ABS-MBS
        CORP
        US
        N
        3
        
          2027-08-17
          Fixed
          0.00010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BS0
        
          
          
        
        10000000.00000000
        PA
        USD
        8252550.00000000
        1.028760724865
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2030-06-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        Natixis Commercial Mortgage Securities Trust 2022-JERI
        63875LAS2
        
          
        
        2500000.00000000
        PA
        USD
        2399687.25000000
        0.299144385039
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-01-15
          Floating
          8.73645000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MBRT 2019 MBR
        N/A
        MBRT 2019-MBR
        55282DBE3
        
          
        
        3000000.00000000
        PA
        USD
        2782586.70000000
        0.346876530344
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-15
          Floating
          5.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISING TIDE HOLDINGS INC
        254900T03WM6VU0KWL83
        Rising Tide Holdings Inc
        76770EAB3
        
          
          
        
        6435000.00000000
        PA
        USD
        5641339.28000000
        0.703247879371
        Long
        LON
        CORP
        US
        N
        2
        
          2028-06-01
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue
        549300HG8ZEWVWVSN227
        Multifamily Connecticut Avenue Securities Trust 2019-01
        62547NAD1
        
          
        
        2000000.00000000
        PA
        USD
        1976419.60000000
        0.246379950480
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2049-10-15
          Floating
          10.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        549300Q89L7I93JSRH83
        Barings CLO Ltd 2020-IV
        06762DAA4
        
          
        
        1090000.00000000
        PA
        USD
        958349.35000000
        0.119467579351
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-01-20
          Floating
          6.74271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EARTHSTONE ENERGY HOL
        549300HGVO86L8G72J25
        Earthstone Energy Holdings LLC
        27034RAA1
        
          
          
        
        2500000.00000000
        PA
        USD
        2369137.50000000
        0.295336061194
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        N/A
        Sound Point CLO XXVI Ltd
        83615BAJ7
        
          
        
        3700000.00000000
        PA
        USD
        3241892.44000000
        0.404133463779
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-20
          Floating
          7.92271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        3 MONTH EURODOLLAR
        000000000
        
          
          
        
        867.00000000
        NC
        USD
        -2737287.20000000
        -0.34122950652
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-12-18
            212778874.70000000
            USD
            -2737287.20000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2001602.40000000
        PA
        USD
        -2001602.40000000
        -0.24951923174
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.82000000
          2023-02-24
          
            
              2520000.00000000
              USD
              2463300.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        RR Ltd
        54930003V8ISBLDELD80
        RR 18 Ltd
        749737AA0
        
          
        
        7190000.00000000
        PA
        USD
        6370438.86000000
        0.794137242346
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-10-15
          Floating
          7.29429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
          
        
        3500000.00000000
        PA
        USD
        2165747.50000000
        0.269981516982
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        78442FAZ1
        
          
          
        
        10000000.00000000
        PA
        USD
        6958765.90000000
        0.867477937298
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-08-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDR Trust 2021-KIND
        N/A
        KIND Trust 2021-KIND
        482606AS9
        
          
        
        7500000.00000000
        PA
        USD
        7024841.25000000
        0.875714873150
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-08-15
          Floating
          5.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORNBLOWER SUB LLC
        N/A
        Hornblower Sub LLC
        44055EAG6
        
          
          
        
        7478674.29000000
        PA
        USD
        5658888.48000000
        0.705435558054
        Long
        LON
        CORP
        US
        N
        2
        
          2025-04-27
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B27 Mortgage Trust
        08163HBA5
        
          
        
        5000000.00000000
        PA
        USD
        2517968.00000000
        0.313889232403
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2054-07-15
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -978733.33000000
        PA
        USD
        -978733.33000000
        -0.12200864096
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.82000000
          2023-07-03
          
            
              1240000.00000000
              USD
              1210550.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KDY2
        
          
          
        
        6000000.00000000
        PA
        USD
        5100076.80000000
        0.635774240160
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-08-25
          Floating
          6.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK-OHIO INDUSTRIES INC
        5493006LQUO5SLMNYM18
        Park-Ohio Industries Inc
        700677AR8
        
          
          
        
        4000000.00000000
        PA
        USD
        3165040.00000000
        0.394553058706
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aimco
        5493004I93856WYBB035
        AIMCO CLO 10 Ltd
        00900UAE4
        
          
        
        8000000.00000000
        PA
        USD
        7133133.88000000
        0.889214604086
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-07-22
          Floating
          7.08629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        Freddie Mac STACR Remic Trust 2020-DNA2
        35565KBE7
        
          
        
        7250000.00000000
        PA
        USD
        6074089.15000000
        0.757194364996
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2050-02-25
          Floating
          6.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAGE INTL / FAGE USA
        N/A
        FAGE International SA / FAGE USA Dairy Industry Inc
        30257WAA4
        
          
          
        
        7000000.00000000
        PA
        USD
        5977344.17000000
        0.745134161089
        Long
        DBT
        CORP
        LU
        N
        2
        
          2026-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO II Ltd.
        N/A
        Elmwood CLO II Ltd
        29001RAC2
        
          
        
        4600000.00000000
        PA
        USD
        3404000.00000000
        0.424341749815
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-04-20
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        MXN CALL VERSUS USD PUT
        000000000
        
          
        
        10520000.00000000
        NC
        USD
        88179.53000000
        0.010992437149
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    MXN CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-07-21
                
              
            
            10520000.00000000
            USD
            20.09800000
            USD
            2022-07-21
            XXXX
            -41952.87000000
          
        
        
          N
          N
          N
        
      
      
        Western Asset Premier Institutional Government Reserves
        549300WB3XRN9YTWFB76
        Western Asset Premier Institutional Government Reserves
        52470G494
        
          
          
        
        14892080.09000000
        NS
        USD
        14892080.09000000
        1.856442809573
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        THREE-MONTH SOFR
        000000000
        
          
          
        
        170.00000000
        NC
        USD
        116530.50000000
        0.014526661655
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2023-09-19
            41034094.50000000
            USD
            116530.50000000
          
        
        
          N
          N
          N
        
      
      
        WEATHERFORD INTL LTD
        549300A2JKMG5PGOGF82
        Weatherford International Ltd
        947075AP2
        
          
          
        
        553000.00000000
        PA
        USD
        557938.29000000
        0.069552441324
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2024-12-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOX HOLDINGS INC
        549300W05QKLNGQIIA73
        Equinox Holdings Inc
        29446CAR5
        
          
          
        
        1179000.00000000
        PA
        USD
        1049310.00000000
        0.130806710193
        Long
        LON
        CORP
        US
        N
        3
        
          2024-03-08
          Floating
          10.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AF7
        
          
          
        
        3500000.00000000
        PA
        USD
        2810514.00000000
        0.350357940259
        Long
        DBT
        NUSS
        AO
        N
        2
        
          2032-04-14
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        5493006LYYH2XWCWW153
        LCM 33 Ltd
        50202FAA5
        
          
        
        3000000.00000000
        PA
        USD
        2587435.19000000
        0.322548994142
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-20
          Floating
          7.41271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAT9
        
          
          
        
        2000000.00000000
        PA
        USD
        1582583.00000000
        0.197284382916
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        N/A
        Wind River 2021-4 CLO Ltd
        97316VAL0
        
          
        
        3000000.00000000
        PA
        USD
        2875845.64000000
        0.358502165416
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2035-01-20
          Floating
          9.31271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAB0
        
          
          
        
        10000000.00000000
        PA
        USD
        6620100.00000000
        0.825259934769
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARROLS RESTAURANT GROUP
        529900HZEMNWQSAKFJ98
        Carrols Restaurant Group Inc
        14574XAF1
        
          
          
        
        3000000.00000000
        PA
        USD
        2194830.00000000
        0.273606933827
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE
        5493002KQF9IH3CTQZ40
        Multifamily Connecticut Avenue Securities Trust 2020-01
        62548QAF8
        
          
        
        2500000.00000000
        PA
        USD
        2429865.25000000
        0.302906366628
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2050-03-25
          Floating
          9.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        115666.36000000
        0.014418938189
        N/A
        DIR
        CORP
        US
        N
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-08-15
            122039.89000000
            USD
            0.00000000
            USD
            -10419000.00000000
            USD
            -6373.53000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -939583.96000000
        PA
        USD
        -939583.96000000
        -0.11712829074
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.82000000
          2023-09-30
          
            
              1210000.00000000
              USD
              1153130.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        212.00000000
        NC
        USD
        -528109.77000000
        -0.06583402582
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            33248984.77000000
            USD
            -528109.77000000
          
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
          
        
        1500000.00000000
        PA
        USD
        1303620.68000000
        0.162509013057
        Long
        DBT
        CORP
        MU
        
        N
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        Mello Warehouse Securitization Trust 2021-1
        58550LAG0
        
          
        
        2500000.00000000
        PA
        USD
        2479420.75000000
        0.309083942298
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2055-02-25
          Floating
          5.04286000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGENTA BUYER LLC
        N/A
        Magenta Buyer LLC
        55910RAB9
        
          
          
        
        5970000.00000000
        PA
        USD
        5383656.45000000
        0.671125205170
        Long
        LON
        CORP
        US
        N
        2
        
          2028-07-27
          Floating
          6.65230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -194470.14000000
        -0.02424259679
        N/A
        DIR
        CORP
        GB
        
        N
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-11-18
            120614.24000000
            USD
            0.00000000
            USD
            12890000.00000000
            USD
            -315084.38000000
          
        
        
          N
          N
          N
        
      
      
        GUITAR CENTER INC
        N/A
        Guitar Center Inc
        40204BAA3
        
          
          
        
        7500000.00000000
        PA
        USD
        6629625.00000000
        0.826447318778
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAH3
        
          
          
        
        7298000.00000000
        PA
        USD
        5479656.81000000
        0.683092584943
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L6
        61692CAL2
        
          
        
        7195000.00000000
        PA
        USD
        3973251.68000000
        0.495304515379
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2054-06-15
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAP FIN LLLP/CORP
        N/A
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        505742AM8
        
          
          
        
        1090000.00000000
        PA
        USD
        881801.14000000
        0.109925099511
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        AUD CALL VERSUS USD PUT
        000000000
        
          
        
        10370000.00000000
        NC
        USD
        734.98000000
        0.000091622414
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    AUD CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  USD
                  2022-07-22
                
              
            
            10370000.00000000
            USD
            0.75400000
            USD
            2022-07-22
            XXXX
            -119660.72000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC
        IWUQB36BXD6OWD6X4T14
        American Airlines Inc
        023771S58
        
          
          
        
        10140000.00000000
        PA
        USD
        10528564.80000000
        1.312488134630
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          11.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IMM EURODOLLAR TIME DEPOSIT
        000000000
        
          
          
        
        -162.00000000
        NC
        USD
        -116437.50000000
        -0.01451506830
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    3 MONTH EURODOLLAR
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -9452.70000000
          
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        Voya CLO 2021-1 Ltd
        92918PAA0
        
          
        
        2250000.00000000
        PA
        USD
        1999605.64000000
        0.249270316163
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-15
          Floating
          7.39429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIZZLING PLATT/FIN CO
        N/A
        Sizzling Platter LLC / Sizzling Platter Finance Corp
        830146AB2
        
          
          
        
        7000000.00000000
        PA
        USD
        5891223.24000000
        0.734398348477
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-28
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AR1
        
          
          
        
        1330000.00000000
        PA
        USD
        951668.20000000
        0.118634708940
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRR Re-Remic Trust
        N/A
        FRR Re-REMIC Trust 2018-C1
        30307WAY2
        
          
          
        
        7920000.00000000
        PA
        USD
        7774905.60000000
        0.969217698871
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-08-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AL8
        
          
          
        
        3200000.00000000
        PA
        USD
        2006224.00000000
        0.250095359189
        Long
        DBT
        NUSS
        KE
        N
        2
        
          2034-01-23
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        Voya CLO 2018-2 Ltd
        92917TAA3
        
          
        
        6750000.00000000
        PA
        USD
        5418453.57000000
        0.675463005049
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-07-15
          Floating
          6.29429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOHO Trust 2021-SOHO
        N/A
        Soho Trust 2021-SOHO
        83410JAJ7
        
          
        
        7000000.00000000
        PA
        USD
        5373501.00000000
        0.669859229429
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-08-10
          Variable
          2.78647500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -1777176.00000000
        PA
        USD
        -1777176.00000000
        -0.22154229540
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.90000000
          2029-03-08
          
            
              3000000.00000000
              USD
              2127840.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KLV9
        
          
        
        6590000.00000000
        PA
        USD
        5684105.65000000
        0.708579123871
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-10-25
          Floating
          8.42566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563JAC7
        
          
        
        2500000.00000000
        PA
        USD
        2077327.00000000
        0.258959040575
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-07-25
          Floating
          6.42566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF BUENOS AIRES
        5299007MC8RF52X0ON96
        Ciudad Autonoma De Buenos Aires/Government Bonds
        000000000
        
          
          
        
        2000000.00000000
        PA
        USD
        1719680.00000000
        0.214374859084
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2027-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-NYCH
        90266HAQ5
        
          
        
        6000000.00000000
        PA
        USD
        5394812.40000000
        0.672515902980
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-02-15
          Floating
          5.14500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CPP HOLDINGS LLC
        549300HT8KGOLU7VM426
        WP CPP Holdings LLC
        000000000
        
          
        
        6000000.00000000
        PA
        USD
        4965000.00000000
        0.618935601596
        Long
        LON
        CORP
        US
        N
        3
        
          2049-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS GENERAL MOTORS CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -401445.36000000
        -0.05004407359
        N/A
        DCR
        CORP
        US
        N
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                GENERAL MOTORS CO
                General Motors Co
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2026-06-20
            0.00000000
            USD
            -669630.80000000
            USD
            -4320000.00000000
            USD
            268185.44000000
          
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS GROUP LLC
        N/A
        First Brands Group LLC
        31935HAD9
        
          
          
        
        5949924.79000000
        PA
        USD
        5676228.25000000
        0.707597129247
        Long
        LON
        CORP
        US
        N
        2
        
          2027-03-30
          Floating
          6.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLOUDERA INC
        549300PGONC4JOI0RG62
        Cloudera Inc
        74339VAE8
        
          
          
        
        5000000.00000000
        PA
        USD
        4400000.00000000
        0.548502849350
        Long
        LON
        CORP
        US
        N
        3
        
          2029-10-08
          Floating
          7.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        28785.96000000
        0.003588450245
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -2589210.85000000
            USD
            2150000.00000000
            GBP
            2022-07-19
            28785.96000000
          
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain CLO XXIX Ltd
        09630LAE2
        
          
        
        7000000.00000000
        PA
        USD
        6419890.68000000
        0.800301893295
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-25
          Floating
          8.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECF USS INTERMEDIATE HO
        N/A
        PECF USS Intermediate Holding III Corp
        69291HAA3
        
          
          
        
        3000000.00000000
        PA
        USD
        2381700.00000000
        0.296902099158
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2022-1
        35563PC80
        
          
        
        5000000.00000000
        PA
        USD
        4313690.50000000
        0.537743529651
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2061-11-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17964.44000000
        0.002239442392
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2561311.39000000
            USD
            3320000.00000000
            CAD
            2022-07-15
            17964.44000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE CORDOBA
        5299006CLM2Z97AATT29
        Provincia de Cordoba
        74408DAC8
        
          
          
        
        6500000.00000000
        PA
        USD
        4980625.00000000
        0.620883410010
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2025-12-10
          Variable
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        54930024XOXET7NQVZ63
        GEO Group Inc/The
        36162JAA4
        
          
          
        
        5000000.00000000
        PA
        USD
        4500000.00000000
        0.560968823199
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        N/A
        Wellfleet CLO 2017-2A Ltd
        94952DAA0
        
          
        
        3287000.00000000
        PA
        USD
        3045961.47000000
        0.379708760297
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2029-10-20
          Floating
          7.81271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL GLBL FIN
        549300JVAOO67CSCH406
        Burford Capital Global Finance LLC
        12116LAC3
        
          
          
        
        5500000.00000000
        PA
        USD
        4842259.95000000
        0.603634859061
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
          
        
        13007570.00000000
        PA
        USD
        9889070.13000000
        1.232768896303
        Long
        DBT
        CORP
        KY
        N
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANO HEALTH LLC
        254900OGI2T8V1NXN639
        Cano Health LLC
        13781HAE0
        
          
          
        
        6912762.50000000
        PA
        USD
        6333818.64000000
        0.789572175297
        Long
        LON
        CORP
        US
        N
        3
        
          2027-11-23
          Floating
          5.33380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        73829.10000000
        0.009203516298
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3300000.00000000
            CAD
            2637531.27000000
            USD
            2022-07-19
            73829.10000000
          
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
          
        
        5380000.00000000
        PA
        USD
        2030950.00000000
        0.253177695883
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          10.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mach I
        N/A
        MACH 1 Cayman 2019-1 Ltd
        55446MAB3
        
          
        
        868375.72000000
        PA
        USD
        722206.38000000
        0.090030058465
        Long
        ABS-O
        CORP
        KY
        N
        2
        
          2039-10-15
          Fixed
          4.33500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSALTA CORP
        GJZNVO2UY6DNFNIYH321
        TransAlta Corp
        89346DAE7
        
          
          
        
        2000000.00000000
        PA
        USD
        1849100.04000000
        0.230508327426
        Long
        DBT
        CORP
        CA
        N
        2
        
          2040-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
          
        
        1210000.00000000
        PA
        USD
        1153130.00000000
        0.143748884243
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2023-09-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
          
        
        4000000.00000000
        PA
        USD
        3256580.00000000
        0.405964411167
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -183093.12000000
        -0.02282434045
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -2076679.07000000
            USD
            256636000.00000000
            JPY
            2022-07-19
            -183093.12000000
          
        
        
          N
          N
          N
        
      
      
        SOLRR Aircraft 2021-1 Limited
        N/A
        Lunar 2021-1 Structured Aircraft Portfolio Notes
        83438LAC5
        
          
        
        6496587.45000000
        PA
        USD
        5690062.75000000
        0.709321734399
        Long
        ABS-O
        CORP
        IE
        
        N
        2
        
          2046-10-15
          Fixed
          5.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT COS INC
        549300ODPWDNCH5TKM49
        Hunt Cos Inc
        445587AE8
        
          
          
        
        7000000.00000000
        PA
        USD
        5960465.00000000
        0.743030008171
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer, LLC
        N/A
        SUNNOVA HELIOS II ISSUER LLC 2018-1
        86745JAB3
        
          
        
        4598981.89000000
        PA
        USD
        4410442.03000000
        0.549804550079
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2048-07-20
          Fixed
          7.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
        
        37000000000.00000000
        PA
        USD
        3391531.24000000
        0.422787397455
        Long
        DBT
        NUSS
        N/A
        N
        2
        
          2022-11-14
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF BUENOS AIRES
        5299007MC8RF52X0ON96
        Ciudad Autonoma De Buenos Aires/Government Bonds
        11942GAD4
        
          
          
        
        5100000.00000000
        PA
        USD
        4385184.00000000
        0.546655890665
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2027-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAZ3
        
          
          
        
        5000000.00000000
        PA
        USD
        4293750.00000000
        0.535257752136
        Long
        LON
        CORP
        US
        N
        2
        
          2028-02-03
          Floating
          7.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XDB7
        
          
        
        2226034.40000000
        PA
        USD
        2370500.03000000
        0.295505913827
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2029-01-25
          Floating
          11.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIQUIFY INC
        N/A
        Uniquify Inc
        90915UAA6
        
          
        
        5270000.00000000
        PA
        USD
        5166543.05000000
        0.644059905504
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMAN BUILDING MATERIALS
        529900HEUBRUITK08D78
        Doman Building Materials Group Ltd
        13874XAD5
        
          
          
        
        3000000.00000000
        PA
        
        2027656.93000000
        0.252767182638
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCHISE GROUP INC
        549300MWCHSL8BSOMV77
        Franchise Group Inc
        35180YAB9
        
          
          
        
        6077225.00000000
        PA
        USD
        5586002.90000000
        0.696349660711
        Long
        LON
        CORP
        US
        N
        2
        
          2026-03-10
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESOLUTE INVESMENT MANA
        5493000DRVCSZDWGPC49
        Resolute Investment Managers Inc
        04635WAH7
        
          
          
        
        3529500.69000000
        PA
        USD
        3300083.15000000
        0.411387502470
        Long
        LON
        CORP
        US
        N
        3
        
          2024-04-30
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        454731.04000000
        0.056686652529
        N/A
        DIR
        CORP
        US
        N
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2026-11-20
            0.00000000
            USD
            -25135.66000000
            USD
            -14650000.00000000
            USD
            479866.70000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEN4
        
          
          
        
        2600000.00000000
        PA
        USD
        2172453.14000000
        0.270817440311
        Long
        DBT
        NUSS
        DO
        N
        2
        
          2033-02-22
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
        46645WBL6
        
          
          
        
        4000000.00000000
        PA
        USD
        3845387.60000000
        0.479365012604
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-07-05
          Variable
          5.54220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE CALL CORP
        549300WUCCV86ZQHG041
        One Call Corp
        000000000
        
          
        
        6930000.00000000
        PA
        USD
        5578650.00000000
        0.695433050120
        Long
        LON
        CORP
        US
        N
        2
        
          2027-04-22
          Floating
          7.13270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
          
        
        5550000.00000000
        PA
        USD
        430125.00000000
        0.053619270017
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-10-30
          Fixed
          8.37500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBF1
        
          
          
        
        4500000.00000000
        PA
        USD
        3340282.50000000
        0.416398742928
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B RILEY FINANCIAL INC
        N/A
        B Riley Financial Inc
        05580M801
        
          
          
        
        145336.00000000
        NS
        USD
        3563638.72000000
        0.444242270903
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Ocean Trails CLO
        635400RMMLHBGDGXBC03
        Ocean Trails Clo X
        67516BAE1
        
          
        
        3750000.00000000
        PA
        USD
        3387541.15000000
        0.422289993879
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2034-10-15
          Floating
          8.61429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        387803.22000000
        0.048343447990
        N/A
        DIR
        CORP
        GB
        
        N
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-18
            0.00000000
            USD
            -47528.92000000
            USD
            -12890000.00000000
            USD
            435332.14000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAB7
        
          
          
        
        3200000.00000000
        PA
        USD
        1557632.00000000
        0.194173997781
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2032-03-26
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTICLE INVESTMENTS SAR
        549300TH5VH623DTW562
        Particle Investments Sarl
        000000000
        
          
        
        1735898.35000000
        PA
        USD
        1683821.40000000
        0.209904735385
        Long
        LON
        CORP
        LU
        N
        3
        
          2027-05-22
          Floating
          6.88270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Riserva CLO, Ltd.
        549300640C8OB2I8SN35
        Riserva Clo Ltd
        76761TAJ4
        
          
        
        2500000.00000000
        PA
        USD
        2102591.23000000
        0.262108472880
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-01-18
          Floating
          9.55429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERICAST CORP
        549300J73P7FL8TVF308
        Vericast Corp
        92348BAA1
        
          
          
        
        7020000.00000000
        PA
        USD
        6760681.20000000
        0.842784750398
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-09-15
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV LLC
        549300O4WTC6DL4JIE57
        Pactiv LLC
        880394AE1
        
          
          
        
        7650000.00000000
        PA
        USD
        6709203.00000000
        0.836367491448
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        52183.96000000
        0.006505238806
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -213720000.00000000
            JPY
            1629114.67000000
            USD
            2022-07-19
            52183.96000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        76018.49000000
        0.009476445083
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -82162000.00000000
            JPY
            685408.72000000
            USD
            2022-09-26
            76018.49000000
          
        
        
          N
          N
          N
        
      
      
        TUTOR PERINI CORP
        549300FHXYVPW8LJ6D98
        Tutor Perini Corp
        901109AF5
        
          
          
        
        7745000.00000000
        PA
        USD
        6340289.35000000
        0.790378812314
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300C89ZJ5IWOT1F21
        Whitebox Clo II Ltd
        96466EAE4
        
          
        
        2175000.00000000
        PA
        USD
        2000749.92000000
        0.249412961808
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-10-24
          Floating
          8.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        549300JQYSBIW1AM8R32
        Symphony CLO XVIII Ltd
        87154FAG2
        
          
        
        3000000.00000000
        PA
        USD
        2704603.60000000
        0.337155177491
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2033-07-23
          Floating
          8.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AR6
        
          
          
        
        3000000.00000000
        PA
        USD
        2768910.00000000
        0.345171596499
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2026-03-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KBE8
        
          
        
        5500000.00000000
        PA
        USD
        4312356.95000000
        0.537577289657
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-01-25
          Floating
          5.67566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMR 2022-IND Mortgage Trust
        N/A
        SMR 2022-IND Mortgage Trust
        78458MAL8
        
          
        
        2401830.29000000
        PA
        USD
        2281510.36000000
        0.284412484837
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-02-15
          Floating
          7.27865000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJB6
        
          
        
        6700000.00000000
        PA
        USD
        5247251.06000000
        0.654120944924
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-01-25
          Floating
          6.42566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CLO 43 Limited
        549300OLN5VHTMLSN650
        Venture 43 CLO Ltd
        92290CAG4
        
          
        
        4000000.00000000
        PA
        USD
        3828393.70000000
        0.477246557474
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-04-15
          Floating
          4.51429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        -417.00000000
        NC
        USD
        472546.86000000
        0.058907567991
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            -47280796.86000000
            USD
            472546.86000000
          
        
        
          N
          N
          N
        
      
      
        NORTHERN OIL AND GAS INC
        OKFF0PIZDDMNH4UCYE51
        Northern Oil and Gas Inc
        665531AG4
        
          
          
        
        1000000.00000000
        PA
        USD
        943975.00000000
        0.117675676639
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-03-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -68068.46000000
        -0.00848539642
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1890552.84000000
            USD
            2640000.00000000
            AUD
            2022-07-19
            -68068.46000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        234735.99000000
        0.029262127127
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -4873900.00000000
            AUD
            3599570.11000000
            USD
            2022-07-26
            234735.99000000
          
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        Party City Holdings Inc
        702150AE3
        
          
          
        
        5000000.00000000
        PA
        USD
        3431000.00000000
        0.427707562755
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IMM EURODOLLAR TIME DEPOSIT
        000000000
        
          
          
        
        -3.00000000
        NC
        USD
        -2156.25000000
        -0.00026879756
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    3 MONTH EURODOLLAR
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -175.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        361831.95000000
        0.045105876263
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -33191881.20000000
            NOK
            3733200.00000000
            USD
            2022-07-25
            361831.95000000
          
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2021-B LLC
        19425A104
        
          
        
        17241.00000000
        PA
        USD
        5844669.25000000
        0.728594940258
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2052-06-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -1532426.87000000
        PA
        USD
        -1532426.87000000
        -0.19103193286
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.90000000
          2031-09-20
          
            
              2200000.00000000
              USD
              1813350.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2020-2A
        64830XCJ6
        
          
        
        5049734.16000000
        PA
        USD
        4712084.70000000
        0.587407246439
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-10-25
          Variable
          2.80771600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAD5
        
          
          
        
        2000000.00000000
        PA
        USD
        1846030.00000000
        0.230125617042
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        90290PAN4
        
          
          
        
        5931394.59000000
        PA
        USD
        4126026.36000000
        0.514349367035
        Long
        LON
        CORP
        US
        N
        2
        
          2026-07-26
          Floating
          7.25040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC Holdings Inc
        87256YAA1
        
          
          
        
        6050000.00000000
        PA
        USD
        4959185.00000000
        0.618210705217
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2341174.40000000
        PA
        USD
        -2341174.40000000
        -0.29185018846
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.93000000
          2032-04-14
          
            
              3500000.00000000
              USD
              2810514.00000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        SAGA PLC
        2138004WWUJN94K2LH95
        Saga PLC
        000000000
        
          
          
        
        3000000.00000000
        PA
        
        3193002.25000000
        0.398038825479
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Riserva CLO, Ltd.
        549300640C8OB2I8SN35
        Riserva Clo Ltd
        76761TAG0
        
          
        
        2450000.00000000
        PA
        USD
        2144754.21000000
        0.267364498941
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-01-18
          Floating
          7.54429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        363205.66000000
        0.045277122593
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -7890000.00000000
            EUR
            8641759.20000000
            USD
            2022-07-19
            363205.66000000
          
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BH9
        
          
          
        
        1680000.00000000
        PA
        USD
        1586995.20000000
        0.197834406615
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENT-A-CENTER INC
        529900QUHE15UQNCCJ63
        Rent-A-Center Inc/TX
        76009NAL4
        
          
          
        
        6000000.00000000
        PA
        USD
        4687740.00000000
        0.584372442503
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        47222.52000000
        0.005886746993
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3750000.00000000
            EUR
            3981896.25000000
            USD
            2022-07-19
            47222.52000000
          
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
          
        
        6000000.00000000
        PA
        USD
        4001850.00000000
        0.498869574471
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY INTERACTIVE LLC
        549300SZUIU7Z32Q0664
        Liberty Interactive LLC
        530715AD3
        
          
          
        
        3500000.00000000
        PA
        USD
        2429698.46000000
        0.302885574630
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD EQUITY PARTNER
        549300CUY0F1TYDLDL45
        Crestwood Equity Partners LP
        226344307
        
          
          
        
        750000.00000000
        NS
        USD
        6825000.00000000
        0.850802715186
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CHINA AOYUAN GROUP LTD
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd
        000000000
        
          
          
        
        3200000.00000000
        PA
        USD
        313440.77000000
        0.039073444419
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-02-08
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2234320.00000000
        PA
        USD
        -2234320.00000000
        -0.27852974690
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.00000000
          2030-07-31
          
            
              5000000.00000000
              USD
              2080298.54000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        SARAT 2013-1A F1R3
        N/A
        SARAT 2013-1A F1R3
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        3774816.00000000
        0.470567575403
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-04-20
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOKINITON US HOLDINGS
        254900EHNKMJ1OSEZL85
        Autokiniton US Holdings Inc
        05278HAB2
        
          
          
        
        3970000.00000000
        PA
        USD
        3682175.00000000
        0.459018972570
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-06
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2018-LUAU
        36256AAS1
        
          
        
        5000000.00000000
        PA
        USD
        4686509.00000000
        0.584218986365
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-11-15
          Floating
          5.77400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2019-R07
        20753WAE6
        
          
        
        4940000.00000000
        PA
        USD
        4566031.13000000
        0.569200246597
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-10-25
          Floating
          5.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-ADV
        12660WAS4
        
          
        
        8350000.00000000
        PA
        USD
        8135290.61000000
        1.014143199973
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-07-15
          Floating
          7.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBE9
        
          
          
        
        20000000.00000000
        PA
        USD
        11753033.60000000
        1.465130095026
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOUNTAIN PROVINCE DIAMON
        549300Y5548SJTH51N28
        Mountain Province Diamonds Inc
        62426EAA3
        
          
          
        
        4503000.00000000
        PA
        USD
        4324703.72000000
        0.539116434776
        Long
        DBT
        CORP
        CA
        N
        2
        
          2022-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAW2
        
          
          
        
        3000000.00000000
        PA
        USD
        2213250.00000000
        0.275903166210
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BK2
        
          
          
        
        5000000.00000000
        PA
        USD
        3377961.30000000
        0.421095772283
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESCENT ENERGY FINANCE
        54930061FUL6DBLFUW14
        Crescent Energy Finance LLC
        45344LAA1
        
          
          
        
        3375000.00000000
        PA
        USD
        3077510.63000000
        0.383641670332
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-05-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        000000000
        
          
          
        
        6300000.00000000
        PA
        USD
        4281133.50000000
        0.533684982545
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-07-28
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B3 SA-BRASIL BOLSA BALCA
        4GTK5S46E6H318LMDS44
        B3 SA - Brasil Bolsa Balcao
        11778EAA4
        
          
          
        
        2200000.00000000
        PA
        USD
        1813350.00000000
        0.226051736788
        Long
        DBT
        CORP
        BR
        N
        2
        
          2031-09-20
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co Ltd
        000000000
        
          
          
        
        3500000.00000000
        PA
        USD
        2327500.00000000
        0.290145541332
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-01-27
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        33.00000000
        NC
        USD
        -35479.13000000
        -0.00442281906
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            4238854.13000000
            USD
            -35479.13000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        969421.99000000
        0.120847891758
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -11000000.00000000
            GBP
            14363824.26000000
            USD
            2022-07-19
            969421.99000000
          
        
        
          N
          N
          N
        
      
      
        PROSPECT CAPITAL CORP
        549300FSD8T39P5Q0O47
        Prospect Capital Corp
        74348T565
        
          
          
        
        100000.00000000
        NS
        USD
        1866000.00000000
        0.232615072020
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LIBERTY INTERACTIVE LLC
        549300SZUIU7Z32Q0664
        Liberty Interactive LLC
        530715AJ0
        
          
          
        
        3211000.00000000
        PA
        USD
        2136776.01000000
        0.266369938615
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
          
        
        4000000.00000000
        PA
        USD
        3052600.00000000
        0.380536317710
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATHCONA RESOURCES
        549300ZPS06QWKX6NG96
        Strathcona Resources Ltd
        86304TAA6
        
          
          
        
        5000000.00000000
        PA
        USD
        4556975.00000000
        0.568071311800
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-08-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERVA MERGER SUB INC
        N/A
        Minerva Merger Sub Inc
        60337JAA4
        
          
          
        
        2340000.00000000
        PA
        USD
        1952835.30000000
        0.243439937809
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        GS Mortgage Securities Corp II
        36266CAS5
        
          
        
        5000000.00000000
        PA
        USD
        4737162.50000000
        0.590533438429
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-11-15
          Floating
          7.25720100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        -42.00000000
        NC
        USD
        45028.20000000
        0.005613203636
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -5867278.20000000
            USD
            45028.20000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -1888130.84000000
        PA
        USD
        -1888130.84000000
        -0.23537389674
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.00000000
          2032-03-26
          
            
              3200000.00000000
              USD
              1557632.00000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
        46652BBQ1
        
          
        
        1580000.00000000
        PA
        USD
        1418383.54000000
        0.176815321173
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-16
          Variable
          4.84446300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
          
        
        1609000.00000000
        PA
        USD
        1047896.07000000
        0.130630450049
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA SCE GRP HLDGS LTD
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd
        000000000
        
          
          
        
        3100000.00000000
        PA
        USD
        1077250.00000000
        0.134289703287
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-04-09
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLASTICS MANAGEMENT LLC
        N/A
        Plastics Management LLC
        000000000
        
          
        
        4948926.93000000
        PA
        USD
        4441008.36000000
        0.553614940784
        Long
        LON
        CORP
        US
        N
        3
        
          2027-08-17
          Floating
          6.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTR INTERMEDIATE HOLDING
        549300J0IFHJE2TQGX07
        LTR Intermediate Holdings Inc
        50219UAB1
        
          
          
        
        4950000.00000000
        PA
        USD
        4554000.00000000
        0.567700449078
        Long
        LON
        CORP
        US
        N
        2
        
          2028-05-07
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS BOND
        N/A
        Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
        43103QAA6
        
          
          
        
        10094427.00000000
        PA
        USD
        9763683.10000000
        1.217138181933
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMERICAN PIPE
        5521FA2ITF25TVH63740
        Plains All American Pipeline LP
        726503AE5
        
          
          
        
        10000000.00000000
        PA
        USD
        7200000.00000000
        0.897550117119
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN VIRGINIA HOLDING LL
        6XOCUKRR0UU0LF5P1W14
        Penn Virginia Holdings LLC
        70789PAA2
        
          
          
        
        8000000.00000000
        PA
        USD
        7687919.60000000
        0.958374046859
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPLR SOFTWARE INC
        N/A
        Symplr Software Inc
        87190HAC3
        
          
          
        
        4937500.00000000
        PA
        USD
        4690625.00000000
        0.584732085849
        Long
        LON
        CORP
        US
        N
        2
        
          2027-12-22
          Floating
          6.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -682548.30000000
        -0.08508629258
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -10671695.64000000
            USD
            14470000.00000000
            AUD
            2022-07-19
            -682548.30000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN PULSE INC
        N/A
        Virgin Pulse Inc
        000000000
        
          
        
        6500000.00000000
        PA
        USD
        5606250.00000000
        0.698873658902
        Long
        LON
        CORP
        US
        N
        2
        
          2029-04-06
          Floating
          9.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCELERATE360 HOLD LLC
        N/A
        Accelerate360 Holdings LLC
        00456LAA0
        
          
        
        4259550.00000000
        PA
        USD
        4521618.94000000
        0.563663834606
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-03-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CB POLY US HOLDINGS INC
        549300WD5JEKCROPPM83
        CB Poly US Holdings Inc
        12511PAB7
        
          
          
        
        5000000.00000000
        PA
        USD
        4734400.00000000
        0.590189065901
        Long
        LON
        CORP
        US
        N
        2
        
          2029-05-20
          Floating
          7.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9346.62000000
        -0.00116514720
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -522087.05000000
            USD
            660000.00000000
            CAD
            2022-07-19
            -9346.62000000
          
        
        
          N
          N
          N
        
      
      
        VIKING OCEAN CRUISES SHI
        N/A
        Viking Ocean Cruises Ship VII Ltd
        92682RAA0
        
          
          
        
        2000000.00000000
        PA
        USD
        1579548.80000000
        0.196906140338
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2029-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO
        5493006V07LYI3HE6G83
        Huarong Finance 2017 Co Ltd
        000000000
        
          
          
        
        1240000.00000000
        PA
        USD
        1210550.00000000
        0.150906846427
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2023-07-03
          Floating
          2.28657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Collegiate Commutatio
        N/A
        National Collegiate VI 2007-4 Class A-3L Commutation Trust
        63546VAA8
        
          
        
        28176553.61000000
        PA
        USD
        6177737.56000000
        0.770115148682
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2038-03-29
          Floating
          1.51786000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTIV GROUP CORPORATION
        549300ZT8RQ5VK10E643
        Vertiv Group Corp
        92535UAB0
        
          
          
        
        3000000.00000000
        PA
        USD
        2440380.00000000
        0.304217132613
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2017-2
        64829KBN9
        
          
        
        2819937.44000000
        PA
        USD
        2702393.99000000
        0.336879728087
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-03-25
          Variable
          5.33753300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSEMC 2020-1OTF A
        N/A
        CSEMC 2020-1OTF A
        000000000
        
          
        
        1117085.43000000
        PA
        USD
        1092118.57000000
        0.136143215334
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-08-09
          Fixed
          7.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AZ0
        
          
          
        
        5000000.00000000
        PA
        USD
        4525600.00000000
        0.564160112504
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Avenue Institutional Advi
        N/A
        Park Avenue Institutional Advisers CLO Ltd 2019-1
        70017XAA9
        
          
        
        6950000.00000000
        PA
        USD
        6296943.27000000
        0.784975301317
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-05-15
          Floating
          8.26129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEN MEDIA LLC
        N/A
        Allen Media LLC
        01771JAG8
        
          
          
        
        7424152.32000000
        PA
        USD
        6651112.46000000
        0.829125939923
        Long
        LON
        CORP
        US
        N
        2
        
          2027-02-10
          Floating
          7.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEN MEDIA LLC/CO-ISSR
        N/A
        Allen Media LLC / Allen Media Co-Issuer Inc
        01771YAA8
        
          
          
        
        9160000.00000000
        PA
        USD
        4742040.40000000
        0.591141516167
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD HOLDINGS GROUP LLC
        N/A
        LD Holdings Group LLC
        521088AC8
        
          
          
        
        5400000.00000000
        PA
        USD
        3299832.00000000
        0.411356194177
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAD9
        
          
          
        
        13000000.00000000
        PA
        USD
        11497005.00000000
        1.433213636704
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-07-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300LOEERRNVSKVY31
        Goldentree Loan Management US Clo 8 Ltd
        38136QAJ8
        
          
        
        7000000.00000000
        PA
        USD
        5676116.74000000
        0.707583228440
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2034-10-20
          Floating
          9.11271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULL HOUSE RESORTS INC
        5493009DKIWW0H901Y82
        Full House Resorts Inc
        359678AC3
        
          
          
        
        7000000.00000000
        PA
        USD
        5604701.48000000
        0.698680620804
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
          
        
        1000000.00000000
        PA
        USD
        898675.00000000
        0.112028590486
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
          
        
        1000000.00000000
        PA
        USD
        730230.00000000
        0.091030280836
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS GROUP LLC
        N/A
        First Brands Group LLC
        31935HAF4
        
          
          
        
        5390000.00000000
        PA
        USD
        5239538.15000000
        0.653159455581
        Long
        LON
        CORP
        US
        N
        2
        
          2028-03-30
          Floating
          10.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CoreCivic Inc
        21871NAB7
        
          
          
        
        11596000.00000000
        PA
        USD
        11329987.76000000
        1.412393311243
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        Med Trust 2021-MDLN
        58403YAX4
        
          
        
        6590000.00000000
        PA
        USD
        6196132.83000000
        0.772408298229
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Floating
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
        
        100000000.00000000
        PA
        
        3370446.39000000
        0.420158965567
        Long
        DBT
        NUSS
        N/A
        N
        3
        
          2022-07-08
          Fixed
          15.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Tru
        N/A
        Tharaldson Hotel Portfolio Trust 2018-THPT
        88327HAQ6
        
          
          
        
        4455441.44000000
        PA
        USD
        4050684.19000000
        0.504957231826
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-11
          Floating
          5.37247600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKUMIN ESCROW INC
        N/A
        Akumin Escrow Inc
        01021FAB5
        
          
          
        
        7395000.00000000
        PA
        USD
        5285568.71000000
        0.658897613153
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2028-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        5908669.00000000
        NC
        USD
        5276.99000000
        0.000657828193
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2022-09-21
                
              
            
            5908669.00000000
            USD
            113.00000000
            USD
            2022-09-21
            XXXX
            -30027.31000000
          
        
        
          N
          N
          N
        
      
      
        GLOBAL MEDICAL RESPONSE
        549300ZFWD4ZFCEJCQ87
        Global Medical Response Inc
        00169QAF6
        
          
          
        
        4949748.76000000
        PA
        USD
        4617199.89000000
        0.575578930837
        Long
        LON
        CORP
        US
        N
        2
        
          2025-10-02
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDSTONE HOLDCO 2 LP
        N/A
        Redstone Holdco 2 LP
        75774EAG0
        
          
          
        
        6965000.00000000
        PA
        USD
        6036356.55000000
        0.752490628948
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-27
          Floating
          6.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DX0
        
          
          
        
        4610000.00000000
        PA
        USD
        4626135.00000000
        0.576692779313
        Long
        DBT
        CORP
        US
        N
        2
        
          2096-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BED BATH & BEYOND INC
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896AB6
        
          
          
        
        2000000.00000000
        PA
        USD
        682950.00000000
        0.085136368400
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-08-01
          Fixed
          4.91500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH & BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        532716AN7
        
          
          
        
        3000000.00000000
        PA
        USD
        2432092.44000000
        0.303184007551
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-07-15
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18453HAD8
        
          
          
        
        6000000.00000000
        PA
        USD
        4332180.00000000
        0.540048425886
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA3
        35564KFH7
        
          
          
        
        5000000.00000000
        PA
        USD
        4173147.00000000
        0.520223413695
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-10-25
          Floating
          7.17566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLUBCORP HOLDINGS INC
        549300XWSO7KBICXNW37
        ClubCorp Holdings Inc
        18948TAB9
        
          
          
        
        7422077.92000000
        PA
        USD
        6868094.02000000
        0.856174804449
        Long
        LON
        CORP
        US
        N
        2
        
          2024-09-18
          Floating
          3.88630000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-KF117 Mortgage Trust
        30320YAE5
        
          
        
        9276663.31000000
        PA
        USD
        9266770.21000000
        1.155193151014
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2031-07-25
          Floating
          7.11920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAA1
        
          
          
        
        7419000.00000000
        PA
        USD
        5883192.81000000
        0.733397277173
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336V308
        
          
          
        
        501254.00000000
        NS
        USD
        18797025.00000000
        2.343232220867
        Long
        EP
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        VISTAJET MALTA/XO MGMT
        N/A
        VistaJet Malta Finance PLC / XO Management Holding Inc
        92840JAB5
        
          
          
        
        3650000.00000000
        PA
        USD
        2929636.00000000
        0.365207657627
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2030-02-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1913650.23000000
        -0.23855513723
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -19379862.26000000
            USD
            171980000.00000000
            NOK
            2022-07-19
            -1913650.23000000
          
        
        
          N
          N
          N
        
      
      
        GHANA NOTES
        213800PP4399SNNXZ126
        Ghana Treasury Note
        000000000
        
          
        
        19020000.00000000
        PA
        
        2339390.56000000
        0.291627815432
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2022-10-03
          Fixed
          18.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL2Trust
        12656TAG3
        
          
        
        6233900.00000000
        PA
        USD
        4444279.16000000
        0.554022677856
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-01-25
          Variable
          3.43700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
          
        
        5593000.00000000
        PA
        USD
        2337414.09000000
        0.291381429199
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        9842000.00000000
        PA
        USD
        8470532.36000000
        1.055934348858
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300V7DN3VJ8H1GE96
        Anchorage Capital CLO 3-R Ltd
        03330BAA8
        
          
        
        3625000.00000000
        PA
        USD
        2998329.95000000
        0.373771027470
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-01-28
          Floating
          6.73814000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2222476.80000000
        PA
        USD
        -2222476.80000000
        -0.27705337668
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.00000000
          2034-01-23
          
            
              3200000.00000000
              USD
              2006224.00000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        3 MONTH EURODOLLAR
        000000000
        
          
          
        
        453.00000000
        NC
        USD
        -1810513.80000000
        -0.22569817683
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2022-12-19
            110881588.80000000
            USD
            -1810513.80000000
          
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        LogMeIn Inc
        541056AA5
        
          
          
        
        6974000.00000000
        PA
        USD
        4872317.45000000
        0.607381819151
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300F7COUCG1RROP29
        Magnetite XXVI Ltd
        55955CAE2
        
          
        
        6750000.00000000
        PA
        USD
        5694848.96000000
        0.709918382086
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2034-07-25
          Floating
          7.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
        
        1660000000.00000000
        PA
        
        3384537.52000000
        0.421915562148
        Long
        DBT
        NUSS
        N/A
        N
        2
        
          2023-06-14
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EYECARE PARTNERS LLC
        254900ZAACWK09RJ8W93
        Eyecare Partners LLC
        30233PAK6
        
          
          
        
        2590000.00000000
        PA
        USD
        2469137.65000000
        0.307802053741
        Long
        LON
        CORP
        US
        N
        2
        
          2029-11-15
          Floating
          8.27340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO CNW INC
        N/A
        XPO CNW Inc
        12612WAB0
        
          
          
        
        3280000.00000000
        PA
        USD
        3089607.81000000
        0.385149701627
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-05-01
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPIRE TODAY LLC
        N/A
        Empire Today LLC
        29210RAB1
        
          
          
        
        2475000.00000000
        PA
        USD
        1931737.50000000
        0.240809891579
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-01
          Floating
          6.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
          
        
        2520000.00000000
        PA
        USD
        2463300.00000000
        0.307074333819
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2023-02-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA6
        35566CBE4
        
          
          
        
        5000000.00000000
        PA
        USD
        4278771.00000000
        0.533390473913
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2050-12-25
          Floating
          6.57566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2274306.13000000
        PA
        USD
        -2274306.13000000
        -0.28351440740
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.93000000
          2026-07-06
          
            
              3200000.00000000
              USD
              2681440.00000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        VT TOPCO INC
        5493007T812R37X02Y38
        VT Topco Inc
        91838LAE0
        
          
          
        
        2700000.00000000
        PA
        USD
        2551500.00000000
        0.318069322754
        Long
        LON
        CORP
        US
        N
        3
        
          2026-08-10
          Floating
          8.39160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-Symphony CLO
        5493005WLG3H3B8NI222
        TCI-Symphony CLO 2016-1 Ltd
        87230XAD8
        
          
        
        3500000.00000000
        PA
        USD
        3218188.50000000
        0.401178536817
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-10-13
          Floating
          7.77143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        131267.54000000
        0.016363777208
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -4550000.00000000
            AUD
            3272291.75000000
            USD
            2022-07-19
            131267.54000000
          
        
        
          N
          N
          N
        
      
      
        SPENCER SPIRIT IH LLC
        N/A
        Spencer Spirit IH LLC
        84823UAB8
        
          
          
        
        8858123.98000000
        PA
        USD
        8752933.76000000
        1.091138433531
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-19
          Floating
          8.09590000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSPORT DE GAS DEL SUR
        5299002TRC7IFQYSW596
        Transportadora de Gas del Sur SA
        893870AX3
        
          
          
        
        5250000.00000000
        PA
        USD
        4631182.50000000
        0.577321999343
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-05-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AP6
        
          
          
        
        5000000.00000000
        PA
        USD
        3856975.00000000
        0.480809494857
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        STACR Trust 2018-HRP1
        3137G0VB2
        
          
          
        
        4784076.03000000
        PA
        USD
        4989852.54000000
        0.622033712734
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2043-05-25
          Floating
          13.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 29 Ltd
        50201LAE5
        
          
        
        2000000.00000000
        PA
        USD
        1696567.00000000
        0.211493598548
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-04-15
          Floating
          7.87429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERICAST CORP/HARLAND
        N/A
        Vericast Corp/Harland Clarke/Checks in the Mail/Valassis Comm/Valassis Direct
        92342NAH6
        
          
        
        590000.00000000
        PA
        USD
        685137.50000000
        0.085409061578
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ
        46654GAA4
        
          
        
        10000000.00000000
        PA
        USD
        9838365.00000000
        1.226448008057
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-06-15
          Floating
          8.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon CLO LTD
        N/A
        Marathon CLO XIII Ltd
        56579AAQ3
        
          
        
        4625000.00000000
        PA
        USD
        4450044.70000000
        0.554741408565
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2032-04-15
          Floating
          5.11429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNIGHT HEALTH HOLDINGS L
        N/A
        Knight Health Holdings LLC
        49902TAB8
        
          
          
        
        4975000.00000000
        PA
        USD
        4129250.00000000
        0.514751225154
        Long
        LON
        CORP
        US
        N
        3
        
          2028-12-23
          Floating
          6.87360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493006V5AX99BBCEZ73
        GREYWOLF CLO VI Ltd
        39809HAA1
        
          
        
        3800000.00000000
        PA
        USD
        3297033.77000000
        0.411007367556
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2031-04-26
          Floating
          6.96371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURK IHRACAT KR
        789000JVRVYLAXGDWR11
        Turkiye Ihracat Kredi Bankasi AS
        90016LAA4
        
          
          
        
        3200000.00000000
        PA
        USD
        2681440.00000000
        0.334267609173
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2026-07-06
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAE0
        
          
          
        
        3000000.00000000
        PA
        USD
        2293110.00000000
        0.285858492926
        Long
        DBT
        CORP
        US
        N
        2
        
          2048-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE POINT MTGE TRST
        529900VX2HQZ76AYIE02
        Granite Point Mortgage Trust Inc
        38741L305
        
          
          
        
        170333.00000000
        NS
        USD
        3576993.00000000
        0.445907011956
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
          
        
        8115000.00000000
        PA
        USD
        7149427.07000000
        0.891245708891
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONITRONICS INTERNATIONA
        SCAKOG18M6QWWML8YF46
        Monitronics International Inc
        60945HAB0
        
          
          
        
        7524857.06000000
        PA
        USD
        4991501.06000000
        0.622239216806
        Long
        LON
        CORP
        US
        N
        2
        
          2024-03-29
          Floating
          9.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-3
        35563PGW3
        
          
        
        9575158.83000000
        PA
        USD
        3789158.45000000
        0.472355501469
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-08-25
          Variable
          1.64306300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        54930024XOXET7NQVZ63
        GEO Group Inc/The
        36162JAB2
        
          
          
        
        6048000.00000000
        PA
        USD
        4935924.00000000
        0.615310995040
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCERT BUYER INC
        549300EF826JEEUCHZ67
        Dcert Buyer Inc
        000000000
        
          
        
        500000.00000000
        PA
        USD
        467500.00000000
        0.058278427743
        Long
        LON
        CORP
        US
        N
        3
        
          2029-02-16
          Floating
          8.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSG HOLDINGS LLC/NSG HLD
        N/A
        NSG Holdings LLC / NSG Holdings Inc
        62940QAA3
        
          
          
        
        3386980.91000000
        PA
        USD
        3337530.99000000
        0.416055740411
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREYSTONE SELECT FINANCI
        N/A
        Greystone Select Financial LLC
        39808KAB3
        
          
          
        
        3467592.59000000
        PA
        USD
        3198854.16000000
        0.398768323049
        Long
        LON
        CORP
        US
        N
        2
        
          2028-06-17
          Floating
          6.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCLAREN FINANCE PLC
        213800BKPDWMWX3GSG36
        Mclaren Finance PLC
        58175LAA8
        
          
          
        
        9000000.00000000
        PA
        USD
        6712110.00000000
        0.836729877308
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        52542.91000000
        0.006549985420
        N/A
        DIR
        CORP
        US
        N
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2048-02-15
            0.00000000
            USD
            -638.91000000
            USD
            -3263000.00000000
            USD
            53181.82000000
          
        
        
          N
          N
          N
        
      
      
        RVR DEALERSHIP HOLDINGS
        N/A
        RVR Dealership Holdings LLC
        75001CAB0
        
          
          
        
        2962612.41000000
        PA
        USD
        2513272.99000000
        0.313303953684
        Long
        LON
        CORP
        US
        N
        2
        
          2028-02-08
          Floating
          5.25680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDCAP FINANCIAL
        N/A
        Midcap Financial Issuer Trust
        59590AAA7
        
          
          
        
        6250000.00000000
        PA
        USD
        4886718.75000000
        0.609177081443
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        Radiology Partners Inc
        75041VAA2
        
          
          
        
        7100000.00000000
        PA
        USD
        5342608.00000000
        0.666008116128
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAD8
        
          
          
        
        3000000.00000000
        PA
        USD
        1945905.00000000
        0.242576008424
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        54930008H2137JSCPQ09
        Cinemark USA Inc
        172441BF3
        
          
          
        
        2500000.00000000
        PA
        USD
        2013100.00000000
        0.250952519551
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEMOR INC
        N/A
        StoneMor Inc
        86184WAA4
        
          
          
        
        12000000.00000000
        PA
        USD
        10682340.00000000
        1.331657710848
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
          
        
        3500000.00000000
        PA
        USD
        2960720.00000000
        0.369082580938
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFC GAMMA INC
        5493005G0MGS3E0E7218
        AFC Gamma Inc
        00109KAA3
        
          
        
        5000000.00000000
        PA
        USD
        4389305.20000000
        0.547169638379
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        Natixis Commercial Mortgage Securities Trust
        63875JAN8
        
          
        
        3500000.00000000
        PA
        USD
        3369543.10000000
        0.420046361672
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-03-15
          Floating
          6.47165000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        Goldman Sachs & Co
        000000000
        
          
        
        -2069419.73000000
        PA
        USD
        -2069419.73000000
        -0.25797332236
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.00000000
          2033-02-22
          
            
              2600000.00000000
              USD
              2172453.14000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        28746.22000000
        0.003583496267
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -90400000.00000000
            MXN
            4508695.47000000
            USD
            2022-07-19
            28746.22000000
          
        
        
          N
          N
          N
        
      
      
        WP CPP HOLDINGS LLC
        549300HT8KGOLU7VM426
        WP CPP Holdings LLC
        92937JAM5
        
          
          
        
        3733036.69000000
        PA
        USD
        3137094.71000000
        0.391069406163
        Long
        LON
        CORP
        US
        N
        2
        
          2025-04-30
          Floating
          5.08490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        River Haus 2021
        N/A
        River Haus 2021
        000000000
        
          
        
        8500000.00000000
        PA
        USD
        8498997.85000000
        1.059482849397
        Long
        DBT
        CORP
        US
        N
        3
        
          2024-08-15
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDEAL STANDARD INTL SA
        5299004EW24BCHXOHD09
        Ideal Standard International SA
        000000000
        
          
        
        6760000.00000000
        PA
        
        4375215.69000000
        0.545413243747
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2026-07-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493003FQV7GR462GO02
        Freddie Mac Stacr Remic Trust 2020-DNA1
        35565HBE4
        
          
        
        2225000.00000000
        PA
        USD
        1931492.46000000
        0.240779344956
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2050-01-25
          Floating
          6.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        N/A
        Wind River 2021-4 CLO Ltd
        97316VAC0
        
          
        
        2450000.00000000
        PA
        USD
        1753809.37000000
        0.218629417423
        Long
        ABS-CBDO
        CORP
        KY
        N
        2
        
          2035-01-20
          Floating
          7.32271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
          
        
        2000000.00000000
        PA
        USD
        2026390.04000000
        0.252609252462
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps LTD
        N/A
        MAPS 2021-1 Trust
        55292RAC5
        
          
        
        3316977.00000000
        PA
        USD
        2303017.60000000
        0.287093571751
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2046-06-15
          Fixed
          5.43700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAB0
        
          
          
        
        5000000.00000000
        PA
        USD
        4205300.00000000
        0.524231598267
        Long
        DBT
        CORP
        LU
        N
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY PETROLEUM CO LLC
        DQ2XTZKV7SILNNV77403
        Berry Petroleum Co LLC
        08580BAA4
        
          
          
        
        6022000.00000000
        PA
        USD
        5307158.49000000
        0.661588989482
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAP0
        
          
          
        
        3000000.00000000
        PA
        USD
        2127840.00000000
        0.265255977946
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-03-08
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        381408.60000000
        0.047546296333
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -8255000.00000000
            AUD
            6080123.96000000
            USD
            2022-07-19
            381408.60000000
          
        
        
          N
          N
          N
        
      
      
        FIVE POINT OP CO LP/FIVE
        N/A
        Five Point Operating Co LP / Five Point Capital Corp
        33834YAA6
        
          
          
        
        8000000.00000000
        PA
        USD
        6721040.00000000
        0.837843088772
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-08-18
      Western Asset Diversified Income Fund 
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer

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