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Form NPORT-P ALLIANCEBERNSTEIN GLOBAL For: Mar 31

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May 7, 2021 2:34 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000906013
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      AllianceBernstein Global High Income Fund, Inc.
      811-07732
      0000906013
      AE2ZT9UGMEIJ7T4R5734
      ALLIANCEBERNSTEIN LP
      1345 AVENUE OF THE AMERICAS
      NEW YORK
      
      10105
      212-969-1000
      AllianceBernstein Global High Income Fund, Inc.
      AE2ZT9UGMEIJ7T4R5734
      2021-03-31
      2021-03-31
      N
    
    
      1294362574.80
      192740862.37
      1101621712.43
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      11133027.58000000
      0.00000000
      0.00000000
      5381321.23000000
      
        
          BRL
          
          
        
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBH2
        
          
        
        326000.00000000
        PA
        USD
        345069.23000000
        0.031323749895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        507000.00000000
        PA
        USD
        519714.36000000
        0.047177207396
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 2
        213800V48W4Y5MT5Q131
        INEOS Quattro Finance 2 Plc
        45674GAA2
        
          
        
        226000.00000000
        PA
        USD
        225492.55000000
        0.020469145393
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OUTFRONT MEDIA CAP LLC/C
        N/A
        Outfront Media Capital LLC / Outfront Media Capital Corp
        69007TAC8
        
          
        
        746000.00000000
        PA
        USD
        718779.86000000
        0.065247430391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102CA3
        
          
        
        125000.00000000
        PA
        USD
        122111.67000000
        0.011084718885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        1444000.00000000
        PA
        USD
        1490395.56000000
        0.135291048023
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331CAH1
        
          
        
        210000.00000000
        PA
        USD
        221925.04000000
        0.020145303736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Industries Inc
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
        
        1626000.00000000
        PA
        USD
        1862048.53000000
        0.169027943893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55617LAP7
        
          
        
        75000.00000000
        PA
        USD
        77012.50000000
        0.006990829894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        N/A
        Elevation CLO 2020-11 Ltd
        28621YAG0
        
          
        
        1006000.00000000
        PA
        USD
        994507.46000000
        0.090276675629
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          4.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        G9372JAA0
        
          
        
        1705000.00000000
        PA
        USD
        17007.38000000
        0.001543849382
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2018-01-28
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        BAYTEX ENERGY CORP
        549300R5LTV2H7I1I079
        Baytex Energy Corp
        07317QAH8
        
          
        
        133000.00000000
        PA
        USD
        120903.50000000
        0.010975046936
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        1654000.00000000
        PA
        USD
        189176.25000000
        0.017172523731
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2026-11-27
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
        
        176000.00000000
        PA
        USD
        203518.48000000
        0.018474443423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AS3
        
          
        
        220000.00000000
        PA
        USD
        226407.86000000
        0.020552232898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AS3
        
          
        
        158000.00000000
        PA
        USD
        175451.24000000
        0.015926632347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -186.99000000
        -0.00001697406
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9595.41000000
            USD
            82160.05000000
            SEK
            2021-04-15
            -186.99000000
          
        
        
          N
          N
          N
        
      
      
        Alliance Bernstein
        5493006YWHO7MNK2U579
        AB Fixed Income Shares, Inc. - Government Money Market Portfolio
        018616748
        
          
        
        47718389.08000000
        NS
        USD
        47718389.08000000
        4.331649289549
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AK0
        
          
        
        453000.00000000
        PA
        USD
        473288.54000000
        0.042962891404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        549300O6TO32N91PEI50
        Sofi Consumer Loan Program 2017-5 LLC
        83405L100
        
          
        
        12489.00000000
        PA
        USD
        252902.25000000
        0.022957268102
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        507000.00000000
        PA
        USD
        527863.05000000
        0.047916906869
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAD5
        
          
        
        88000.00000000
        PA
        USD
        89712.31000000
        0.008143658479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBD3
        
          
        
        106000.00000000
        PA
        USD
        111499.91000000
        0.010121433586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828V98
        
          
        
        18950000.00000000
        PA
        USD
        20116609.38000000
        1.826090494860
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AA9
        
          
        
        201000.00000000
        PA
        USD
        221967.32000000
        0.020149141714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitization Trust
        N/A
        Residential Asset Securitization Trust 2006-A8
        761119AS5
        
          
        
        152038.51000000
        PA
        USD
        113787.48000000
        0.010329088353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLSON TRAVEL INC
        5493002YB4LSO97BF704
        Carlson Travel Inc
        14282LAF0
        
          
        
        782000.00000000
        PA
        USD
        717485.00000000
        0.065129889135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Petroleum Co LLC
        DQ2XTZKV7SILNNV77403
        Berry Petroleum Co LLC
        08580BAA4
        
          
        
        471000.00000000
        PA
        USD
        455542.68000000
        0.041352006306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        782.12000000
        0.000070997148
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            127584.23000000
            SEK
            15392.21000000
            USD
            2021-04-15
            782.12000000
          
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DAZ8
        
          
        
        215000.00000000
        PA
        USD
        223820.35000000
        0.020317350999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AH4
        
          
        
        246000.00000000
        PA
        USD
        265310.29000000
        0.024083611189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DT9
        
          
        
        1258000.00000000
        PA
        USD
        1196672.50000000
        0.108628260182
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43
        21055AAA5
        
          
        
        216004.07000000
        PA
        USD
        212021.56000000
        0.019246312741
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-11-15
          Variable
          5.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Kenya Government International Bond
        000000000
        
          
        
        3550000.00000000
        PA
        USD
        3897234.38000000
        0.353772473438
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2024-06-24
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340AU1
        
          
        
        2340000.00000000
        PA
        USD
        2578893.08000000
        0.234099696011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAX3
        
          
        
        1369000.00000000
        PA
        USD
        1339562.58000000
        0.121599144686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWay Holding Company
        549300DNGHXL0OMHW304
        BWay Holding Company Initial Term Loan
        000000000
        
          
        
        989291.72000000
        PA
        USD
        967032.66000000
        0.087782643450
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-03
          Floating
          3.44300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enova International Inc
        549300O8XOCQSB49UO63
        Enova International Inc
        29357KAD5
        
          
        
        343000.00000000
        PA
        USD
        352096.12000000
        0.031961617679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AV8
        
          
        
        199000.00000000
        PA
        USD
        222481.70000000
        0.020195834694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        245000.00000000
        PA
        USD
        261472.56000000
        0.023735240241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48127FAA1
        
          
        
        210000.00000000
        PA
        USD
        208354.39000000
        0.018913424422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-07-01
          Variable
          3.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OUTFRONT MEDIA CAP LLC/C
        N/A
        Outfront Media Capital LLC / Outfront Media Capital Corp
        69007TAE4
        
          
        
        253000.00000000
        PA
        USD
        243647.66000000
        0.022117180267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327RAG6
        
          
        
        1185000.00000000
        PA
        USD
        1217024.10000000
        0.110475682012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CH2
        
          
        
        52000.00000000
        PA
        USD
        53695.46000000
        0.004874219470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        115.15000000
        0.000010452771
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9440.86000000
            USD
            53787.39000000
            BRL
            2021-04-05
            115.15000000
          
        
        
          N
          N
          N
        
      
      
        iShares JP Morgan USD Emerging Markets Bond ETF
        54930070R8WH6MNUJG74
        iShares JP Morgan USD Emerging Markets Bond ETF
        464288281
        
          
        
        49000.00000000
        NS
        USD
        5335120.00000000
        0.484296917880
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INDIKA ENERGY CAPITAL IV
        254900LQ197HY24XVH34
        Indika Energy Capital IV Pte Ltd
        45569GAA0
        
          
        
        1681000.00000000
        PA
        USD
        1771731.98000000
        0.160829435368
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-10-22
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        556.57000000
        0.000050522787
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            19521.32000000
            USD
            296484.26000000
            ZAR
            2021-04-08
            556.57000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -98.76000000
        -0.00000896496
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7517.25000000
            USD
            63450.81000000
            NOK
            2021-04-15
            -98.76000000
          
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAJ0
        
          
        
        219000.00000000
        PA
        USD
        214492.70000000
        0.019470631123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMG HLDCO/NEIMAN MARCUS
        N/A
        NMG Holding Co Inc / Neiman Marcus Group LLC
        62929RAC2
        
          
        
        433000.00000000
        PA
        USD
        442673.87000000
        0.040183836702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        219000.00000000
        PA
        
        325800.19000000
        0.029574597733
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-15
          Variable
          7.25000000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Golden Energy Offshore Services AS
        5967007LIEEXZXGIQ006
        Golden Energy Offshore Services AS
        000000000
        
          
        
        916212.00000000
        NS
        
        136042.19000000
        0.012349265493
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        QVC INC
        549300WBLU5NKPX5X472
        QVC Inc
        747262AZ6
        
          
        
        218000.00000000
        PA
        USD
        219751.37000000
        0.019947988272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
        
        420000.00000000
        PA
        USD
        426032.05000000
        0.038673171125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AP4
        
          
        
        429000.00000000
        PA
        USD
        470997.91000000
        0.042754958865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND OFFSHORE DRILL
        F14FQJ2EEHW5VPYUHL14
        Diamond Offshore Drilling Inc
        25271CAP7
        
          
        
        2725000.00000000
        PA
        USD
        468613.43000000
        0.042538507067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SMURFIT KAPPA TREASURY
        N/A
        Smurfit Kappa Treasury Funding DAC
        832724AB4
        
          
        
        238000.00000000
        PA
        USD
        293631.68000000
        0.026654492797
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-11-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
        
        312000.00000000
        PA
        USD
        330819.41000000
        0.030030218746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
        
        1290000.00000000
        PA
        USD
        1370291.55000000
        0.124388575001
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-21
          Fixed
          6.37500000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        Moog Inc
        615394AM5
        
          
        
        373000.00000000
        PA
        USD
        380571.21000000
        0.034546451445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -125.62000000
        -0.00001140318
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8690.48000000
            USD
            947924.00000000
            JPY
            2021-05-20
            -125.62000000
          
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAQ3
        
          
        
        212000.00000000
        PA
        USD
        222394.36000000
        0.020187906382
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        1998000.00000000
        PA
        USD
        1927445.63000000
        0.174964382805
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2047-11-28
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGHT SERVICOS ENERGIA
        N/A
        Light Servicos de Eletricidade SA/Light Energia SA
        000000000
        
          
        
        1120000.00000000
        PA
        USD
        1158850.00000000
        0.105194912820
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-05-03
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockwood Service Corporation
        549300PFYAJBMVGJ7074
        Rockwood Service Corporation Initial Term Loan
        000000000
        
          
        
        87615.00000000
        PA
        USD
        87687.72000000
        0.007959875791
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-23
          Floating
          4.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordstrom Inc
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AR1
        
          
        
        141000.00000000
        PA
        USD
        136739.39000000
        0.012412554006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-12
        21052BAA6
        
          
        
        110215.90000000
        PA
        USD
        108868.61000000
        0.009882576638
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-15
          Variable
          9.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sofi Consumer Loan Program 2017-3 LLC
        N/A
        Sofi Consumer Loan Program 2017-3 LLC
        83404J106
        
          
        
        10000.00000000
        PA
        USD
        394000.00000000
        0.035765453381
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-05-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        1842000.00000000
        PA
        USD
        1862538.30000000
        0.169072402893
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        929000.00000000
        PA
        USD
        935758.03000000
        0.084943680706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        2158000.00000000
        OU
        Notional Amount
        USD
        -581545.03000000
        -0.05278990268
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -198723.86000000
            USD
            2158000.00000000
            USD
            -382821.17000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        421.90000000
        0.000038298083
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            495189.00000000
            TWD
            17858.81000000
            USD
            2021-04-27
            421.90000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG
        000000000
        
          
        
        364000.00000000
        OU
        Notional Amount
        USD
        -98091.93000000
        -0.00890432068
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -45449.76000000
            USD
            364000.00000000
            USD
            -52642.17000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBM6
        
          
        
        1228000.00000000
        PA
        USD
        1267205.93000000
        0.115030950797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
        
        1488000.00000000
        PA
        USD
        1536360.00000000
        0.139463482125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEPTUNE ENERGY BONDCO
        549300CPMT8I2QBRYF88
        Neptune Energy Bondco PLC
        64073KAA1
        
          
        
        200000.00000000
        PA
        USD
        200207.34000000
        0.018173873820
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HU7
        
          
        
        1465005.00000000
        PA
        USD
        533811.20000000
        0.048456851746
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2038-01-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        371022.00000000
        PA
        USD
        150263.91000000
        0.013640245857
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embarq Corp
        N/A
        Embarq Corp
        29078EAA3
        
          
        
        2671000.00000000
        PA
        USD
        3071701.82000000
        0.278834538693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Fixed
          7.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH LONG / Short: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH SHORT
        000000000
        
          
        
        270000.00000000
        OU
        Notional Amount
        USD
        25385.03000000
        0.002304332759
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Avis Budget Group, Inc.
                Avis Budget Group, Inc.
                
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            16857.46000000
            USD
            0.00000000
            USD
            270000.00000000
            USD
            8527.57000000
          
        
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home
        48666KAR0
        
          
        
        494000.00000000
        PA
        USD
        533700.19000000
        0.048446774784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mortgage Securities
        549300PO80CHJL6XUB79
        First Horizon Alternative Mortgage Securities Trust 2007-FA2
        32053LAF9
        
          
        
        87300.48000000
        PA
        USD
        14862.41000000
        0.001349139167
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          5.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C Technologies Inc
        78466CAC0
        
          
        
        209000.00000000
        PA
        USD
        222336.84000000
        0.020182684989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC17
        17321RAM8
        
          
        
        902000.00000000
        PA
        USD
        810654.28000000
        0.073587354974
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CW3
        
          
        
        721000.00000000
        PA
        USD
        712070.62000000
        0.064638397370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11.86000000
        0.000001076594
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7476.30000000
            USD
            64046.70000000
            NOK
            2021-04-15
            11.86000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX 2I65BROT2 05.000 BP 12/20/2022 MSNYUS33XXX FLOAT
        000000000
        
          
        
        35322000.00000000
        OU
        Notional Amount
        USD
        -2214646.61000000
        -0.20103512712
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S29.V1
                2I65BROT2
              
            
            Y
            buy protection
            
            2022-12-20
            0.00000000
            USD
            -2500803.65000000
            USD
            35322000.00000000
            USD
            286157.04000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        243000.00000000
        PA
        USD
        255827.86000000
        0.023222841118
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-15
          Fixed
          7.88000000
          N
          N
          N
          N
          Y
          
            
              BNP Paribas SA
              BNP Paribas SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAA4
        
          
        
        227000.00000000
        PA
        USD
        238041.41000000
        0.021608271452
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAB4
        
          
        
        1219000.00000000
        PA
        USD
        1317835.23000000
        0.119626838789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        000000000
        
          
        
        100000.00000000
        PA
        
        120162.85000000
        0.010907814238
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLCAN CIA MINERA SAA-CM
        549300XKJ91C4SZLG750
        Volcan Cia Minera SAA
        92863UAB2
        
          
        
        207000.00000000
        PA
        USD
        211140.00000000
        0.019166288900
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAF4
        
          
        
        364000.00000000
        PA
        USD
        374952.22000000
        0.034036386154
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP World Crescent Ltd
        000000000
        
          
        
        225000.00000000
        PA
        USD
        235687.50000000
        0.021394594654
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-18
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAG2
        
          
        
        206000.00000000
        PA
        USD
        223374.68000000
        0.020276895188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED ENERGY FIN
        549300PUNIS0USNSL750
        Consolidated Energy Finance SA
        20914UAD8
        
          
        
        949000.00000000
        PA
        USD
        967605.60000000
        0.087834652229
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-06-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAV6
        
          
        
        179625.28000000
        PA
        USD
        180086.81000000
        0.016347427430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-25
          Floating
          4.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        283875BZ4
        
          
        
        273000.00000000
        PA
        USD
        245017.50000000
        0.022241527852
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2050-01-20
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        000000000
        
          
        
        1116000.00000000
        PA
        USD
        1075545.00000000
        0.097632879586
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-02-06
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International, Inc. Initial Term B-5 Loan
        000000000
        
          
        
        857867.09000000
        PA
        USD
        840649.70000000
        0.076310197095
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -205.75000000
        -0.00001867701
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8227.58000000
            USD
            11487.39000000
            NZD
            2021-05-27
            -205.75000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        326.70000000
        0.000029656278
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            15714.18000000
            USD
            328264.04000000
            MXN
            2021-04-16
            326.70000000
          
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AS3
        
          
        
        612000.00000000
        PA
        USD
        639540.00000000
        0.058054411308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBK5
        
          
        
        693000.00000000
        PA
        USD
        676571.26000000
        0.061415933651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAA6
        
          
        
        1741000.00000000
        PA
        USD
        1399671.76000000
        0.127055571273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        81720TAC9
        
          
        
        593000.00000000
        PA
        USD
        589108.44000000
        0.053476473216
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BS7
        
          
        
        195000.00000000
        PA
        USD
        224249.66000000
        0.020356321727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        FUTURE CONTRACT ON           US ULTRA BOND CBT JUN21
        000000000
        
          
        
        73.00000000
        NC
        USD
        -624546.88000000
        -0.05669340690
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNM1 Comdty
              
            
            2021-06-21
            13853515.63000000
            USD
            -624546.88000000
          
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAC5
        
          
        
        1369000.00000000
        PA
        USD
        1361786.38000000
        0.123616515963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paysafe Holdings
        N/A
        Paysafe Holdings
        000000000
        
          
        
        1377058.42000000
        NS
        USD
        1512361.30000000
        0.137284993835
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        038461AK5
        
          
        
        3009000.00000000
        PA
        USD
        3087045.94000000
        0.280227405212
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2022-01-31
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Outdoors Group, LLC
        N/A
        Great Outdoors Group, LLC Term B-1 Loan
        000000000
        
          
        
        486514.30000000
        PA
        USD
        486757.56000000
        0.044185545229
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-06
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        2549008N2FD0KB1Y5E03
        Oaktown Re III Ltd
        67400KAC4
        
          
        
        3150000.00000000
        PA
        USD
        3169374.08000000
        0.287700763723
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-07-25
          Floating
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225436AA2
        
          
        
        1404000.00000000
        PA
        USD
        1494905.74000000
        0.135700460796
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-12-18
          Fixed
          6.25000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AT9
        
          
        
        309000.00000000
        PA
        USD
        340354.04000000
        0.030895727286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aldevron, L.L.C.
        254900EZVEZ2H0CZ0E75
        Aldevron, L.L.C. Initial Term Loan (2021) (First Lien)
        000000000
        
          
        
        809678.58000000
        PA
        USD
        808326.42000000
        0.073376042872
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-12
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIVE POINT OP CO LP/FIVE
        N/A
        Five Point Operating Co LP / Five Point Capital Corp
        33834YAA6
        
          
        
        1969000.00000000
        PA
        USD
        2060135.64000000
        0.187009353279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -74676.85000000
        -0.00677881065
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            54339932.71000000
            MXN
            2580686.54000000
            USD
            2021-04-16
            -74676.85000000
          
        
        
          N
          N
          N
        
      
      
        Bass Pro Group, LLC
        N/A
        Bass Pro Group, LLC Initial Term Loan
        000000000
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-09-25
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        102.34000000
        0.000009289940
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7309.51000000
            USD
            109448.67000000
            ZAR
            2021-04-08
            102.34000000
          
        
        
          N
          N
          N
        
      
      
        CitiMortgage Alternative Loan Trust
        N/A
        CitiMortgage Alternative Loan Trust Series 2007-A3
        12567AAD9
        
          
        
        659810.52000000
        PA
        USD
        660059.53000000
        0.059917077028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -30.31000000
        -0.00000275139
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9281797.00000000
            KRW
            8200.84000000
            USD
            2021-04-22
            -30.31000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        146000.00000000
        PA
        USD
        145270.00000000
        0.013186922367
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2025-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AB7
        
          
        
        99000.00000000
        PA
        USD
        105547.77000000
        0.009581126516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMBAC LSNI LLC
        N/A
        Ambac LSNI LLC
        02315QAA6
        
          
        
        53612.15000000
        PA
        USD
        53746.18000000
        0.004878823591
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2023-02-12
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        929.45000000
        0.000084371067
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            138195381.73000000
            COP
            38634.44000000
            USD
            2021-05-20
            929.45000000
          
        
        
          N
          N
          N
        
      
      
        Neenah Enterprises Inc
        N/A
        Neenah Enterprises Inc
        64007R109
        
          
        
        58200.00000000
        NS
        USD
        0.06000000
        0.000000005446
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205768AR5
        
          
        
        128000.00000000
        PA
        USD
        138867.50000000
        0.012605733749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AQ2
        
          
        
        200000.00000000
        PA
        USD
        235796.91000000
        0.021404526375
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2034-04-02
          Fixed
          7.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        2549009SOTYJD2MZFC61
        Bellemeade Re 2018-3 Ltd
        07877TAC5
        
          
        
        915000.00000000
        PA
        USD
        919271.86000000
        0.083447144298
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-10-25
          Floating
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BF0
        
          
        
        418000.00000000
        PA
        USD
        445742.72000000
        0.040462412366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAG6
        
          
        
        214000.00000000
        PA
        USD
        221956.09000000
        0.020148122308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        38.03000000
        0.000003452183
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6846.08000000
            EUR
            8075.36000000
            USD
            2021-05-27
            38.03000000
          
        
        
          N
          N
          N
        
      
      
        DIGICEL INTL FINANCE LTD
        N/A
        Digicel Holdings Bermuda Ltd / Digicel International Finance Ltd
        25381XAA1
        
          
        
        656756.00000000
        PA
        USD
        674816.79000000
        0.061256671177
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN Resources SA
        222100ZEX458NMOXZP08
        CSN Resources SA
        000000000
        
          
        
        505000.00000000
        PA
        USD
        523937.50000000
        0.047560564038
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-02-13
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        4425000.00000000
        PA
        USD
        4447125.00000000
        0.403688938754
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDGEWELL PERSONAL CARE
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035QAA0
        
          
        
        209000.00000000
        PA
        USD
        220722.74000000
        0.020036164638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zacapa S.A R.L.
        213800VIVQIJLORBU468
        Zacapa S.A R.L. Initial Term Loan
        000000000
        
          
        
        2158928.58000000
        PA
        USD
        2161173.87000000
        0.196181125118
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2025-07-02
          Floating
          4.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Corp
        549300FJX18IDUFPHD40
        Gulfport Energy Corp
        402635AP1
        
          
        
        1710000.00000000
        PA
        USD
        1551376.95000000
        0.140826649701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Whiting Petroleum Corp
        52990028CHK9KUB1B293
        Whiting Petroleum Corp
        966387508
        
          
        
        15070.00000000
        NS
        USD
        534231.50000000
        0.048495004589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        3345000.00000000
        PA
        USD
        3181931.25000000
        0.288840644124
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2048-03-13
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900L82OLW9QTLJ788
        Eagle RE 2019-1 Ltd
        269822AC6
        
          
        
        180378.00000000
        PA
        USD
        181799.61000000
        0.016502907300
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-04-25
          Floating
          3.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        45.93000000
        0.000004169307
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            10283.35000000
            USD
            293340.00000000
            TWD
            2021-04-27
            45.93000000
          
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
        
        444000.00000000
        PA
        USD
        466192.11000000
        0.042318711109
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        52.86000000
        0.000004798380
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            736716.24000000
            INR
            10097.12000000
            USD
            2021-04-15
            52.86000000
          
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
        
        1870000.00000000
        PA
        USD
        1854005.65000000
        0.168297849350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&G Foods Inc
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508RAE6
        
          
        
        217000.00000000
        PA
        USD
        223322.46000000
        0.020272154904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XJW5
        
          
        
        311868.00000000
        PA
        USD
        332533.31000000
        0.030185798468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          4.95900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        171.78000000
        0.000015593374
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            27579561.04000000
            COP
            7696.54000000
            USD
            2021-05-20
            171.78000000
          
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
        
        507359.00000000
        PA
        USD
        537770.59000000
        0.048816266412
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS Investments II GmbH
        529900V1Q46CPWIWT649
        JBS Investments II GmbH
        46650CAA7
        
          
        
        200000.00000000
        PA
        USD
        212957.85000000
        0.019331304711
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIAN GROUP INC
        54930005OUP720S5U385
        Radian Group Inc
        750236AX9
        
          
        
        110000.00000000
        PA
        USD
        123380.67000000
        0.011199912693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: IS27PY6   IRS R05.245PBRL-CDI 01/02/23 MORGAN STANL FIXED / Short: IS27PY6   IRS PBRL-CDIR05.245 01/02/23 MORGAN STANL FLOAT
        000000000
        
          
        
        172000000.00000000
        OU
        Notional Amount
        
        -462093.63000000
        -0.04194667051
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            172000000.00000000
            BRL
            -462093.63000000
          
        
        
          N
          N
          N
        
      
      
        AXALTA COAT/DUTCH HLD BV
        N/A
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        05454NAA7
        
          
        
        350000.00000000
        PA
        USD
        364430.50000000
        0.033081274260
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -71.47000000
        -0.00000648770
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            8125.56000000
            USD
            612392.41000000
            RUB
            2021-05-25
            -71.47000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0JZ3
        
          
        
        854684.67000000
        PA
        USD
        994930.22000000
        0.090315051779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          10.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        1223000.00000000
        PA
        
        1394771.26000000
        0.126610727100
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-01-30
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XDB7
        
          
        
        1481858.77000000
        PA
        USD
        1726223.50000000
        0.156698391155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          10.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
        
        551000.00000000
        PA
        USD
        582554.43000000
        0.052881531239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        38411.20000000
        0.003486786758
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            162542124.60000000
            RUB
            2176138.89000000
            USD
            2021-05-25
            38411.20000000
          
        
        
          N
          N
          N
        
      
      
        BROOKFIELD PPTY REIT INC
        N/A
        Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
        11284DAA3
        
          
        
        950000.00000000
        PA
        USD
        976776.94000000
        0.088667183024
        Long
        DBT
        
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
        
        517000.00000000
        PA
        USD
        514359.21000000
        0.046691092250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITE AID CORP
        529900W353T1JY1DKT44
        Rite Aid Corp
        767754CK8
        
          
        
        1382000.00000000
        PA
        USD
        1435499.67000000
        0.130307859204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEABODY ENERGY CORP
        EJCO258LNNVSKAR2JX59
        Peabody Energy Corp
        704551AB6
        
          
        
        189000.00000000
        PA
        USD
        79380.00000000
        0.007205740328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          8.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBE7
        
          
        
        216000.00000000
        PA
        USD
        222346.73000000
        0.020183582757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        37074000.00000000
        PA
        
        504267.20000000
        0.045774987394
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2022-07-20
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eDreams ODIGEO SA
        959800Y8LQ5MR2YZ4N96
        eDreams ODIGEO SA
        AU5002129
        
          
        
        478000.00000000
        PA
        
        545447.62000000
        0.049513150825
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -377.70000000
        -0.00003428581
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            227298.43000000
            ZAR
            15014.93000000
            USD
            2021-04-08
            -377.70000000
          
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05367AAH6
        
          
        
        319000.00000000
        PA
        USD
        348179.15000000
        0.031606053699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1.34000000
        -0.00000012163
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9376.82000000
            USD
            136751541.00000000
            IDR
            2021-04-15
            -1.34000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        73.67000000
        0.000006687413
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            61120.14000000
            CNY
            9371.59000000
            USD
            2021-04-22
            73.67000000
          
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        250000.00000000
        PA
        USD
        260364.04000000
        0.023634614047
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-04-16
          Variable
          6.88000000
          N
          N
          N
          N
          Y
          
            
              ING Groep NV
              ING Groep NV
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
        
        437000.00000000
        PA
        USD
        440562.99000000
        0.039992221016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-30
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAJ4
        
          
        
        136000.00000000
        PA
        USD
        138478.89000000
        0.012570457575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -192.62000000
        -0.00001748513
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10793.24000000
            USD
            69683.50000000
            CNY
            2021-04-22
            -192.62000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AY8
        
          
        
        1315000.00000000
        PA
        USD
        1508344.45000000
        0.136920363222
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-01
          Fixed
          10.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
        
        212000.00000000
        PA
        USD
        224250.17000000
        0.020356368022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM ESCROW LLC
        N/A
        Windstream Escrow LLC / Windstream Escrow Finance Corp
        97382WAA1
        
          
        
        223000.00000000
        PA
        USD
        226694.66000000
        0.020578267243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEATHERFORD INTERNATIONA
        549300A2JKMG5PGOGF82
        Weatherford International Ltd
        947075AR8
        
          
        
        223000.00000000
        PA
        USD
        232797.09000000
        0.021132216928
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-09-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG
        000000000
        
          
        
        13500000.00000000
        OU
        Notional Amount
        USD
        -6171225.00000000
        -0.56019456864
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -2147661.79000000
            USD
            13500000.00000000
            USD
            -4023563.21000000
          
        
        
          N
          N
          N
        
      
      
        Ziggo Bond Co BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        98954UAB9
        
          
        
        224000.00000000
        PA
        USD
        234633.73000000
        0.021298938406
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHO Verwaltungs GmbH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
        
        283971.00000000
        PA
        
        338942.55000000
        0.030767598911
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-05-15
          Fixed
          3.63000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        2469000.00000000
        PA
        USD
        2281356.00000000
        0.207090689504
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Tire Recycling
        N/A
        LIBERTY TIRE RECYCLING HOLDCO  LLC REGD 144A
        531359AC1
        
          
        
        705302.00000000
        PA
        USD
        714047.74000000
        0.064817870957
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
        
        212000.00000000
        PA
        USD
        221704.63000000
        0.020125295961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MG3
        
          
        
        105000.00000000
        PA
        USD
        108226.21000000
        0.009824262610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -52.15000000
        -0.00000473392
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            297920.10000000
            MXN
            14505.95000000
            USD
            2021-04-16
            -52.15000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        792599.44000000
        0.071948422135
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            136809613.23000000
            BRL
            25098536.61000000
            USD
            2021-04-05
            792599.44000000
          
        
        
          N
          N
          N
        
      
      
        US Renal Care Inc
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
        
        791000.00000000
        PA
        USD
        870187.70000000
        0.078991516795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          10.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AS4
        
          
        
        800000.00000000
        PA
        USD
        897634.02000000
        0.081482963695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
        
        1096000.00000000
        PA
        
        1338095.97000000
        0.121466012779
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-04-06
          Fixed
          5.88000000
          N
          N
          N
          N
          Y
          
            
              Danske Bank A/S
              Danske Bank A/S
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12.17000000
        -0.00000110473
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7690.96000000
            USD
            10996.16000000
            NZD
            2021-05-27
            -12.17000000
          
        
        
          N
          N
          N
        
      
      
        RAIZEN FUELS FINANCE
        52990010NH26VC32Q522
        Raizen Fuels Finance SA
        75102XAA4
        
          
        
        359000.00000000
        PA
        USD
        398152.03000000
        0.036142354994
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-01-20
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM AMERICA FINANCE
        254900QMQAJ26H49CL75
        Braskem America Finance Co
        000000000
        
          
        
        944000.00000000
        PA
        USD
        1069065.84000000
        0.097044732137
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-07-22
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        GS Mortgage Securities Corp II
        36192CAG0
        
          
        
        735312.71000000
        PA
        USD
        16510.56000000
        0.001498750416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-10
          Variable
          1.48600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAN HARBORS INC
        5493000SJVZVZJKHJF48
        Clean Harbors Inc
        184496AN7
        
          
        
        25000.00000000
        PA
        USD
        26375.63000000
        0.002394254733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLABIN AUSTRIA GMBH
        984500578YEA8DD41B09
        Klabin Austria GmbH
        000000000
        
          
        
        333000.00000000
        PA
        USD
        398190.92000000
        0.036145885244
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2049-04-03
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY BUILDING PRODU
        N/A
        Specialty Building Products Holdings LLC / SBP Finance Corp
        84749AAA5
        
          
        
        1953000.00000000
        PA
        USD
        2019479.28000000
        0.183318761532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
        
        210000.00000000
        PA
        USD
        236084.51000000
        0.021430633341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAH0
        
          
        
        53000.00000000
        PA
        USD
        56351.41000000
        0.005115314028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        Vale Overseas Ltd
        91911TAQ6
        
          
        
        197000.00000000
        PA
        USD
        206209.60000000
        0.018718730547
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        122.27000000
        0.000011099091
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            290227334.00000000
            IDR
            20019.82000000
            USD
            2021-04-15
            122.27000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        310.06000000
        0.000028145777
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            136343030.00000000
            IDR
            9657.53000000
            USD
            2021-04-15
            310.06000000
          
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911363AM1
        
          
        
        215000.00000000
        PA
        USD
        216178.18000000
        0.019623631012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AE4
        
          
        
        264000.00000000
        PA
        USD
        270886.45000000
        0.024589788576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
        
        586000.00000000
        PA
        USD
        596987.50000000
        0.054191696955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triangle Re 2019-1 Ltd.
        N/A
        Mortgage Insurance-Linked Notes Series 2019-1
        89600TAB9
        
          
        
        2683342.00000000
        PA
        USD
        2621351.16000000
        0.237953839364
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-11-26
          Floating
          3.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        FUTURE CONTRACT ON           US 10YR ULTRA FUT JUN21
        000000000
        
          
        
        109.00000000
        NC
        USD
        -551093.76000000
        -0.05002568066
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US 10 Year Ultra Bond
                UXYM1 Comdty
              
            
            2021-06-21
            16213031.26000000
            USD
            -551093.76000000
          
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
        
        1035000.00000000
        PA
        USD
        1253643.75000000
        0.113799840349
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM General Purchaser LLC
        69356MAA4
        
          
        
        938000.00000000
        PA
        USD
        1001603.69000000
        0.090920837770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YAW0
        
          
        
        426000.00000000
        PA
        USD
        441081.77000000
        0.040039313407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        239.98000000
        0.000021784247
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            30989393.47000000
            COP
            8695.07000000
            USD
            2021-05-20
            239.98000000
          
        
        
          N
          N
          N
        
      
      
        Paysafe Holdings
        N/A
        Paysafe Holdings
        000000000
        
          
        
        3960.00000000
        NS
        USD
        1217785.20000000
        0.110544771064
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        American Builders & Contractors Supply Co Inc
        024747AE7
        
          
        
        214000.00000000
        PA
        USD
        220967.07000000
        0.020058343758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        683000.00000000
        PA
        
        836479.81000000
        0.075931674236
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2025-08-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGNATURE AVIATION US
        213800CSNQ87U1MC8N11
        Signature Aviation US Holdings Inc
        05545MAA0
        
          
        
        402000.00000000
        PA
        USD
        410259.15000000
        0.037241381989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -361.57000000
        -0.00003282161
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7731.79000000
            USD
            64361.28000000
            SEK
            2021-04-15
            -361.57000000
          
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAN1
        
          
        
        1040000.00000000
        PA
        USD
        1147939.23000000
        0.104204484810
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRATON POLYMERS LLC/CAP
        N/A
        Kraton Polymers LLC / Kraton Polymers Capital Corp
        000000000
        
          
        
        846000.00000000
        PA
        
        1021973.65000000
        0.092769926234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253AB9
        
          
        
        315000.00000000
        PA
        USD
        330218.90000000
        0.029975707293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -54.26000000
        -0.00000492546
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            8151.35000000
            USD
            118104856.00000000
            IDR
            2021-04-15
            -54.26000000
          
        
        
          N
          N
          N
        
      
      
        ZF NA CAPITAL
        529900JYGMS9CW9IQX78
        ZF North America Capital Inc
        98877DAB1
        
          
        
        216000.00000000
        PA
        USD
        221636.29000000
        0.020119092379
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LBA1
        
          
        
        202000.00000000
        PA
        USD
        224803.51000000
        0.020406597606
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-11
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BN3
        
          
        
        214000.00000000
        PA
        USD
        217822.57000000
        0.019772900946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AF0
        
          
        
        520000.00000000
        PA
        USD
        572841.57000000
        0.051999843824
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-04-16
          Fixed
          6.50000000
          N
          N
          N
          N
          Y
          
            
              ING Groep NV
              ING Groep NV
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CAESARS HOLDINGS INC
        529900CJT4VQO26ONP04
        Caesars Holdings Inc
        127686AA1
        
          
        
        120558.00000000
        PA
        USD
        302299.19000000
        0.027441288292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.00000000
          N
          N
          N
          N
          N
          
            
              Caesars Entertainment Inc
              Caesars Entertainment Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AL2
        
          
        
        600000.00000000
        PA
        USD
        642120.00000000
        0.058288611485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XEJ9
        
          
        
        1556137.67000000
        PA
        USD
        1762110.39000000
        0.159956033011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Floating
          9.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAH2
        
          
        
        72000.00000000
        PA
        USD
        82846.59000000
        0.007520420945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAP9
        
          
        
        624000.00000000
        PA
        USD
        850050.68000000
        0.077163573521
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2039-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        18165600000.00000000
        PA
        
        5798535.72000000
        0.526363601458
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-07-24
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBQ6
        
          
        
        676448.96000000
        PA
        USD
        819768.61000000
        0.074414710671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          11.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        00191AAD8
        
          
        
        1039000.00000000
        PA
        USD
        1089862.72000000
        0.098932574376
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Variable
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        EP ENERGY CORP
        549300Z6HPQS1H5IYQ07
        EP ENERGY CORP COMMON STOCK
        268785201
        
          
        
        6941.00000000
        NS
        USD
        138820.00000000
        0.012601421924
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0GW3
        
          
        
        498362.07000000
        PA
        USD
        516408.91000000
        0.046877154305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          4.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR Grace & Co-Conn
        549300GJVOEHHLSO6K25
        WR Grace & Co-Conn
        383909AF5
        
          
        
        386000.00000000
        PA
        USD
        425728.14000000
        0.038645583615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
        
        515000.00000000
        PA
        USD
        525310.26000000
        0.047685176687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        103.16000000
        0.000009364376
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            62271.18000000
            NOK
            7383.73000000
            USD
            2021-04-15
            103.16000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        53.04000000
        0.000004814719
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            840492.34000000
            INR
            11512.17000000
            USD
            2021-04-15
            53.04000000
          
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBJ8
        
          
        
        1537000.00000000
        PA
        USD
        1604422.63000000
        0.145641885222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDF6
        
          
        
        1024000.00000000
        PA
        USD
        874240.00000000
        0.079359365391
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -131.25000000
        -0.00001191425
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            1180870.54000000
            INR
            15968.54000000
            USD
            2021-04-15
            -131.25000000
          
        
        
          N
          N
          N
        
      
      
        iHeartMedia Inc
        N/A
        iHeartMedia Inc
        45174J509
        
          
        
        25267.00000000
        NS
        USD
        458596.05000000
        0.041629176769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        240.90000000
        0.000021867760
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            16937.63000000
            USD
            253670.39000000
            ZAR
            2021-04-08
            240.90000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        46.46000000
        0.000004217418
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            7858.45000000
            USD
            8913916.00000000
            KRW
            2021-04-22
            46.46000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-HY12
        02146PAF2
        
          
        
        801770.69000000
        PA
        USD
        803740.64000000
        0.072959767489
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Variable
          3.23200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAT3
        
          
        
        485000.00000000
        PA
        USD
        295092.19000000
        0.026787070976
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2027-05-11
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        898339AA4
        
          
        
        605000.00000000
        PA
        USD
        652931.13000000
        0.059269994648
        Long
        DBT
        
        MX
        N
        
        2
        
          2030-01-15
          Fixed
          4.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        588000.00000000
        PA
        USD
        563309.36000000
        0.051134554960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BW8
        
          
        
        187000.00000000
        PA
        USD
        217766.40000000
        0.019767802099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Team Health Holdings, Inc.
        549300PVTQ4UDTTMQT11
        Team Health Holdings, Inc. Initial Term Loan
        000000000
        
          
        
        734693.84000000
        PA
        USD
        681472.62000000
        0.061860855891
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-06
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUGAR HSP GMNG PROP/FIN
        N/A
        Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp
        865033AC8
        
          
        
        1785000.00000000
        PA
        USD
        1742805.40000000
        0.158203617479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAB8
        
          
        
        510000.00000000
        PA
        USD
        561611.79000000
        0.050980457598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XR63
        
          
        
        359547.37000000
        PA
        USD
        360230.22000000
        0.032699992741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US Corp
        11283YAB6
        
          
        
        995000.00000000
        PA
        USD
        1040097.09000000
        0.094415086255
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742AB7
        
          
        
        777000.00000000
        PA
        USD
        1060570.08000000
        0.096273527294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZQ9
        
          
        
        207000.00000000
        PA
        USD
        223528.05000000
        0.020290817390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          5.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CH6
        
          
        
        109000.00000000
        PA
        USD
        106057.73000000
        0.009627418269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBJ0
        
          
        
        212000.00000000
        PA
        USD
        222145.68000000
        0.020165332390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAS8
        
          
        
        200000.00000000
        PA
        USD
        221606.09000000
        0.020116350966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MT LOGAN RE LTD /PREFERRED/    U-2 SER 2
        N/A
        MT LOGAN RE LTD /PREFERRED/    U-2 SER 2
        000000000
        
          
        
        3082.14000000
        NS
        USD
        2883437.11000000
        0.261744760244
        Long
        EC
        CORP
        BM
        N
        
        3
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300VCB8LYR1RGV869
        Dryden 49 Senior Loan Fund
        26244QAE3
        
          
        
        417194.00000000
        PA
        USD
        410737.51000000
        0.037284805243
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          6.52300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -535.78000000
        -0.00004863557
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            11188.95000000
            USD
            93030.00000000
            SEK
            2021-04-15
            -535.78000000
          
        
        
          N
          N
          N
        
      
      
        Spirit Realty LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAC2
        
          
        
        21000.00000000
        PA
        USD
        23283.18000000
        0.002113536773
        Long
        DBT
        
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        1086000.00000000
        PA
        USD
        1252855.93000000
        0.113728325782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenneco Inc
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AR6
        
          
        
        1693000.00000000
        PA
        USD
        1603738.08000000
        0.145579745016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-6
        362334MG6
        
          
        
        505755.54000000
        PA
        USD
        220116.80000000
        0.019981160276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          6.74100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
        
        3420000.00000000
        PA
        USD
        3452341.88000000
        0.313387240015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        N/A
        Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)
        000000000
        
          
        
        494517.86000000
        PA
        USD
        488954.53000000
        0.044384975757
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-04-30
          Floating
          3.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corp
        17302XAK2
        
          
        
        1781000.00000000
        PA
        USD
        1831544.41000000
        0.166258924396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OIL & GAS HOLDING
        549300OBH16L6TS6IW50
        Oil and Gas Holding Co BSCC/The
        000000000
        
          
        
        1346000.00000000
        PA
        USD
        1553368.13000000
        0.141007399588
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2028-11-07
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
        
        1200000.00000000
        PA
        USD
        1297586.75000000
        0.117788777704
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-03-05
          Fixed
          6.50000000
          N
          N
          N
          N
          Y
          
            
              Banco Bilbao Vizcaya Argentaria SA
              Banco Bilbao Vizcaya Argentaria SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX 2I65BRPO2 05.000 BP 06/20/2023 CITIUS33XXX FLOAT
        000000000
        
          
        
        15399000.00000000
        OU
        Notional Amount
        USD
        -1134046.25000000
        -0.10294334590
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S30.V1
                2I65BRPO2
              
            
            Y
            buy protection
            
            2023-06-20
            0.00000000
            USD
            -1062531.00000000
            USD
            15399000.00000000
            USD
            -71515.25000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29273RBG3
        
          
        
        25000.00000000
        PA
        USD
        27762.53000000
        0.002520150945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        169.77000000
        0.000015410916
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            14431.76000000
            USD
            82328.86000000
            BRL
            2021-05-04
            169.77000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -286.31000000
        -0.00002598986
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            49629.02000000
            USD
            35537854.00000000
            CLP
            2021-05-20
            -286.31000000
          
        
        
          N
          N
          N
        
      
      
        XEROX HOLDINGS CORP
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421MAB2
        
          
        
        214000.00000000
        PA
        USD
        221591.75000000
        0.020115049249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        238.56000000
        0.000021655346
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            11985.53000000
            EUR
            14309.63000000
            USD
            2021-05-27
            238.56000000
          
        
        
          N
          N
          N
        
      
      
        CSN ISLANDS XI CORP
        222100R8R68DM7VM3661
        CSN Inova Ventures
        000000000
        
          
        
        305000.00000000
        PA
        USD
        322667.13000000
        0.029290193390
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-28
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        55377XAB2
        
          
        
        380000.00000000
        PA
        USD
        424650.00000000
        0.038547715173
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAD2
        
          
        
        218000.00000000
        PA
        USD
        226593.41000000
        0.020569076248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HighPoint Operating Corp
        XE2KCQGOGYZ847CKN141
        HighPoint Operating Corp
        06846NAD6
        
          
        
        227000.00000000
        PA
        USD
        127047.29000000
        0.011532751085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002AU5
        
          
        
        1657000.00000000
        PA
        USD
        2138319.56000000
        0.194106519131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPA HOLDINGS 3
        743700UEY0YM039XN974
        SpA Holdings 3 Oy
        84612JAA0
        
          
        
        972000.00000000
        PA
        USD
        975519.06000000
        0.088552998637
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2028-02-04
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AH5
        
          
        
        61000.00000000
        PA
        USD
        62268.65000000
        0.005652453042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0BW8
        
          
        
        451352.78000000
        PA
        USD
        456556.92000000
        0.041444074208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          4.20900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAL2
        
          
        
        1046000.00000000
        PA
        USD
        1023909.42000000
        0.092945646263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAJ3
        
          
        
        1207000.00000000
        PA
        USD
        1308252.24000000
        0.118756940357
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callon Petroleum Co
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        144577AJ2
        
          
        
        301000.00000000
        PA
        USD
        259612.50000000
        0.023566392807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAA9
        
          
        
        398000.00000000
        PA
        USD
        410171.94000000
        0.037233465478
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAP4
        
          
        
        224000.00000000
        PA
        USD
        217840.56000000
        0.019774533993
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
        
        197000.00000000
        PA
        USD
        217685.00000000
        0.019760412993
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCS3
        
          
        
        30000.00000000
        PA
        USD
        35753.40000000
        0.003245524266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -86.63000000
        -0.00000786386
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            10171.21000000
            USD
            147094618.00000000
            IDR
            2021-04-15
            -86.63000000
          
        
        
          N
          N
          N
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        000000000
        
          
        
        395000.00000000
        PA
        USD
        426970.31000000
        0.038758341922
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2024-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pass-Through CTFS
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust
        93935WAE4
        
          
        
        1337306.25000000
        PA
        USD
        542781.98000000
        0.049271176654
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          4.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        283875AM4
        
          
        
        612000.00000000
        PA
        USD
        592110.00000000
        0.053748940613
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2034-09-21
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        206000.00000000
        PA
        USD
        221900.63000000
        0.020143087912
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AJ8
        
          
        
        117000.00000000
        PA
        USD
        123867.90000000
        0.011244141124
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        33.81000000
        0.000003069111
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            142079.64000000
            ZAR
            9655.43000000
            USD
            2021-04-08
            33.81000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KQ1
        
          
        
        879689.85000000
        PA
        USD
        925354.81000000
        0.083999325681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Floating
          5.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        20.74000000
        0.000001882678
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            22208.19000000
            USD
            29909.52000000
            SGD
            2021-05-21
            20.74000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -212.79000000
        -0.00001931606
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            18146.69000000
            USD
            20223035.00000000
            KRW
            2021-04-22
            -212.79000000
          
        
        
          N
          N
          N
        
      
      
        Comstock Resources Inc
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205677AB3
        
          
        
        874000.00000000
        PA
        USD
        950782.81000000
        0.086307559053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBF6
        
          
        
        215000.00000000
        PA
        USD
        227640.65000000
        0.020664139734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        360000.00000000
        OU
        Notional Amount
        USD
        -97014.00000000
        -0.00880647130
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -37888.79000000
            USD
            360000.00000000
            USD
            -59125.21000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        220.60000000
        0.000020025022
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8650.67000000
            USD
            130999.46000000
            ZAR
            2021-04-08
            220.60000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        14.14000000
        0.000001283562
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10586.18000000
            SGD
            7881.85000000
            USD
            2021-05-21
            14.14000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CV0
        
          
        
        1891000.00000000
        PA
        USD
        2108522.86000000
        0.191401715871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-21
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -106.80000000
        -0.00000969479
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7776.14000000
            USD
            848812.00000000
            JPY
            2021-05-20
            -106.80000000
          
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AD6
        
          
        
        199000.00000000
        PA
        USD
        240030.82000000
        0.021788860667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monitronics International Inc
        SCAKOG18M6QWWML8YF46
        Monitronics International Inc
        609453105
        
          
        
        17804.00000000
        NS
        USD
        129257.04000000
        0.011733341721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AS5
        
          
        
        162000.00000000
        PA
        USD
        172007.49000000
        0.015614025037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC LONG / Short: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC SHORT
        000000000
        
          
        
        300000.00000000
        OU
        Notional Amount
        USD
        28205.59000000
        0.002560369833
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Avis Budget Group, Inc.
                Avis Budget Group, Inc.
                
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            29164.26000000
            USD
            0.00000000
            USD
            300000.00000000
            USD
            -958.67000000
          
        
        
          N
          N
          N
        
      
      
        Sunshine Mid BV
        724500YPEUZJGV4VB176
        Sunshine Mid BV
        000000000
        
          
        
        823000.00000000
        PA
        
        999848.57000000
        0.090761516291
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AE8
        
          
        
        284000.00000000
        PA
        USD
        292279.05000000
        0.026531707454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        000000000
        
          
        
        1620000.00000000
        PA
        USD
        8079.75000000
        0.000733441426
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-02-09
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -8.45000000
        -0.00000076705
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            249723.31000000
            ZAR
            16902.79000000
            USD
            2021-04-08
            -8.45000000
          
        
        
          N
          N
          N
        
      
      
        SUNCOKE ENGY PART FIN CO
        N/A
        SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
        86723CAF5
        
          
        
        233000.00000000
        PA
        USD
        241546.24000000
        0.021926423315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-SBT1
        20753VBE7
        
          
        
        1061779.00000000
        PA
        USD
        1063097.73000000
        0.096502975386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Floating
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AV8
        
          
        
        130000.00000000
        PA
        USD
        137033.36000000
        0.012439239210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAA9
        
          
        
        295000.00000000
        PA
        USD
        303317.16000000
        0.027533694786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-42
        02148YAF1
        
          
        
        536612.18000000
        PA
        USD
        418262.74000000
        0.037967909971
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAP9
        
          
        
        1985533.41000000
        PA
        USD
        2045077.57000000
        0.185642453023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -210.37000000
        -0.00001909639
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            13626.59000000
            USD
            12669.65000000
            CHF
            2021-05-06
            -210.37000000
          
        
        
          N
          N
          N
        
      
      
        RENK AG FRANKFURT
        894500DAJJ2W78HOJY11
        Renk AG/Frankfurt am Main
        000000000
        
          
        
        384000.00000000
        PA
        
        468831.17000000
        0.042558272473
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW INC
        N/A
        Scripps Escrow Inc
        81104PAA7
        
          
        
        639000.00000000
        PA
        USD
        660723.51000000
        0.059977349987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intrado Corp
        5493005Z5DB0O5S30R71
        Intrado Corp
        68163PAA2
        
          
        
        748000.00000000
        PA
        USD
        758786.76000000
        0.068879067236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        310000.00000000
        PA
        USD
        310096.88000000
        0.028149125648
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2021-05-13
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2018-R07
        20753QAF6
        
          
        
        440697.00000000
        PA
        USD
        447214.73000000
        0.040596034460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Floating
          4.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -152.92000000
        -0.00001388135
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6416.76000000
            USD
            53445.16000000
            TRY
            2021-05-21
            -152.92000000
          
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331CAJ7
        
          
        
        205000.00000000
        PA
        USD
        217288.80000000
        0.019724447834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -64.00000000
        -0.00000580961
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            11606.67000000
            USD
            846619.42000000
            INR
            2021-04-15
            -64.00000000
          
        
        
          N
          N
          N
        
      
      
        SEPLAT PETROLEUM DEV CO
        029200711C4S4CB2E982
        SEPLAT Petroleum Development Co Plc
        81733LAB3
        
          
        
        581000.00000000
        PA
        USD
        582270.94000000
        0.052855797360
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2026-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Street Securities
        N/A
        JP Morgan Madison Avenue Securities Trust Series 2015-1
        46645DAB1
        
          
        
        806027.82000000
        PA
        USD
        737215.29000000
        0.066920911387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-10-25
          Floating
          5.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KK4
        
          
        
        421379.30000000
        PA
        USD
        495994.70000000
        0.045024049036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-25
          Floating
          11.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XNW0
        
          
        
        318976.00000000
        PA
        USD
        326660.71000000
        0.029652711662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          3.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        419000.00000000
        PA
        USD
        452754.95000000
        0.041098949384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA LONG / Short: IS225B8   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SA SHORT
        000000000
        
          
        
        59000.00000000
        OU
        Notional Amount
        USD
        -26986.93000000
        -0.00244974565
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -29536.88000000
            USD
            59000.00000000
            USD
            2549.95000000
          
        
        
          N
          N
          N
        
      
      
        PICASSO FINANCE SUB INC
        N/A
        Picasso Finance Sub Inc
        71953LAA9
        
          
        
        190000.00000000
        PA
        USD
        201824.34000000
        0.018320657420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959WAG8
        
          
        
        165000.00000000
        PA
        USD
        170013.21000000
        0.015432993747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kayne CLO
        N/A
        KAYNE CLO
        48662PAA0
        
          
        
        354788.00000000
        PA
        USD
        354750.39000000
        0.032202559735
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        N/A
        Triton Water Holdings Inc
        89680EAA7
        
          
        
        696000.00000000
        PA
        USD
        709567.36000000
        0.064411163287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        398.84000000
        0.000036204805
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            28735.30000000
            USD
            2136900.77000000
            INR
            2021-04-15
            398.84000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAC2
        
          
        
        157000.00000000
        PA
        USD
        173192.55000000
        0.015721599170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-10
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAH0
        
          
        
        2734000.00000000
        PA
        USD
        1696034.52000000
        0.153957978574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
        
        200000.00000000
        PA
        USD
        205079.88000000
        0.018616179917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        5000000.00000000
        OU
        Notional Amount
        USD
        -2285638.89000000
        -0.20747946996
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -882128.69000000
            USD
            5000000.00000000
            USD
            -1403510.20000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBF0
        
          
        
        1529435.03000000
        PA
        USD
        1622317.16000000
        0.147266265878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          5.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397YG2
        
          
        
        200000.00000000
        PA
        USD
        206316.71000000
        0.018728453485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-09
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AK4
        
          
        
        1253000.00000000
        PA
        USD
        1288055.79000000
        0.116923602309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        534000.00000000
        PA
        USD
        591905.63000000
        0.053730388873
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        2129000.00000000
        PA
        USD
        1910777.50000000
        0.173451328930
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2050-01-20
          Fixed
          7.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAB8
        
          
        
        224000.00000000
        PA
        USD
        246697.92000000
        0.022394068418
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2023-11-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
        
        528000.00000000
        PA
        USD
        531882.91000000
        0.048281810715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        Mattel Inc
        577081BB7
        
          
        
        22000.00000000
        PA
        USD
        23126.92000000
        0.002099352231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        -4571277.78000000
        -0.41495893993
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1592626.29000000
            USD
            10000000.00000000
            USD
            -2978651.49000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        CDS XS1204434028 05.000 SP 06/20/2022 CREDIT SUISS LONG
        000000000
        
          
        
        310000.00000000
        OU
        Notional Amount
        
        19387.55000000
        0.001759909938
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                International Game Technology PLC
                International Game Technology PLC
                
                  
                
              
            
            Y
            
            sell protection
            2022-06-20
            31579.44000000
            EUR
            0.00000000
            EUR
            310000.00000000
            EUR
            -15803.00000000
          
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAK0
        
          
        
        1295000.00000000
        PA
        USD
        1316236.83000000
        0.119481743610
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36
        21055KAA3
        
          
        
        379213.16000000
        PA
        USD
        377157.33000000
        0.034236555592
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-10-17
          Variable
          11.83800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -29.30000000
        -0.00000265971
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            75289.23000000
            NOK
            8773.30000000
            USD
            2021-04-15
            -29.30000000
          
        
        
          N
          N
          N
        
      
      
        Avaya Inc.
        J6LB5QIFSP2MFEFG4U76
        Avaya Inc. Tranche B Term Loan
        000000000
        
          
        
        0.01000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-12-15
          Floating
          4.36100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY BOWES INC
        549300N2O26NW4ST6W55
        Pitney Bowes Inc
        724479AP5
        
          
        
        485000.00000000
        PA
        USD
        483065.65000000
        0.043850411130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAG2
        
          
        
        356000.00000000
        PA
        USD
        286986.73000000
        0.026051295718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS COHLD TCEH 10/20 11.5
        N/A
        TEXAS COHLD TCEH 10/20 11.5
        882ESCAM8
        
          
        
        626000.00000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2021-10-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -49.91000000
        -0.00000453059
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7817.22000000
            GBP
            10727.04000000
            USD
            2021-04-09
            -49.91000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        810000.00000000
        PA
        USD
        793546.88000000
        0.072034426250
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2038-02-23
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
        
        617050.00000000
        PA
        USD
        658700.88000000
        0.059793745218
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAL1
        
          
        
        79000.00000000
        PA
        USD
        81396.60000000
        0.007388797722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        701.71000000
        0.000063697909
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            24236.25000000
            USD
            140609.49000000
            BRL
            2021-05-04
            701.71000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        66.60000000
        0.000006045632
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            16499.30000000
            USD
            1215058.07000000
            INR
            2021-04-15
            66.60000000
          
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AU8
        
          
        
        420000.00000000
        PA
        USD
        423436.02000000
        0.038437515820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XGP3
        
          
        
        1043218.04000000
        PA
        USD
        1071730.96000000
        0.097286659105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -86.33000000
        -0.00000783662
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9857.13000000
            USD
            83570.30000000
            NOK
            2021-04-15
            -86.33000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        83000.00000000
        PA
        USD
        122692.13000000
        0.011137410293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
        
        269000.00000000
        PA
        USD
        279002.82000000
        0.025326554192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
        
        2055000.00000000
        PA
        USD
        2075289.92000000
        0.188384987022
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBF2
        
          
        
        1779000.00000000
        PA
        USD
        1962636.97000000
        0.178158885927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        117.38000000
        0.000010655200
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            10427684.00000000
            KRW
            9364.71000000
            USD
            2021-04-22
            117.38000000
          
        
        
          N
          N
          N
        
      
      
        American Tire Distributors, Inc.
        HZ8T88YVE2JVXJ0BTQ24
        American Tire Distributors, Inc. Initial Term Loan (DIP)
        000000000
        
          
        
        221347.61000000
        PA
        USD
        217613.48000000
        0.019753920746
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-09-01
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX 2I667KFL7 05.000 BP 06/20/2022 MSNYUS33XXX FLOAT
        000000000
        
          
        
        12022444.20000000
        OU
        Notional Amount
        
        -734891.53000000
        -0.06670997146
        N/A
        DCR
        
        XX
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S27.V1
                2I667KFL7
              
            
            Y
            buy protection
            
            2022-06-20
            0.00000000
            EUR
            -1385067.99000000
            EUR
            12022444.20000000
            EUR
            964402.27000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2019-R05
        20754HAE8
        
          
        
        300684.68000000
        PA
        USD
        300684.53000000
        0.027294717107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-25
          Floating
          2.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Mortgage Corp
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAB3
        
          
        
        215000.00000000
        PA
        USD
        223804.63000000
        0.020315924012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        1182000.00000000
        PA
        USD
        1330488.75000000
        0.120775465387
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
        
        628000.00000000
        PA
        USD
        693413.70000000
        0.062944810562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARS GRP HLDS/STARS GRP
        N/A
        Stars Group Holdings BV / Stars Group US Co-Borrower LLC
        85572NAA6
        
          
        
        241000.00000000
        PA
        USD
        252041.14000000
        0.022879100616
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        15.88000000
        0.000001441511
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            84212.54000000
            NOK
            9861.77000000
            USD
            2021-04-15
            15.88000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        274943000.00000000
        PA
        
        3670658.14000000
        0.333204955801
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2021-08-18
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -222.57000000
        -0.00002020385
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            9253.66000000
            USD
            33100509.99000000
            COP
            2021-05-20
            -222.57000000
          
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CE9
        
          
        
        30000.00000000
        PA
        USD
        32684.31000000
        0.002966926816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700AS5
        
          
        
        78000.00000000
        PA
        USD
        80692.00000000
        0.007324837472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        201907.00000000
        PA
        USD
        216561.95000000
        0.019658467834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIG RIVER STEEL/BRS FIN
        N/A
        Big River Steel LLC / BRS Finance Corp
        08949LAB6
        
          
        
        1403000.00000000
        PA
        USD
        1527569.37000000
        0.138665510380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2005-8
        17307GF86
        
          
        
        87710.97000000
        PA
        USD
        2449.33000000
        0.000222338573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          4.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDUSTRIAS PENOLES SAB D
        549300WA2HB7776CB324
        Industrias Penoles SAB de CV
        000000000
        
          
        
        386000.00000000
        PA
        USD
        445347.50000000
        0.040426536167
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2049-09-12
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAB8
        
          
        
        918000.00000000
        PA
        USD
        956946.15000000
        0.086867037859
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP GLOBAL AVIATION T
        635400FBSV8LXXNRV758
        AerCap Global Aviation Trust
        00773HAA5
        
          
        
        200000.00000000
        PA
        USD
        208521.50000000
        0.018928593876
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BA7
        
          
        
        459000.00000000
        PA
        USD
        480431.89000000
        0.043611330875
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-04-02
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Standard Chartered PLC
              Standard Chartered PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ILLUMINATE BUYER/HLDG
        N/A
        Illuminate Buyer LLC / Illuminate Holdings IV Inc
        45232TAA9
        
          
        
        852000.00000000
        PA
        USD
        956863.01000000
        0.086859490803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -10.46000000
        -0.00000094950
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            290647256.00000000
            IDR
            19663.57000000
            USD
            2021-07-15
            -10.46000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAD8
        
          
        
        747000.00000000
        PA
        USD
        775946.25000000
        0.070436724444
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman XS Trust
        N/A
        Lehman XS Trust 2007-6
        52524PAL6
        
          
        
        72460.17000000
        PA
        USD
        72564.23000000
        0.006587037018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          4.51300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar, Inc.
        4EW4JDYTYMZ6D6T42H76
        Navistar, Inc. Tranche B Term Loan
        000000000
        
          
        
        344139.09000000
        PA
        USD
        344053.06000000
        0.031231506797
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-06
          Floating
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp
        78442PGC4
        
          
        
        605000.00000000
        PA
        USD
        620895.52000000
        0.056361953744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        966000.00000000
        PA
        USD
        1043280.00000000
        0.094704015745
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAC9
        
          
        
        207000.00000000
        PA
        USD
        222458.03000000
        0.020193686043
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TMX FIN LLC/TITLEMAX FIN
        N/A
        TMX Finance LLC / TitleMax Finance Corp
        87261NAJ9
        
          
        
        289000.00000000
        PA
        USD
        293915.14000000
        0.026680223953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          11.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0BK4
        
          
        
        99547.15000000
        PA
        USD
        101043.85000000
        0.009172281996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          4.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -309.49000000
        -0.00002809403
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            10400.51000000
            USD
            36985373.42000000
            COP
            2021-05-20
            -309.49000000
          
        
        
          N
          N
          N
        
      
      
        Veritas US Inc.
        549300RFUWCPWS8FQ104
        Veritas US Inc. Initial Dollar Term B-2020 Loan
        000000000
        
          
        
        587509.67000000
        PA
        USD
        587997.30000000
        0.053375609191
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-01
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        160.33000000
        0.000014553997
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10396.34000000
            USD
            216034.01000000
            MXN
            2021-04-16
            160.33000000
          
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        532716AN7
        
          
        
        261000.00000000
        PA
        USD
        302872.84000000
        0.027493361521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-07-15
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAG5
        
          
        
        409000.00000000
        PA
        USD
        436481.79000000
        0.039621749015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE INC
        549300EFZIFW7F7I0Q28
        ModivCare Inc
        743815AE2
        
          
        
        188000.00000000
        PA
        USD
        198082.71000000
        0.017981009975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        330.02000000
        0.000029957652
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            18037696.00000000
            KRW
            16325.94000000
            USD
            2021-04-22
            330.02000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -69.50000000
        -0.00000630888
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            899746.89000000
            RUB
            11763.83000000
            USD
            2021-05-25
            -69.50000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A78
        
          
        
        220000.00000000
        PA
        USD
        225572.04000000
        0.020476361118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTERRA FIN LLC/FRTA FI
        N/A
        Forterra Finance LLC / FRTA Finance Corp
        34962WAA2
        
          
        
        284000.00000000
        PA
        USD
        305978.54000000
        0.027775282254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PBA7
        
          
        
        912000.00000000
        PA
        USD
        956558.68000000
        0.086831865168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAB2
        
          
        
        210000.00000000
        PA
        USD
        220024.80000000
        0.019972808952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS27Y83   TRS IBXXC2D1-6-2021 /LONG/ / Short: IS27Y83   TRS IBXXC2D1-6-2021 /SHORT/
        000000000
        
          
        
        8930000.00000000
        OU
        Notional Amount
        
        198710.89000000
        0.018038033179
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit iBoxx EUR Contingent Convertible Liquid Developed Market AT1
                IBXXC2D1 Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-06-20
            0.00000000
            EUR
            0.00000000
            EUR
            8930000.00000000
            EUR
            198710.89000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        1041000.00000000
        OU
        Notional Amount
        USD
        -280445.40000000
        -0.02545750477
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -118993.59000000
            USD
            1041000.00000000
            USD
            -161451.81000000
          
        
        
          N
          N
          N
        
      
      
        Altice Financing SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAE3
        
          
        
        1782000.00000000
        PA
        USD
        1855790.84000000
        0.168459900441
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AH8
        
          
        
        197000.00000000
        PA
        USD
        222551.85000000
        0.020202202579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        Nabors Industries Ltd
        629571AA8
        
          
        
        533000.00000000
        PA
        USD
        449101.21000000
        0.040767280177
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP HOLDINGS NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        00774YAA7
        
          
        
        300000.00000000
        PA
        USD
        302952.62000000
        0.027500603572
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2079-10-10
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        222000.00000000
        PA
        USD
        208749.38000000
        0.018949279743
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2048-05-08
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mortgage Securities
        549300PO80CHJL6XUB79
        First Horizon Alternative Mortgage Securities Trust 2007-FA2
        32053LAK8
        
          
        
        258119.43000000
        PA
        USD
        69587.89000000
        0.006316858973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAL5
        
          
        
        1120000.00000000
        PA
        USD
        1103806.91000000
        0.100198361882
        Long
        DBT
        
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        1162000.00000000
        PA
        USD
        1123496.27000000
        0.101985668703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2014-C25
        92939LAU0
        
          
        
        1806641.00000000
        PA
        USD
        1595617.02000000
        0.144842553663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Variable
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        215000.00000000
        PA
        USD
        223734.38000000
        0.020309547050
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2027-12-05
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAB2
        
          
        
        25000.00000000
        PA
        USD
        26671.52000000
        0.002421114226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAA6
        
          
        
        625000.00000000
        PA
        USD
        639209.57000000
        0.058024416438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        391.53000000
        0.000035541238
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            14324.40000000
            USD
            217305.96000000
            ZAR
            2021-04-08
            391.53000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2006-7
        22942KAW0
        
          
        
        252359.83000000
        PA
        USD
        160911.97000000
        0.014606826298
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kayne CLO
        N/A
        Kayne CLO 10 Ltd
        48662MAA7
        
          
        
        750050.00000000
        PA
        USD
        720501.03000000
        0.065403670050
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-23
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HECLA MINING CO
        5493009Y6HOBZD1QD537
        Hecla Mining Co
        422704AH9
        
          
        
        1328000.00000000
        PA
        USD
        1424691.31000000
        0.129326727489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTCOMMUNICATIONS INC
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBE6
        
          
        
        285000.00000000
        PA
        USD
        293349.44000000
        0.026628872387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        360000.00000000
        OU
        Notional Amount
        USD
        -97014.00000000
        -0.00880647130
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -35015.68000000
            USD
            360000.00000000
            USD
            -61998.32000000
          
        
        
          N
          N
          N
        
      
      
        K2016470260 SA LTD
        3789003E1C22310B3356
        K2016470260 South Africa Ltd
        000000000
        
          
        
        541480.13000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        ABS-O
        CORP
        ZA
        N
        
        3
        
          2022-12-31
          Variable
          25.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL WORLDWIDE
        N/A
        Clear Channel Worldwide Holdings Inc
        18453HAA4
        
          
        
        908000.00000000
        PA
        USD
        912540.14000000
        0.082836070649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        46266TAA6
        
          
        
        212000.00000000
        PA
        USD
        223910.40000000
        0.020325525311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAA5
        
          
        
        194000.00000000
        PA
        USD
        206593.66000000
        0.018753593694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        259.08000000
        0.000023518054
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6998.17000000
            CHF
            7669.62000000
            USD
            2021-05-06
            259.08000000
          
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2007-3
        073881AA2
        
          
        
        124552.17000000
        PA
        USD
        123573.19000000
        0.011217388746
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-05-25
          Variable
          3.46600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITE AID CORP
        529900W353T1JY1DKT44
        Rite Aid Corp
        767754CL6
        
          
        
        214000.00000000
        PA
        USD
        224700.00000000
        0.020397201458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -70.18000000
        -0.00000637060
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            813688.29000000
            RUB
            10631.32000000
            USD
            2021-05-25
            -70.18000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18.89000000
        -0.00000171474
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            8475.01000000
            USD
            9535490.00000000
            KRW
            2021-04-22
            -18.89000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group Inc
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EAN4
        
          
        
        2559000.00000000
        PA
        USD
        3257254.57000000
        0.295678138261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-15
          Fixed
          7.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
        
        119000.00000000
        PA
        USD
        122668.41000000
        0.011135257104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2006-QS18 Trust
        74922RAJ9
        
          
        
        2594267.92000000
        PA
        USD
        493451.29000000
        0.044793170326
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          6.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EL4
        
          
        
        57000.00000000
        PA
        USD
        64009.15000000
        0.005810447386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tonon Luxembourg SA
        5493002IITPO16CQU448
        Tonon Luxembourg SA
        89031RAG1
        
          
        
        618150.93000000
        PA
        USD
        18606.34000000
        0.001688995395
        Long
        DBT
        CORP
        LU
        
        N
        
        3
        
          2024-10-31
          Fixed
          6.50000000
          Y
          N
          Y
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11.25000000
        -0.00000102122
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            8652.61000000
            USD
            642248.26000000
            INR
            2021-07-15
            -11.25000000
          
        
        
          N
          N
          N
        
      
      
        TALOS PRODUCTION INC
        549300GZ2DZZE2Y8TX15
        Talos Production Inc
        87485LAA2
        
          
        
        1533000.00000000
        PA
        USD
        1497618.76000000
        0.135946735898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVR ENERGY INC
        529900SOYZIXZBTXB558
        CVR Energy Inc
        12662PAB4
        
          
        
        246000.00000000
        PA
        USD
        240028.77000000
        0.021788674577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        998000.00000000
        PA
        USD
        996128.75000000
        0.090423848655
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2049-03-01
          Fixed
          8.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBT8
        
          
        
        1480000.00000000
        PA
        USD
        1396480.15000000
        0.126765852038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG / Short: IS22596   CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC SHORT
        000000000
        
          
        
        59000.00000000
        OU
        Notional Amount
        USD
        -26986.93000000
        -0.00244974565
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -29536.88000000
            USD
            59000.00000000
            USD
            2549.95000000
          
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AF6
        
          
        
        98000.00000000
        PA
        USD
        125765.57000000
        0.011416402616
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2037-05-21
          Fixed
          6.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAU2
        
          
        
        295000.00000000
        PA
        USD
        311793.96000000
        0.028303178530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        117.01000000
        0.000010621613
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            839483.00000000
            JPY
            7702.06000000
            USD
            2021-05-20
            117.01000000
          
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        N/A
        EXIDE TECHNOLOGIES 10/24 11
        000000000
        
          
        
        2940060.00000000
        PA
        USD
        0.03000000
        0.000000002723
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-31
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAF1
        
          
        
        239000.00000000
        PA
        USD
        227770.15000000
        0.020675895130
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kronos Acquisition Holdings Inc.
        N/A
        Kronos Acquisition Holdings Inc. Term Loan B
        000000000
        
          
        
        790000.00000000
        PA
        USD
        777865.60000000
        0.070610953943
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XEP5
        
          
        
        935561.94000000
        PA
        USD
        963662.29000000
        0.087476697229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          3.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DD4
        
          
        
        203000.00000000
        PA
        USD
        236730.55000000
        0.021489277791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        000000000
        
          
        
        810000.00000000
        PA
        USD
        847820.99000000
        0.076961172826
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-04-02
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Standard Chartered PLC
              Standard Chartered PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959WAJ2
        
          
        
        795000.00000000
        PA
        USD
        812161.74000000
        0.073724195051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        159.64000000
        0.000014491362
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            84512.67000000
            CNY
            13016.16000000
            USD
            2021-04-22
            159.64000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        1019.41000000
        0.000092537210
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            61100202.00000000
            KRW
            55203.38000000
            USD
            2021-04-22
            1019.41000000
          
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCN8
        
          
        
        224000.00000000
        PA
        USD
        242789.10000000
        0.022039244257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -51.10000000
        -0.00000463861
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            79471.48000000
            NOK
            9240.48000000
            USD
            2021-04-15
            -51.10000000
          
        
        
          N
          N
          N
        
      
      
        Wachovia Mortgage Loan Trust, LLC
        N/A
        Wachovia Mortgage Loan Trust Series 2006-ALT1
        92978GAB5
        
          
        
        6881458.03000000
        PA
        USD
        3750082.90000000
        0.340414759230
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptim Corp
        5493007OBZ8YTJ6O7E92
        Aptim Corp
        12595DAA5
        
          
        
        1424000.00000000
        PA
        USD
        1214643.85000000
        0.110259614193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AF3
        
          
        
        266000.00000000
        PA
        USD
        256186.54000000
        0.023255400389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS28A11   CDS US836205AR58 01.000 SP 06/20/2026 MSNYUS33XXX FIXED / Short: IS28A11   CDS US836205AR58 01.000 SP 06/20/2026 MSNYUS33XXX FLOAT
        000000000
        
          
        
        2376000.00000000
        OU
        Notional Amount
        USD
        -153944.09000000
        -0.01397431516
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of South Africa Government International Bond
                Republic of South Africa Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            0.00000000
            USD
            -149101.37000000
            USD
            2376000.00000000
            USD
            -4842.72000000
          
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAT5
        
          
        
        1000000.00000000
        PA
        USD
        952963.45000000
        0.086505507221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Poseidon Ltd
        N/A
        Transocean Poseidon Ltd
        89383JAA6
        
          
        
        253000.00000000
        PA
        USD
        233254.82000000
        0.021173767489
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAF9
        
          
        
        423000.00000000
        PA
        USD
        454064.06000000
        0.041217784188
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-6
        362334MF8
        
          
        
        1365005.70000000
        PA
        USD
        594218.65000000
        0.053940353870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          6.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT HOLDCO FIN LTD
        N/A
        Odebrecht Holdco Finance Ltd
        000000000
        
          
        
        2661298.00000000
        PA
        USD
        61542.52000000
        0.005586538401
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2058-09-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG
        000000000
        
          
        
        3340000.00000000
        OU
        Notional Amount
        USD
        -899517.67000000
        -0.08165395251
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -40659.27000000
            USD
            3340000.00000000
            USD
            -858858.40000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
        
        1096000.00000000
        PA
        USD
        1118605.00000000
        0.101541662385
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG
        000000000
        
          
        
        1188000.00000000
        OU
        Notional Amount
        USD
        -320047.20000000
        -0.02905236855
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -132100.03000000
            USD
            1188000.00000000
            USD
            -187947.17000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        114.49000000
        0.000010392859
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7167.52000000
            EUR
            8529.20000000
            USD
            2021-05-27
            114.49000000
          
        
        
          N
          N
          N
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389284AA8
        
          
        
        204000.00000000
        PA
        USD
        221665.66000000
        0.020121758449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        62.83000000
        0.000005703409
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            16518.02000000
            USD
            1216155.63000000
            INR
            2021-04-15
            62.83000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BJ0
        
          
        
        661000.00000000
        PA
        USD
        776602.29000000
        0.070496276647
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W Senior Financing DAC
        5493009O8OIWZPZRY516
        C&W Senior Financing DAC
        12674TAA4
        
          
        
        223000.00000000
        PA
        USD
        237685.15000000
        0.021575931857
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-09-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVAYA INC
        J6LB5QIFSP2MFEFG4U76
        Avaya Inc
        053499AL3
        
          
        
        2343000.00000000
        PA
        USD
        2489416.01000000
        0.225977391504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        Georgia-Pacific LLC
        373298BU1
        
          
        
        1000.00000000
        PA
        USD
        1531.76000000
        0.000139045915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102AM7
        
          
        
        323000.00000000
        PA
        USD
        356159.84000000
        0.032330502928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FINANCE LTD
        N/A
        OEC Finance Ltd
        000000000
        
          
        
        555848.00000000
        PA
        USD
        92409.73000000
        0.008388517488
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2033-12-27
          Fixed
          5.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        49.04000000
        0.000004451618
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            136319941.00000000
            IDR
            9394.93000000
            USD
            2021-04-15
            49.04000000
          
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABH1
        
          
        
        624000.00000000
        PA
        USD
        667815.13000000
        0.060621093653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSATLANTIC HOLDINGS
        RN37QJVS1BV19MNIC295
        Transatlantic Holdings Inc
        893521AB0
        
          
        
        1261000.00000000
        PA
        USD
        1868464.81000000
        0.169610383393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-30
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC
        IWUQB36BXD6OWD6X4T14
        American Airlines Inc
        023771S58
        
          
        
        196000.00000000
        PA
        USD
        242354.87000000
        0.021999826915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          11.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND RESORTS INTL INC
        5493008MIJR7VMQP7U77
        Diamond Resorts International Inc
        23422RAB8
        
          
        
        219000.00000000
        PA
        USD
        227983.09000000
        0.020695224815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1070000.00000000
        0.097129530756
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-09-17
          Variable
          5.63000000
          N
          N
          N
          N
          Y
          
            
              Swedbank AB
              Swedbank AB
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROU
        549300CQGEN0CH65UD62
        Sinclair Television Group Inc
        829259AY6
        
          
        
        810000.00000000
        PA
        USD
        787775.09000000
        0.071510490498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        159.16000000
        0.000014447790
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            109803.84000000
            BRL
            19667.18000000
            USD
            2021-04-05
            159.16000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        1595000.00000000
        PA
        
        2062059.79000000
        0.187184018500
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-04
          Fixed
          4.75000000
          N
          N
          N
          N
          Y
          
            
              HSBC Holdings PLC
              HSBC Holdings PLC
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        913229AA8
        
          
        
        212000.00000000
        PA
        USD
        211904.87000000
        0.019235720175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        284.36000000
        0.000025812853
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            130571794.00000000
            IDR
            9236.17000000
            USD
            2021-04-15
            284.36000000
          
        
        
          N
          N
          N
        
      
      
        NOURYON HOLDING BV
        N/A
        Nouryon Holding BV
        000000000
        
          
        
        171000.00000000
        PA
        
        210722.51000000
        0.019128391136
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        798000.00000000
        PA
        USD
        842145.53000000
        0.076445981456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
        
        2201000.00000000
        PA
        USD
        2381046.53000000
        0.216140123522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVERSEA CRUISE FINANCE
        N/A
        Silversea Cruise Finance Ltd
        82845LAA8
        
          
        
        1409000.00000000
        PA
        USD
        1457974.56000000
        0.132348023241
        Long
        DBT
        CORP
        BS
        
        N
        
        2
        
          2025-02-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite Generation LLC
        549300ERB8DGZI3MXK42
        Granite Generation LLC Term Loan
        000000000
        
          
        
        1950151.93000000
        PA
        USD
        1945686.08000000
        0.176620164439
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-09
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE BUILDING
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925DAA7
        
          
        
        211000.00000000
        PA
        USD
        224681.88000000
        0.020395556611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBM5
        
          
        
        1750580.23000000
        PA
        USD
        1851465.64000000
        0.168067279276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          6.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLEOPATRA FINCO SARL
        222100M6T1N8VIC8M726
        Kleopatra Finco Sarl
        000000000
        
          
        
        226000.00000000
        PA
        
        265396.46000000
        0.024091433293
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -10.81000000
        -0.00000098128
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            5550.35000000
            GBP
            7640.99000000
            USD
            2021-04-09
            -10.81000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        245.26000000
        0.000022263540
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            82384.64000000
            PLN
            21100.85000000
            USD
            2021-06-24
            245.26000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LK3
        
          
        
        393280.95000000
        PA
        USD
        408117.51000000
        0.037046974056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Floating
          8.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -173.37000000
        -0.00001573770
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5193.52000000
            USD
            5660940.00000000
            KRW
            2021-04-22
            -173.37000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CE3
        
          
        
        718000.00000000
        PA
        USD
        716518.79000000
        0.065042181169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -287.63000000
        -0.00002610968
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            10580.98000000
            USD
            150139606.00000000
            IDR
            2021-04-15
            -287.63000000
          
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAG7
        
          
        
        609000.00000000
        PA
        USD
        611253.30000000
        0.055486678694
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -112855.65000000
        -0.01024450124
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2823116.49000000
            USD
            39532100164.00000000
            IDR
            2021-04-15
            -112855.65000000
          
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
        
        480000.00000000
        PA
        USD
        494985.10000000
        0.044932402331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        111.42000000
        0.000010114179
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            9405711.00000000
            KRW
            8452.45000000
            USD
            2021-04-22
            111.42000000
          
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        05552BAA4
        
          
        
        222000.00000000
        PA
        USD
        228660.00000000
        0.020756671498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAH6
        
          
        
        795000.00000000
        PA
        USD
        803082.60000000
        0.072900033735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AJ4
        
          
        
        1461000.00000000
        PA
        USD
        1764186.72000000
        0.160144512412
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-12-23
          Fixed
          8.12500000
          N
          N
          N
          N
          Y
          
            
              Credit Agricole SA
              Credit Agricole SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        EMPIRE COMMUNITIES CORP
        549300JM1L6KK2QFP273
        Empire Communities Corp
        29163VAC7
        
          
        
        303000.00000000
        PA
        USD
        320324.41000000
        0.029077532367
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERVITA CORP
        N/A
        Tervita Corp
        88159EAA1
        
          
        
        1658000.00000000
        PA
        USD
        1880838.88000000
        0.170733642844
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-12-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avaya Holdings Corp
        549300NZS2OZN6Q63A60
        Avaya Holdings Corp
        05351X101
        
          
        
        18153.00000000
        NS
        USD
        508828.59000000
        0.046189048768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        000000000
        
          
        
        687000.00000000
        PA
        USD
        881070.63000000
        0.079979417622
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2047-03-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vizient Inc
        5493007V6T3HZ7777P70
        Vizient Inc
        92856JAB6
        
          
        
        222000.00000000
        PA
        USD
        235436.27000000
        0.021371789185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FERY8
        
          
        
        15136759.27000000
        PA
        USD
        3240209.50000000
        0.294130867560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300KSCKXTOBY0IP86
        Voya CLO 2019-1 Ltd
        92917NAS7
        
          
        
        1049598.00000000
        PA
        USD
        1027242.61000000
        0.093248217460
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS20589   CDX 2I65BRSP6 05.000 SP 12/20/2024 MSNYUS33XXX FIXED / Short: IS20589   CDX 2I65BRSP6 05.000 SP 12/20/2024 MSNYUS33XXX FLOAT
        000000000
        
          
        
        12619310.00000000
        OU
        Notional Amount
        USD
        1205348.27000000
        0.109415805480
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S33.V2
                2I65BRSP6
              
            
            Y
            
            sell protection
            2024-12-20
            631861.42000000
            USD
            0.00000000
            USD
            12619310.00000000
            USD
            573486.85000000
          
        
        
          N
          N
          N
        
      
      
        OEC FINANCE LTD
        N/A
        OEC Finance Ltd
        000000000
        
          
        
        1442347.00000000
        PA
        USD
        231676.99000000
        0.021030539556
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2046-12-26
          Fixed
          7.12500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        802000.00000000
        PA
        USD
        880320.99000000
        0.079911368854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESORTS WORLD/RWLV CAP
        N/A
        Resorts World Las Vegas LLC / RWLV Capital Inc
        76120HAC1
        
          
        
        1100000.00000000
        PA
        USD
        1097346.81000000
        0.099611944610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-06
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AE8
        
          
        
        839000.00000000
        PA
        USD
        870317.97000000
        0.079003342089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URBAN ONE INC
        549300PLGIGPBRQUP240
        Urban One Inc
        91705JAC9
        
          
        
        2221000.00000000
        PA
        USD
        2299566.43000000
        0.208743746065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        46433000.00000000
        PA
        
        2420101.05000000
        0.219685307823
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        59.85000000
        0.000005432899
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            10778.20000000
            USD
            824071.27000000
            RUB
            2021-05-25
            59.85000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-BPR
        61769GAN7
        
          
        
        301000.00000000
        PA
        USD
        188879.04000000
        0.017145544415
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          4.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITCHIE BROS AUCTIONEERS
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        767744AA3
        
          
        
        366000.00000000
        PA
        USD
        376516.43000000
        0.034178377727
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCH5
        
          
        
        447230.57000000
        PA
        USD
        552529.13000000
        0.050155976753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          12.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intrum AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        489000.00000000
        PA
        
        574547.79000000
        0.052154726392
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-07-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSAN SA INDUSTRIA E COM
        N/A
        Cosan SA
        22113AAB1
        
          
        
        461000.00000000
        PA
        USD
        486239.75000000
        0.044138540890
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2029-09-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAA2
        
          
        
        150000.00000000
        PA
        USD
        150061.77000000
        0.013621896546
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -202.44000000
        -0.00001837654
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            191061.66000000
            MXN
            9133.94000000
            USD
            2021-04-16
            -202.44000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -4.41000000
        -0.00000040031
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            85986021.00000000
            IDR
            5890.66000000
            USD
            2021-04-15
            -4.41000000
          
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL/GATES CORP
        N/A
        Gates Global LLC / Gates Corp
        36740LAA0
        
          
        
        1205000.00000000
        PA
        USD
        1262237.50000000
        0.114579940260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        West Corporation
        5493005Z5DB0O5S30R71
        West Corporation Initial Term B Loan
        000000000
        
          
        
        1098766.68000000
        PA
        USD
        1062441.45000000
        0.096443401397
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-10-10
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        Scripps Escrow II Inc
        81105DAB1
        
          
        
        445000.00000000
        PA
        USD
        441686.41000000
        0.040094199761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAB3
        
          
        
        127000.00000000
        PA
        USD
        128186.31000000
        0.011636145925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.)
        549300BIN4DWJG5VWF64
        Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2019 Term Loan
        000000000
        
          
        
        1387533.69000000
        PA
        USD
        1378389.84000000
        0.125123699401
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-03
          Floating
          3.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        130.00000000
        0.000011800784
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            13587.13000000
            USD
            17237.56000000
            CAD
            2021-04-22
            130.00000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EC5
        
          
        
        215000.00000000
        PA
        USD
        235989.23000000
        0.021421984274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAT8
        
          
        
        205000.00000000
        PA
        USD
        221931.05000000
        0.020145849296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
        
        342000.00000000
        PA
        USD
        360011.85000000
        0.032680170147
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        556000.00000000
        PA
        USD
        589431.50000000
        0.053505799073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
        
        480000.00000000
        PA
        USD
        529383.48000000
        0.048054924301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        K201640219 SOUTH AFRICA A      SHARES
        N/A
        K201640219 SOUTH AFRICA A      SHARES
        000000000
        
          
        
        12695187.00000000
        NS
        USD
        12.70000000
        0.000001152845
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18.92000000
        0.000001717467
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            13560.22000000
            USD
            15312434.00000000
            KRW
            2021-04-22
            18.92000000
          
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBF8
        
          
        
        85000.00000000
        PA
        USD
        92102.73000000
        0.008360649482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN Resources SA
        222100ZEX458NMOXZP08
        CSN Resources SA
        12644VAB4
        
          
        
        400000.00000000
        PA
        USD
        415000.00000000
        0.037671733891
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-02-13
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        550000.00000000
        PA
        USD
        563578.13000000
        0.051158952627
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2026-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BQ1
        
          
        
        445000.00000000
        PA
        USD
        381455.86000000
        0.034626755781
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-01-30
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -92.20000000
        -0.00000836947
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8590.61000000
            GBP
            11750.95000000
            USD
            2021-04-09
            -92.20000000
          
        
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        654902AC9
        
          
        
        527000.00000000
        PA
        USD
        642163.92000000
        0.058292598335
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2039-05-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -112.50000000
        -0.00001021221
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            845354.64000000
            INR
            11412.92000000
            USD
            2021-04-15
            -112.50000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        67054KAA7
        
          
        
        224000.00000000
        PA
        USD
        232975.67000000
        0.021148427574
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-05-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -39.97000000
        -0.00000362828
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            217114.39000000
            ZAR
            14663.00000000
            USD
            2021-04-08
            -39.97000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967GD7
        
          
        
        2689000.00000000
        PA
        USD
        2822110.37000000
        0.256177809329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        108.52000000
        0.000009850931
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            8897.70000000
            USD
            50692.84000000
            BRL
            2021-04-05
            108.52000000
          
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        1554000.00000000
        PA
        
        1982054.34000000
        0.179921502784
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-06-03
          Fixed
          9.25000000
          N
          N
          N
          N
          Y
          
            
              UniCredit SpA
              UniCredit SpA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
        
        505000.00000000
        PA
        USD
        526123.76000000
        0.047759022363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUGHES SATELLITE SYSTEMS
        N/A
        Hughes Satellite Systems Corp
        444454AA0
        
          
        
        1383000.00000000
        PA
        USD
        1400265.22000000
        0.127109442760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BM5
        
          
        
        55000.00000000
        PA
        USD
        57140.70000000
        0.005186962035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        603000.00000000
        PA
        USD
        654495.33000000
        0.059411985313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        623.93000000
        0.000056637409
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            112789.50000000
            SEK
            13539.83000000
            USD
            2021-04-15
            623.93000000
          
        
        
          N
          N
          N
        
      
      
        Home Re 2018-1 Ltd.
        254900E6IUAJSN9WD709
        Home Re 2018-1 Ltd
        43730MAB4
        
          
        
        987904.00000000
        PA
        USD
        996475.25000000
        0.090455302283
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-10-25
          Floating
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tire Distributors, Inc.
        HZ8T88YVE2JVXJ0BTQ24
        American Tire Distributors, Inc. Initial Term Loan
        000000000
        
          
        
        708481.00000000
        PA
        USD
        691066.54000000
        0.062731746497
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-02
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        211000.00000000
        PA
        USD
        218721.80000000
        0.019854528785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTL INC
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056BA8
        
          
        
        1033000.00000000
        PA
        USD
        1069349.01000000
        0.097070436968
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -149.72000000
        -0.00001359087
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            16361.28000000
            USD
            11759.30000000
            GBP
            2021-04-09
            -149.72000000
          
        
        
          N
          N
          N
        
      
      
        Tenneco Inc
        549300U0EXXFAQFAD785
        Tenneco Inc
        000000000
        
          
        
        300000.00000000
        PA
        
        360605.25000000
        0.032734036187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAV0
        
          
        
        1784000.00000000
        PA
        USD
        2379020.98000000
        0.215956253690
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2038-06-04
          Fixed
          7.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAE7
        
          
        
        65000.00000000
        PA
        USD
        76444.82000000
        0.006939298593
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-05-15
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        1198.57000000
        0.000108800506
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            189535.97000000
            PLN
            49179.40000000
            USD
            2021-06-24
            1198.57000000
          
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        CALIFORNIA ST
        13063BJC7
        
          
        
        750000.00000000
        PA
        USD
        1245352.05000000
        0.113047159106
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-01
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAF6
        
          
        
        67000.00000000
        PA
        USD
        83616.00000000
        0.007590264339
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Pharmaceuticals, LLC
        549300KF2BE7P33CQW43
        Arbor Pharmaceuticals, LLC Initial Term Loan
        000000000
        
          
        
        1055250.00000000
        PA
        USD
        1018843.88000000
        0.092485820541
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-07-05
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
        
        226000.00000000
        PA
        USD
        215414.55000000
        0.019554312298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUSAP III LP
        549300WY05UJ7WTHIN64
        GUSAP III LP
        36258GAA5
        
          
        
        616000.00000000
        PA
        USD
        648340.00000000
        0.058853233617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        863910.00000000
        PA
        USD
        377960.63000000
        0.034309475361
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        2051000.00000000
        PA
        USD
        2057043.80000000
        0.186728690692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2019-2
        30167LAJ8
        
          
        
        1050000.00000000
        PA
        USD
        1109934.11000000
        0.100754560070
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN RESOURCES SA
        222100ZEX458NMOXZP08
        CSN Resources SA
        000000000
        
          
        
        1498000.00000000
        PA
        USD
        1585857.70000000
        0.143956648830
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-17
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECT FINCO SARL/CONNE
        N/A
        Connect Finco SARL / Connect US Finco LLC
        20752TAA2
        
          
        
        1321000.00000000
        PA
        USD
        1410563.80000000
        0.128044299062
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTON MARTIN CAPITAL HOL
        213800H4GKEF3CJ8C774
        Aston Martin Capital Holdings Ltd
        04625HAE9
        
          
        
        1851000.00000000
        PA
        USD
        2032628.89000000
        0.184512420830
        Long
        DBT
        CORP
        JE
        N
        
        2
        
          2026-11-30
          Fixed
          15.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284V9
        
          
        
        12787000.00000000
        PA
        USD
        14053712.19000000
        1.275729411596
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AC3
        
          
        
        235000.00000000
        PA
        USD
        293595.04000000
        0.026651166792
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-10-01
          Fixed
          6.41300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAA3
        
          
        
        453000.00000000
        PA
        USD
        468704.36000000
        0.042546761262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBE9
        
          
        
        577000.00000000
        PA
        USD
        524795.86000000
        0.047638481892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAV0
        
          
        
        227000.00000000
        PA
        USD
        240898.79000000
        0.021867650871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peraton Corp.
        N/A
        Peraton Corp. Cov-Lite Delayed Draw Term Loan
        000000000
        
          
        
        410000.00000000
        PA
        USD
        409659.70000000
        0.037186966757
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBC0
        
          
        
        207398.00000000
        PA
        USD
        220141.69000000
        0.019983419672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874CW5
        
          
        
        1425000.00000000
        PA
        USD
        1922220.69000000
        0.174490087505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        1400000.00000000
        PA
        USD
        1403937.50000000
        0.127442794941
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2032-09-25
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        1467000.00000000
        PA
        USD
        1500018.96000000
        0.136164614683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAJ2
        
          
        
        1785000.00000000
        PA
        USD
        2009733.66000000
        0.182434100319
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAA4
        
          
        
        283000.00000000
        PA
        USD
        203790.89000000
        0.018499171512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332PAD3
        
          
        
        292000.00000000
        PA
        USD
        303188.43000000
        0.027522009286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0FZ7
        
          
        
        1449517.24000000
        PA
        USD
        1561344.45000000
        0.141731452129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Floating
          7.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0AD1
        
          
        
        1225708.40000000
        PA
        USD
        1222638.37000000
        0.110985318844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Floating
          4.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Corp
        549300FJX18IDUFPHD40
        Gulfport Energy Corp
        402635AH9
        
          
        
        589000.00000000
        PA
        USD
        531593.52000000
        0.048255541262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        STACR Trust 2018-DNA3
        35563WAH7
        
          
        
        352531.00000000
        PA
        USD
        351210.67000000
        0.031881240723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          2.20900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAV7
        
          
        
        39000.00000000
        PA
        USD
        41591.13000000
        0.003775445738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENABLE MIDSTREAM PARTNER
        549300TLGDBYE711G509
        Enable Midstream Partners LP
        292480AK6
        
          
        
        1466000.00000000
        PA
        USD
        1586841.53000000
        0.144045956256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encore Automotive Acceptance
        N/A
        AG44635ENCORE AUTOMOTIVE ACCEPTANCE WARRANTS EXP 7/5/2031
        000000000
        
          
        
        7.92000000
        NS
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                ENCORE AUTOMOTIVE ACCEPTANCE
                ENCORE AUTOMOTIVE ACCEPTANCE
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2031-07-05
            XXXX
            -0.01000000
          
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AC1
        
          
        
        1707000.00000000
        PA
        USD
        1757959.14000000
        0.159579202203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAD9
        
          
        
        537000.00000000
        PA
        USD
        413014.76000000
        0.037491523209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412AF9
        
          
        
        202000.00000000
        PA
        USD
        205209.47000000
        0.018627943484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAJ9
        
          
        
        19000.00000000
        PA
        USD
        21879.38000000
        0.001986106460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        117.60000000
        0.000010675170
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            48020.09000000
            AUD
            36601.10000000
            USD
            2021-06-04
            117.60000000
          
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900JBDDKUTX6TX151
        Radnor RE 2019-1 Ltd
        75049SAC7
        
          
        
        1500000.00000000
        PA
        USD
        1501882.80000000
        0.136333805248
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-02-25
          Floating
          3.30900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAE0
        
          
        
        98000.00000000
        PA
        USD
        100326.31000000
        0.009107147114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -969.77000000
        -0.00008803112
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            27785.56000000
            USD
            391137376.00000000
            IDR
            2021-04-15
            -969.77000000
          
        
        
          N
          N
          N
        
      
      
        ALLEGHENY TECHNOLOGIES
        ZW1LRE7C3H17O2ZN9B45
        Allegheny Technologies Inc
        01741RAF9
        
          
        
        258000.00000000
        PA
        USD
        279730.20000000
        0.025392582303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Tire Recycling
        N/A
        Liberty Tire Recycling
        000000000
        
          
        
        7822.21000000
        NS
        USD
        1282294.89000000
        0.116400655100
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        2055000.00000000
        PA
        USD
        2188790.12000000
        0.198687997458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING
        5493000UL1QLQLT1VQ42
        Alcoa Nederland Holding BV
        013822AG6
        
          
        
        229000.00000000
        PA
        USD
        229359.25000000
        0.020820146100
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-03-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        247.86000000
        0.000022499556
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            113134.31000000
            CNY
            17458.45000000
            USD
            2021-04-22
            247.86000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -357.34000000
        -0.00003243763
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            14237.30000000
            USD
            202454385.00000000
            IDR
            2021-04-15
            -357.34000000
          
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAE2
        
          
        
        448000.00000000
        PA
        USD
        471817.92000000
        0.042829395488
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USJ Acucar e Alcool SA
        549300S6NLOP342CO067
        USJ-Acucar e Alcool S/A
        90346JAC6
        
          
        
        669584.99000000
        PA
        USD
        193970.40000000
        0.017607713955
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-11-09
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-SBT1
        20753VCZ9
        
          
        
        181810.00000000
        PA
        USD
        182631.78000000
        0.016578447750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Floating
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman XS Trust
        N/A
        Lehman XS Trust 2007-10H
        525237AV5
        
          
        
        208114.79000000
        PA
        USD
        37383.99000000
        0.003393541501
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          6.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAH2
        
          
        
        220000.00000000
        PA
        USD
        222528.00000000
        0.020200037589
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLIN CORP
        549300GKK294V7W57P06
        Olin Corp
        680665AL0
        
          
        
        487000.00000000
        PA
        USD
        525598.02000000
        0.047711298176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Pontus Ltd
        N/A
        Transocean Pontus Ltd
        89382PAA3
        
          
        
        202275.00000000
        PA
        USD
        192430.30000000
        0.017467910974
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AL5
        
          
        
        313000.00000000
        PA
        USD
        312030.59000000
        0.028324658680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        67.93000000
        0.000006166363
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9061.03000000
            USD
            134804.63000000
            ZAR
            2021-04-08
            67.93000000
          
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROU
        549300CQGEN0CH65UD62
        Sinclair Television Group Inc
        829259BA7
        
          
        
        224000.00000000
        PA
        USD
        215950.77000000
        0.019602987810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG Investors Corp.
        N/A
        EIG Investors Corp. Term Loan
        000000000
        
          
        
        1993750.00000000
        PA
        USD
        1970323.44000000
        0.178856627258
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-10
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -277.35000000
        -0.00002517651
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            9701.24000000
            USD
            267628.00000000
            TWD
            2021-04-27
            -277.35000000
          
        
        
          N
          N
          N
        
      
      
        LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)
        549300G8ZVHRTBBBSZ90
        LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)
        000000000
        
          
        
        792635.56000000
        PA
        USD
        790368.62000000
        0.071745918865
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-16
          Floating
          3.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
        
        279000.00000000
        PA
        USD
        285393.10000000
        0.025906633536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAW7
        
          
        
        1232000.00000000
        PA
        USD
        1376100.62000000
        0.124915894855
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        158000.00000000
        PA
        USD
        167075.70000000
        0.015166340506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        Kosmos Energy Ltd
        500688AD8
        
          
        
        545000.00000000
        PA
        USD
        512712.34000000
        0.046541597193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        399000.00000000
        PA
        USD
        370695.94000000
        0.033650021220
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2049-11-26
          Fixed
          9.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -170.17000000
        -0.00001544722
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            53787.39000000
            BRL
            9385.83000000
            USD
            2021-04-05
            -170.17000000
          
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAC7
        
          
        
        999000.00000000
        PA
        USD
        1065381.32000000
        0.096710268868
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        1886000.00000000
        PA
        USD
        1875391.25000000
        0.170239132802
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        215000.00000000
        PA
        USD
        198404.69000000
        0.018010237794
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2049-06-16
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        37.19000000
        0.000003375932
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            99226.19000000
            BRL
            17665.96000000
            USD
            2021-04-05
            37.19000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE20 Mortgage Trust
        12592LBK7
        
          
        
        9246053.12000000
        PA
        USD
        275300.31000000
        0.024990457876
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Variable
          1.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Street Trust
        N/A
        225 Liberty Street Trust 2016-225L
        902055AJ1
        
          
        
        690884.00000000
        PA
        USD
        712741.08000000
        0.064699258552
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-10
          Variable
          4.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAA8
        
          
        
        530000.00000000
        PA
        USD
        514421.68000000
        0.046696762980
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERSYS
        7ZS3DE5PN30BYUJFWP05
        EnerSys
        29275YAC6
        
          
        
        935000.00000000
        PA
        USD
        958296.61000000
        0.086989626219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        180000.00000000
        OU
        Notional Amount
        USD
        -48507.00000000
        -0.00440323565
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -17189.42000000
            USD
            180000.00000000
            USD
            -31317.58000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        91.40000000
        0.000008296858
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6991.49000000
            USD
            5137.68000000
            GBP
            2021-04-09
            91.40000000
          
        
        
          N
          N
          N
        
      
      
        MODULAIRE GLOBAL FINANCE
        5493000PLZTCKZAJDO03
        Modulaire Global Finance Plc
        01551UAC8
        
          
        
        1821000.00000000
        PA
        USD
        1855967.88000000
        0.168475971293
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ACA9
        
          
        
        418000.00000000
        PA
        USD
        434886.52000000
        0.039476937962
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-03-14
          Fixed
          6.75000000
          N
          N
          N
          N
          Y
          
            
              BNP Paribas SA
              BNP Paribas SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        115.17000000
        0.000010454586
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            849787.00000000
            JPY
            7793.32000000
            USD
            2021-05-20
            115.17000000
          
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
        
        507000.00000000
        PA
        USD
        571078.00000000
        0.051839755294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stena AB
        213800CWLTI7WZCC2R35
        Stena AB
        858577AR0
        
          
        
        225000.00000000
        PA
        USD
        224687.87000000
        0.020396100355
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -128.64000000
        -0.00001167732
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            847255.25000000
            INR
            11422.69000000
            USD
            2021-04-15
            -128.64000000
          
        
        
          N
          N
          N
        
      
      
        CARS.COM INC
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575EAA3
        
          
        
        830000.00000000
        PA
        USD
        865409.05000000
        0.078557733588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILFC E-CAPITAL TRUST II
        N/A
        ILFC E-Capital Trust II
        44965UAA2
        
          
        
        2000000.00000000
        PA
        USD
        1661675.86000000
        0.150839062198
        Long
        SN
        CORP
        US
        N
        
        2
        
          2065-12-21
          Variable
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
        
        147000.00000000
        PA
        USD
        164002.49000000
        0.014887369062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        282.81000000
        0.000025672151
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9778851.00000000
            KRW
            8954.75000000
            USD
            2021-04-22
            282.81000000
          
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        Nabors Industries Ltd
        629571AB6
        
          
        
        2085000.00000000
        PA
        USD
        1712632.39000000
        0.155464654579
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        29.36000000
        0.000002665161
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9952.80000000
            USD
            11256314.00000000
            KRW
            2021-04-22
            29.36000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        465.35000000
        0.000042242268
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            202043836.00000000
            IDR
            14317.17000000
            USD
            2021-04-15
            465.35000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        56.20000000
        0.000005101569
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            88753.22000000
            NOK
            10432.97000000
            USD
            2021-04-15
            56.20000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
        
        221000.00000000
        PA
        USD
        243485.89000000
        0.022102495552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XBJ2
        
          
        
        1229000.00000000
        PA
        USD
        1217003.66000000
        0.110473826565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTMEDIA INC
        N/A
        IHEARTMEDIA INC
        000000000
        
          
        
        278.00000000
        NS
        USD
        5045.70000000
        0.000458024741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        250.94000000
        0.000022779144
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            14733.08000000
            USD
            306636.25000000
            MXN
            2021-04-16
            250.94000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        288.35000000
        0.000026175046
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            705667.00000000
            JPY
            6664.32000000
            USD
            2021-05-20
            288.35000000
          
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAC4
        
          
        
        502000.00000000
        PA
        USD
        538303.13000000
        0.048864607870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Stacr Remic Trust 2020-HQA2
        35565LAH9
        
          
        
        98561.00000000
        PA
        USD
        99515.87000000
        0.009033579211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Floating
          3.20900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUFRY ONE BV
        7245003K5MN9U7XW0808
        Dufry One BV
        000000000
        
          
        
        1260000.00000000
        PA
        
        1453298.43000000
        0.131923546313
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAG9
        
          
        
        137000.00000000
        PA
        USD
        141763.19000000
        0.012868590769
        Long
        DBT
        
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AM1
        
          
        
        213000.00000000
        PA
        USD
        225493.14000000
        0.020469198950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Jordan
        5493000JZ4MYPVMBVN50
        Jordan Government International Bond
        418097AH4
        
          
        
        634000.00000000
        PA
        USD
        663124.38000000
        0.060195289591
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2027-01-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
        
        331000.00000000
        PA
        USD
        359653.48000000
        0.032647639016
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2007-4
        07401CAV5
        
          
        
        498803.46000000
        PA
        USD
        498827.60000000
        0.045281206277
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-25
          Variable
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBE8
        
          
        
        681000.00000000
        PA
        USD
        708442.00000000
        0.064309008437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
        
        2430000.00000000
        PA
        USD
        2426490.81000000
        0.220265339963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A45
        
          
        
        215000.00000000
        PA
        USD
        223770.82000000
        0.020312854900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-09
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGADO NETWORKS LLC
        N/A
        Ligado Networks LLC
        53225HAA8
        
          
        
        190000.00000000
        PA
        USD
        191340.19000000
        0.017368955952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          15.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FAZ1
        
          
        
        135000.00000000
        PA
        USD
        126513.41000000
        0.011484287988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -43.33000000
        -0.00000393329
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            700982.46000000
            INR
            9513.75000000
            USD
            2021-04-15
            -43.33000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -408.92000000
        -0.00003711982
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            18779.83000000
            USD
            20715842.00000000
            KRW
            2021-04-22
            -408.92000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN LONG
        000000000
        
          
        
        1667000.00000000
        OU
        Notional Amount
        USD
        -762263.53000000
        -0.06919467194
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -308180.60000000
            USD
            1667000.00000000
            USD
            -454082.93000000
          
        
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896AC4
        
          
        
        263000.00000000
        PA
        USD
        239361.44000000
        0.021728097521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-08-01
          Fixed
          5.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
        
        958000.00000000
        PA
        USD
        980752.50000000
        0.089028065526
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBB9
        
          
        
        1071405.40000000
        PA
        USD
        1098888.98000000
        0.099751935496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR HL / PPDI
        N/A
        Jaguar Holding Co II / PPD Development LP
        47010LAB8
        
          
        
        200000.00000000
        PA
        USD
        208258.11000000
        0.018904684580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        197000.00000000
        PA
        USD
        217493.76000000
        0.019743053132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAA9
        
          
        
        3065000.00000000
        PA
        USD
        3519351.06000000
        0.319470015912
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2026-03-26
          Fixed
          6.62500000
          N
          N
          N
          N
          Y
          
            
              Nordea Bank Abp
              Nordea Bank Abp
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GENWORTH MORTGAGE HLDING
        N/A
        Genworth Mortgage Holdings Inc
        37255LAA5
        
          
        
        209000.00000000
        PA
        USD
        225376.59000000
        0.020458619093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAA7
        
          
        
        400000.00000000
        PA
        USD
        454764.02000000
        0.041281323240
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-11-19
          Fixed
          5.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON COAT FACTORY
        549300SIFDMGE3Y2SW49
        Burlington Coat Factory Warehouse Corp
        121579AH9
        
          
        
        142000.00000000
        PA
        USD
        151015.50000000
        0.013708471637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2731.12000000
        -0.00024791813
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            91367.22000000
            USD
            2517167.00000000
            TWD
            2021-04-27
            -2731.12000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        150.68000000
        0.000013678016
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            569226.00000000
            TWD
            20194.63000000
            USD
            2021-04-27
            150.68000000
          
        
        
          N
          N
          N
        
      
      
        ADVANCED DRAINAGE SYSTEM
        6QQTOZ5MF5DHM7K92I60
        Advanced Drainage Systems Inc
        00790RAA2
        
          
        
        140000.00000000
        PA
        USD
        147049.74000000
        0.013348478732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        2964000.00000000
        PA
        USD
        3075015.97000000
        0.279135381529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -123.22000000
        -0.00001118532
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1375704.36000000
            INR
            18632.90000000
            USD
            2021-04-15
            -123.22000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -198.80000000
        -0.00001804612
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9388.11000000
            USD
            13159.26000000
            NZD
            2021-05-27
            -198.80000000
          
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416518504
        
          
        
        42175.00000000
        NS
        USD
        1131977.00000000
        0.102755509194
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZJ5
        
          
        
        200000.00000000
        PA
        USD
        212382.47000000
        0.019279074441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-09
          Fixed
          4.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS BANK
        EQTWLK1G7ODGC2MGLV11
        Regions Bank/Birmingham AL
        75913MAA7
        
          
        
        1500000.00000000
        PA
        USD
        2004087.48000000
        0.181921566848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-26
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -116.33000000
        -0.00001055988
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            181430.00000000
            EUR
            212883.43000000
            USD
            2021-05-27
            -116.33000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        151.05000000
        0.000013711603
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            127233.78000000
            CNY
            19506.53000000
            USD
            2021-04-22
            151.05000000
          
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAM9
        
          
        
        125000.00000000
        PA
        USD
        135839.31000000
        0.012330849008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AC5
        
          
        
        1084000.00000000
        PA
        USD
        1179476.01000000
        0.107067244290
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAL9
        
          
        
        235000.00000000
        PA
        USD
        254750.19000000
        0.023125015341
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AN1
        
          
        
        55000.00000000
        PA
        USD
        56339.57000000
        0.005114239249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAS0
        
          
        
        33000.00000000
        PA
        USD
        34749.87000000
        0.003154428567
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LJ6
        
          
        
        1630103.64000000
        PA
        USD
        1693775.81000000
        0.153752943582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Floating
          3.90900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZP6
        
          
        
        162000.00000000
        PA
        USD
        166156.89000000
        0.015082935287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-19
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12232.70000000
        -0.00111042655
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            984899.31000000
            USD
            828502.83000000
            EUR
            2021-05-27
            -12232.70000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -39918.47000000
        -0.00362360958
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            2483065.85000000
            GBP
            3383276.54000000
            USD
            2021-04-09
            -39918.47000000
          
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -423.98000000
        -0.00003848689
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            15870.29000000
            USD
            438658.00000000
            TWD
            2021-04-27
            -423.98000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        434.46000000
        0.000039438220
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            13431729.00000000
            KRW
            12345.79000000
            USD
            2021-04-22
            434.46000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        52.70000000
        0.000004783856
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1121354.63000000
            INR
            15341.06000000
            USD
            2021-04-15
            52.70000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2018-1 Trust
        83405R107
        
          
        
        15804.00000000
        PA
        USD
        507387.42000000
        0.046058226183
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2027-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Guardian Ltd
        N/A
        Transocean Guardian Ltd
        893800AA0
        
          
        
        93525.00000000
        PA
        USD
        82580.29000000
        0.007496247492
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGNATURE AVIATION US
        213800CSNQ87U1MC8N11
        Signature Aviation US Holdings Inc
        05545MAC6
        
          
        
        700000.00000000
        PA
        USD
        710880.36000000
        0.064530351206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        2484191.00000000
        PA
        USD
        2723146.57000000
        0.247194344417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAC6
        
          
        
        378000.00000000
        PA
        USD
        451515.89000000
        0.040986473387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        458.95000000
        0.000041661306
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8111.13000000
            USD
            175379.95000000
            MXN
            2021-04-16
            458.95000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -274.52000000
        -0.00002491962
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            128232.74000000
            BRL
            22507.63000000
            USD
            2021-04-05
            -274.52000000
          
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAE4
        
          
        
        465000.00000000
        PA
        USD
        512537.91000000
        0.046525763264
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BW2
        
          
        
        424000.00000000
        PA
        USD
        478590.00000000
        0.043444132827
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-06-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avaya Holdings Corp
        549300NZS2OZN6Q63A60
        Avaya Holdings Corp
        05351X119
        
          
        
        53489.00000000
        NS
        USD
        402237.28000000
        0.036513194634
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Avaya Holdings Corp
                Avaya Holdings Corp
                
                  
                  
                
              
            
            1.00000000
            25.55000000
            USD
            2022-12-15
            XXXX
            402231.93000000
          
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AS0
        
          
        
        716000.00000000
        PA
        USD
        801920.00000000
        0.072794498415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL LONG / Short: IS226N7   CDX 137BEMAE8 05.000 SP 05/11/2063 CITIGROUP GL SHORT
        000000000
        
          
        
        293000.00000000
        OU
        Notional Amount
        USD
        -134019.83000000
        -0.01216568523
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -146866.25000000
            USD
            293000.00000000
            USD
            12846.42000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUISS LONG
        000000000
        
          
        
        5000000.00000000
        OU
        Notional Amount
        USD
        -2285638.89000000
        -0.20747946996
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -835248.73000000
            USD
            5000000.00000000
            USD
            -1450390.16000000
          
        
        
          N
          N
          N
        
      
      
        Titan International Inc
        N/A
        Titan International Inc
        88830MAK8
        
          
        
        862000.00000000
        PA
        USD
        874042.41000000
        0.079341429107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peru LNG Srl
        254900F70J1LOALV5K70
        Peru LNG Srl
        000000000
        
          
        
        2064000.00000000
        PA
        USD
        1844700.00000000
        0.167453126530
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-03-22
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAD1
        
          
        
        228000.00000000
        PA
        USD
        240255.00000000
        0.021809210665
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serta Simmons Bedding, LLC
        549300M4F4V4WFPNI116
        Serta Simmons Bedding, LLC Initial Term Loan (Second Lien)
        000000000
        
          
        
        1270058.67000000
        PA
        USD
        642281.37000000
        0.058303259889
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-08
          Floating
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        457.38000000
        0.000041518789
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8441.48000000
            CHF
            9396.28000000
            USD
            2021-05-06
            457.38000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        61.53000000
        0.000005585401
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            941351.84000000
            INR
            12895.76000000
            USD
            2021-04-15
            61.53000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        1217905.00000000
        PA
        USD
        436162.23000000
        0.039592740872
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2005-QS14 Trust
        761118JJ8
        
          
        
        303269.66000000
        PA
        USD
        295083.81000000
        0.026786310279
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAG3
        
          
        
        911000.00000000
        PA
        USD
        921058.78000000
        0.083609352430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2012-C7
        92936TAF9
        
          
        
        1256575.65000000
        PA
        USD
        10399.67000000
        0.000944032773
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-15
          Variable
          1.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
        
        190000.00000000
        PA
        USD
        218437.25000000
        0.019828698684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBA7
        
          
        
        635000.00000000
        PA
        USD
        667031.90000000
        0.060549995744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPRO ACQUISITION CORP
        N/A
        TPro Acquisition Corp
        89238QAB5
        
          
        
        1062000.00000000
        PA
        USD
        1164155.96000000
        0.105676562731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        1794000.00000000
        PA
        USD
        1987718.24000000
        0.180435644792
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC/BERMUDA L
        N/A
        Veritas US Inc / Veritas Bermuda Ltd
        92346LAE3
        
          
        
        2981000.00000000
        PA
        USD
        3099168.78000000
        0.281327859194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VINE OIL & GAS LP / FIN
        N/A
        Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
        927375AA3
        
          
        
        4154000.00000000
        PA
        USD
        4416663.94000000
        0.400923828040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793AG5
        
          
        
        262000.00000000
        PA
        USD
        274991.07000000
        0.024962386534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XYW8
        
          
        
        1101650.00000000
        PA
        USD
        1108473.95000000
        0.100622013663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          3.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        CDX 137BERAF4 03.000 SP 05/11/2063 MORGAN STANL LONG
        000000000
        
          
        
        1272000.00000000
        OU
        Notional Amount
        USD
        -342676.80000000
        -0.03110657643
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -147238.01000000
            USD
            1272000.00000000
            USD
            -195438.79000000
          
        
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAA8
        
          
        
        213000.00000000
        PA
        USD
        218020.42000000
        0.019790860831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDEICOMISO PA PACIFICO
        549300HPHEJ3B6YD5H05
        Fideicomiso PA Pacifico Tres
        31574EAB6
        
          
        
        6642880338.34000000
        PA
        
        1975974.35000000
        0.179369590096
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2035-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAD2
        
          
        
        260000.00000000
        PA
        USD
        264446.52000000
        0.024005202241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL CINEMEDIA LLC
        7LJEQIVQVLNGS4X6T547
        National CineMedia LLC
        63530QAJ8
        
          
        
        623000.00000000
        PA
        USD
        582161.33000000
        0.052845847483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AC1
        
          
        
        512000.00000000
        PA
        USD
        527859.09000000
        0.047916547399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        Freddie Mac STACR Trust 2019-DNA3
        35564TAH3
        
          
        
        444324.60000000
        PA
        USD
        443424.18000000
        0.040251946289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P125
        
          
        
        19860.00000000
        NS
        USD
        317.76000000
        0.000028844747
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                SandRidge Energy Inc
                SandRidge Energy Inc
                
                  
                  
                
              
            
            1.00000000
            42.03000000
            USD
            2022-10-04
            XXXX
            -74734.64000000
          
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        N/A
        Arches Buyer Inc
        039524AB9
        
          
        
        446000.00000000
        PA
        USD
        459363.36000000
        0.041698829536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETATION LLC/FIN CORP
        N/A
        Magnetation LLC / Mag Finance Corp
        559417AA8
        
          
        
        2857000.00000000
        PA
        USD
        0.03000000
        0.000000002723
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2018-05-15
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0MX4
        
          
        
        309779.00000000
        PA
        USD
        330690.63000000
        0.030018528708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          5.05900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
        
        200000.00000000
        PA
        USD
        184125.00000000
        0.016713995187
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        549300ED4YNDE7SVU538
        Radnor Re 2018-1 Ltd
        750496AB7
        
          
        
        150000.00000000
        PA
        USD
        151167.24000000
        0.013722245875
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-03-25
          Floating
          2.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX54
        
          
        
        1075000.00000000
        PA
        USD
        1097171.88000000
        0.099596065293
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-05-29
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -71.80000000
        -0.00000651766
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7491.64000000
            USD
            5382.09000000
            GBP
            2021-04-09
            -71.80000000
          
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        1490000.00000000
        PA
        USD
        1589007.18000000
        0.144242543703
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAG6
        
          
        
        2087000.00000000
        PA
        USD
        2025042.19000000
        0.183823736147
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-02-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS
        N/A
        Braskem Netherlands Finance BV
        10554TAD7
        
          
        
        1342000.00000000
        PA
        USD
        1345287.90000000
        0.122118862112
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        530000.00000000
        OU
        Notional Amount
        USD
        -142782.00000000
        -0.01296107351
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -60115.70000000
            USD
            530000.00000000
            USD
            -82666.30000000
          
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        1576000.00000000
        PA
        USD
        1638748.11000000
        0.148757789675
        Long
        DBT
        
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
        
        2000000.00000000
        PA
        
        2470158.28000000
        0.224229266011
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-04-25
          Fixed
          6.75000000
          N
          N
          N
          N
          Y
          
            
              Banco Santander SA
              Banco Santander SA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Trust
        12655CAD8
        
          
        
        1050000.00000000
        PA
        USD
        1082501.91000000
        0.098264394917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        200000.00000000
        PA
        USD
        210000.58000000
        0.019062857751
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007222WHFWMBOC78
        Freddie Mac STACR Trust 2019-DNA1
        35563KAH3
        
          
        
        408971.68000000
        PA
        USD
        411237.14000000
        0.037330159287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Floating
          2.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        000000000
        
          
        
        1018000.00000000
        PA
        USD
        1037367.45000000
        0.094167302468
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAH8
        
          
        
        830000.00000000
        PA
        USD
        860785.20000000
        0.078138002391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALUMET SPECIALTY PROD
        N/A
        Calumet Specialty Products Partners LP / Calumet Finance Corp
        131477AT8
        
          
        
        223000.00000000
        PA
        USD
        234086.86000000
        0.021249296138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enviva Holdings,LP
        N/A
        Enviva Holdings,LP Term Loan B
        000000000
        
          
        
        2520000.00000000
        PA
        USD
        2520000.00000000
        0.228753661221
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-02-17
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAA4
        
          
        
        195000.00000000
        PA
        USD
        219862.50000000
        0.019958076127
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        UBS-Barclays Commercial Mortgage Trust 2012-C4
        90270RAC8
        
          
        
        766472.49000000
        PA
        USD
        14260.99000000
        0.001294545109
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Variable
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR ENERGY GEOTHERMAL
        N/A
        Star Energy Geothermal Wayang Windu Ltd
        000000000
        
          
        
        207703.00000000
        PA
        USD
        231913.38000000
        0.021051997921
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2033-04-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAE8
        
          
        
        802000.00000000
        PA
        USD
        708281.19000000
        0.064294410867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KV0
        
          
        
        2758028.87000000
        PA
        USD
        3232473.82000000
        0.293428659178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Floating
          11.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
        
        344000.00000000
        PA
        USD
        362143.67000000
        0.032873686667
        Long
        DBT
        
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AP6
        
          
        
        1952000.00000000
        PA
        USD
        1993863.57000000
        0.180993488735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meredith Corp
        549300YC8BC386CCTS24
        Meredith Corp
        589433AB7
        
          
        
        2149000.00000000
        PA
        USD
        2211281.09000000
        0.200729621162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTCASH INC
        549300V2X3UU7K0DG350
        FirstCash Inc
        33767DAB1
        
          
        
        262000.00000000
        PA
        USD
        267537.60000000
        0.024285795839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
        
        780000.00000000
        PA
        USD
        823960.05000000
        0.074795189737
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        INTEL PKG HOLDCO ISSUER
        N/A
        Intelligent Packaging Holdco Issuer LP
        45827CAA7
        
          
        
        611000.00000000
        PA
        USD
        622183.55000000
        0.056478875005
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-01-15
          Fixed
          9.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        Colfax Corp
        15723RAC8
        
          
        
        207000.00000000
        PA
        USD
        220622.05000000
        0.020027024477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
        
        400000.00000000
        PA
        USD
        424971.68000000
        0.038576915760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        1040000.00000000
        PA
        USD
        1098613.40000000
        0.099726919649
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        54.39000000
        0.000004937266
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            241528.00000000
            TWD
            8559.23000000
            USD
            2021-04-27
            54.39000000
          
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAH5
        
          
        
        1201000.00000000
        PA
        USD
        1280705.72000000
        0.116256397776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAR4
        
          
        
        524000.00000000
        PA
        USD
        797605.86000000
        0.072402881225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AK7
        
          
        
        297000.00000000
        PA
        USD
        296447.85000000
        0.026910131368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEALER TIRE LLC/DT ISSR
        N/A
        Dealer Tire LLC / DT Issuer LLC
        24229JAA1
        
          
        
        1116000.00000000
        PA
        USD
        1180559.92000000
        0.107165636504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPC Holding BV
        213800G1DU7LKI6ZCD69
        UPC Holding BV
        90320LAG2
        
          
        
        223000.00000000
        PA
        USD
        229789.34000000
        0.020859187632
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA SPA
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        87927YAA0
        
          
        
        206000.00000000
        PA
        USD
        222670.00000000
        0.020212927676
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-30
          Fixed
          5.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AN1
        
          
        
        223000.00000000
        PA
        USD
        214320.58000000
        0.019455006885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AE1
        
          
        
        424000.00000000
        PA
        USD
        435456.74000000
        0.039528699832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        2492000.00000000
        PA
        USD
        2844892.22000000
        0.258245837740
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-02-19
          Variable
          7.00000000
          N
          N
          N
          N
          Y
          
            
              UBS Group AG
              UBS Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -188.16000000
        -0.00001708027
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10351.30000000
            USD
            1124816.00000000
            JPY
            2021-05-20
            -188.16000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        199.73000000
        0.000018130543
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            119090.54000000
            CNY
            18316.42000000
            USD
            2021-04-22
            199.73000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -152.17000000
        -0.00001381327
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            71085.43000000
            BRL
            12477.04000000
            USD
            2021-04-05
            -152.17000000
          
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320AM4
        
          
        
        1082000.00000000
        PA
        USD
        1158578.77000000
        0.105170291845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAB5
        
          
        
        2110000.00000000
        PA
        USD
        2147113.72000000
        0.194904811313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/GENESI
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAF9
        
          
        
        412000.00000000
        PA
        USD
        403301.78000000
        0.036609824901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -765.58000000
        -0.00006949572
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            25080.09000000
            USD
            690505.00000000
            TWD
            2021-04-27
            -765.58000000
          
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
        
        279000.00000000
        PA
        USD
        278813.83000000
        0.025309398576
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        38.85000000
        0.000003526618
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            114991202.00000000
            IDR
            7922.47000000
            USD
            2021-04-15
            38.85000000
          
        
        
          N
          N
          N
        
      
      
        GRINDING MED/MOLY-COP
        N/A
        Grinding Media Inc / Moly-Cop AltaSteel Ltd
        398545AA1
        
          
        
        1290000.00000000
        PA
        USD
        1317441.77000000
        0.119591122354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
        
        887000.00000000
        PA
        USD
        977488.40000000
        0.088731765992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAX2
        
          
        
        354130.70000000
        PA
        USD
        358357.04000000
        0.032529954335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Floating
          4.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
        
        1025000.00000000
        PA
        USD
        995036.77000000
        0.090324723884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boxer Parent Company Inc. (aka BMC Software, Inc.)
        5493006T045HLTF7YX04
        Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan
        000000000
        
          
        
        1514451.61000000
        PA
        USD
        1506879.35000000
        0.136787368385
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Floating
          3.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBH6
        
          
        
        466924.75000000
        PA
        USD
        492533.98000000
        0.044709901270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          5.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1035873.38000000
        -0.09403167787
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            29694773.34000000
            USD
            161310917.24000000
            BRL
            2021-04-05
            -1035873.38000000
          
        
        
          N
          N
          N
        
      
      
        Paragon Offshore Litigation Trust A
        N/A
        PARAGON OFFSHORE CLASS A LIT TRUST INTERESTS PER SENIOR NOTE
        000000000
        
          
        
        11814.00000000
        NS
        USD
        1181.40000000
        0.000107241894
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -189.82000000
        -0.00001723096
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8652.59000000
            USD
            936626.00000000
            JPY
            2021-05-20
            -189.82000000
          
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 78 CLO Ltd
        26253LAE2
        
          
        
        3000000.00000000
        PA
        USD
        3007866.00000000
        0.273039825382
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          2.17300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        220100000.00000000
        PA
        
        2944001.24000000
        0.267242485036
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2028-01-19
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -47.53000000
        -0.00000431454
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9601.46000000
            USD
            12575.01000000
            AUD
            2021-06-04
            -47.53000000
          
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AN4
        
          
        
        11000.00000000
        PA
        USD
        11801.64000000
        0.001071296967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        331000.00000000
        PA
        
        391802.74000000
        0.035565996528
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2048-03-22
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COM PART/USA COM FIN
        N/A
        USA Compression Partners LP / USA Compression Finance Corp
        91740PAF5
        
          
        
        263000.00000000
        PA
        USD
        270933.92000000
        0.024594097678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751AY7
        
          
        
        932000.00000000
        PA
        USD
        973718.57000000
        0.088389558685
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAJ3
        
          
        
        439000.00000000
        PA
        USD
        471027.57000000
        0.042757651259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BB2
        
          
        
        217000.00000000
        PA
        USD
        215181.21000000
        0.019533130799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO VIII Ltd
        N/A
        Elmwood CLO VIII Ltd
        290021AA2
        
          
        
        350235.00000000
        PA
        USD
        345924.31000000
        0.031401370007
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          6.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAF5
        
          
        
        490000.00000000
        PA
        USD
        514733.23000000
        0.046725044013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        382750.00000000
        0.034744231679
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        REV RC THE BA  0.250% 12/31/22
        000000000
        
          
        
        -695100.00000000
        PA
        USD
        -695100.00000000
        -0.06309788488
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.25000000
          2022-12-31
          
            
              662000.00000000
              USD
              678659.74000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
        
        219000.00000000
        PA
        USD
        230012.11000000
        0.020879409638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kayne CLO
        N/A
        Kayne CLO 4 Ltd
        48662AAA3
        
          
        
        585320.00000000
        PA
        USD
        585406.63000000
        0.053140440442
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-25
          Floating
          6.96800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XEC4
        
          
        
        152383.15000000
        PA
        USD
        158586.20000000
        0.014395703916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Floating
          4.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAL6
        
          
        
        899000.00000000
        PA
        USD
        898947.29000000
        0.081602176124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AQ4
        
          
        
        392000.00000000
        PA
        USD
        397853.24000000
        0.036115232253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -511.24000000
        -0.00004640794
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10318.57000000
            USD
            85643.50000000
            SEK
            2021-04-15
            -511.24000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -45.19000000
        -0.00000410213
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9024.15000000
            USD
            76797.64000000
            NOK
            2021-04-15
            -45.19000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -66.26000000
        -0.00000601476
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8685.43000000
            GBP
            11907.62000000
            USD
            2021-04-09
            -66.26000000
          
        
        
          N
          N
          N
        
      
      
        BEACON ROOFING SUPPLY IN
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685AD1
        
          
        
        123000.00000000
        PA
        USD
        125540.35000000
        0.011395958211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOSEPH T RYERSON & SON I
        54930086XMNNXPXPWJ34
        Joseph T Ryerson & Son Inc
        48088LAB3
        
          
        
        619000.00000000
        PA
        USD
        693485.77000000
        0.062951352735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
        
        720000.00000000
        PA
        USD
        871606.15000000
        0.079120276966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLY'S CORP
        549300NS4D5IK406VT62
        Bally's Corp
        90171VAA3
        
          
        
        1095000.00000000
        PA
        USD
        1175524.59000000
        0.106708553102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AC6
        
          
        
        3454000.00000000
        PA
        USD
        3367582.85000000
        0.305693216827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        92769XAR6
        
          
        
        992000.00000000
        PA
        USD
        1000990.77000000
        0.090865199796
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        300.23000000
        0.000027253457
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            333529.00000000
            TWD
            12044.67000000
            USD
            2021-04-27
            300.23000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        4.52000000
        0.000000410304
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            11668.48000000
            SGD
            8676.60000000
            USD
            2021-05-21
            4.52000000
          
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        1000000.00000000
        PA
        
        1322360.40000000
        0.120037612283
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-10-09
          Fixed
          5.88000000
          N
          N
          N
          N
          Y
          
            
              CaixaBank SA
              CaixaBank SA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BCPE ULYSSES INTERMEDIAT
        N/A
        BCPE Ulysses Intermediate Inc
        05553LAA1
        
          
        
        518000.00000000
        PA
        USD
        537254.14000000
        0.048769385528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.75000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAQ8
        
          
        
        660000.00000000
        PA
        USD
        781400.98000000
        0.070931878991
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2030-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welbilt, Inc. (fka Manitowoc Foodservice, Inc.)
        549300UR3W71YLZWI068
        Welbilt, Inc. (fka Manitowoc Foodservice, Inc.) Term B Loan (2018)
        000000000
        
          
        
        109531.38000000
        PA
        USD
        104602.47000000
        0.009495316660
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-10-23
          Floating
          2.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10.40000000
        0.000000944062
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            10521.91000000
            USD
            38602774.53000000
            COP
            2021-05-20
            10.40000000
          
        
        
          N
          N
          N
        
      
      
        PetSmart LLC
        N/A
        PetSmart LLC Initial Term Loan
        000000000
        
          
        
        2230000.00000000
        PA
        USD
        2224871.00000000
        0.201963248808
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-11
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENABLE MIDSTREAM PARTNER
        549300TLGDBYE711G509
        Enable Midstream Partners LP
        292480AL4
        
          
        
        239000.00000000
        PA
        USD
        264172.65000000
        0.023980341619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1378000.00000000
        PA
        USD
        1366803.75000000
        0.124071969041
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2047-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleaver-Brooks Inc
        549300TRZDD68CZBS255
        Cleaver-Brooks Inc
        185401AG1
        
          
        
        633000.00000000
        PA
        USD
        620350.37000000
        0.056312467610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC11
        17320DAL2
        
          
        
        1302578.66000000
        PA
        USD
        27998.02000000
        0.002541527611
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Variable
          1.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAW5
        
          
        
        2291000.00000000
        PA
        USD
        2397329.39000000
        0.217618204411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
        
        855000.00000000
        PA
        USD
        932394.77000000
        0.084638379897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -45.94000000
        -0.00000417021
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10152.29000000
            USD
            7330.79000000
            GBP
            2021-04-09
            -45.94000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
        
        189000.00000000
        PA
        USD
        203218.40000000
        0.018447203582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intrum AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        59600.00000000
        PA
        
        69803.45000000
        0.006336426489
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2022-07-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Venezuela
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        922646AS3
        
          
        
        7978000.00000000
        PA
        USD
        797800.00000000
        0.072420504334
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2027-09-15
          Fixed
          9.25000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        153.58000000
        0.000013941264
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            585201.00000000
            TWD
            20760.05000000
            USD
            2021-04-27
            153.58000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAG4
        
          
        
        1350000.00000000
        PA
        USD
        1363500.45000000
        0.123772111117
        Long
        DBT
        
        US
        N
        
        2
        
          2021-12-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345YAE6
        
          
        
        5000.00000000
        PA
        USD
        6331.83000000
        0.000574773529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAH3
        
          
        
        1539000.00000000
        PA
        USD
        1543421.12000000
        0.140104457145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAD9
        
          
        
        210000.00000000
        PA
        USD
        220348.09000000
        0.020002155686
        Long
        DBT
        
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBC8
        
          
        
        694000.00000000
        PA
        USD
        833765.36000000
        0.075685269325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -259.64000000
        -0.00002356888
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            11976.74000000
            USD
            65951.47000000
            BRL
            2021-04-05
            -259.64000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        179.19000000
        0.000016266019
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            96817.83000000
            CNY
            14907.63000000
            USD
            2021-04-22
            179.19000000
          
        
        
          N
          N
          N
        
      
      
        ALLISON TRANSMISSION INC
        MWKQ3I0U1GXP2YDSZW75
        Allison Transmission Inc
        019736AG2
        
          
        
        221000.00000000
        PA
        USD
        214602.46000000
        0.019480594615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        TripAdvisor Inc
        896945AA0
        
          
        
        422000.00000000
        PA
        USD
        456285.93000000
        0.041419475020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -46.50000000
        -0.00000422104
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            880941.42000000
            INR
            11964.11000000
            USD
            2021-04-15
            -46.50000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AD2
        
          
        
        835000.00000000
        PA
        USD
        783334.38000000
        0.071107383883
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2029-11-26
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONITRONICS INTERNATIONAL, INC
        N/A
        MONITRONICS INTERNATIONAL, INC 04/20 FIXED 9.125
        609ESCAB4
        
          
        
        958000.00000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2021-04-01
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AJ1
        
          
        
        227000.00000000
        PA
        USD
        226760.39000000
        0.020584233901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industries Holdings Ltd
        N/A
        Industries Holdings Ltd
        000000000
        
          
        
        838296.00000000
        NS
        USD
        0.84000000
        0.000000076251
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AF0
        
          
        
        210000.00000000
        PA
        USD
        218139.61000000
        0.019801680335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMIG GERACAO E TRANSM
        529900ZT0AVI5W1VFB58
        Cemig Geracao e Transmissao SA
        000000000
        
          
        
        1927000.00000000
        PA
        USD
        2210028.13000000
        0.200615883389
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-12-05
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CC4
        
          
        
        25000.00000000
        PA
        USD
        26066.99000000
        0.002366237856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2016-1 LLC
        78471DAB3
        
          
        
        498348.14000000
        PA
        USD
        201332.65000000
        0.018276024131
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2025-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        821000.00000000
        PA
        USD
        823071.80000000
        0.074714558610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FINANCE CANADA
        5493005TTO0UJ33KCK70
        Glencore Finance Canada Ltd
        98417EAN0
        
          
        
        272000.00000000
        PA
        USD
        341991.99000000
        0.031044412627
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2041-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779AZ6
        
          
        
        262000.00000000
        PA
        USD
        269370.06000000
        0.024452137876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAD9
        
          
        
        791000.00000000
        PA
        USD
        773883.04000000
        0.070249436014
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -31.74000000
        -0.00000288120
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7443.73000000
            GBP
            10230.31000000
            USD
            2021-04-09
            -31.74000000
          
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        991000.00000000
        PA
        USD
        1093686.56000000
        0.099279684456
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBM4
        
          
        
        249000.00000000
        PA
        USD
        257177.53000000
        0.023345357766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        427000.00000000
        PA
        USD
        47637.19000000
        0.004324278421
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2024-04-22
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanesbrands Inc
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AJ1
        
          
        
        213000.00000000
        PA
        USD
        225892.97000000
        0.020505493623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        133000.00000000
        OU
        Notional Amount
        USD
        -35830.20000000
        -0.00325249580
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -15194.95000000
            USD
            133000.00000000
            USD
            -20635.25000000
          
        
        
          N
          N
          N
        
      
      
        WestRock MWV LLC
        4DL8C98Z5G5IXZLH3578
        WestRock MWV LLC
        961548AY0
        
          
        
        1000000.00000000
        PA
        USD
        1367820.15000000
        0.124164233018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0UD9
        
          
        
        378415.47000000
        PA
        USD
        378415.21000000
        0.034350739979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          2.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -89.72000000
        -0.00000814435
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            16620.46000000
            USD
            18640779.00000000
            KRW
            2021-04-22
            -89.72000000
          
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA ULC
        635400MHHHT7LMKMQL03
        MEGlobal Canada ULC
        58518N2A9
        
          
        
        343000.00000000
        PA
        USD
        414425.89000000
        0.037619618905
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-05-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        CWABS Asset-Backed Certificates Trust 2005-7
        126673Y89
        
          
        
        521209.93000000
        PA
        USD
        526287.09000000
        0.047773848687
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Variable
          5.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAG1
        
          
        
        773000.00000000
        PA
        USD
        822271.11000000
        0.074641875765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        CDX 137BERAF4 03.000 SP 05/11/2063 JPMORGAN LONG
        000000000
        
          
        
        6400000.00000000
        OU
        Notional Amount
        USD
        -1723626.67000000
        -0.15646266323
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -784537.19000000
            USD
            6400000.00000000
            USD
            -939089.48000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE3 Mortgage Trust
        12624PAF2
        
          
        
        7076603.74000000
        PA
        USD
        135134.12000000
        0.012266835200
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          1.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        1819000.00000000
        PA
        
        2324935.85000000
        0.211046661822
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2023-09-29
          Fixed
          6.00000000
          N
          N
          N
          N
          Y
          
            
              HSBC Holdings PLC
              HSBC Holdings PLC
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        de Volksbank N.V.
        N/A
        SNS BANK NV /EUR/ REGD /PERP/ REG S EMTN
        000000000
        
          
        
        620000.00000000
        PA
        
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        NL
        N
        
        3
        
          2049-12-31
          Fixed
          11.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashland LLC
        6O4MRU8C1MS0K34UQF79
        Ashland LLC
        044209AF1
        
          
        
        48000.00000000
        PA
        USD
        49898.37000000
        0.004529537629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&G FOODS INC
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508WAB1
        
          
        
        214000.00000000
        PA
        USD
        222752.82000000
        0.020220445683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XJX3
        
          
        
        162635.32000000
        PA
        USD
        166257.44000000
        0.015092062740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDS US912909AD03 05.000 SP 12/20/2021 GOLDMAN SACH LONG
        000000000
        
          
        
        700000.00000000
        OU
        Notional Amount
        USD
        23351.37000000
        0.002119726738
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                United States Steel Corp
                United States Steel Corp
                
                  
                  
                
              
            
            Y
            
            sell protection
            2021-12-20
            0.00000000
            USD
            -57750.00000000
            USD
            700000.00000000
            USD
            81101.37000000
          
        
        
          N
          N
          N
        
      
      
        NAVISTAR INTL CORP
        WNDD3CRVXJGC8I7GX671
        Navistar International Corp
        63934EAT5
        
          
        
        18000.00000000
        PA
        USD
        18711.79000000
        0.001698567647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        LogMeIn Inc
        541056AA5
        
          
        
        551000.00000000
        PA
        USD
        576783.41000000
        0.052357665384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
        
        2350000.00000000
        PA
        USD
        3955066.76000000
        0.359022222907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327RAJ0
        
          
        
        2013000.00000000
        PA
        USD
        2093920.97000000
        0.190076225474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAG4
        
          
        
        180000.00000000
        PA
        USD
        229519.56000000
        0.020834698282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        16171894.00000000
        PA
        USD
        4770708.73000000
        0.433062336750
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAD5
        
          
        
        500000.00000000
        PA
        USD
        527085.33000000
        0.047846309132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AD9
        
          
        
        211000.00000000
        PA
        USD
        218574.74000000
        0.019841179375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS22154   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT
        000000000
        
          
        
        364000.00000000
        OU
        Notional Amount
        USD
        -166495.62000000
        -0.01511368359
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -168350.00000000
            USD
            364000.00000000
            USD
            1854.38000000
          
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BB1
        
          
        
        214000.00000000
        PA
        USD
        225328.70000000
        0.020454271866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        371000.00000000
        OU
        Notional Amount
        USD
        -99978.32000000
        -0.00907555823
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -33384.01000000
            USD
            371000.00000000
            USD
            -66594.31000000
          
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
        
        277000.00000000
        PA
        USD
        284000.12000000
        0.025780185411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229BB1
        
          
        
        282000.00000000
        PA
        USD
        311314.58000000
        0.028259662685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00774CAB3
        
          
        
        252000.00000000
        PA
        USD
        274168.65000000
        0.024887731142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773DB3
        
          
        
        235000.00000000
        PA
        USD
        250143.02000000
        0.022706798275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AC4
        
          
        
        128000.00000000
        PA
        USD
        130184.83000000
        0.011817562102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAL9
        
          
        
        178000.00000000
        PA
        USD
        185744.75000000
        0.016861028418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RS IVY Holdco ,Inc.
        N/A
        RS IVY Holdco ,Inc. Initial Term Loan
        000000000
        
          
        
        1390000.00000000
        PA
        USD
        1390000.00000000
        0.126177614721
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-12-23
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -78.42000000
        -0.00000711859
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            703037.40000000
            INR
            9506.67000000
            USD
            2021-04-15
            -78.42000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -420.45000000
        -0.00003816645
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9434.04000000
            USD
            78712.15000000
            SEK
            2021-04-15
            -420.45000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -35820.97000000
        -0.00325165795
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            17984389.75000000
            TRY
            2137312.24000000
            USD
            2021-04-08
            -35820.97000000
          
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AF3
        
          
        
        2191000.00000000
        PA
        USD
        2306815.54000000
        0.209401785928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAD6
        
          
        
        215000.00000000
        PA
        USD
        219713.28000000
        0.019944530642
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        61.34000000
        0.000005568154
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            129476391.00000000
            IDR
            8938.04000000
            USD
            2021-04-15
            61.34000000
          
        
        
          N
          N
          N
        
      
      
        Murphy Oil USA Inc
        N32S6DTR2ZZ5222WHV58
        Murphy Oil USA Inc
        626738AD0
        
          
        
        69000.00000000
        PA
        USD
        72434.60000000
        0.006575269821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3.32000000
        -0.00000030137
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8067.77000000
            USD
            165032.65000000
            MXN
            2021-04-16
            -3.32000000
          
        
        
          N
          N
          N
        
      
      
        OIL & GAS HOLDING
        549300OBH16L6TS6IW50
        Oil and Gas Holding Co BSCC/The
        000000000
        
          
        
        469000.00000000
        PA
        USD
        521909.06000000
        0.047376431865
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2024-11-07
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZU5
        
          
        
        230000.00000000
        PA
        USD
        229409.56000000
        0.020824713003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING M
        549300ZVE6MONHB01I28
        Foundation Building Materials Inc
        350392AA4
        
          
        
        246000.00000000
        PA
        USD
        242882.85000000
        0.022047754438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -33.97000000
        -0.00000308363
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6213.97000000
            GBP
            8532.71000000
            USD
            2021-04-09
            -33.97000000
          
        
        
          N
          N
          N
        
      
      
        HERC HOLDINGS INC
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704LAA2
        
          
        
        181000.00000000
        PA
        USD
        192536.19000000
        0.017477523166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        210000.00000000
        PA
        USD
        214846.50000000
        0.019502747411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        155.58000000
        0.000014122815
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6766.94000000
            EUR
            8100.01000000
            USD
            2021-05-27
            155.58000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -163248.73000000
        -0.01481894630
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            81153766.94000000
            ZAR
            5332476.68000000
            USD
            2021-04-08
            -163248.73000000
          
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
        
        1681000.00000000
        PA
        USD
        1586103.60000000
        0.143978970467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Variable
          3.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC Inc
        747262AK9
        
          
        
        107000.00000000
        PA
        USD
        112651.99000000
        0.010226013950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAC2
        
          
        
        120000.00000000
        PA
        USD
        122567.76000000
        0.011126120574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        61.00000000
        0.000005537291
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            18637.52000000
            USD
            1371479.29000000
            INR
            2021-04-15
            61.00000000
          
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAL4
        
          
        
        707000.00000000
        PA
        USD
        686052.25000000
        0.062276573006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2A1
        
          
        
        1193000.00000000
        PA
        USD
        1177341.88000000
        0.106873518079
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2031-09-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLERA LLC / SOLERA FINA
        N/A
        Solera LLC / Solera Finance Inc
        83422AAA1
        
          
        
        1941000.00000000
        PA
        USD
        2003040.01000000
        0.181826482484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanesbrands Inc
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AL6
        
          
        
        208000.00000000
        PA
        USD
        223135.17000000
        0.020255153605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        200.28000000
        0.000018180469
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            12931.05000000
            USD
            9457513.00000000
            CLP
            2021-05-20
            200.28000000
          
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAJ6
        
          
        
        86000.00000000
        PA
        USD
        93329.32000000
        0.008471993511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDT2
        
          
        
        385000.00000000
        PA
        USD
        431681.25000000
        0.039185978737
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BH7
        
          
        
        214000.00000000
        PA
        USD
        220528.21000000
        0.020018506127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AB0
        
          
        
        216000.00000000
        PA
        USD
        223927.37000000
        0.020327065767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        117.80000000
        0.000010693325
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            13515.14000000
            USD
            17131.77000000
            CAD
            2021-04-22
            117.80000000
          
        
        
          N
          N
          N
        
      
      
        Verscend Holding Corp.
        N/A
        Verscend Holding Corp. Term B Loan
        000000000
        
          
        
        757352.13000000
        PA
        USD
        756496.32000000
        0.068671151944
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          4.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AP0
        
          
        
        970000.00000000
        PA
        USD
        999269.18000000
        0.090708922012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-06
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAF3
        
          
        
        236000.00000000
        PA
        USD
        236766.68000000
        0.021492557502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        57.62000000
        0.000005230470
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            200497.00000000
            TWD
            7117.65000000
            USD
            2021-04-27
            57.62000000
          
        
        
          N
          N
          N
        
      
      
        MEDCO PLATINUM ROAD PTE
        254900CW3HTAEZITE455
        Medco Platinum Road Pte Ltd
        58406HAA8
        
          
        
        503000.00000000
        PA
        USD
        525006.25000000
        0.047657580099
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-01-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -238.27000000
        -0.00002162902
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            12749.24000000
            USD
            109253.41000000
            SEK
            2021-04-15
            -238.27000000
          
        
        
          N
          N
          N
        
      
      
        APX Group Inc
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAK0
        
          
        
        911000.00000000
        PA
        USD
        914650.10000000
        0.083027602822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seaworld Parks & Entertainment, Inc. (f/k/a SW Acquisitions Co., Inc.)
        549300UZV72O3371JJ53
        Seaworld Parks & Entertainment, Inc. (f/k/a SW Acquisitions Co., Inc.) Term B-5 Loan
        000000000
        
          
        
        949156.66000000
        PA
        USD
        932100.31000000
        0.084611650213
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-01
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ULKER BISKUVI SANAYI AS
        7890009HEU9BS7J3DA93
        Ulker Biskuvi Sanayi AS
        903742AA2
        
          
        
        327000.00000000
        PA
        USD
        342381.03000000
        0.031079727835
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2025-10-30
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEAR CORP
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BB0
        
          
        
        3000.00000000
        PA
        USD
        3141.09000000
        0.000285133268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-30
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Presidio Holdings Inc.
        N/A
        Presidio Holdings Inc. Initial Term Loan (2020)
        000000000
        
          
        
        396010.00000000
        PA
        USD
        394524.96000000
        0.035813106763
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-22
          Floating
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        41.77000000
        0.000003791682
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            9187.18000000
            USD
            262092.00000000
            TWD
            2021-04-27
            41.77000000
          
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AE7
        
          
        
        215000.00000000
        PA
        USD
        212934.73000000
        0.019329205987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-13
        17025JAG8
        
          
        
        380630.26000000
        PA
        USD
        176266.94000000
        0.016000677729
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Floating
          0.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIGO NATURAL RES LLC
        549300F7DOI6H6TA3C86
        Indigo Natural Resources LLC
        45569LAC5
        
          
        
        758000.00000000
        PA
        USD
        746667.03000000
        0.067778895565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONITRONICS
        N/A
        MONITRONICS
        000000000
        
          
        
        17878.00000000
        NS
        USD
        129794.28000000
        0.011782109823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        000000000
        
          
        
        400000.00000000
        PA
        
        487424.47000000
        0.044246084159
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-05-24
          Variable
          5.88000000
          N
          N
          N
          N
          Y
          
            
              Banco Bilbao Vizcaya Argentaria SA
              Banco Bilbao Vizcaya Argentaria SA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAF8
        
          
        
        29000.00000000
        PA
        USD
        30841.76000000
        0.002799668856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55616XAH0
        
          
        
        123000.00000000
        PA
        USD
        123864.37000000
        0.011243820687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -426.52000000
        -0.00003871746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2233284.81000000
            INR
            30021.71000000
            USD
            2021-04-15
            -426.52000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
        94986KAA4
        
          
        
        518522.61000000
        PA
        USD
        517003.60000000
        0.046931137446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-28
          Variable
          2.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P869
        
          
        
        243.00000000
        NS
        USD
        950.13000000
        0.000086248300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESCO INTERNATIONAL INC
        529900TXOGREY3WNJ434
        WESCO International Inc
        95082P303
        
          
        
        35175.00000000
        NS
        USD
        1082686.50000000
        0.098281151123
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        6045232.00000000
        PA
        USD
        2008150.51000000
        0.182290389463
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fideicomiso PA Costera
        5493002XQPJWQYQDVX07
        Fideicomiso PA Costera
        31574FAB3
        
          
        
        1230800000.00000000
        PA
        
        360077.15000000
        0.032686097771
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2034-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Froneri International Limited
        N/A
        Froneri International Limited Second Lien Facility (USD)
        000000000
        
          
        
        160000.00000000
        PA
        USD
        161900.80000000
        0.014696587601
        Long
        LON
        CORP
        GB
        N
        
        3
        
          2028-01-31
          Floating
          5.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        400.53000000
        0.000036358215
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            133606233.00000000
            IDR
            9560.37000000
            USD
            2021-04-15
            400.53000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        142864.37000000
        0.012968550672
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            5383194.52000000
            USD
            81601692.45000000
            ZAR
            2021-04-08
            142864.37000000
          
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        20.27000000
        0.000001840014
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            1065902.40000000
            INR
            14552.60000000
            USD
            2021-04-15
            20.27000000
          
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAR9
        
          
        
        483000.00000000
        PA
        USD
        610396.87000000
        0.055408936036
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-07-18
          Fixed
          7.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -294.30000000
        -0.00002671515
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            9957.94000000
            USD
            140954641.00000000
            IDR
            2021-04-15
            -294.30000000
          
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        884000.00000000
        PA
        USD
        922108.04000000
        0.083704599282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACADIA HEALTHCARE CO INC
        5493005CW985Y9D0NC11
        Acadia Healthcare Co Inc
        00404AAN9
        
          
        
        881000.00000000
        PA
        USD
        929155.52000000
        0.084344336128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAC6
        
          
        
        724000.00000000
        PA
        USD
        794524.51000000
        0.072123170870
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-17
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -359.02000000
        -0.00003259013
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7926.77000000
            USD
            66086.24000000
            SEK
            2021-04-15
            -359.02000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX NAHYS29V1 05.000 NA 12/20/2022 CITIGROUP FIXED
        000000000
        
          
        
        35322000.00000000
        OU
        Notional Amount
        USD
        2214646.62000000
        0.201035128030
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S29.V1
                2I65BROT2
              
            
            Y
            
            sell protection
            2022-12-20
            2785310.04000000
            USD
            0.00000000
            USD
            35322000.00000000
            USD
            -570663.42000000
          
        
        
          N
          N
          N
        
      
      
        MALLINCKRODT FIN/SB
        N/A
        Mallinckrodt International Finance SA / Mallinckrodt CB LLC
        561233AD9
        
          
        
        311000.00000000
        PA
        USD
        217031.93000000
        0.019701130392
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        98953GAD7
        
          
        
        299000.00000000
        PA
        USD
        304981.37000000
        0.027684763885
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY PART LP/FIN CO
        N/A
        NGL Energy Partners LP / NGL Energy Finance Corp
        62913TAJ1
        
          
        
        1291000.00000000
        PA
        USD
        1247790.97000000
        0.113268552709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        420.33000000
        0.000038155566
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            22361.82000000
            USD
            128232.74000000
            BRL
            2021-04-05
            420.33000000
          
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        572.58000000
        0.000051976099
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            1497318.00000000
            TWD
            53297.10000000
            USD
            2021-04-27
            572.58000000
          
        
        
          N
          N
          N
        
      
      
        athenahealth, Inc.
        5493004JZ4RQIZBHP241
        athenahealth, Inc. Term B-1 Loan (First Lien)
        000000000
        
          
        
        2015794.96000000
        PA
        USD
        2017468.07000000
        0.183136193417
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-11
          Floating
          4.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT SEC CORP
        5493009JEEDYLVRA0J13
        ADT Security Corp/The
        00101JAH9
        
          
        
        83000.00000000
        PA
        USD
        86275.14000000
        0.007831648471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALFA S.A.
        549300ZCGJ6T8YDJ4M34
        Alfa SAB de CV
        000000000
        
          
        
        1580000.00000000
        PA
        USD
        1722200.00000000
        0.156333156887
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-03-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -438.28000000
        -0.00003978498
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8748.26000000
            USD
            919715.00000000
            JPY
            2021-05-20
            -438.28000000
          
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-7
        21052JAA9
        
          
        
        124932.76000000
        PA
        USD
        122726.77000000
        0.011140554748
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-15
          Variable
          9.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAM7
        
          
        
        743000.00000000
        PA
        USD
        747881.49000000
        0.067889138491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -64.48000000
        -0.00000585318
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7754.55000000
            USD
            65773.68000000
            NOK
            2021-04-15
            -64.48000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -117.38000000
        -0.00001065520
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            28740.17000000
            USD
            2099394.64000000
            INR
            2021-04-15
            -117.38000000
          
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAB6
        
          
        
        812000.00000000
        PA
        USD
        882035.00000000
        0.080066958561
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-07-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0GM5
        
          
        
        1003380.79000000
        PA
        USD
        1085837.82000000
        0.098567213023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Floating
          8.90900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        30.82000000
        0.000002797693
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10949.17000000
            SGD
            8168.31000000
            USD
            2021-05-21
            30.82000000
          
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AJ0
        
          
        
        773000.00000000
        PA
        USD
        905558.14000000
        0.082202277767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-17
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        75.57000000
        0.000006859886
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            169888.64000000
            ZAR
            11580.41000000
            USD
            2021-04-08
            75.57000000
          
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BJ3
        
          
        
        171000.00000000
        PA
        USD
        175179.77000000
        0.015901989587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        72.48000000
        0.000006579391
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7173.91000000
            CHF
            7669.12000000
            USD
            2021-05-06
            72.48000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -30.66000000
        -0.00000278316
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            14335.37000000
            CAD
            11376.99000000
            USD
            2021-04-22
            -30.66000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AZ5
        
          
        
        2370000.00000000
        PA
        USD
        2749200.00000000
        0.249559351361
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0EZ8
        
          
        
        593253.48000000
        PA
        USD
        683791.20000000
        0.062071325599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-25
          Floating
          9.30900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLSON TRAVEL INC
        5493002YB4LSO97BF704
        Carlson Travel Inc
        14282LAE3
        
          
        
        138438.00000000
        PA
        USD
        143900.40000000
        0.013062596567
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-03-31
          Variable
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAE8
        
          
        
        549000.00000000
        PA
        USD
        558710.83000000
        0.050717122193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNG Holdings Inc
        5493007UWN8DW8ZWF476
        CNG Holdings Inc
        12612DAH9
        
          
        
        861000.00000000
        PA
        USD
        823468.16000000
        0.074750538293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          12.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
        
        862000.00000000
        PA
        
        1010856.43000000
        0.091760757671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENCE APPLICATIONS INT
        549300LZPNZIXQGZPZ48
        Science Applications International Corp
        808625AA5
        
          
        
        105000.00000000
        PA
        USD
        108529.77000000
        0.009851818348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CA8
        
          
        
        1754000.00000000
        PA
        USD
        1826354.87000000
        0.165787842540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Corp
        549300FJX18IDUFPHD40
        Gulfport Energy Corp
        402635AE6
        
          
        
        161000.00000000
        PA
        USD
        144796.32000000
        0.013143923941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAE5
        
          
        
        333000.00000000
        PA
        USD
        335627.66000000
        0.030466688901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAB3
        
          
        
        889000.00000000
        PA
        USD
        958318.65000000
        0.086991626906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAX6
        
          
        
        352000.00000000
        PA
        USD
        385356.79000000
        0.034980863725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAS2
        
          
        
        1404000.00000000
        PA
        USD
        1468496.25000000
        0.133303132412
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        72.55000000
        0.000006585745
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            48107.74000000
            CNY
            7390.95000000
            USD
            2021-04-22
            72.55000000
          
        
        
          N
          N
          N
        
      
      
        F-BRASILE SPA/F-BRASILE
        N/A
        F-Brasile SpA / F-Brasile US LLC
        30191BAB7
        
          
        
        957000.00000000
        PA
        USD
        966794.44000000
        0.087761018967
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-08-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AL8
        
          
        
        743000.00000000
        PA
        USD
        882383.82000000
        0.080098622788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
        
        975000.00000000
        PA
        USD
        1037143.61000000
        0.094146983333
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LTD
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAG6
        
          
        
        200000.00000000
        PA
        USD
        202764.84000000
        0.018406031554
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        909000.00000000
        PA
        USD
        958256.44000000
        0.086985979777
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2022-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAD0
        
          
        
        1429000.00000000
        PA
        USD
        1417919.19000000
        0.128711986519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-10
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAC1
        
          
        
        104000.00000000
        PA
        USD
        86025.85000000
        0.007809019106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBH1
        
          
        
        3345000.00000000
        PA
        USD
        3510147.53000000
        0.318634563062
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-01-03
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAG9
        
          
        
        485000.00000000
        PA
        USD
        511650.45000000
        0.046445203850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RP ESCROW ISSUER LLC
        N/A
        RP Escrow Issuer LLC
        74969PAA6
        
          
        
        399000.00000000
        PA
        USD
        412903.05000000
        0.037481382705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        000000000
        
          
        
        1018000.00000000
        PA
        USD
        1098651.05000000
        0.099730337338
        Long
        DBT
        
        MX
        N
        
        2
        
          2030-01-15
          Fixed
          4.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDC1
        
          
        
        181000.00000000
        PA
        USD
        186410.28000000
        0.016921442079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -191.47000000
        -0.00001738073
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            15729.52000000
            USD
            102139.81000000
            CNY
            2021-04-22
            -191.47000000
          
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        260000.00000000
        PA
        
        304298.33000000
        0.027622760750
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        221597CP0
        
          
        
        1399000.00000000
        PA
        USD
        1406432.19000000
        0.127669251080
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2031-02-19
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stars Group Holdings B.V.
        549300RNFXC8F8RT6R13
        Stars Group Holdings B.V. USD Term Loan
        000000000
        
          
        
        126068.92000000
        PA
        USD
        126139.52000000
        0.011450348025
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2025-07-10
          Floating
          3.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AX3
        
          
        
        45000.00000000
        PA
        USD
        47126.29000000
        0.004277901340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAC8
        
          
        
        770665.09000000
        PA
        USD
        835092.69000000
        0.075805758054
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBK8
        
          
        
        215000.00000000
        PA
        USD
        222060.94000000
        0.020157640094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAD3
        
          
        
        1707000.00000000
        PA
        USD
        1740959.55000000
        0.158036059961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        186.96000000
        0.000016971343
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            104457.44000000
            CNY
            16077.58000000
            USD
            2021-04-22
            186.96000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        209.39000000
        0.000019007432
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            13661.68000000
            USD
            283860.67000000
            MXN
            2021-04-16
            209.39000000
          
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CF9
        
          
        
        1114000.00000000
        PA
        USD
        1087436.32000000
        0.098712317280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        168000.00000000
        PA
        
        218746.66000000
        0.019856785458
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2025-06-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2018-4
        21051KAA7
        
          
        
        97307.16000000
        PA
        USD
        96146.37000000
        0.008727711964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-05-15
          Variable
          10.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAC3
        
          
        
        348000.00000000
        PA
        USD
        358749.40000000
        0.032565570917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FB9
        
          
        
        1000000.00000000
        PA
        USD
        1306093.80000000
        0.118561007400
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAM9
        
          
        
        186000.00000000
        PA
        USD
        200268.37000000
        0.018179413835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mallinckrodt International Finance S.A.
        549300MQQ92LN1A0B514
        Mallinckrodt International Finance S.A. 2017 Term B Loan
        000000000
        
          
        
        875861.47000000
        PA
        USD
        862119.20000000
        0.078259096591
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-24
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLX ENERGY SERVICES HOLD
        5493004D4S7MAO1H3U27
        KLX Energy Services Holdings Inc
        48253LAA4
        
          
        
        123000.00000000
        PA
        USD
        84867.67000000
        0.007703885012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF GmbH
        5299002S6DY5RA2IOQ11
        BRF GmbH
        000000000
        
          
        
        798000.00000000
        PA
        USD
        818344.56000000
        0.074285442159
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-09-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11.51000000
        0.000001044823
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            12239.43000000
            USD
            104783.06000000
            NOK
            2021-04-15
            11.51000000
          
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300Q72GWZCL8MQC95
        Parkland Corp/Canada
        70137TAL9
        
          
        
        1147000.00000000
        PA
        USD
        1198683.87000000
        0.108810842821
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAU5
        
          
        
        247000.00000000
        PA
        USD
        235596.32000000
        0.021386317766
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-26
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485AE6
        
          
        
        240000.00000000
        PA
        USD
        233819.88000000
        0.021225060958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        1880000.00000000
        PA
        
        2327311.09000000
        0.211262274857
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2031-10-17
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP HOTEL PPTY/RHP FINAN
        N/A
        RHP Hotel Properties LP / RHP Finance Corp
        749571AG0
        
          
        
        118000.00000000
        PA
        USD
        118565.49000000
        0.010762813465
        Long
        DBT
        
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AF3
        
          
        
        203000.00000000
        PA
        USD
        215823.67000000
        0.019591450274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC NETWORKS INC
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAF0
        
          
        
        1576000.00000000
        PA
        USD
        1531948.53000000
        0.139063029778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAJ7
        
          
        
        81000.00000000
        PA
        USD
        59833.55000000
        0.005431406200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        DBWF 2018-GLKS Mortgage Trust
        23307GAN6
        
          
        
        837984.00000000
        PA
        USD
        834146.96000000
        0.075719909165
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-19
          Floating
          3.12800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DZ5
        
          
        
        184000.00000000
        PA
        USD
        218287.54000000
        0.019815108719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        16000.00000000
        PA
        USD
        15640.00000000
        0.001419725103
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2035-06-15
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -152.57000000
        -0.00001384958
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            12703.62000000
            USD
            46001810.75000000
            COP
            2021-05-20
            -152.57000000
          
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        92824BAA4
        
          
        
        2385000.00000000
        PA
        USD
        12939.34000000
        0.001174571983
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2018-01-28
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
        
        1137000.00000000
        PA
        USD
        1150707.04000000
        0.104455733489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        362.23000000
        0.000032881523
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            218037215.00000000
            IDR
            15310.53000000
            USD
            2021-04-15
            362.23000000
          
        
        
          N
          N
          N
        
      
      
        Curo Group Holdings Corp
        54930007KH8KCGJ4YE72
        Curo Group Holdings Corp
        23131LAA5
        
          
        
        2426000.00000000
        PA
        USD
        2431311.46000000
        0.220702935732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE & CO-CONN
        549300GJVOEHHLSO6K25
        WR Grace & Co-Conn
        383909AG3
        
          
        
        413000.00000000
        PA
        USD
        427210.53000000
        0.038780147956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -266.84000000
        -0.00002422247
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            40642.84000000
            USD
            345338.57000000
            NOK
            2021-04-15
            -266.84000000
          
        
        
          N
          N
          N
        
      
      
        PLAYTIKA HOLDING CORP
        254900E35Z4TKA4UFG64
        Playtika Holding Corp
        72815LAA5
        
          
        
        1117000.00000000
        PA
        USD
        1100494.29000000
        0.099897657933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
        
        1760000.00000000
        PA
        
        2643490.53000000
        0.239963546485
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-27
          Variable
          7.63000000
          N
          N
          N
          N
          Y
          
            
              Lloyds Banking Group PLC
              Lloyds Banking Group PLC
              GBP
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7427.54000000
        0.000674236892
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1062831.60000000
            USD
            1344935.80000000
            CAD
            2021-04-22
            7427.54000000
          
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKET
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00775PAA5
        
          
        
        1332000.00000000
        PA
        USD
        1384173.25000000
        0.125648689961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        339000.00000000
        PA
        USD
        352560.00000000
        0.032003726508
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2023-01-24
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        N/A
        EXIDE TECHNOLOGIES 10/24 11
        000000000
        
          
        
        1206673.00000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-31
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PICAU HOLD LLC/HOLD CORP
        N/A
        PIC AU Holdings LLC / PIC AU Holdings Corp
        69291BAA6
        
          
        
        213000.00000000
        PA
        USD
        195427.50000000
        0.017739982590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
        
        198000.00000000
        PA
        USD
        233241.81000000
        0.021172586502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCT9
        
          
        
        2218226.94000000
        PA
        USD
        2345911.63000000
        0.212950743756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          6.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL PLC
        4DR1VPDQMHD3N3QW8W95
        Carnival PLC
        000000000
        
          
        
        202000.00000000
        PA
        
        181925.61000000
        0.016514344983
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-10-28
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        2070714.00000000
        OU
        Notional Amount
        USD
        -946580.89000000
        -0.08592612866
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -327307.80000000
            USD
            2070714.00000000
            USD
            -619273.09000000
          
        
        
          N
          N
          N
        
      
      
        ADIENT US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAB3
        
          
        
        989000.00000000
        PA
        USD
        1099133.10000000
        0.099774095553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        340.57000000
        0.000030915331
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            182216833.00000000
            IDR
            12833.08000000
            USD
            2021-04-15
            340.57000000
          
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAN7
        
          
        
        964000.00000000
        PA
        USD
        1013228.33000000
        0.091976067516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        77578JAB4
        
          
        
        223000.00000000
        PA
        USD
        223045.75000000
        0.020247036481
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-14
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
        
        109000.00000000
        PA
        USD
        114793.25000000
        0.010420387389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900SAV74IHXQ8XY35
        Eagle RE 2020-1 Ltd
        26982LAD2
        
          
        
        558378.00000000
        PA
        USD
        524685.53000000
        0.047628466657
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-01-25
          Floating
          2.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        470.87000000
        0.000042743347
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            173203.79000000
            SEK
            20305.01000000
            USD
            2021-04-15
            470.87000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2007-AR4
        17311WAA5
        
          
        
        84146.41000000
        PA
        USD
        83972.60000000
        0.007622634798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          3.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAM6
        
          
        
        63026.52000000
        PA
        USD
        63584.61000000
        0.005771909656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Floating
          3.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARRET LX I / BORROWING
        N/A
        Garrett LX I Sarl / Garrett Borrowing LLC
        000000000
        
          
        
        949000.00000000
        PA
        
        1191500.60000000
        0.108158779602
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        145.75000000
        0.000013230494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            436288.00000000
            TWD
            15508.60000000
            USD
            2021-04-27
            145.75000000
          
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 78 CLO Ltd
        26253LAG7
        
          
        
        1329417.00000000
        PA
        USD
        1332454.72000000
        0.120953926830
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          3.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Milano Acquisition Corp.
        N/A
        Milano Acquisition Corp. Term Loan B
        59909TAC8
        
          
        
        1236900.00000000
        PA
        USD
        1230715.50000000
        0.111718522439
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-10-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Corporation
        N/A
        Traingle Re 2020-1 Ltd
        89600MAD0
        
          
        
        480000.00000000
        PA
        USD
        495786.38000000
        0.045005138733
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2030-10-25
          Floating
          5.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
        
        224000.00000000
        PA
        USD
        243963.00000000
        0.022145805338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BG5
        
          
        
        222000.00000000
        PA
        USD
        227797.04000000
        0.020678336077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        89040.11000000
        0.008082639348
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            39153435832.00000000
            IDR
            2773340.29000000
            USD
            2021-04-15
            89040.11000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        213000.00000000
        PA
        USD
        217036.99000000
        0.019701589715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amentum Government Services Holdings LLC
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC Initial Term Loan (First Lien)
        000000000
        
          
        
        317600.00000000
        PA
        USD
        314160.39000000
        0.028517991834
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-01-29
          Floating
          3.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        486.10000000
        0.000044125855
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            19149.38000000
            USD
            110712.14000000
            BRL
            2021-05-04
            486.10000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
        
        465000.00000000
        PA
        USD
        508621.61000000
        0.046170260104
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Radiology Specialists, Inc.
        N/A
        US Radiology Specialists, Inc. Closing Date Term Loan
        000000000
        
          
        
        1975050.00000000
        PA
        USD
        1976906.55000000
        0.179454210796
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX NAHYS28V2 05.000 NA 06/20/2022 CITIGROUP FIXED
        000000000
        
          
        
        11791110.00000000
        OU
        Notional Amount
        USD
        571799.02000000
        0.051905206074
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S28.V2
                2I65BRPN4
              
            
            Y
            
            sell protection
            2022-06-20
            995829.63000000
            USD
            0.00000000
            USD
            11791110.00000000
            USD
            -424030.61000000
          
        
        
          N
          N
          N
        
      
      
        Eagle Re 2018-1 Ltd.
        549300BLEDGL5R7YKU33
        Eagle RE 2018-1 Ltd
        269826AB9
        
          
        
        2764436.00000000
        PA
        USD
        2788529.17000000
        0.253129467088
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-11-25
          Floating
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -27.45000000
        -0.00000249178
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10789.53000000
            CAD
            8558.53000000
            USD
            2021-04-22
            -27.45000000
          
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
        
        193000.00000000
        PA
        USD
        198011.31000000
        0.017974528621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -171.85000000
        -0.00001559972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            256757.14000000
            ZAR
            17215.72000000
            USD
            2021-04-08
            -171.85000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0RJ0
        
          
        
        615000.00000000
        PA
        USD
        638175.48000000
        0.057930546647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          4.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00766TAD2
        
          
        
        203000.00000000
        PA
        USD
        228088.33000000
        0.020704778003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABLE INTL FINANCE LTD
        2138009IE9A35LO5JS73
        Sable International Finance Ltd
        785712AG5
        
          
        
        615000.00000000
        PA
        USD
        647387.24000000
        0.058766746578
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-09-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCG8
        
          
        
        168000.00000000
        PA
        USD
        178288.27000000
        0.016184164490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XBB7
        
          
        
        1361000.00000000
        PA
        USD
        1374801.40000000
        0.124797957818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        242004.08000000
        0.021967983861
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            35982461537.56000000
            COP
            10059396.57000000
            USD
            2021-05-20
            242004.08000000
          
        
        
          N
          N
          N
        
      
      
        CSAB Mortgage Backed Trust
        N/A
        CSAB Mortgage-Backed Trust 2006-2
        12627HAK6
        
          
        
        579835.21000000
        PA
        USD
        259456.37000000
        0.023552220065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          6.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP IRON ORE LLC
        N/A
        ERP IRON ORE LLC 12/19 1
        26886EAB9
        
          
        
        240007.36000000
        PA
        USD
        204246.26000000
        0.018540507843
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2019-12-31
          None
          0.00000000
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        MT LOGAN RE LTD /PREFERRED/ #2
        N/A
        MT LOGAN RE LTD /PREFERRED/ #2
        000000000
        
          
        
        700.00000000
        NS
        USD
        717982.84000000
        0.065175080692
        Long
        EC
        CORP
        BM
        N
        
        3
        
          N
          N
          N
        
      
      
        Verscend Escrow Corp
        N/A
        Verscend Escrow Corp
        92535WAA8
        
          
        
        1075000.00000000
        PA
        USD
        1152443.19000000
        0.104613332961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mauser Packaging Solut
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        12429TAD6
        
          
        
        1050000.00000000
        PA
        USD
        1064143.48000000
        0.096597903617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAMS HOMES INC
        N/A
        Adams Homes Inc
        00623PAA9
        
          
        
        800000.00000000
        PA
        USD
        837680.04000000
        0.076040625429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        CDX 137BERAF4 03.000 SP 05/11/2063 CITIBANK LONG
        000000000
        
          
        
        454000.00000000
        OU
        Notional Amount
        USD
        -122307.60000000
        -0.01110250448
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -53973.70000000
            USD
            454000.00000000
            USD
            -68333.90000000
          
        
        
          N
          N
          N
        
      
      
        Staples Inc
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AP7
        
          
        
        1480000.00000000
        PA
        USD
        1461758.50000000
        0.132691511387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1073.72000000
        0.000097467214
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            77358.30000000
            USD
            5752749.83000000
            INR
            2021-04-15
            1073.72000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        90.82000000
        0.000008244209
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            30001.55000000
            USD
            2207183.85000000
            INR
            2021-04-15
            90.82000000
          
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAV3
        
          
        
        214000.00000000
        PA
        USD
        216079.07000000
        0.019614634276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        5719000.00000000
        PA
        USD
        6934287.50000000
        0.629461767297
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-04-20
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909AN8
        
          
        
        653000.00000000
        PA
        USD
        660392.55000000
        0.059947307006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        32.40000000
        0.000002941118
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            113562172.00000000
            IDR
            7818.05000000
            USD
            2021-04-15
            32.40000000
          
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AN2
        
          
        
        53000.00000000
        PA
        USD
        53031.79000000
        0.004813974652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY ENTERTAINMENT
        969500CE0IE2EZ5VBG13
        Banijay Entertainment SASU
        000000000
        
          
        
        210000.00000000
        PA
        
        248212.33000000
        0.022531539384
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABV6
        
          
        
        1356000.00000000
        PA
        USD
        1371971.29000000
        0.124541053840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -539.43000000
        -0.00004896689
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10849.78000000
            USD
            90036.23000000
            SEK
            2021-04-15
            -539.43000000
          
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAK4
        
          
        
        264000.00000000
        PA
        USD
        264621.07000000
        0.024021047063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAF2
        
          
        
        346000.00000000
        PA
        USD
        367189.98000000
        0.033331766781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Industries Inc
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAE3
        
          
        
        855000.00000000
        PA
        USD
        1014046.72000000
        0.092050357083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAB9
        
          
        
        210000.00000000
        PA
        USD
        218137.50000000
        0.019801488799
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2029-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        6.19000000
        0.000000561898
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            9222894.00000000
            KRW
            8185.10000000
            USD
            2021-04-22
            6.19000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAR1
        
          
        
        274000.00000000
        PA
        USD
        282276.82000000
        0.025623752402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        36.32000000
        0.000003296957
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            67878.45000000
            NOK
            7972.48000000
            USD
            2021-04-15
            36.32000000
          
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
        
        218000.00000000
        PA
        USD
        228005.34000000
        0.020697244564
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Street Securities
        549300T6W1U156OOG754
        Wells Fargo Credit Risk Transfer Securities Trust 2015
        949771AG4
        
          
        
        288815.10000000
        PA
        USD
        285355.85000000
        0.025903252158
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-11-25
          Floating
          5.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -282.02000000
        -0.00002560043
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            10391.42000000
            USD
            37052686.49000000
            COP
            2021-05-20
            -282.02000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        2318000.00000000
        PA
        USD
        2419412.50000000
        0.219622804516
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2025-11-12
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US Corp
        11283YAD2
        
          
        
        1097000.00000000
        PA
        USD
        1097577.11000000
        0.099632850153
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2012-C8
        92936YAR2
        
          
        
        3765677.00000000
        PA
        USD
        2937430.28000000
        0.266646004418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Variable
          4.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        454000.00000000
        PA
        USD
        50514.31000000
        0.004585449744
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-03-23
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2D5
        
          
        
        1146000.00000000
        PA
        USD
        1104099.38000000
        0.100224910923
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advantage Sales & Marketing Inc.
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc. Term Loan
        000000000
        
          
        
        1745625.00000000
        PA
        USD
        1740946.73000000
        0.158034896222
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        255.06000000
        0.000023153138
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9776.88000000
            USD
            148138.66000000
            ZAR
            2021-04-08
            255.06000000
          
        
        
          N
          N
          N
        
      
      
        Spectrum Brands Inc
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        000000000
        
          
        
        530000.00000000
        PA
        
        635353.84000000
        0.057674411536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARRET LX I / BORROWING
        N/A
        Garrett LX I Sarl / Garrett Borrowing LLC
        000000000
        
          
        
        134000.00000000
        PA
        
        168241.39000000
        0.015272156322
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        752000.00000000
        PA
        USD
        764925.00000000
        0.069436267583
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        734000.00000000
        PA
        USD
        765571.42000000
        0.069494946528
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAZ4
        
          
        
        1573000.00000000
        PA
        USD
        1604386.81000000
        0.145638633652
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World PLC
        000000000
        
          
        
        332000.00000000
        PA
        USD
        388958.75000000
        0.035307832590
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY ENTERTAINMENT
        969500CE0IE2EZ5VBG13
        Banijay Entertainment SASU
        060335AA4
        
          
        
        420000.00000000
        PA
        USD
        433650.00000000
        0.039364692535
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        77.84000000
        0.000007065946
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            7332409.00000000
            CLP
            10258.56000000
            USD
            2021-05-20
            77.84000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        150000.00000000
        PA
        USD
        145125.00000000
        0.013173759954
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2034-09-21
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAA9
        
          
        
        288000.00000000
        PA
        USD
        305309.28000000
        0.027714530002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAE8
        
          
        
        208000.00000000
        PA
        USD
        222882.40000000
        0.020232208342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC)
        549300V3UCT773B1KR38
        Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan
        000000000
        
          
        
        1383612.14000000
        PA
        USD
        1362276.84000000
        0.123661037598
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-23
          Floating
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAA6
        
          
        
        210000.00000000
        PA
        USD
        223003.48000000
        0.020243199410
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        623497.00000000
        PA
        USD
        213937.41000000
        0.019420224527
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Medical Response, Inc.
        549300ZFWD4ZFCEJCQ87
        Global Medical Response, Inc. 2018 New Term Loan
        000000000
        
          
        
        907417.72000000
        PA
        USD
        901102.09000000
        0.081797778659
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-14
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        549300SDDOLWC85Q9Q65
        OZLM XXII Ltd
        67111XAA0
        
          
        
        349085.00000000
        PA
        USD
        313070.60000000
        0.028419065861
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-17
          Floating
          5.52300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AB3
        
          
        
        2083000.00000000
        PA
        USD
        2286587.03000000
        0.207565537625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        177.24000000
        0.000016089007
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            1045497.00000000
            JPY
            9623.71000000
            USD
            2021-05-20
            177.24000000
          
        
        
          N
          N
          N
        
      
      
        Solera, LLC (Solera Finance, Inc.)
        549300F7JH48O4IYRX29
        Solera, LLC (Solera Finance, Inc.) Dollar Term Loan
        000000000
        
          
        
        2503250.00000000
        PA
        USD
        2487154.10000000
        0.225772066031
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-03-03
          Floating
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        562000.00000000
        PA
        USD
        594666.25000000
        0.053980984878
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        FUTURE CONTRACT ON           US 10YR NOTE (CBT)JUN21
        000000000
        
          
        
        497.00000000
        NC
        USD
        -1606976.56000000
        -0.14587371888
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYM1 Comdty
              
            
            2021-06-21
            66682914.06000000
            USD
            -1606976.56000000
          
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAX4
        
          
        
        203000.00000000
        PA
        USD
        220321.25000000
        0.019999719278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1.91000000
        0.000000173380
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            5818.52000000
            USD
            85986021.00000000
            IDR
            2021-07-15
            1.91000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        247.87000000
        0.000022500464
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7924.59000000
            USD
            167243.04000000
            MXN
            2021-04-16
            247.87000000
          
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAC4
        
          
        
        920000.00000000
        PA
        USD
        755473.86000000
        0.068578337870
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOURYON HOLDING BV
        N/A
        Nouryon Holding BV
        000000000
        
          
        
        1010000.00000000
        PA
        
        1244618.32000000
        0.112980554573
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX ITRAXX 05.000 NA 06/20/2022 CITIGROUP FIXED
        000000000
        
          
        
        12021537.53000000
        OU
        Notional Amount
        
        734836.11000000
        0.066704940698
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S27.V2
                2I667KFT0
              
            
            Y
            
            sell protection
            2022-06-20
            1584033.26000000
            EUR
            0.00000000
            EUR
            12021537.53000000
            EUR
            -1132580.73000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XDY7
        
          
        
        1279943.36000000
        PA
        USD
        1424283.34000000
        0.129289693905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Floating
          9.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AJ6
        
          
        
        731000.00000000
        PA
        USD
        744347.02000000
        0.067568296049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        Liberty Interactive LLC
        530715AL5
        
          
        
        874257.71000000
        PA
        USD
        666650.46000000
        0.060515370428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.75000000
          N
          N
          N
          N
          N
          
            
              Liberty Interactive LLC
              Liberty Interactive LLC
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        74.85000000
        0.000006794528
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            7494.71000000
            USD
            27743757.35000000
            COP
            2021-05-20
            74.85000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG
        000000000
        
          
        
        258000.00000000
        OU
        Notional Amount
        USD
        -69505.20000000
        -0.00630935276
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -30303.40000000
            USD
            258000.00000000
            USD
            -39201.80000000
          
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BK0
        
          
        
        1251000.00000000
        PA
        USD
        1270422.34000000
        0.115322921259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUICKEN LOANS LLC/QUICKN
        N/A
        Quicken Loans LLC / Quicken Loans Co-Issuer Inc
        74841CAB7
        
          
        
        220000.00000000
        PA
        USD
        212236.33000000
        0.019265808544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAF5
        
          
        
        339000.00000000
        PA
        USD
        346804.20000000
        0.031481242252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        1215000.00000000
        PA
        USD
        1301403.86000000
        0.118135276866
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BB6
        
          
        
        3518000.00000000
        PA
        USD
        3612002.30000000
        0.327880456534
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-08-15
          Fixed
          8.62500000
          N
          N
          N
          N
          Y
          
            
              Natwest Group PLC
              Natwest Group PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        445000.00000000
        PA
        
        520818.29000000
        0.047277416932
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apex Tool Group, LLC
        549300LWC59TPOM4ZR02
        Apex Tool Group, LLC Third Amendment Term Loan
        000000000
        
          
        
        2202972.01000000
        PA
        USD
        2199535.37000000
        0.199663400347
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-01
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        166.43000000
        0.000015107726
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            915614.00000000
            JPY
            8439.35000000
            USD
            2021-05-20
            166.43000000
          
        
        
          N
          N
          N
        
      
      
        IHO Verwaltungs GmbH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
        
        338000.00000000
        PA
        
        408431.72000000
        0.037075496551
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-05-15
          Fixed
          3.88000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11.75000000
        -0.00000106660
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            15726.31000000
            USD
            21144.29000000
            SGD
            2021-05-21
            -11.75000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1072.66000000
        -0.00009737099
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            135528.22000000
            CAD
            106776.59000000
            USD
            2021-04-22
            -1072.66000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        449934AD0
        
          
        
        215000.00000000
        PA
        USD
        223199.84000000
        0.020261024041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBG4
        
          
        
        631000.00000000
        PA
        USD
        660931.39000000
        0.059996220348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
        
        1502000.00000000
        PA
        USD
        1579405.89000000
        0.143370984084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)
        54930076J6KDZL504O62
        iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan
        000000000
        
          
        
        395000.00000000
        PA
        USD
        389876.85000000
        0.035391173358
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-01
          Floating
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HY4
        17025RAA3
        
          
        
        141265.13000000
        PA
        USD
        135644.42000000
        0.012313157817
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-25
          Variable
          3.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peraton Corp.
        N/A
        Peraton Corp. Term B Loan (First Lien)
        000000000
        
          
        
        230000.00000000
        PA
        USD
        229809.10000000
        0.020860981352
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        448000.00000000
        PA
        USD
        540419.85000000
        0.049056753684
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-12-23
          Fixed
          8.13000000
          N
          N
          N
          N
          Y
          
            
              Credit Agricole SA
              Credit Agricole SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        000000000
        
          
        
        421000.00000000
        PA
        USD
        458626.88000000
        0.041631975370
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2027-01-19
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        282.85000000
        0.000025675782
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            66073.96000000
            SEK
            7849.20000000
            USD
            2021-04-15
            282.85000000
          
        
        
          N
          N
          N
        
      
      
        WHITE CAP PARENT LLC
        N/A
        White Cap Parent LLC
        96351CAA4
        
          
        
        329000.00000000
        PA
        USD
        342854.47000000
        0.031122704475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AK6
        
          
        
        277000.00000000
        PA
        USD
        293386.34000000
        0.026632221995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AP3
        
          
        
        109000.00000000
        PA
        USD
        111762.09000000
        0.010145233044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 1
        213800QO23X11QXPVT49
        INEOS Quattro Finance 1 Plc
        000000000
        
          
        
        101000.00000000
        PA
        
        120389.86000000
        0.010928421130
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAD6
        
          
        
        1299374.87000000
        PA
        USD
        1328593.13000000
        0.120603389984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-25
          Floating
          4.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAS5
        
          
        
        471000.00000000
        PA
        USD
        532828.06000000
        0.048367606955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -13341.75000000
        -0.00121110085
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            6232259.62000000
            BRL
            1093897.04000000
            USD
            2021-04-05
            -13341.75000000
          
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        1675000.00000000
        PA
        USD
        1044333.99000000
        0.094799691964
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AV7
        
          
        
        736000.00000000
        PA
        USD
        777184.90000000
        0.070549163222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BE6
        
          
        
        344000.00000000
        PA
        USD
        358274.61000000
        0.032522471730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITHACA ENERGY NORTH
        213800BMMUN3AKWBIO91
        Ithaca Energy North Sea PLC
        46567TAA2
        
          
        
        679000.00000000
        PA
        USD
        680135.87000000
        0.061739512059
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-07-15
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
        
        1091000.00000000
        PA
        USD
        1256207.94000000
        0.114032605369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAD5
        
          
        
        847000.00000000
        PA
        USD
        951011.60000000
        0.086328327525
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        550000.00000000
        PA
        USD
        564265.63000000
        0.051221360620
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2022-01-31
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        4.28000000
        0.000000388518
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            236521.00000000
            TWD
            8332.81000000
            USD
            2021-04-27
            4.28000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAC0
        
          
        
        286000.00000000
        PA
        USD
        289843.13000000
        0.026310586177
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102BW6
        
          
        
        218000.00000000
        PA
        USD
        226511.28000000
        0.020561620876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
        
        221000.00000000
        PA
        USD
        225195.08000000
        0.020442142475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AR9
        
          
        
        569000.00000000
        PA
        USD
        603162.04000000
        0.054752192444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
        
        514000.00000000
        PA
        USD
        517457.50000000
        0.046972340338
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS21W70   CDS US345370CR99 05.000 NA 06/20/2023 MORGAN STANL FIXED / Short: IS21W70   CDS US345370CR99 05.000 NA 06/20/2023 MORGAN STANL FLOAT
        000000000
        
          
        
        760000.00000000
        OU
        Notional Amount
        USD
        63738.62000000
        0.005785889954
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Ford Motor Co
                Ford Motor Co
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-06-20
            0.00000000
            USD
            -71681.46000000
            USD
            760000.00000000
            USD
            135420.08000000
          
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAK4
        
          
        
        1753000.00000000
        PA
        USD
        1791129.61000000
        0.162590260321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -25.74000000
        -0.00000233655
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1428881.42000000
            INR
            19455.39000000
            USD
            2021-04-15
            -25.74000000
          
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320AN2
        
          
        
        340000.00000000
        PA
        USD
        362247.80000000
        0.032883139095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAC6
        
          
        
        991000.00000000
        PA
        USD
        1073135.37000000
        0.097414144791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDE7
        
          
        
        205000.00000000
        PA
        USD
        221223.58000000
        0.020081628521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAHAM PACKAGING/GPC CAP
        N/A
        Graham Packaging Co Inc
        384701AA6
        
          
        
        297000.00000000
        PA
        USD
        315811.02000000
        0.028667828206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EA9
        
          
        
        184000.00000000
        PA
        USD
        232104.48000000
        0.021069345073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX 2I65BRPO2 05.000 SP 06/20/2023 MSNYUS33XXX FIXED
        000000000
        
          
        
        15399000.00000000
        OU
        Notional Amount
        USD
        1134046.25000000
        0.102943345905
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S30.V1
                2I65BRPO2
              
            
            Y
            
            sell protection
            2023-06-20
            866107.87000000
            USD
            0.00000000
            USD
            15399000.00000000
            USD
            267938.38000000
          
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        92824DAB8
        
          
        
        480000.00000000
        PA
        USD
        163200.00000000
        0.014814522821
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2020-01-13
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAB9
        
          
        
        570000.00000000
        PA
        USD
        587747.26000000
        0.053352911745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Denbury Inc
        549300KCWA5W52MS5559
        Denbury Inc
        24790A101
        
          
        
        18097.00000000
        NS
        USD
        866665.33000000
        0.078671772734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KAR Auction Services Inc
        5493004HKD20LBSG7D03
        KAR Auction Services Inc
        48238TAA7
        
          
        
        674000.00000000
        PA
        USD
        685929.58000000
        0.062265437605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2012-C10
        92890NAA7
        
          
        
        2919542.32000000
        PA
        USD
        63139.48000000
        0.005731502864
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-15
          Variable
          1.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
        
        133000.00000000
        PA
        USD
        145423.12000000
        0.013200821875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBE8
        
          
        
        500000.00000000
        PA
        USD
        519180.50000000
        0.047128746115
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AH1
        
          
        
        472000.00000000
        PA
        USD
        508625.65000000
        0.046170626836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        Ballyrock CLO 15 Ltd
        05875UAA2
        
          
        
        250000.00000000
        PA
        USD
        245000.00000000
        0.022239939285
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
        
        367000.00000000
        PA
        USD
        383266.46000000
        0.034791113471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAA3
        
          
        
        25000.00000000
        PA
        USD
        25648.39000000
        0.002328239332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454LAH3
        
          
        
        525000.00000000
        PA
        USD
        492766.08000000
        0.044730970208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -139.11000000
        -0.00001262774
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            12216.44000000
            USD
            176160994.00000000
            IDR
            2021-04-15
            -139.11000000
          
        
        
          N
          N
          N
        
      
      
        SLM CORP
        N/A
        SLM Corp
        78442PGD2
        
          
        
        228000.00000000
        PA
        USD
        239351.75000000
        0.021727217909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        106.53000000
        0.000009670288
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6553.75000000
            CHF
            7046.47000000
            USD
            2021-05-06
            106.53000000
          
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AE7
        
          
        
        213000.00000000
        PA
        USD
        220705.61000000
        0.020034609658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KE8
        
          
        
        936559.30000000
        PA
        USD
        976278.03000000
        0.088621894338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-25
          Floating
          5.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAE9
        
          
        
        212000.00000000
        PA
        USD
        225832.13000000
        0.020499970856
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-07-21
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFSHORE GROUP INVT
        N/A
        CB OFFSHORE GROUP INVT 04/23 FIXED 7.125
        676ESCAM8
        
          
        
        1283000.00000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-04-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFLEX INC
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AG1
        
          
        
        212000.00000000
        PA
        USD
        219467.98000000
        0.019922263470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAT1
        
          
        
        1134442.74000000
        PA
        USD
        1147942.95000000
        0.104204822494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-25
          Floating
          4.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -88.96000000
        -0.00000807536
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            11738.28000000
            USD
            76577.16000000
            CNY
            2021-04-22
            -88.96000000
          
        
        
          N
          N
          N
        
      
      
        Minsur SA
        254900C69MVC7SXO2G61
        Minsur SA
        60447KAA8
        
          
        
        891000.00000000
        PA
        USD
        985111.88000000
        0.089423789390
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2024-02-07
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AH7
        
          
        
        216000.00000000
        PA
        USD
        224061.68000000
        0.020339257793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EU4
        
          
        
        3043000.00000000
        PA
        USD
        3489032.72000000
        0.316717860644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-10
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChaseFlex Trust
        N/A
        ChaseFlex Trust Series 2007-1
        16165VAC2
        
          
        
        447809.47000000
        PA
        USD
        240380.00000000
        0.021820557573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0DF3
        
          
        
        945311.75000000
        PA
        USD
        956517.19000000
        0.086828098902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Floating
          4.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS287R6   CDX 2I667KJN9 05.000 SP 06/20/2026 MSNYUS33XXX FIXED / Short: IS287R6   CDX 2I667KJN9 05.000 SP 06/20/2026 MSNYUS33XXX FLOAT
        000000000
        
          
        
        36820000.00000000
        OU
        Notional Amount
        
        5183040.74000000
        0.470491883149
        N/A
        DCR
        
        XX
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S35.V1
                2I667KJN9
              
            
            Y
            
            sell protection
            2026-06-20
            4124384.45000000
            EUR
            0.00000000
            EUR
            36820000.00000000
            EUR
            320083.83000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2013-2
        N/A
        American Airlines 2013-2 Class A Pass Through Trust
        02377UAB0
        
          
        
        232229.35000000
        PA
        USD
        232023.67000000
        0.021062009524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textron Financial Corp
        4E8B2CNXPE5P5AY03O18
        Textron Financial Corp
        883199AR2
        
          
        
        575000.00000000
        PA
        USD
        459306.46000000
        0.041693664423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Variable
          1.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        175.17000000
        0.000015901102
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            80922.28000000
            CNY
            12485.50000000
            USD
            2021-04-22
            175.17000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        408.91000000
        0.000037118912
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            61508.95000000
            SEK
            7452.50000000
            USD
            2021-04-15
            408.91000000
          
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BE1
        
          
        
        1152000.00000000
        PA
        USD
        1179091.23000000
        0.107032315784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        639057AA6
        
          
        
        1100000.00000000
        PA
        USD
        1087423.27000000
        0.098711132662
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-30
          Variable
          2.52300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTALLED BUILDING PRODU
        549300I95Y9P9YM5FI86
        Installed Building Products Inc
        45780RAA9
        
          
        
        291000.00000000
        PA
        USD
        304717.26000000
        0.027660789231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        222000.00000000
        PA
        USD
        211534.35000000
        0.019202086125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTCOMMUNICATIONS INC
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBG1
        
          
        
        60000.00000000
        PA
        USD
        60556.68000000
        0.005497048516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIDRON AIDA FINCO SARL
        98450036A07991DEBF10
        Cidron Aida Finco Sarl
        000000000
        
          
        
        236000.00000000
        PA
        
        280230.86000000
        0.025438029846
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE15 Mortgage Trust
        12591RBB5
        
          
        
        1637533.40000000
        PA
        USD
        33621.84000000
        0.003052031348
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          0.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SPCM SA
        7846ELAC1
        
          
        
        975000.00000000
        PA
        USD
        1000943.65000000
        0.090860922466
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AF0
        
          
        
        1581000.00000000
        PA
        USD
        1618281.91000000
        0.146899965000
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BF3
        
          
        
        582000.00000000
        PA
        USD
        606088.48000000
        0.055017840803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAH4
        
          
        
        206000.00000000
        PA
        USD
        220210.49000000
        0.019989665010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        Nexstar Broadcasting Inc
        65336YAN3
        
          
        
        121000.00000000
        PA
        USD
        122308.15000000
        0.011102554408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BG1
        
          
        
        175000.00000000
        PA
        USD
        178107.13000000
        0.016167721459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTON MARTIN CAPITAL HOL
        213800H4GKEF3CJ8C774
        Aston Martin Capital Holdings Ltd
        04625HAG4
        
          
        
        1095000.00000000
        PA
        USD
        1194982.80000000
        0.108474877221
        Long
        DBT
        CORP
        JE
        N
        
        2
        
          2025-11-30
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPC GROUP INC
        549300K276KVW5JD1583
        TPC Group Inc
        89236YAB0
        
          
        
        223000.00000000
        PA
        USD
        201495.04000000
        0.018290765126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        341.85000000
        0.000031031523
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            12197.73000000
            NZD
            8859.72000000
            USD
            2021-05-27
            341.85000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        197.14000000
        0.000017895435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            119231.67000000
            TRY
            14171.25000000
            USD
            2021-05-21
            197.14000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        79.24000000
        0.000007193031
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            17614.90000000
            USD
            362096.73000000
            MXN
            2021-04-16
            79.24000000
          
        
        
          N
          N
          N
        
      
      
        FIDEICOMISO RUTA AL MAR
        N/A
        Fideicomiso PA Concesion Ruta al Mar
        31574HAA1
        
          
        
        1437090058.00000000
        PA
        
        338442.37000000
        0.030722194940
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2044-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones DesLauriers Insurance Management Inc.
        N/A
        Jones DesLauriers Insurance Management Inc. Delayed Draw Term Loan (Second Lien)
        000000000
        
          
        
        121400.00000000
        PA
        
        96843.72000000
        0.008791014093
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2029-03-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        42.85000000
        0.000003889719
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            14683.40000000
            USD
            1080125.70000000
            INR
            2021-04-15
            42.85000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        57.62000000
        0.000005230470
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            43527.56000000
            USD
            58644.81000000
            SGD
            2021-05-21
            57.62000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        3986000.00000000
        PA
        USD
        3806630.00000000
        0.345547837070
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900SCWI9IDKK5LV64
        Bellemeade Re 2019-3 Ltd
        07877GAC3
        
          
        
        1555000.00000000
        PA
        USD
        1549140.29000000
        0.140623616303
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-07-25
          Floating
          2.05900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC/BERMUDA L
        N/A
        Veritas US Inc / Veritas Bermuda Ltd
        92346LAA1
        
          
        
        662000.00000000
        PA
        USD
        679784.95000000
        0.061707657204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        717000.00000000
        PA
        USD
        748725.77000000
        0.067965778229
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAE2
        
          
        
        855000.00000000
        PA
        USD
        930018.18000000
        0.084422644316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        318000.00000000
        PA
        USD
        321060.75000000
        0.029144373824
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP/ILG
        N/A
        Marriott Ownership Resorts Inc / ILG LLC
        57165PAB1
        
          
        
        1250000.00000000
        PA
        USD
        1305187.05000000
        0.118478696931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAS7
        
          
        
        637000.00000000
        PA
        USD
        722779.60000000
        0.065610507839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORR COMM/HLDGS
        N/A
        Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
        87724LAA3
        
          
        
        875000.00000000
        PA
        USD
        929687.50000000
        0.084392626752
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2023-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        1456000.00000000
        PA
        USD
        1496027.03000000
        0.135802246190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -35.97000000
        -0.00000326518
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            10779.42000000
            USD
            12114786.00000000
            KRW
            2021-04-22
            -35.97000000
          
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300ICATMFOKQ20083
        Marlette Funding Trust 2018-3
        57109FAC0
        
          
        
        1350000.00000000
        PA
        USD
        1366670.21000000
        0.124059846912
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AR5
        
          
        
        107000.00000000
        PA
        USD
        121609.04000000
        0.011039092514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABW4
        
          
        
        1338000.00000000
        PA
        USD
        1345269.77000000
        0.122117216356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BF8
        
          
        
        1637000.00000000
        PA
        USD
        1649021.41000000
        0.149690351178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        211000.00000000
        PA
        USD
        214892.85000000
        0.019506954844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DKT Finance ApS
        529900CPZ2SMDPG5RV48
        DKT Finance ApS
        255882AA0
        
          
        
        895000.00000000
        PA
        USD
        922664.60000000
        0.083755121162
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-06-17
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AP9
        
          
        
        205000.00000000
        PA
        USD
        219917.40000000
        0.019963059689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BC5
        
          
        
        1470000.00000000
        PA
        USD
        1677867.16000000
        0.152308831704
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2023-04-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAQ1
        
          
        
        839000.00000000
        PA
        USD
        869038.40000000
        0.078887188786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAA1
        
          
        
        207000.00000000
        PA
        USD
        226418.12000000
        0.020553164252
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AT8
        
          
        
        970000.00000000
        PA
        USD
        1092184.19000000
        0.099143306425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -28.44000000
        -0.00000258164
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            156013.06000000
            ZAR
            10536.75000000
            USD
            2021-04-08
            -28.44000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0DZ9
        
          
        
        2162246.12000000
        PA
        USD
        2259051.61000000
        0.205066002649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-25
          Floating
          11.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laureate Education Inc
        5JL7TMOH5TY3IUYSUP91
        Laureate Education Inc
        518613AJ3
        
          
        
        839000.00000000
        PA
        USD
        878409.82000000
        0.079737881896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        1111000.00000000
        PA
        USD
        1155630.81000000
        0.104902690003
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -197.19000000
        -0.00001789997
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9922.84000000
            USD
            35646226.43000000
            COP
            2021-05-20
            -197.19000000
          
        
        
          N
          N
          N
        
      
      
        CBB INTL SUKUK PRGM SPC
        5493006IRJ2IWXTNIM16
        CBB International Sukuk Programme Co WLL
        05675M2B9
        
          
        
        1116000.00000000
        PA
        USD
        1225856.25000000
        0.111277422745
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2024-11-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minerva Luxembourg SA
        222100NM3G3RCPGZ2Z17
        Minerva Luxembourg SA
        603374AD1
        
          
        
        449000.00000000
        PA
        USD
        469620.33000000
        0.042629908679
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-09-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        QJ1388462
        
          
        
        780000.00000000
        PA
        USD
        969881.25000000
        0.088041224955
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2030-10-14
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Group LLC
        N/A
        CHC Group LLC
        12550E306
        
          
        
        420181.00000000
        NS
        USD
        8403.62000000
        0.000762840810
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AL5
        
          
        
        207000.00000000
        PA
        USD
        218708.55000000
        0.019853326013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0EW5
        
          
        
        174724.80000000
        PA
        USD
        178101.76000000
        0.016167233996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-25
          Floating
          3.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BF3
        
          
        
        231000.00000000
        PA
        USD
        217527.02000000
        0.019746072317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NX3
        
          
        
        1373998.00000000
        PA
        USD
        1423843.08000000
        0.129249729188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -153.71000000
        -0.00001395306
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            9345.84000000
            USD
            134077244.00000000
            IDR
            2021-04-15
            -153.71000000
          
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Corp
        549300FJX18IDUFPHD40
        Gulfport Energy Corp
        402635AL0
        
          
        
        1547000.00000000
        PA
        USD
        1394983.47000000
        0.126629990518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2005-12
        362341ST7
        
          
        
        837748.50000000
        PA
        USD
        708853.19000000
        0.064346334318
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          6.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAF4
        
          
        
        219000.00000000
        PA
        USD
        229347.73000000
        0.020819100369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
        
        621000.00000000
        PA
        
        786915.63000000
        0.071432472791
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
        
        103000.00000000
        PA
        USD
        105139.54000000
        0.009544069331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZT3   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT
        000000000
        
          
        
        364000.00000000
        OU
        Notional Amount
        USD
        -166495.62000000
        -0.01511368359
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -155610.00000000
            USD
            364000.00000000
            USD
            -10885.62000000
          
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        Allison Transmission Inc
        019736AF4
        
          
        
        489000.00000000
        PA
        USD
        534664.58000000
        0.048534317539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget Online Gaming, Inc.
        N/A
        Golden Nugget Online Gaming, Inc. 2020 Initial Term Loan
        000000000
        
          
        
        21895.18000000
        PA
        USD
        24851.03000000
        0.002255858768
        Long
        LON
        CORP
        US
        N
        
        3
        
          2023-10-04
          Floating
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        433.96000000
        0.000039392832
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            19888.10000000
            USD
            114583.32000000
            BRL
            2021-05-04
            433.96000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        173.36000000
        0.000015736799
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7878.09000000
            CHF
            8515.68000000
            USD
            2021-05-06
            173.36000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -215.94000000
        -0.00001960201
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8735.82000000
            USD
            12200.61000000
            NZD
            2021-05-27
            -215.94000000
          
        
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAC2
        
          
        
        218000.00000000
        PA
        USD
        234086.94000000
        0.021249303400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-14
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home
        48666KAT6
        
          
        
        536000.00000000
        PA
        USD
        549461.64000000
        0.049877524544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        615000.00000000
        PA
        USD
        637162.19000000
        0.057838564982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAD3
        
          
        
        395000.00000000
        PA
        USD
        420756.99000000
        0.038194326169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LOGISTICS PARTNER
        5493006LL0CKP8WQW329
        Sunoco Logistics Partners Operations LP
        86765BAT6
        
          
        
        32000.00000000
        PA
        USD
        34390.59000000
        0.003121814830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DKT Finance ApS
        529900CPZ2SMDPG5RV48
        DKT Finance ApS
        000000000
        
          
        
        506000.00000000
        PA
        
        607618.59000000
        0.055156736940
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-06-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLL BROS FINANCE CORP
        N/A
        Toll Brothers Finance Corp
        88947EAS9
        
          
        
        1124000.00000000
        PA
        USD
        1269604.54000000
        0.115248685249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES INC
        N/A
        Sensata Technologies Inc
        81728UAB0
        
          
        
        1100000.00000000
        PA
        USD
        1085293.13000000
        0.098517768645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152GS4
        
          
        
        1915000.00000000
        PA
        USD
        2377909.89000000
        0.215855394203
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-01
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAB4
        
          
        
        985000.00000000
        PA
        USD
        982833.00000000
        0.089216923460
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAB6
        
          
        
        219000.00000000
        PA
        USD
        224498.98000000
        0.020378953815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -719.49000000
        -0.00006531189
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            21581.59000000
            USD
            117425.45000000
            BRL
            2021-04-05
            -719.49000000
          
        
        
          N
          N
          N
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        438180AH4
        
          
        
        685000.00000000
        PA
        USD
        746221.88000000
        0.067738486957
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2027-01-19
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite US Holdings Corporation
        N/A
        Granite US Holdings Corporation Replacement Term B Loan
        000000000
        
          
        
        1538525.00000000
        PA
        USD
        1532755.53000000
        0.139136285414
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-09-30
          Floating
          4.16900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -345327.35000000
        -0.03134718080
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            161310917.24000000
            BRL
            28313572.61000000
            USD
            2021-04-05
            -345327.35000000
          
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AQ1
        
          
        
        654000.00000000
        PA
        USD
        678461.88000000
        0.061587555178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        N/A
        Level 3 Financing Inc
        527298BM4
        
          
        
        164000.00000000
        PA
        USD
        168872.54000000
        0.015329449128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LTD
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAE1
        
          
        
        222000.00000000
        PA
        USD
        230727.89000000
        0.020944384755
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AU8
        
          
        
        272000.00000000
        PA
        USD
        339447.01000000
        0.030813391400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Venezuela
        529900XM8PJTJK5OJI77
        Venezuela Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        30000.00000000
        0.002723257871
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2028-05-07
          Fixed
          9.25000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG
        000000000
        
          
        
        2929286.00000000
        OU
        Notional Amount
        USD
        -1339058.00000000
        -0.12155334130
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -463018.14000000
            USD
            2929286.00000000
            USD
            -876039.86000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        344.39000000
        0.000031262092
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            9418526.00000000
            KRW
            8696.78000000
            USD
            2021-04-22
            344.39000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -326.96000000
        -0.00002967987
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9916.04000000
            USD
            13731.73000000
            NZD
            2021-05-27
            -326.96000000
          
        
        
          N
          N
          N
        
      
      
        VERISURE MIDHOLDING AB
        549300496LYEZ55X1M49
        Verisure Midholding AB
        000000000
        
          
        
        954000.00000000
        PA
        
        1156820.68000000
        0.105010700764
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW63
        
          
        
        2290000.00000000
        PA
        USD
        2434556.25000000
        0.220997482396
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-03-01
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO VII Ltd.
        N/A
        Elmwood CLO VII Ltd
        29002RAA5
        
          
        
        402408.00000000
        PA
        USD
        405601.91000000
        0.036818619806
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-17
          Floating
          7.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        2726625.00000000
        PA
        USD
        1247430.94000000
        0.113235870891
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
        
        35000.00000000
        PA
        USD
        39839.36000000
        0.003616428357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0DW6
        
          
        
        80561.59000000
        PA
        USD
        80561.52000000
        0.007312993116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-25
          Floating
          4.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banff Merger Sub Inc
        549300DSDR5SWIGOZV63
        Banff Merger Sub Inc
        05988LAA6
        
          
        
        2564000.00000000
        PA
        USD
        2729784.93000000
        0.247796943288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAIL RESORTS INC
        529900PSZHRNU9HKH870
        Vail Resorts Inc
        91879QAL3
        
          
        
        302000.00000000
        PA
        USD
        321853.39000000
        0.029216325928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -865.94000000
        -0.00007860593
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            43533.70000000
            USD
            1211717.00000000
            TWD
            2021-04-27
            -865.94000000
          
        
        
          N
          N
          N
        
      
      
        EXIDE COMMON STOCK
        N/A
        EXIDE COMMON STOCK
        000000000
        
          
        
        643.00000000
        NS
        USD
        1221700.00000000
        0.110900138061
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        4265000.00000000
        PA
        USD
        4359629.69000000
        0.395746529031
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2023-01-17
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURAL RESRCE PART LP
        N/A
        Natural Resource Partners LP / NRP Finance Corp
        63902MAE8
        
          
        
        80000.00000000
        PA
        USD
        76175.78000000
        0.006914876417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        549300ZCZ76HYCS0H445
        Frontier Communications Corp
        35906ABG2
        
          
        
        321000.00000000
        PA
        USD
        338303.95000000
        0.030709629828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC)
        N/A
        Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC) Initial Term Loan
        000000000
        
          
        
        285477.26000000
        PA
        USD
        284478.09000000
        0.025823573263
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-10
          Floating
          4.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTICAL US NEWCO INC
        549300C2AFWPAYWS5574
        Vertical US Newco Inc
        92537RAA7
        
          
        
        306000.00000000
        PA
        USD
        320413.89000000
        0.029085654938
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZB2
        
          
        
        217000.00000000
        PA
        USD
        225205.47000000
        0.020443085630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN LONG / Short: IS223N6   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STAN SHORT
        000000000
        
          
        
        117000.00000000
        OU
        Notional Amount
        USD
        -53516.45000000
        -0.00485796979
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -57330.00000000
            USD
            117000.00000000
            USD
            3813.55000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -411.23000000
        -0.00003732951
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            128232.74000000
            BRL
            22331.64000000
            USD
            2021-05-04
            -411.23000000
          
        
        
          N
          N
          N
        
      
      
        U.S. Renal Care, Inc.
        54930058SS5MF69JGN89
        U.S. Renal Care, Inc. Initial Term Loan
        000000000
        
          
        
        1550375.00000000
        PA
        USD
        1540204.54000000
        0.139812471252
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-26
          Floating
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trimaran Advisors CAVU 2019-1
        549300IGMQ24BLOIU872
        Trimaran Cavu 2019-1 Ltd
        896218AA2
        
          
        
        484867.00000000
        PA
        USD
        475590.04000000
        0.043171810670
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          7.26400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTICAL HOLDCO GMBH
        2549008GCHWX9EEMIS56
        Vertical Holdco GmbH
        92537VAA8
        
          
        
        465000.00000000
        PA
        USD
        497741.31000000
        0.045182598017
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-07-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAG8
        
          
        
        207000.00000000
        PA
        USD
        214835.23000000
        0.019501724373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLN 15-1 A PTT
        N/A
        American Airlines 2015-1 Class A Pass Through Trust
        023770AA8
        
          
        
        175919.52000000
        PA
        USD
        170309.96000000
        0.015459931306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUGHES SATELLITE SYSTEMS
        N/A
        Hughes Satellite Systems Corp
        444454AF9
        
          
        
        730000.00000000
        PA
        USD
        809325.78000000
        0.073466760038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
        
        532000.00000000
        PA
        USD
        593959.17000000
        0.053916799505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -411.58000000
        -0.00003736128
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            15711.93000000
            USD
            223172305.00000000
            IDR
            2021-04-15
            -411.58000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        79.74000000
        0.000007238419
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            840320.52000000
            INR
            11536.53000000
            USD
            2021-04-15
            79.74000000
          
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAE0
        
          
        
        143000.00000000
        PA
        USD
        142977.82000000
        0.012978849126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AJ0
        
          
        
        119000.00000000
        PA
        USD
        134997.04000000
        0.012254391727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PU6
        
          
        
        1824000.00000000
        PA
        USD
        2555880.00000000
        0.232010677636
        Long
        DBT
        UST
        US
        N
        
        2
        
          2037-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc.
        88Q84GB3X55CF5OC7582
        TransDigm Inc. Tranche F Refinancing Term Loan
        000000000
        
          
        
        348368.16000000
        PA
        USD
        340819.02000000
        0.030937935967
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-09
          Floating
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -315.42000000
        -0.00002863233
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            10763.79000000
            USD
            14962.24000000
            NZD
            2021-05-27
            -315.42000000
          
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG 2006
        549300EFD6S2NFE9D745
        FMG Resources August 2006 Pty Ltd
        30251GBA4
        
          
        
        1028000.00000000
        PA
        USD
        1089771.78000000
        0.098924319274
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        N/A
        Elevation CLO 2020-11 Ltd
        28621YAE5
        
          
        
        648471.00000000
        PA
        USD
        630430.54000000
        0.057227497686
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.44100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AH4
        
          
        
        222000.00000000
        PA
        USD
        230977.78000000
        0.020967068585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1080.90000000
        0.000098118981
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            115856.32000000
            USD
            2393028.58000000
            MXN
            2021-04-16
            1080.90000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18.80000000
        0.000001706574
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7320.05000000
            USD
            8275607.00000000
            KRW
            2021-04-22
            18.80000000
          
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        184.93000000
        0.000016787069
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            250099.00000000
            TWD
            8991.58000000
            USD
            2021-04-27
            184.93000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        189.02000000
        0.000017158340
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            12049.87000000
            USD
            180728.09000000
            ZAR
            2021-04-08
            189.02000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        59.06000000
        0.000005361186
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            1646359.38000000
            INR
            22505.24000000
            USD
            2021-04-15
            59.06000000
          
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        84859BAA9
        
          
        
        735236.00000000
        PA
        USD
        830864.68000000
        0.075421959337
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        FUTURE CONTRACT ON           US 5YR NOTE (CBT) JUN21
        000000000
        
          
        
        -196.00000000
        NC
        USD
        336124.90000000
        0.030511825993
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVM1 Comdty
              
            
            2021-06-30
            -24522218.75000000
            USD
            336124.90000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -641.35000000
        -0.00005821871
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            12243.34000000
            USD
            101315.64000000
            SEK
            2021-04-15
            -641.35000000
          
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS BOND
        N/A
        Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
        43103QAA6
        
          
        
        399592.00000000
        PA
        USD
        428553.55000000
        0.038902060949
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Staples Inc
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AN2
        
          
        
        842000.00000000
        PA
        USD
        890192.27000000
        0.080807436886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EF8
        
          
        
        365000.00000000
        PA
        USD
        402433.25000000
        0.036530983863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Drilling International
        549300T9QN1134QR7185
        Vantage Drilling International
        000000000
        
          
        
        18414.00000000
        NS
        USD
        59108.94000000
        0.005365629538
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414HAE3
        
          
        
        127000.00000000
        PA
        USD
        136678.88000000
        0.012407061195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-28
          Fixed
          5.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAC3
        
          
        
        965000.00000000
        PA
        USD
        1011425.05000000
        0.091812374301
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-07-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street CLO XVI, LTD.
        N/A
        Sixth Street CLO XVIII Ltd
        83012JAA8
        
          
        
        1237964.00000000
        PA
        USD
        1237831.54000000
        0.112364482837
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BH2
        
          
        
        440000.00000000
        PA
        USD
        477502.60000000
        0.043345423806
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-02
          Fixed
          7.75000000
          N
          N
          N
          N
          Y
          
            
              Standard Chartered PLC
              Standard Chartered PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
        
        139000.00000000
        PA
        USD
        141470.80000000
        0.012842048990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AL3
        
          
        
        216000.00000000
        PA
        USD
        232219.30000000
        0.021079767889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whatabrands LLC
        254900HMMX4HTWIP0085
        Whatabrands LLC 2020 Refinancing Term Loan
        000000000
        
          
        
        380969.91000000
        PA
        USD
        378219.31000000
        0.034332957106
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-31
          Floating
          2.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
        
        97000.00000000
        PA
        USD
        96028.32000000
        0.008716995944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        Lamar Media Corp
        513075BW0
        
          
        
        147000.00000000
        PA
        USD
        153753.88000000
        0.013957048800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AA8
        
          
        
        1802000.00000000
        PA
        USD
        1851500.29000000
        0.168070424639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT SOLUTIONS INC
        549300FLGN6P5CU20J91
        Element Solutions Inc
        28618MAA4
        
          
        
        993000.00000000
        PA
        USD
        977852.43000000
        0.088764810911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0CH0
        
          
        
        3122807.99000000
        PA
        USD
        3213886.56000000
        0.291741395774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Floating
          3.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAIN CII CARBON LLC/CII
        N/A
        Rain CII Carbon LLC / CII Carbon Corp
        75079RAC2
        
          
        
        288000.00000000
        PA
        USD
        298074.76000000
        0.027057814550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        28.59000000
        0.000002595264
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            777109.92000000
            INR
            10623.58000000
            USD
            2021-04-15
            28.59000000
          
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AU1
        
          
        
        200000.00000000
        PA
        USD
        206251.75000000
        0.018722556724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-10
        362375AC1
        
          
        
        974883.61000000
        PA
        USD
        389092.13000000
        0.035319940194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          5.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cinemark USA Inc
        54930008H2137JSCPQ09
        Cinemark USA Inc
        172441AZ0
        
          
        
        241000.00000000
        PA
        USD
        239605.69000000
        0.021750269379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS28EJ7   CDX 2I65BRYP9 05.000 NA 06/20/2026 MSNYUS33XXX FIXED / Short: IS28EJ7   CDX 2I65BRYP9 05.000 NA 06/20/2026 MSNYUS33XXX FLOAT
        000000000
        
          
        
        32803000.00000000
        OU
        Notional Amount
        USD
        2974998.84000000
        0.270056300309
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S36.V1
                2I65BRYP9
              
            
            Y
            
            sell protection
            2026-06-20
            2789834.46000000
            USD
            0.00000000
            USD
            32803000.00000000
            USD
            185164.38000000
          
        
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        Colfax Corp
        15723RAA2
        
          
        
        194000.00000000
        PA
        USD
        200162.94000000
        0.018169843399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Kenya Government International Bond
        491798AG9
        
          
        
        649000.00000000
        PA
        USD
        682869.69000000
        0.061987675287
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2028-02-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO Petroleum Corporation
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corporation 2019 Incremental Term B Loan
        000000000
        
          
        
        518294.62000000
        PA
        USD
        518724.80000000
        0.047087379828
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-28
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        745874.72000000
        0.067706973417
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas SA
              R0MUWSFPU8MPRO8K5P83
            
            35679552.40000000
            EUR
            42633853.96000000
            USD
            2021-05-27
            745874.72000000
          
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAK9
        
          
        
        390000.00000000
        PA
        USD
        399175.96000000
        0.036235302508
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -44.56000000
        -0.00000404494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            254436.93000000
            ZAR
            17185.88000000
            USD
            2021-04-08
            -44.56000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS23R26   CDX 2I65BRXL9 05.000 SP 06/20/2025 MSNYUS33XXX FIXED / Short: IS23R26   CDX 2I65BRXL9 05.000 SP 06/20/2025 MSNYUS33XXX FLOAT
        000000000
        
          
        
        44970520.00000000
        OU
        Notional Amount
        USD
        4177442.87000000
        0.379208472642
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S34.V7
                2I65BRXL9
              
            
            Y
            
            sell protection
            2025-06-20
            375248.79000000
            USD
            0.00000000
            USD
            44970520.00000000
            USD
            3802194.08000000
          
        
        
          N
          N
          N
        
      
      
        Parexel International Corporation
        549300GCZVUYB6P2OA17
        Parexel International Corporation Initial Term Loan
        000000000
        
          
        
        224829.69000000
        PA
        USD
        222055.29000000
        0.020157127214
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-27
          Floating
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        3507000.00000000
        PA
        USD
        3781203.56000000
        0.343239745307
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2023-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -81.63000000
        -0.00000740998
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7538.76000000
            USD
            65120.24000000
            SEK
            2021-04-15
            -81.63000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-24CB
        02146TAQ0
        
          
        
        625508.35000000
        PA
        USD
        488311.16000000
        0.044326573676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -126.35000000
        -0.00001146945
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            83162.62000000
            BRL
            14648.53000000
            USD
            2021-04-05
            -126.35000000
          
        
        
          N
          N
          N
        
      
      
        EMERGENT BIOSOLUTIONS
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089QAC9
        
          
        
        135000.00000000
        PA
        USD
        132310.89000000
        0.012010555756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-24
        21054DAA0
        
          
        
        270963.42000000
        PA
        USD
        267744.35000000
        0.024304563624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-08-15
          Variable
          9.48900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM CARTER
        TGI2A0HXEYNQPU7TYV27
        William Carter Co/The
        96926JAE7
        
          
        
        438000.00000000
        PA
        USD
        467674.85000000
        0.042453307221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER BC HOLDCO B SARL
        984500NRF59D5DB9B654
        Summer BC Holdco B SARL
        000000000
        
          
        
        1395000.00000000
        PA
        
        1722196.51000000
        0.156332840081
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        1.63000000
        0.000000147963
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            16704.67000000
            SGD
            12416.65000000
            USD
            2021-05-21
            1.63000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
        
        2007000.00000000
        PA
        USD
        2350956.47000000
        0.213408690430
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-29
          Fixed
          8.00000000
          N
          N
          N
          N
          Y
          
            
              Societe Generale SA
              Societe Generale SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        152.07000000
        0.000013804194
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7395.35000000
            EUR
            8834.25000000
            USD
            2021-05-27
            152.07000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAJ8
        
          
        
        520000.00000000
        PA
        USD
        522617.64000000
        0.047440753400
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AU6
        
          
        
        1593000.00000000
        PA
        USD
        1701447.08000000
        0.154449305129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAJ1
        
          
        
        650000.00000000
        PA
        USD
        637805.81000000
        0.057896989756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        83.54000000
        0.000007583365
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            10545800.00000000
            KRW
            9435.61000000
            USD
            2021-04-22
            83.54000000
          
        
        
          N
          N
          N
        
      
      
        VTR FINANCE BV
        213800F4XI4RJB82XM19
        VTR Finance NV
        918374AA7
        
          
        
        322000.00000000
        PA
        USD
        347062.02000000
        0.031504645930
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        362420AD3
        
          
        
        1870000.00000000
        PA
        USD
        1802212.50000000
        0.163596312569
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-02-06
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METHANEX CORP
        549300TSJHRXT9QXRD13
        Methanex Corp
        59151KAL2
        
          
        
        207000.00000000
        PA
        USD
        213580.47000000
        0.019387823205
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        434.81000000
        0.000039469991
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            47189.03000000
            USD
            59846.26000000
            CAD
            2021-04-22
            434.81000000
          
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AU9
        
          
        
        120000.00000000
        PA
        USD
        122111.14000000
        0.011084670774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        716000.00000000
        PA
        USD
        778650.00000000
        0.070682158059
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        360000.00000000
        PA
        
        410134.43000000
        0.037230060498
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVI STRAUSS & CO
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736RBJ0
        
          
        
        438000.00000000
        PA
        USD
        422902.07000000
        0.038389046369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CG8
        
          
        
        599000.00000000
        PA
        USD
        592894.18000000
        0.053820124758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        212.42000000
        0.000019282481
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            17416.35000000
            USD
            99226.19000000
            BRL
            2021-04-05
            212.42000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -353.77000000
        -0.00003211356
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            18306.19000000
            USD
            1365011.82000000
            RUB
            2021-05-25
            -353.77000000
          
        
        
          N
          N
          N
        
      
      
        TECHNIPFMC PLC
        549300D5I93QWCJTCK36
        TechnipFMC PLC
        87854XAE1
        
          
        
        132000.00000000
        PA
        USD
        137748.55000000
        0.012504160770
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0GZ6
        
          
        
        1017420.55000000
        PA
        USD
        1195527.44000000
        0.108524317060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          9.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0EM7
        
          
        
        3656323.56000000
        PA
        USD
        3597133.17000000
        0.326530707357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-25
          Floating
          10.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDC Holdings Inc
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AQ1
        
          
        
        2105000.00000000
        PA
        USD
        2658398.27000000
        0.241316800495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
        
        4236000.00000000
        PA
        USD
        4308012.00000000
        0.391060919677
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING
        5493000UL1QLQLT1VQ42
        Alcoa Nederland Holding BV
        013822AC5
        
          
        
        289000.00000000
        PA
        USD
        313206.93000000
        0.028431441253
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        437000.00000000
        PA
        USD
        451202.50000000
        0.040958025328
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XSX3
        
          
        
        25621.93000000
        PA
        USD
        25763.47000000
        0.002338685749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Floating
          2.90900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        984.33000000
        0.000089352814
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1286613.00000000
            TWD
            46289.37000000
            USD
            2021-04-27
            984.33000000
          
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BC8
        
          
        
        60000.00000000
        PA
        USD
        53986.53000000
        0.004900641426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAD0
        
          
        
        331000.00000000
        PA
        USD
        302156.04000000
        0.027428293813
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP 0.5 LTD
        N/A
        Digicel Group 0.5 Ltd
        25381YAC5
        
          
        
        85315.00000000
        PA
        USD
        62254.36000000
        0.005651155863
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2021-04-16
          Fixed
          7.00000000
          N
          N
          Y
          N
          N
          
            
              Digicel Group One Ltd
              Digicel Group One Ltd
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        Forestar Group Inc
        346232AD3
        
          
        
        590000.00000000
        PA
        USD
        615570.65000000
        0.055878587273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCH6
        
          
        
        203000.00000000
        PA
        USD
        220940.02000000
        0.020055888287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        3522.82000000
        0.000319784909
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            53025.81000000
            CHF
            59673.23000000
            USD
            2021-05-06
            3522.82000000
          
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P117
        
          
        
        47161.00000000
        NS
        USD
        518.77000000
        0.000047091482
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                SandRidge Energy Inc
                SandRidge Energy Inc
                
                  
                  
                
              
            
            1.00000000
            41.34000000
            USD
            2022-10-04
            XXXX
            -176924.07000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        2937000.00000000
        PA
        USD
        2497037.40000000
        0.226669225181
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLEVISION LIGHTPATH
        5493002ZVBLRLGES1R71
        Cablevision Lightpath LLC
        12687GAB5
        
          
        
        1060000.00000000
        PA
        USD
        1075577.13000000
        0.097635796196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414HAG8
        
          
        
        190000.00000000
        PA
        USD
        215070.82000000
        0.019523110117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-28
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FlexPath Capital Inc.
        N/A
        FlexPath Capital Inc.
        000000000
        
          
        
        10974.00000000
        NS
        USD
        0.01000000
        0.000000000907
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Flexpath Capital Inc.
                Flexpath Capital Inc.
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2031-04-15
            XXXX
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        ARDONAGH MIDCO 2 PLC
        9845003AD1386OH58D80
        Ardonagh Midco 2 PLC
        03985RAA1
        
          
        
        1600412.00000000
        PA
        USD
        1719087.62000000
        0.156050629776
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-15
          Fixed
          11.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
        
        254000.00000000
        PA
        USD
        282860.58000000
        0.025676743369
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS25KI9   CDX 2I65BRYO2 05.000 SP 12/20/2025 MSNYUS33XXX FIXED / Short: IS25KI9   CDX 2I65BRYO2 05.000 SP 12/20/2025 MSNYUS33XXX FLOAT
        000000000
        
          
        
        116856000.00000000
        OU
        Notional Amount
        USD
        10799847.75000000
        0.980359013274
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S35.V1
                2I65BRYO2
              
            
            Y
            
            sell protection
            2025-12-20
            4154061.58000000
            USD
            0.00000000
            USD
            116856000.00000000
            USD
            6645786.17000000
          
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50076QAR7
        
          
        
        161000.00000000
        PA
        USD
        222039.32000000
        0.020155677533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        654902AE5
        
          
        
        207000.00000000
        PA
        USD
        220698.52000000
        0.020033966062
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2027-06-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
        
        413000.00000000
        PA
        USD
        416554.24000000
        0.037812820435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FG8
        
          
        
        1320000.00000000
        PA
        USD
        1686506.18000000
        0.153093041011
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Corp
        N/A
        Berry Corp
        08579X101
        
          
        
        133464.00000000
        NS
        USD
        735386.64000000
        0.066754915203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC23
        17322VAE6
        
          
        
        856262.00000000
        PA
        USD
        788713.80000000
        0.071595702145
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-10
          Variable
          4.48500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paragon Offshore Litigation Trust B
        N/A
        PARAGON OFFSHORE CLASS B LIT TRUST INTERESTS PER SENIOR NOTE
        000000000
        
          
        
        17721.00000000
        NS
        USD
        177210.00000000
        0.016086284248
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        LABL ESCROW ISSUER LLC
        N/A
        LABL Escrow Issuer LLC
        50168AAB6
        
          
        
        209000.00000000
        PA
        USD
        223891.25000000
        0.020323786965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Balboa Bay Loan Funding Ltd
        549300MALKZHG9DP8554
        Balboa Bay Loan Funding 2020-1 Ltd
        05766CAA4
        
          
        
        359364.00000000
        PA
        USD
        359328.06000000
        0.032618098930
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          8.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        58.88000000
        0.000005344847
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            299057.61000000
            ZAR
            20311.03000000
            USD
            2021-04-08
            58.88000000
          
        
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412AC6
        
          
        
        228000.00000000
        PA
        USD
        234572.46000000
        0.021293376605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368JFA3
        
          
        
        601000.00000000
        PA
        USD
        704009.96000000
        0.063906688843
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-29
          Fixed
          8.00000000
          N
          N
          N
          N
          Y
          
            
              Societe Generale SA
              Societe Generale SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        201000.00000000
        PA
        USD
        222502.26000000
        0.020197701033
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-19
          Fixed
          5.86100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AM6
        
          
        
        322000.00000000
        PA
        USD
        380414.06000000
        0.034532186113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAQ9
        
          
        
        320000.00000000
        PA
        USD
        340466.35000000
        0.030905922256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AG6
        
          
        
        107000.00000000
        PA
        USD
        116312.79000000
        0.010558324031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZZ9   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT
        000000000
        
          
        
        364000.00000000
        OU
        Notional Amount
        USD
        -166495.62000000
        -0.01511368359
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -154700.00000000
            USD
            364000.00000000
            USD
            -11795.62000000
          
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBC3
        
          
        
        172000.00000000
        PA
        USD
        183913.63000000
        0.016694808020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        7.92000000
        0.000000718940
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            67607.42000000
            NOK
            7912.39000000
            USD
            2021-04-15
            7.92000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: IS289L4   CDS US105756BV13 01.000 SP 06/20/2026 MSNYUS33XXX FIXED / Short: IS289L4   CDS US105756BV13 01.000 SP 06/20/2026 MSNYUS33XXX FLOAT
        000000000
        
          
        
        316000.00000000
        OU
        Notional Amount
        USD
        -18872.19000000
        -0.00171312799
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Brazilian Government International Bond
                Brazilian Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            0.00000000
            USD
            -16153.98000000
            USD
            316000.00000000
            USD
            -2718.21000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06738CAG4
        
          
        
        166000.00000000
        PA
        USD
        229265.92000000
        0.020811674045
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-06-15
          Fixed
          6.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BC0
        
          
        
        687000.00000000
        PA
        USD
        712858.78000000
        0.064709942801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -293.33000000
        -0.00002662710
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            17791.56000000
            GBP
            24234.40000000
            USD
            2021-04-09
            -293.33000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -111.18000000
        -0.00001009239
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7997.28000000
            GBP
            10914.00000000
            USD
            2021-04-09
            -111.18000000
          
        
        
          N
          N
          N
        
      
      
        GLOBAL MEDICAL RESPONSE
        549300ZFWD4ZFCEJCQ87
        Global Medical Response Inc
        37960BAA3
        
          
        
        495000.00000000
        PA
        USD
        514400.38000000
        0.046694829467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
        61761DAJ1
        
          
        
        5756105.85000000
        PA
        USD
        90793.36000000
        0.008241791077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-11-15
          Variable
          1.60600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        287.19000000
        0.000026069747
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            50692.84000000
            BRL
            9293.42000000
            USD
            2021-04-05
            287.19000000
          
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAA6
        
          
        
        1107000.00000000
        PA
        USD
        1091612.70000000
        0.099091429270
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -63.75000000
        -0.00000578692
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            511944.21000000
            INR
            6916.02000000
            USD
            2021-04-15
            -63.75000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        740000.00000000
        PA
        USD
        792031.25000000
        0.071896844539
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2023-07-12
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY COR
        N/A
        Garda World Security Corp
        36257BAA7
        
          
        
        1474000.00000000
        PA
        USD
        1630552.07000000
        0.148013791994
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-11-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        549300VDFIIXSFET0S73
        Ares XXXIV CLO Ltd
        04015GAT6
        
          
        
        2358395.00000000
        PA
        USD
        2361352.43000000
        0.214352386427
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          2.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
        
        584000.00000000
        PA
        USD
        607922.31000000
        0.055184307202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NAY4
        
          
        
        221000.00000000
        PA
        USD
        222310.76000000
        0.020180317571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Kenya Government International Bond
        491798AJ3
        
          
        
        837000.00000000
        PA
        USD
        888527.81000000
        0.080656345093
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2027-05-22
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG 2006
        549300EFD6S2NFE9D745
        FMG Resources August 2006 Pty Ltd
        30251GBC0
        
          
        
        2029000.00000000
        PA
        USD
        2064650.69000000
        0.187419208127
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -310.59000000
        -0.00002819388
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            12608.71000000
            USD
            349253.00000000
            TWD
            2021-04-27
            -310.59000000
          
        
        
          N
          N
          N
        
      
      
        Lincoln Financing SARL
        222100831I4WRVCLV609
        Lincoln Financing SARL
        000000000
        
          
        
        390000.00000000
        PA
        
        462141.51000000
        0.041951016831
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP 0.5 LTD
        N/A
        Digicel Group 0.5 Ltd
        25381YAD3
        
          
        
        1410817.00000000
        PA
        USD
        1372805.13000000
        0.124616745885
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-04-01
          Fixed
          10.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -169.26000000
        -0.00001536462
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            9404.97000000
            USD
            134712922.00000000
            IDR
            2021-04-15
            -169.26000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Gabon
        N/A
        Gabon Government International Bond
        000000000
        
          
        
        788688.00000000
        PA
        USD
        818017.34000000
        0.074255738677
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2024-12-12
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBU7
        
          
        
        293637.78000000
        PA
        USD
        313065.94000000
        0.028418642848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          7.05900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013093AD1
        
          
        
        113000.00000000
        PA
        USD
        116682.74000000
        0.010591906339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -232.64000000
        -0.00002111795
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            10045.72000000
            USD
            55234.40000000
            BRL
            2021-04-05
            -232.64000000
          
        
        
          N
          N
          N
        
      
      
        FORTRESS TRANS & INFRAST
        529900E7PUVK6BC8PE80
        Fortress Transportation and Infrastructure Investors LLC
        34960PAB7
        
          
        
        217000.00000000
        PA
        USD
        226894.69000000
        0.020596425019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005RUXPCBST1N217
        Freddie Mac Stacr Trust 2018-HQA2
        35563XAH5
        
          
        
        2257102.00000000
        PA
        USD
        2257100.42000000
        0.204888882865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Floating
          2.40900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAC7
        
          
        
        388000.00000000
        PA
        USD
        398912.50000000
        0.036211386858
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Bank PLC
        029200298A5K5WI0F567
        Fidelity Bank PLC
        000000000
        
          
        
        550000.00000000
        PA
        USD
        584031.25000000
        0.053015589962
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2022-10-16
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAM3
        
          
        
        595000.00000000
        PA
        USD
        628667.84000000
        0.057067488131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        215.68000000
        0.000019578408
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            732201.27000000
            RUB
            9845.46000000
            USD
            2021-05-25
            215.68000000
          
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        000000000
        
          
        
        269000.00000000
        PA
        
        340692.80000000
        0.030926478314
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co Inc
        N/A
        Stevens Holding Co Inc
        86024TAA5
        
          
        
        141000.00000000
        PA
        USD
        151329.56000000
        0.013736980516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Phoenix 2 Ltd
        N/A
        Transocean Phoenix 2 Ltd
        893828AA1
        
          
        
        1300200.00000000
        PA
        USD
        1257943.50000000
        0.114190151283
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        000000000
        
          
        
        939000.00000000
        PA
        
        1125822.59000000
        0.102196841011
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAC5
        
          
        
        255000.00000000
        PA
        USD
        261098.38000000
        0.023701273954
        Long
        DBT
        
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NE5
        
          
        
        1799142.96000000
        PA
        USD
        1844732.16000000
        0.167456045862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Floating
          3.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -253.17000000
        -0.00002298157
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            10303.67000000
            USD
            285423.00000000
            TWD
            2021-04-27
            -253.17000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DY8
        
          
        
        387000.00000000
        PA
        USD
        444014.47000000
        0.040305530019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE5 Mortgage Trust
        12623SAF7
        
          
        
        1688151.01000000
        PA
        USD
        35313.92000000
        0.003205630354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Variable
          1.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Cotai Participation Corp
        N/A
        New Cotai Participation Corp CLASS B RESTRICTED
        000000000
        
          
        
        3.15000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAK6
        
          
        
        742000.00000000
        PA
        USD
        723366.38000000
        0.065663772948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -238.65000000
        -0.00002166351
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            528378.42000000
            MXN
            25580.97000000
            USD
            2021-04-16
            -238.65000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -251.38000000
        -0.00002281908
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            117425.45000000
            BRL
            20610.72000000
            USD
            2021-04-05
            -251.38000000
          
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AL9
        
          
        
        261000.00000000
        PA
        USD
        269156.25000000
        0.024432729217
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        FUTURE CONTRACT ON           US LONG BOND(CBT) JUN21
        000000000
        
          
        
        59.00000000
        NC
        USD
        -353765.63000000
        -0.03211316788
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USM1 Comdty
              
            
            2021-06-21
            9474796.88000000
            USD
            -353765.63000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -478.77000000
        -0.00004346047
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            26402.63000000
            USD
            170411.20000000
            CNY
            2021-04-22
            -478.77000000
          
        
        
          N
          N
          N
        
      
      
        VOC Escrow Ltd
        N/A
        VOC Escrow Ltd
        91832VAA2
        
          
        
        1061000.00000000
        PA
        USD
        1049989.16000000
        0.095313041505
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BA2
        
          
        
        17000.00000000
        PA
        USD
        18831.55000000
        0.001709438892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        86.03000000
        0.000007809395
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            107730.20000000
            NOK
            12681.54000000
            USD
            2021-04-15
            86.03000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1175.64000000
        -0.00010671902
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            29408.82000000
            USD
            411811672.00000000
            IDR
            2021-04-15
            -1175.64000000
          
        
        
          N
          N
          N
        
      
      
        CD&R SMOKEY BUYER INC
        N/A
        CD&R Smokey Buyer Inc
        12510CAA9
        
          
        
        72000.00000000
        PA
        USD
        77170.63000000
        0.007005184187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        918367AA1
        
          
        
        386000.00000000
        PA
        USD
        402839.25000000
        0.036567838619
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
        
        386000.00000000
        PA
        USD
        378252.51000000
        0.034335970844
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AM4
        
          
        
        233000.00000000
        PA
        USD
        228525.46000000
        0.020744458594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        1426170.00000000
        PA
        USD
        834309.45000000
        0.075734659237
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUICKEN LOANS LLC/QUICKN
        N/A
        Quicken Loans LLC / Quicken Loans Co-Issuer Inc
        74841CAA9
        
          
        
        225000.00000000
        PA
        USD
        217567.93000000
        0.019749785933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -69.72000000
        -0.00000632885
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            77770.40000000
            NOK
            9022.97000000
            USD
            2021-04-15
            -69.72000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -226.46000000
        -0.00002055696
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            12855.67000000
            USD
            71085.43000000
            BRL
            2021-04-05
            -226.46000000
          
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
        
        224000.00000000
        PA
        USD
        222679.34000000
        0.020213775517
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSS CREEK RESOURCES HLD
        54930037SLMSPWKYIX36
        Moss Creek Resources Holdings Inc
        61965RAA3
        
          
        
        1638000.00000000
        PA
        USD
        1318891.11000000
        0.119722686573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -192.28000000
        -0.00001745426
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8972.38000000
            USD
            8291.51000000
            CHF
            2021-05-06
            -192.28000000
          
        
        
          N
          N
          N
        
      
      
        eG Global Finance PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        28228PAA9
        
          
        
        218000.00000000
        PA
        USD
        223120.93000000
        0.020253860965
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        603000.00000000
        PA
        USD
        625864.11000000
        0.056812978805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        324.59000000
        0.000029464742
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            83427.35000000
            SEK
            9878.13000000
            USD
            2021-04-15
            324.59000000
          
        
        
          N
          N
          N
        
      
      
        CARLSON TRAVEL INC
        N/A
        CARLSON TRAVEL INC
        000000000
        
          
        
        138.00000000
        NS
        USD
        29614.80000000
        0.002688291240
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc.
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc. 2020 Other Term B Loan
        000000000
        
          
        
        618450.00000000
        PA
        USD
        624251.06000000
        0.056666553768
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-17
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enova International Inc
        549300O8XOCQSB49UO63
        Enova International Inc
        29357KAF0
        
          
        
        1113000.00000000
        PA
        USD
        1157350.71000000
        0.105058814377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        55388RAA4
        
          
        
        525207.60000000
        PA
        USD
        548185.43000000
        0.049761676246
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        64.06000000
        0.000005815063
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            13534.30000000
            USD
            17088.31000000
            CAD
            2021-04-22
            64.06000000
          
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AA2
        
          
        
        407000.00000000
        PA
        USD
        422288.30000000
        0.038333331236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        463.42000000
        0.000042067072
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            219843923.00000000
            IDR
            15535.58000000
            USD
            2021-04-15
            463.42000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        235.06000000
        0.000021337633
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            19272.96000000
            USD
            109803.84000000
            BRL
            2021-04-05
            235.06000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -22.62000000
        -0.00000205333
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            48929.24000000
            PLN
            12363.77000000
            USD
            2021-06-24
            -22.62000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        404000.00000000
        PA
        
        627292.14000000
        0.056942608603
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-15
          Variable
          7.13000000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
        
        142000.00000000
        PA
        USD
        141954.38000000
        0.012885946091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        378.84000000
        0.000034389300
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            139676746.00000000
            IDR
            9954.87000000
            USD
            2021-04-15
            378.84000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-J5
        12668EAA5
        
          
        
        660063.23000000
        PA
        USD
        519855.17000000
        0.047189989461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES GENER SA
        549300IF4IFG0FS0RM26
        AES Gener SA
        00105DAG0
        
          
        
        495000.00000000
        PA
        USD
        527793.75000000
        0.047910616143
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2079-10-07
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205768AS3
        
          
        
        794000.00000000
        PA
        USD
        827217.07000000
        0.075090846582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -64.88000000
        -0.00000588949
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            56692.42000000
            PLN
            14286.75000000
            USD
            2021-06-24
            -64.88000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        417.77000000
        0.000037923181
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            151754619.00000000
            IDR
            10821.84000000
            USD
            2021-04-15
            417.77000000
          
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP VI
        N/A
        Crown Americas LLC / Crown Americas Capital Corp VI
        228187AB6
        
          
        
        751000.00000000
        PA
        USD
        779485.00000000
        0.070757955403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -992.54000000
        -0.00009009807
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            54040.47000000
            USD
            4033499.71000000
            RUB
            2021-05-25
            -992.54000000
          
        
        
          N
          N
          N
        
      
      
        Dealer Tire, LLC
        549300XTS06OMOCRSE50
        Dealer Tire, LLC Term B-1 Loan
        000000000
        
          
        
        296250.00000000
        PA
        USD
        296365.54000000
        0.026902659656
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-12
          Floating
          4.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        9.22000000
        0.000000836947
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            41256.61000000
            BRL
            7338.97000000
            USD
            2021-04-05
            9.22000000
          
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AY3
        
          
        
        941000.00000000
        PA
        USD
        1037539.25000000
        0.094182897658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        107.88000000
        0.000009792835
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            6146.62000000
            EUR
            7324.04000000
            USD
            2021-05-27
            107.88000000
          
        
        
          N
          N
          N
        
      
      
        Carriage Services Inc
        N/A
        Carriage Services Inc
        143905AN7
        
          
        
        698000.00000000
        PA
        USD
        732900.00000000
        0.066529189805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        N/A
        OCP SA
        000000000
        
          
        
        524000.00000000
        PA
        USD
        567989.80000000
        0.051559423129
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2024-04-25
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55616XAL1
        
          
        
        57000.00000000
        PA
        USD
        57038.24000000
        0.005177661202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAA1
        
          
        
        489000.00000000
        PA
        USD
        502294.69000000
        0.045595932281
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AG2
        
          
        
        770000.00000000
        PA
        USD
        773441.38000000
        0.070209344212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS22035   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT
        000000000
        
          
        
        363000.00000000
        OU
        Notional Amount
        USD
        -166038.22000000
        -0.01507216298
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -152460.00000000
            USD
            363000.00000000
            USD
            -13578.22000000
          
        
        
          N
          N
          N
        
      
      
        Pi Lux Finco Sarl
        N/A
        Pi Lux Finco Sarl Term Loan (Second Lien)
        000000000
        
          
        
        3100000.00000000
        PA
        USD
        3061250.00000000
        0.277885771990
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-01-01
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        CDX NAHYS28V2 05.000 NA 06/20/2022 CITIGROUP FIXED
        000000000
        
          
        
        4350.00000000
        OU
        Notional Amount
        USD
        265.93000000
        0.000024139865
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S28.V2
                2I65BRPN4
              
            
            Y
            
            sell protection
            2022-06-20
            367.42000000
            USD
            0.00000000
            USD
            4350.00000000
            USD
            -101.49000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        149000.00000000
        PA
        USD
        163341.25000000
        0.014827344827
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        54.33000000
        0.000004931820
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            161120.05000000
            CNY
            24564.77000000
            USD
            2021-04-22
            54.33000000
          
        
        
          N
          N
          N
        
      
      
        Sonic Automotive Inc
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545GBC5
        
          
        
        817000.00000000
        PA
        USD
        849504.82000000
        0.077114022936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        N/A
        Clear Channel Outdoor Holdings, Inc. Term B Loan
        18452RAD7
        
          
        
        319878.72000000
        PA
        USD
        306818.07000000
        0.027851490810
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-21
          Floating
          3.71200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -482.14000000
        -0.00004376638
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            41632.32000000
            USD
            270501.89000000
            CNY
            2021-04-22
            -482.14000000
          
        
        
          N
          N
          N
        
      
      
        MALLINCKRODT FIN/SB
        N/A
        Mallinckrodt International Finance SA / Mallinckrodt CB LLC
        561233AC1
        
          
        
        125000.00000000
        PA
        USD
        85288.36000000
        0.007742073257
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -324.35000000
        -0.00002944295
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7342.40000000
            USD
            61285.92000000
            SEK
            2021-04-15
            -324.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL LONG / Short: IS21ZV5   CDX 137BEMAE8 05.000 SP 05/11/2063 MORGAN STANL SHORT
        000000000
        
          
        
        363000.00000000
        OU
        Notional Amount
        USD
        -166038.22000000
        -0.01507216298
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -153367.51000000
            USD
            363000.00000000
            USD
            -12670.71000000
          
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust 2018-3
        N/A
        Consumer Loan Underlying Bond Credit Trust 2018-3
        21050MAA4
        
          
        
        20989.91000000
        PA
        USD
        20611.51000000
        0.001871015228
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-03-16
          Variable
          9.98400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEOPARK LTD
        529900ZR5QI19AH4KZ07
        Geopark Ltd
        37255BAB5
        
          
        
        214000.00000000
        PA
        USD
        217143.13000000
        0.019711224601
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-01-17
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ  / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAF9
        
          
        
        2451000.00000000
        PA
        USD
        2349212.25000000
        0.213250358402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -357.42000000
        -0.00003244489
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8933.82000000
            USD
            74894.33000000
            SEK
            2021-04-15
            -357.42000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -215.58000000
        -0.00001956933
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            207670.13000000
            ZAR
            13847.82000000
            USD
            2021-04-08
            -215.58000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -72.06000000
        -0.00000654126
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            527032.29000000
            INR
            7113.41000000
            USD
            2021-04-15
            -72.06000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05674RAG9
        
          
        
        1253000.00000000
        PA
        USD
        1395528.75000000
        0.126679488453
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-10-12
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAT8
        
          
        
        209000.00000000
        PA
        USD
        224338.55000000
        0.020364390740
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)
        549300HVW4WNWYBXN830
        IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan
        000000000
        
          
        
        841830.16000000
        PA
        USD
        834270.53000000
        0.075731126264
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-05
          Floating
          2.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAA5
        
          
        
        953000.00000000
        PA
        USD
        1078507.64000000
        0.097901814010
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAF7
        
          
        
        154000.00000000
        PA
        USD
        168750.82000000
        0.015318399963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AL5
        
          
        
        217000.00000000
        PA
        USD
        224349.96000000
        0.020365426486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: IS1PRC3  CDX 2I65BRPN4 05.000 BP 06/20/2022 MSNYUS33XXX FLOAT / Short: IS1PRC3  CDX 2I65BRPN4 05.000 BP 06/20/2022 MSNYUS33XXX FIXED
        000000000
        
          
        
        11791110.00000000
        OU
        Notional Amount
        USD
        -571799.02000000
        -0.05190520607
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Markit CDX.NA.HY.S28.V2
                2I65BRPN4
              
            
            Y
            buy protection
            
            2022-06-20
            0.00000000
            USD
            -728690.65000000
            USD
            11791110.00000000
            USD
            156891.63000000
          
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G606
        
          
        
        2000.00000000
        NS
        USD
        2097097.81000000
        0.190364603959
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BM8
        
          
        
        474000.00000000
        PA
        USD
        467263.42000000
        0.042415959555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triumph Group Inc
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AP6
        
          
        
        428000.00000000
        PA
        USD
        431780.99000000
        0.039195032662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        62968.43000000
        0.005715975755
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5162814.75000000
            USD
            29414104.50000000
            BRL
            2021-04-05
            62968.43000000
          
        
        
          N
          N
          N
        
      
      
        Transocean Inc
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BK4
        
          
        
        359000.00000000
        PA
        USD
        229675.71000000
        0.020848872839
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AW6
        
          
        
        225000.00000000
        PA
        USD
        216705.73000000
        0.019671519502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAJ7
        
          
        
        903000.00000000
        PA
        USD
        938081.31000000
        0.085154577058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones DesLauriers Insurance Management Inc.
        N/A
        Jones DesLauriers Insurance Management Inc. Term Loan (Second Lien )
        000000000
        
          
        
        1214000.00000000
        PA
        
        968437.18000000
        0.087910139122
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2029-03-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP 0.5 LTD
        N/A
        Digicel Group 0.5 Ltd
        25381YAB7
        
          
        
        140080.00000000
        PA
        USD
        114165.20000000
        0.010363375985
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-04-01
          Fixed
          8.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Connecticut Avenue Securities
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XDN1
        
          
        
        1817102.75000000
        PA
        USD
        2123444.47000000
        0.192756228934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          10.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -107.35000000
        -0.00000974472
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            8506.46000000
            USD
            122510108.00000000
            IDR
            2021-04-15
            -107.35000000
          
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 57 Clo Ltd
        26243KAL1
        
          
        
        275000.00000000
        PA
        USD
        256798.85000000
        0.023310982990
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-15
          Floating
          5.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        Radiology Partners Inc
        75041VAA2
        
          
        
        1599000.00000000
        PA
        USD
        1750313.69000000
        0.158885184473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERFACE INC
        549300VXZWQOIDFPU355
        Interface Inc
        458665AS5
        
          
        
        258000.00000000
        PA
        USD
        266746.28000000
        0.024213963558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCY8
        
          
        
        630877.43000000
        PA
        USD
        769279.51000000
        0.069831549371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          12.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
        
        182000.00000000
        PA
        USD
        194655.06000000
        0.017669864146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AQ1
        
          
        
        3470000.00000000
        PA
        USD
        3849886.06000000
        0.349474417266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPO ACQUISITION LLC/FI
        N/A
        Tempo Acquisition LLC / Tempo Acquisition Finance Corp
        88023JAA4
        
          
        
        2094000.00000000
        PA
        USD
        2139429.20000000
        0.194207246994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBC1
        
          
        
        204000.00000000
        PA
        USD
        220632.02000000
        0.020027929507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -270.27000000
        -0.00002453383
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            22121.17000000
            USD
            20634.96000000
            CHF
            2021-05-06
            -270.27000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
        
        767000.00000000
        PA
        USD
        849517.54000000
        0.077115177598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Holding Company, Inc. (aka Nature's Bounty)
        5493000J3OND4HN47659
        Alphabet Holding Company, Inc. (aka Nature's Bounty) Initial Term Loan (Second Lien)
        000000000
        
          
        
        1866444.44000000
        PA
        USD
        1867452.32000000
        0.169518474348
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-26
          Floating
          7.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1805.52000000
        0.000163896551
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            4406057.00000000
            JPY
            41615.93000000
            USD
            2021-05-20
            1805.52000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        0.41000000
        0.000000037217
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            8503.97000000
            USD
            11442.83000000
            SGD
            2021-05-21
            0.41000000
          
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAR3
        
          
        
        223000.00000000
        PA
        USD
        226488.71000000
        0.020559572078
        Long
        DBT
        
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA FINANCING LUX SARL
        222100DKCE3D036DQU13
        Dana Financing Luxembourg Sarl
        235822AB9
        
          
        
        109000.00000000
        PA
        USD
        112398.26000000
        0.010202981543
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corp
        17302XAM8
        
          
        
        471000.00000000
        PA
        USD
        475067.11000000
        0.043124341562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        K HOVNANIAN ENTERPRISES
        549300JJCQ0KAI7CJG32
        K Hovnanian Enterprises Inc
        442488CD2
        
          
        
        352000.00000000
        PA
        USD
        355468.39000000
        0.032267736373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -187.22000000
        -0.00001699494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            1198458.84000000
            INR
            16152.37000000
            USD
            2021-04-15
            -187.22000000
          
        
        
          N
          N
          N
        
      
      
        OLEODUCTO CENTRAL SA
        254900W4CPYCQFVH5E92
        Oleoducto Central SA
        680617AC1
        
          
        
        424000.00000000
        PA
        USD
        447850.00000000
        0.040653701261
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2027-07-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAL4
        
          
        
        461000.00000000
        PA
        USD
        498744.38000000
        0.045273651959
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2051-04-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        5588.10000000
        0.000507261243
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1075539.05000000
            EUR
            1268276.51000000
            USD
            2021-05-27
            5588.10000000
          
        
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433AP7
        
          
        
        1487000.00000000
        PA
        USD
        1581513.42000000
        0.143562295673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBO COMMUNICACOES PART
        52990054HEKS017PVR75
        Globo Comunicacao e Participacoes SA
        37959DAB0
        
          
        
        481000.00000000
        PA
        USD
        484156.56000000
        0.043949438771
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05674RAJ3
        
          
        
        528000.00000000
        PA
        USD
        573870.00000000
        0.052093199827
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2029-09-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
        
        187000.00000000
        PA
        USD
        226264.89000000
        0.020539254759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        K2016470219 SA LTD
        378900DECAC8CFA88345
        K2016470219 South Africa Ltd
        000000000
        
          
        
        1052119.08000000
        PA
        USD
        0.01000000
        0.000000000907
        Long
        DBT
        CORP
        ZA
        N
        
        3
        
          2022-12-31
          Variable
          3.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12592.42000000
        0.001143080229
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1094646.37000000
            USD
            6232259.62000000
            BRL
            2021-04-05
            12592.42000000
          
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BX0
        
          
        
        200000.00000000
        PA
        USD
        215500.00000000
        0.019562069044
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-09-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -68.88000000
        -0.00000625260
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9365.50000000
            USD
            61111.60000000
            CNY
            2021-04-22
            -68.88000000
          
        
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        TEGNA Inc
        364725BC4
        
          
        
        68000.00000000
        PA
        USD
        69235.58000000
        0.006284877941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12597YAA7
        
          
        
        483000.00000000
        PA
        USD
        506597.84000000
        0.045986551852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        N/A
        Palmer Square CLO 2021-1 Ltd
        69701UAA8
        
          
        
        1202254.00000000
        PA
        USD
        1202229.95000000
        0.109132739163
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
        
        255953.00000000
        PA
        USD
        244968.89000000
        0.022237115267
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        210000.00000000
        PA
        USD
        216388.44000000
        0.019642717419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900KXN235YISGF415
        Bellemeade Re 2019-4 Ltd
        07876LAD1
        
          
        
        474621.00000000
        PA
        USD
        474623.14000000
        0.043084040069
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-10-25
          Floating
          2.95900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC (VNU, Inc.)
        N/A
        Nielsen Finance LLC (VNU, Inc.) Term Loan B-5
        000000000
        
          
        
        352141.29000000
        PA
        USD
        352746.97000000
        0.032020698758
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-04
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
        
        212000.00000000
        PA
        USD
        229078.54000000
        0.020794664576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEDANTA RESOURCES
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II PLC
        92243XAD3
        
          
        
        2112000.00000000
        PA
        USD
        2285432.10000000
        0.207460698551
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-21
          Fixed
          13.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AC0
        
          
        
        405000.00000000
        PA
        USD
        423788.91000000
        0.038469549503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454LAL4
        
          
        
        2497000.00000000
        PA
        USD
        2310487.26000000
        0.209735087274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        229.48000000
        0.000020831107
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            16976.60000000
            USD
            254077.12000000
            ZAR
            2021-04-08
            229.48000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -118.24000000
        -0.00001073326
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            55234.40000000
            BRL
            9694.84000000
            USD
            2021-04-05
            -118.24000000
          
        
        
          N
          N
          N
        
      
      
        WHITE CAP BUYER LLC
        N/A
        White Cap Buyer LLC
        96350RAA2
        
          
        
        1613000.00000000
        PA
        USD
        1714735.54000000
        0.155655568572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        161.96000000
        0.000014701961
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            104424978.00000000
            IDR
            7321.18000000
            USD
            2021-04-15
            161.96000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAC0
        
          
        
        231000.00000000
        PA
        USD
        233161.60000000
        0.021165305419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southeastern Grocers Inc
        N/A
        Southeastern Grocers Inc
        84169Q103
        
          
        
        164865.00000000
        NS
        USD
        2143245.00000000
        0.194553627240
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        VISTRA ENERGY CORP
        549300KP43CPCUJOOG15
        Vistra Energy Corp Exp 31Dec46
        92840M110
        
          
        
        10721.00000000
        NS
        USD
        11760.94000000
        0.001067602414
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            
              
                Vistra Corp
                Vistra Corp
                
                  
                  
                
              
            
            2046-12-31
            
              
            
            XXXX
            11760.93000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCR3
        
          
        
        371626.11000000
        PA
        USD
        451823.95000000
        0.041014437615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          11.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willscot Corporation
        549300HJ4VIXF476Q166
        Willscot Corporation Common Stock
        000000000
        
          
        
        18809.00000000
        NS
        USD
        521949.75000000
        0.047380125510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG
        000000000
        
          
        
        719000.00000000
        OU
        Notional Amount
        USD
        -193758.52000000
        -0.01758848049
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -82684.87000000
            USD
            719000.00000000
            USD
            -111073.65000000
          
        
        
          N
          N
          N
        
      
      
        Transocean Inc
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BF5
        
          
        
        762000.00000000
        PA
        USD
        485040.83000000
        0.044029708612
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAB7
        
          
        
        414000.00000000
        PA
        USD
        433406.25000000
        0.039342566065
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -141.18000000
        -0.00001281565
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            65951.47000000
            BRL
            11575.92000000
            USD
            2021-04-05
            -141.18000000
          
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-4
        33845FAJ5
        
          
        
        770000.00000000
        PA
        USD
        815879.76000000
        0.074061699292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        217.37000000
        0.000019731818
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            66907.03000000
            SEK
            7879.12000000
            USD
            2021-04-15
            217.37000000
          
        
        
          N
          N
          N
        
      
      
        OFFSHORE GROUP INVT
        N/A
        OFFSHORE GROUP INVT 01/19 FIXED 7.5
        676ESCAJ5
        
          
        
        2176000.00000000
        PA
        USD
        0.02000000
        0.000000001815
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2021-11-08
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAU0
        
          
        
        116000.00000000
        PA
        USD
        137103.82000000
        0.012445635235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAS3
        
          
        
        362000.00000000
        PA
        USD
        487833.11000000
        0.044283178562
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2041-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102BZ9
        
          
        
        131000.00000000
        PA
        USD
        134991.14000000
        0.012253856153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FINANCE LTD
        N/A
        OEC Finance Ltd
        000000000
        
          
        
        179230.00000000
        PA
        USD
        29325.70000000
        0.002662048112
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-10-25
          Fixed
          4.37500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
        
        206000.00000000
        PA
        USD
        221546.35000000
        0.020110928052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAF0
        
          
        
        1916000.00000000
        PA
        USD
        2055378.14000000
        0.186577489968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W Senior Financing DAC
        5493009O8OIWZPZRY516
        C&W Senior Financing DAC
        12674TAB2
        
          
        
        395000.00000000
        PA
        USD
        418669.54000000
        0.038004837348
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        858000.00000000
        PA
        USD
        811346.25000000
        0.073650168732
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2011-C4
        92936CAW9
        
          
        
        1022000.00000000
        PA
        USD
        912221.36000000
        0.082807133311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-06-15
          Variable
          5.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HOLDING INC
        549300NYHOALWZ2BSL72
        Citgo Holding Inc
        17302WAB4
        
          
        
        478000.00000000
        PA
        USD
        479198.21000000
        0.043499343249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6.86000000
        -0.00000062271
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9714.53000000
            USD
            63813.64000000
            CNY
            2021-04-22
            -6.86000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        407.45000000
        0.000036986380
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            81524.03000000
            EUR
            96117.08000000
            USD
            2021-05-27
            407.45000000
          
        
        
          N
          N
          N
        
      
      
        LIONS GATE CAPITAL HOLD
        549300MWJHNLR35C0837
        Lions Gate Capital Holdings LLC
        53627NAC5
        
          
        
        218000.00000000
        PA
        USD
        224949.84000000
        0.020419880750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAV6
        
          
        
        265000.00000000
        PA
        USD
        284136.72000000
        0.025792585312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92553PBC5
        
          
        
        200000.00000000
        PA
        USD
        221189.87000000
        0.020078568487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-02-28
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2013-LC6 Mortgage Trust
        20048EAE1
        
          
        
        3916000.00000000
        PA
        USD
        3768587.27000000
        0.342094498272
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-01-10
          Variable
          4.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        K201640219 SOUTH AFRICA B      SHARES
        N/A
        K201640219 SOUTH AFRICA B      SHARES
        000000000
        
          
        
        2009762.00000000
        NS
        USD
        2.01000000
        0.000000182458
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -29403.97000000
        -0.00266915309
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            29414104.50000000
            BRL
            5196379.21000000
            USD
            2021-04-05
            -29403.97000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -153.40000000
        -0.00001392492
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            675649.85000000
            INR
            9058.30000000
            USD
            2021-04-15
            -153.40000000
          
        
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343EAL6
        
          
        
        210000.00000000
        PA
        USD
        222828.20000000
        0.020227288322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        213.83000000
        0.000019410474
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            35460631.53000000
            COP
            9888.85000000
            USD
            2021-05-20
            213.83000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1479.41000000
        0.000134293830
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            55582.84000000
            NZD
            40293.78000000
            USD
            2021-05-27
            1479.41000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XEQ3
        
          
        
        459686.00000000
        PA
        USD
        499096.40000000
        0.045305606667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          5.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envision Healthcare Corp
        549300OL60X0LPKY8N60
        Envision Healthcare Corp
        29373TAA2
        
          
        
        1208000.00000000
        PA
        USD
        903080.74000000
        0.081977391132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LU1
        
          
        
        959661.33000000
        PA
        USD
        992795.08000000
        0.090121233886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Floating
          4.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        Open Text Holdings Inc
        683720AA4
        
          
        
        214000.00000000
        PA
        USD
        216923.32000000
        0.019691271291
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
        
        369000.00000000
        PA
        USD
        196697.52000000
        0.017855268989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTM TECHNOLOGIES INC
        549300SC4BDOIS008048
        TTM Technologies Inc
        87305RAK5
        
          
        
        983000.00000000
        PA
        USD
        970712.50000000
        0.088116681892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical Inc
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
        
        949000.00000000
        PA
        USD
        1008665.39000000
        0.091561865440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Levi Strauss & Co
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736RBG6
        
          
        
        90000.00000000
        PA
        USD
        91730.56000000
        0.008326865653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 29, Ltd.
        5493003U22XL00FIHD56
        Octagon Investment Partners 29 Ltd
        67591JAS1
        
          
        
        1700730.00000000
        PA
        USD
        1675996.28000000
        0.152139002081
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-24
          Floating
          3.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fluid-Flow Products, Inc.
        N/A
        Fluid-Flow Products, Inc. 2nd Lien Cov-Lite TL
        000000000
        
          
        
        640000.00000000
        PA
        USD
        636800.00000000
        0.057805687089
        Long
        LON
        CORP
        US
        N
        
        3
        
          2029-03-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziggo BV
        213800TQASLF9JXH5J59
        Ziggo BV
        98954NAA7
        
          
        
        224000.00000000
        PA
        USD
        233217.60000000
        0.021170388833
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-J1
        12668BKG7
        
          
        
        755667.79000000
        PA
        USD
        682703.98000000
        0.061972632918
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        36186CBY8
        
          
        
        24000.00000000
        PA
        USD
        33383.05000000
        0.003030355123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAG3
        
          
        
        326000.00000000
        PA
        USD
        265139.10000000
        0.024068071372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAH4
        
          
        
        211000.00000000
        PA
        USD
        225064.40000000
        0.020430279964
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF NA CAPITAL
        529900JYGMS9CW9IQX78
        ZF North America Capital Inc
        98877DAC9
        
          
        
        721000.00000000
        PA
        USD
        773939.91000000
        0.070254598404
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QY7
        
          
        
        2154000.00000000
        PA
        USD
        2302087.50000000
        0.208972596856
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        16593654.00000000
        PA
        
        1432834.82000000
        0.130065956746
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2030-11-13
          Fixed
          11.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBQ4
        
          
        
        198000.00000000
        PA
        USD
        207866.60000000
        0.018869145157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regionalcare/Lifepoint
        N/A
        RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
        53219LAR0
        
          
        
        775000.00000000
        PA
        USD
        838940.00000000
        0.076154998629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIEMAC STRIP
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        3128HUGR6
        
          
        
        7128274.03000000
        PA
        USD
        1517173.29000000
        0.137721803490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        370425RZ5
        
          
        
        15000.00000000
        PA
        USD
        20288.02000000
        0.001841650338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM GLOBAL OPERATI
        549300LC7QMVR79H5O86
        Terraform Global Operating LLC
        88104UAC7
        
          
        
        118000.00000000
        PA
        USD
        120952.42000000
        0.010979487662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        1197408.00000000
        PA
        USD
        1311301.96000000
        0.119033779491
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        20.26000000
        0.000001839106
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            8350.14000000
            USD
            9438831.00000000
            KRW
            2021-04-22
            20.26000000
          
        
        
          N
          N
          N
        
      
      
        Government of Jamaica
        529900Y93KNSXZI8KK56
        Jamaica Government International Bond
        470160BQ4
        
          
        
        506000.00000000
        PA
        USD
        587434.38000000
        0.053324509981
        Long
        DBT
        NUSS
        JM
        N
        
        2
        
          2025-07-09
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -151.55000000
        -0.00001375699
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            9490.62000000
            USD
            79877.66000000
            NOK
            2021-04-15
            -151.55000000
          
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAH9
        
          
        
        257000.00000000
        PA
        USD
        229496.95000000
        0.020832645853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-21
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eldorado Gold Corp
        5493004PWQ01YDD1IH62
        Eldorado Gold Corp
        284902AE3
        
          
        
        1503000.00000000
        PA
        USD
        1642225.63000000
        0.149073462466
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-06-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581HA9
        
          
        
        364000.00000000
        PA
        USD
        384480.95000000
        0.034901359120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Fixed
          3.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE3 Mortgage Trust
        12624PAW5
        
          
        
        181848.00000000
        PA
        USD
        60932.97000000
        0.005531206339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        75.01000000
        0.000006809052
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            9917.08000000
            USD
            56339.11000000
            BRL
            2021-05-04
            75.01000000
          
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAT8
        
          
        
        2239000.00000000
        PA
        USD
        2439433.74000000
        0.221440237830
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-08-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD 05/18 VAR
        525ESCKW8
        
          
        
        1690000.00000000
        PA
        USD
        17745.00000000
        0.001610807031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-04
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        569000.00000000
        PA
        USD
        588528.92000000
        0.053423867136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY OP/FIN CORP
        N/A
        NGL Energy Operating LLC / NGL Energy Finance Corp
        62922LAA6
        
          
        
        2003000.00000000
        PA
        USD
        2058986.99000000
        0.186905084274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comstock Resources Inc
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        22304LAA8
        
          
        
        348000.00000000
        PA
        USD
        361256.13000000
        0.032793119990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        178.03000000
        0.000016160719
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            14596.85000000
            USD
            83162.62000000
            BRL
            2021-04-05
            178.03000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -93.12000000
        -0.00000845299
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            7332.68000000
            USD
            47589.40000000
            CNY
            2021-04-22
            -93.12000000
          
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        144577AH6
        
          
        
        296000.00000000
        PA
        USD
        263223.09000000
        0.023894145061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC INC
        549300WBLU5NKPX5X472
        QVC Inc
        747262AY9
        
          
        
        213000.00000000
        PA
        USD
        221293.58000000
        0.020087982789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAB6
        
          
        
        211000.00000000
        PA
        USD
        217176.07000000
        0.019714214739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LBB9
        
          
        
        113000.00000000
        PA
        USD
        119102.63000000
        0.010811572489
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-07-16
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willscot Corporation
        549300HJ4VIXF476Q166
        Willscot Corporation Warrants EXP 11/29/2022
        971375134
        
          
        
        29123.00000000
        NS
        USD
        378031.10000000
        0.034315872293
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                WILLSCOT CORPORATION
                WILLSCOT CORPORATION
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2022-11-29
            XXXX
            245230.22000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities, LLC
        ZBUT11V806EZRVTWT807
        IS1O797  CDX 137BERAF4 03.000 SP 05/11/2063 J P MORGAN S LONG
        000000000
        
          
        
        12000000.00000000
        OU
        Notional Amount
        USD
        -3231800.00000000
        -0.29336749299
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities, LLC
              ZBUT11V806EZRVTWT807
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1420253.87000000
            USD
            12000000.00000000
            USD
            -1811546.13000000
          
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAQ0
        
          
        
        152000.00000000
        PA
        USD
        158980.18000000
        0.014431467554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Core & Main LP
        549300ZSLF8Q660SCD17
        Core & Main LP Initial Term Loan
        000000000
        
          
        
        194819.31000000
        PA
        USD
        193884.18000000
        0.017599887312
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-01
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAE3
        
          
        
        218000.00000000
        PA
        USD
        223793.41000000
        0.020314905513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
        
        2125000.00000000
        PA
        USD
        2092194.65000000
        0.189919518324
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2007-7T2
        02147BAC9
        
          
        
        2219631.09000000
        PA
        USD
        727769.98000000
        0.066063510893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.70900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -106.18000000
        -0.00000963851
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            123549.47000000
            ZAR
            8260.58000000
            USD
            2021-04-08
            -106.18000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCB8
        
          
        
        1092209.23000000
        PA
        USD
        1150510.81000000
        0.104437920659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          6.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATD New Holdings Inc
        5493001F45YR8KICVO87
        ATD New Holdings Inc
        04683P100
        
          
        
        20185.00000000
        NS
        USD
        676197.50000000
        0.061382005489
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI
        000000000
        
          
        
        1010000.00000000
        PA
        USD
        997375.00000000
        0.090536977325
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-11-15
          Fixed
          7.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0PR4
        
          
        
        978247.00000000
        PA
        USD
        1049325.45000000
        0.095252793055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          5.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
        
        229000.00000000
        PA
        USD
        241352.50000000
        0.021908836515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2021-04-28
      AllianceBernstein Global High Income Fund, Inc.
      Joseph Mantineo
      Joseph Mantineo
      Treasurer and Chief Financial Officer

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