Form NPORT-P AMERICAN FUNDS STRATEGIC For: Dec 31

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February 25, 2022 12:01 PM EST 

  
    NPORT-P
    false
    
      
      
        
          0001655146
          XXXXXXXX
        
      
      
      
      
        S000052313
        C000164464
        C000189484
        C000164460
        C000164465
        C000164466
        C000189485
        C000164475
        C000164459
        C000164468
        C000164472
        C000164467
        C000164461
        C000164473
        C000164476
        C000164471
        C000164470
        C000224627
        C000164462
        C000164463
        C000224628
        C000179994
      
      
      
    
  
  
    
      American Funds Strategic Bond Fund
      811-23101
      0001655146
      549300WL12I3ETOMST62
      6455 Irvine Center Drive
      Irvine
      
      92618
      9499755000
      American Funds Strategic Bond Fund
      S000052313
      549300WL12I3ETOMST62
      2021-12-31
      2021-12-31
      N
    
    
      13156187942.840000000000
      2964772017.050000000000
      10191415925.790000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      5501977.350000000000
      
        
          SEK
          
          
        
        
          USD
          
          
        
        
          MXN
          
          
        
        
          NZD
          
          
        
        
          EUR
          
          
        
        
          CNY
          
          
        
        
          GBP
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        EQM MIDSTREAM PARTNERS LP
        549300NELT611CL6XM83
        EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 4.75% 01-15-31
        26885BAL4
        
          
          
        
        2850000.000000000000
        PA
        USD
        3018392.250000000000
        0.0296170058
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE LTD
        98450044QACBL3F8EB03
        ENERGEAN ISRAEL FINANCE 144A LIFE/REG S SEC 4.5% 03-30-24
        N/A
        
          
          
        
        2395000.000000000000
        PA
        USD
        2412962.500000000000
        0.0236764206
        Long
        DBT
        CORP
        IL
        
        Y
        
        2
        
          2024-03-30
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE LTD
        98450044QACBL3F8EB03
        ENERGEAN ISRAEL FINANCE 144A LIFE/REG S SEC 5.875% 03-30-31
        N/A
        
          
          
        
        2765000.000000000000
        PA
        USD
        2722474.300000000000
        0.0267134059
        Long
        DBT
        CORP
        IL
        
        Y
        
        2
        
          2031-03-30
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUXEMBOURG FINANCE COMPANY I SARL
        222100B15VY0VVCTG251
        ENDO LUX FIN CO I SARL 144A LIFE 1ST LIEN 6.125% 04-01-29
        29280BAA3
        
          
          
        
        2725000.000000000000
        PA
        USD
        2675881.880000000000
        0.0262562327
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2029-04-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-49/02-15-28
        29273VAJ9
        
          
          
        
        2700000.000000000000
        PA
        USD
        2568159.000000000000
        0.0251992365
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-31
          Variable
          6.6250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 2.0% 05-15-28
        29444UBR6
        
          
          
        
        4765000.000000000000
        PA
        USD
        4680426.020000000000
        0.0459251791
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 2.5% 05-15-31
        29444UBS4
        
          
          
        
        8771000.000000000000
        PA
        USD
        8774561.030000000000
        0.0860975658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 3.4% 02-15-52
        29444UBT2
        
          
          
        
        4370000.000000000000
        PA
        USD
        4466380.350000000000
        0.0438249246
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT 144A LIFE SR UNSEC 3.625% 05-15-31
        26884LAN9
        
          
          
        
        3015000.000000000000
        PA
        USD
        3132750.830000000000
        0.0307391127
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-05-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-49/11-15-26
        29273VAN0
        
          
          
        
        2848000.000000000000
        PA
        USD
        2904960.000000000000
        0.0285039883
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-31
          Variable
          6.5000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC SR UNSEC 3.4% 08-01-51
        29250NBE4
        
          
          
        
        2564000.000000000000
        PA
        USD
        2605334.240000000000
        0.0255640066
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2051-08-01
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERI HOLDINGS INC
        5299006DK5S7BG10K532
        EVERI HOLDINGS 144A LIFE SR UNSEC 5.0% 07-15-29
        30034TAA1
        
          
          
        
        9000000.000000000000
        PA
        USD
        9104805.000000000000
        0.0893379788
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL JR SUB PRP (H) 5.0% 12-31-49
        281020AT4
        
          
          
        
        10000000.000000000000
        PA
        USD
        10243000.000000000000
        0.1005061522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-31
          Variable
          5.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27
        337932AH0
        
          
          
        
        5083000.000000000000
        PA
        USD
        5478701.380000000000
        0.0537580001
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Variable
          4.4000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FXI HOLDINGS INC
        549300VLKCUZW3MSVS50
        FXI HOLDINGS 144A LIFE SEC 7.875% 11-01-24
        36120RAA7
        
          
          
        
        2000000.000000000000
        PA
        USD
        2039880.000000000000
        0.0200156682
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-11-01
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM 144A LIFE SR UNSEC 6.5% 03-01-24
        335934AP0
        
          
          
        
        2850000.000000000000
        PA
        USD
        2888760.000000000000
        0.0283450310
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2024-03-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM 144A LIFE SR UNSEC 6.875% 03-01-26
        335934AR6
        
          
          
        
        800000.000000000000
        PA
        USD
        831936.000000000000
        0.0081631052
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS ENERGY AND POWER FUND
        54930004XHN0QROEGZ58
        FS ENERGY AND POWER FUND 144A LIFE 1ST LIEN 7.5% 08-15-23
        30264DAA7
        
          
          
        
        4098000.000000000000
        PA
        USD
        4277779.260000000000
        0.0419743369
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-08-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F-BRASILE SPA / F-BRASILE US LLC
        N/A
        F-BRASILE SPA SEC 144A LIFE 7.375% 08-15-26
        30191BAB7
        
          
          
        
        526000.000000000000
        PA
        USD
        523917.040000000000
        0.0051407679
        Long
        DBT
        CORP
        IT
        
        Y
        
        2
        
          2026-08-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FXI HOLDINGS INC
        549300VLKCUZW3MSVS50
        FXI HOLDINGS 144A LIFE SEC 12.25% 11-15-26
        35166FAA0
        
          
          
        
        3781000.000000000000
        PA
        USD
        4258540.300000000000
        0.0417855608
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-11-15
          Fixed
          12.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30
        337932AL1
        
          
          
        
        3712000.000000000000
        PA
        USD
        3674880.000000000000
        0.0360585813
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM 144A LIFE SR UNSEC 6.875% 10-15-27
        335934AT2
        
          
          
        
        6500000.000000000000
        PA
        USD
        7002742.500000000000
        0.0687121647
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CR SR UNSEC 4.0% 11-13-30
        345397B36
        
          
          
        
        5725000.000000000000
        PA
        USD
        6168859.250000000000
        0.0605299528
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-13
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS CORP
        549300ZCZ76HYCS0H445
        FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 5.0% 05-01-28
        35906ABF4
        
          
          
        
        5125000.000000000000
        PA
        USD
        5288026.250000000000
        0.0518870615
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        PGE CORP SR UNSEC 1ST LIEN 5.0% 07-01-28
        69331CAH1
        
          
          
        
        1995000.000000000000
        PA
        USD
        2101892.100000000000
        0.0206241421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULL HOUSE RESORTS INC
        5493009DKIWW0H901Y82
        FULL HOUSE RESORTS INC 144A LIFE SEC 8.25% 02-15-28
        359678AC3
        
          
          
        
        1835000.000000000000
        PA
        USD
        1929355.700000000000
        0.0189311840
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SERV SR UNSEC 3.1% 03-01-41
        31620MBU9
        
          
          
        
        1446000.000000000000
        PA
        USD
        1462751.910000000000
        0.0143527840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-03-01
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        PG&E CORP SR UNSEC 1ST LIEN 5.25% 07-01-30
        69331CAJ7
        
          
          
        
        1485000.000000000000
        PA
        USD
        1559985.080000000000
        0.0153068533
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC SEC 4.55% 07-01-30
        694308JM0
        
          
          
        
        3145000.000000000000
        PA
        USD
        3403603.920000000000
        0.0333967718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIBRA SOMA
        N/A
        FIBRA SOMA 144A LIFE SR UNSEC 4.375% 07-22-31
        171653AA6
        
          
          
        
        7079000.000000000000
        PA
        USD
        6793610.120000000000
        0.0666601203
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2031-07-22
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CR SR UNSEC 2.7% 08-10-26
        345397B77
        
          
          
        
        6995000.000000000000
        PA
        USD
        7064950.000000000000
        0.0693225559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-10
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29
        38141GWV2
        
          
          
        
        1070000.000000000000
        PA
        USD
        1164836.240000000000
        0.0114295820
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-23
          Variable
          3.8140000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP
        2549005PXW31DRW8EC44
        GLP CAPITAL SR UNSEC 4.0% 01-15-30
        361841AP4
        
          
          
        
        2000000.000000000000
        PA
        USD
        2118962.000000000000
        0.0207916350
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC SR UNSEC 4.65% 08-01-28
        694308JC2
        
          
          
        
        141000.000000000000
        PA
        USD
        153929.280000000000
        0.0015103817
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC SEC 3.15% 01-01-26
        694308JP3
        
          
          
        
        104000.000000000000
        PA
        USD
        106404.060000000000
        0.0010440557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-01
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL SC FINANCE SRL SEACO_19-1A
        N/A
        SEACO 19-1A B 144A 4.81% 09-17-39
        37891TAB6
        
          
          
        
        2020166.680000000000
        PA
        USD
        2157748.110000000000
        0.0211722113
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2039-09-17
          Fixed
          4.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP SR UNSEC 2.6% 02-07-30
        38141GXG4
        
          
          
        
        7915000.000000000000
        PA
        USD
        8055712.870000000000
        0.0790440988
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-07
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27
        37045VAU4
        
          
          
        
        1882000.000000000000
        PA
        USD
        2311709.530000000000
        0.0226829083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          6.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        5493008HF9XC5H29ZX61
        GFL ENVIRONMENTAL 144A LIFE SEC 3.75% 08-01-25
        36168QAK0
        
          
          
        
        7700000.000000000000
        PA
        USD
        7786548.000000000000
        0.0764030048
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-08-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        GRAY OAK PIPELINE 144A LIFE SR UNSEC 2.6% 10-15-25
        38937LAC5
        
          
          
        
        4442000.000000000000
        PA
        USD
        4451790.170000000000
        0.0436817632
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-15
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        GUARA NORTE SARL 144A LIFE SEC SF 5.198% 06-15-34
        400666AA1
        
          
          
        
        10174962.160000000000
        PA
        USD
        10011654.020000000000
        0.0982361440
        Long
        DBT
        CORP
        BR
        
        Y
        
        2
        
          2034-06-15
          Fixed
          5.198000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP SR UNSEC 2.615% 04-22-32/31
        38141GYB4
        
          
          
        
        17185000.000000000000
        PA
        USD
        17326552.850000000000
        0.1700112426
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-22
          Variable
          2.6150000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP SR UNSEC 3.21% 04-22-42/41
        38141GYC2
        
          
          
        
        8858000.000000000000
        PA
        USD
        9203559.440000000000
        0.0903069751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-04-22
          Variable
          3.2100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS SR UNSEC 2.25% 06-01-31
        369550BP2
        
          
          
        
        8576000.000000000000
        PA
        USD
        8731045.500000000000
        0.0856705836
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AXO SAPI DE CV
        4469000001BNKIG58H20
        GRUPO AXO SAPI DE CV 144A LIFE SR SUB 5.75% 06-08-26
        40054MAA0
        
          
          
        
        4450000.000000000000
        PA
        USD
        4471271.000000000000
        0.0438729126
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2026-06-08
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCE SR UNSEC 1.9% 08-15-30
        723787AQ0
        
          
          
        
        6555000.000000000000
        PA
        USD
        6233077.400000000000
        0.0611600728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM GENERAL PURCHASER 144A LIFE SEC 9.5% 10-01-28
        69356MAA4
        
          
          
        
        9000000.000000000000
        PA
        USD
        9131265.000000000000
        0.0895976091
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          9.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP SR UNSEC 2.65% 10-21-32/31
        38141GYN8
        
          
          
        
        40000000.000000000000
        PA
        USD
        40290360.000000000000
        0.3953362349
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-10-21
          Variable
          2.6500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP SR UNSEC 1.948% 10-21-27/26
        38141GYM0
        
          
          
        
        9340000.000000000000
        PA
        USD
        9303163.040000000000
        0.0912843035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-21
          Variable
          1.9480000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY ESCROW II INC
        N/A
        GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31
        389286AA3
        
          
          
        
        2650000.000000000000
        PA
        USD
        2730944.250000000000
        0.0267965145
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC SR UNSEC 2.9% 11-15-31
        37940XAH5
        
          
          
        
        10000000.000000000000
        PA
        USD
        10153830.000000000000
        0.0996312002
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTERNATIONAL
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTL INC SR UNSEC 1.75% 11-01-30
        718172CS6
        
          
          
        
        6736000.000000000000
        PA
        USD
        6416107.360000000000
        0.0629559956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-01
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        PARTY CITY HOLDINGS 144A LIFE 1ST LIEN 8.75% 02-15-26
        702150AG8
        
          
          
        
        6210000.000000000000
        PA
        USD
        6418283.400000000000
        0.0629773473
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CANYON UNIVERSITY
        N/A
        GRAND CANYON UNIV UNSEC SF 3.25% 10-01-23
        38528UAB2
        
          
          
        
        5500000.000000000000
        PA
        USD
        5528490.000000000000
        0.0542465349
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CANYON UNIVERSITY
        N/A
        GRAND CANYON UNIV UNSEC SF 5.125% 10-01-28
        38528UAE6
        
          
          
        
        7000000.000000000000
        PA
        USD
        7205135.000000000000
        0.0706980762
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CANYON UNIVERSITY
        N/A
        GRAND CANYON UNIV UNSEC SF 4.375% 10-01-26
        38528UAD8
        
          
          
        
        10000000.000000000000
        PA
        USD
        10074960.000000000000
        0.0988573136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II CO LTD
        549300BHVD63HE2GHX17
        HUARONG FINANCE II REG S SR UNSEC 5.5% 01-16-25
        N/A
        
          
          
        
        3056000.000000000000
        PA
        USD
        3212620.000000000000
        0.0315228033
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2025-01-16
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC 144A LIFE SR UNSEC 4.5% 09-15-31
        737446AR5
        
          
          
        
        10920000.000000000000
        PA
        USD
        10855790.400000000000
        0.1065189614
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS ELECTRIC 1ST LIEN 3.25% 06-01-31
        694308JT5
        
          
          
        
        28176000.000000000000
        PA
        USD
        28298565.600000000000
        0.2776705985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II CO LTD
        549300BHVD63HE2GHX17
        HUARONG FINANCE II REG S SR UNSEC 5.0% 11-19-25
        N/A
        
          
          
        
        2702000.000000000000
        PA
        USD
        2813457.500000000000
        0.0276061493
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2025-11-19
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II CO LTD
        549300BHVD63HE2GHX17
        HUARONG FINANCE II REG S SR UNSEC 4.625% 06-03-26
        N/A
        
          
          
        
        1072000.000000000000
        PA
        USD
        1108040.640000000000
        0.0108722934
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2026-06-03
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE SR UNSEC 2.3% 05-01-31
        74460WAE7
        
          
          
        
        6603000.000000000000
        PA
        USD
        6670396.820000000000
        0.0654511293
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE SR UNSEC 1.85% 05-01-28
        74460WAD9
        
          
          
        
        7071000.000000000000
        PA
        USD
        7061977.400000000000
        0.0692933882
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS ELECTRIC 1ST LIEN 3.0% 06-15-28
        694308JW8
        
          
          
        
        11450000.000000000000
        PA
        USD
        11541829.000000000000
        0.1132504952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRORIO LUXEMBOURG SARL
        222100466T5WZDU1B498
        PETRORIO LUXEMBOURG 144A LIFE SEC 6.125% 06-09-26
        71677WAA0
        
          
          
        
        6090000.000000000000
        PA
        USD
        6115821.600000000000
        0.0600095379
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-06-09
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II CO LTD
        549300BHVD63HE2GHX17
        HUARONG FINANCE II REG S SR UNSEC 4.875% 11-22-26
        N/A
        
          
          
        
        476000.000000000000
        PA
        USD
        494568.760000000000
        0.0048527973
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2026-11-22
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO LTD
        5493006V07LYI3HE6G83
        HUARONG FINANCE 2017 REG S SR UNSEC 4.75% 04-27-27
        N/A
        
          
          
        
        2024000.000000000000
        PA
        USD
        2092310.000000000000
        0.0205301208
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2027-04-27
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SUB LLC
        549300KRDMIL2NJVZ267
        PREMIER ENTERTAINMENT SR UNSEC 144A LIFE 5.625% 09-01-29
        74052HAA2
        
          
          
        
        15000000.000000000000
        PA
        USD
        14903925.000000000000
        0.1462399838
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-09-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SUB LLC
        549300KRDMIL2NJVZ267
        PREMIER ENTERTAINMENT SR UNSEC 144A LIFE 5.875% 09-01-31
        74052HAB0
        
          
          
        
        15000000.000000000000
        PA
        USD
        15075000.000000000000
        0.1479186024
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-09-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO LTD
        5493006V07LYI3HE6G83
        HUARONG FINANCE 2017 REG S SR UNSEC FRN (L+185) 04-27-22
        N/A
        
          
          
        
        1046000.000000000000
        PA
        USD
        1044117.200000000000
        0.0102450651
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2022-04-27
          Variable
          1.9845000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO LTD
        5493006V07LYI3HE6G83
        HUARONG FINANCE 2017 REG S SR UNSEC FRN (L+115) 11-07-22
        N/A
        
          
          
        
        433000.000000000000
        PA
        USD
        426505.000000000000
        0.0041849435
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2022-11-07
          Variable
          1.2943800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC SR UNSEC 2.95% 06-15-29
        437076BY7
        
          
          
        
        1435000.000000000000
        PA
        USD
        1530176.380000000000
        0.0150143649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC SEC 5.25% 06-15-49
        404119BZ1
        
          
          
        
        2300000.000000000000
        PA
        USD
        2959506.600000000000
        0.0290392093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR PETROLEUM
        254900QTESJKJ3P87J26
        QATAR PETROLEUM 144A LIFE SR UNSEC 3.3% 07-12-51
        74730DAD5
        
          
          
        
        5855000.000000000000
        PA
        USD
        6048373.090000000000
        0.0593477210
        Long
        DBT
        CORP
        QA
        
        Y
        
        2
        
          2051-07-12
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45
        761713BB1
        
          
          
        
        105000.000000000000
        PA
        USD
        127856.190000000000
        0.0012545479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28
        75041VAA2
        
          
          
        
        665000.000000000000
        PA
        USD
        699270.780000000000
        0.0068613702
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-01
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC UNLIMITED LIABILITY CO / NEW RED FINANCE INC
        N/A
        BURGER KING 144A LIFE 1ST LIEN 5.75% 04-15-25
        68245XAK5
        
          
          
        
        3200000.000000000000
        PA
        USD
        3323792.000000000000
        0.0326136429
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN 144A 1ST LIEN 10.875% 06-01-23
        780153AY8
        
          
          
        
        4955000.000000000000
        PA
        USD
        5419630.350000000000
        0.0531783845
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-01
          Fixed
          10.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RATTLER MIDSTREAM LP
        549300I45NRVEEN9M219
        RATTLER MIDSTREAM PARTNERS 144A LIFE SR UNSEC 5.625% 07-15-25
        75419TAA1
        
          
          
        
        1165000.000000000000
        PA
        USD
        1212765.000000000000
        0.0118998676
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        HEXION 144A LIFE SR UNSEC 7.875% 07-15-27
        42829LAF1
        
          
          
        
        5629000.000000000000
        PA
        USD
        5944224.000000000000
        0.0583257915
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC SR UNSEC 3.5% 09-01-30
        404119CA5
        
          
          
        
        3300000.000000000000
        PA
        USD
        3494287.500000000000
        0.0342865753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP/THE
        549300BVHY25JZC1KI49
        HOWARD HUGHES 144A LIFE SR UNSEC 5.375% 08-01-28
        44267DAD9
        
          
          
        
        3900000.000000000000
        PA
        USD
        4159194.000000000000
        0.0408107571
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING COMPANY INC
        5493003EG7H0N1E4XV50
        HILTON ESCROW 144A LIFE SR UNSEC 4.0% 05-01-31
        432833AL5
        
          
          
        
        4485000.000000000000
        PA
        USD
        4592998.800000000000
        0.0450673276
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC SR UNSEC 1.75% 02-15-31
        776743AL0
        
          
          
        
        23000000.000000000000
        PA
        USD
        21625244.000000000000
        0.2121907707
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27
        77578JAC2
        
          
          
        
        10265000.000000000000
        PA
        USD
        11362328.500000000000
        0.1114892041
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-10-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        RANGE RESOURCES CORP SR UNSEC 9.25% 02-01-26
        75281ABG3
        
          
          
        
        4000000.000000000000
        PA
        USD
        4316252.000000000000
        0.0423518384
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN 144A LIFE SR UNSEC 5.5% 04-01-28
        780153BG6
        
          
          
        
        5000000.000000000000
        PA
        USD
        5066400.000000000000
        0.0497124250
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I LP
        N/A
        HILCORP ENERGY 144A LIFE SR UNSEC 5.75% 02-01-29
        431318AU8
        
          
          
        
        1285000.000000000000
        PA
        USD
        1326280.630000000000
        0.0130137033
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I LP
        N/A
        HILCORP ENERGY 144A LIFE SR UNSEC 6.0% 02-01-31
        431318AV6
        
          
          
        
        865000.000000000000
        PA
        USD
        896356.250000000000
        0.0087952082
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN 144A LIFE SR UNSEC 4.25% 07-01-26
        780153BH4
        
          
          
        
        11500000.000000000000
        PA
        USD
        11151435.000000000000
        0.1094198793
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIO TINTO FINANCE (USA) LTD
        213800RX94ZKEZXPKH58
        RIO TINTO FINANCE SR UNSEC 2.75% 11-02-51
        767201AT3
        
          
          
        
        5512000.000000000000
        PA
        USD
        5474920.780000000000
        0.0537209041
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2051-11-02
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP/THE
        549300BVHY25JZC1KI49
        HOWARD HUGHES 144A LIFE SR UNSEC 4.375% 02-01-31
        44267DAF4
        
          
          
        
        4025000.000000000000
        PA
        USD
        4071207.000000000000
        0.0399474129
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHTOWER HOLDING LLC
        N/A
        HIGHTOWER HOLDING 144A LIFE SR UNSEC 6.75% 04-15-29
        43118DAA8
        
          
          
        
        3380000.000000000000
        PA
        USD
        3476684.900000000000
        0.0341138555
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS BORROWER LLC
        254900HF0EZ734FDVY79
        HILTON GRAND VACATIONS 144 LIFE SR UNSEC 5.0% 06-01-29
        43284MAA6
        
          
          
        
        10865000.000000000000
        PA
        USD
        11153520.080000000000
        0.1094403384
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC SR UNSEC 2.251% 11-22-27/26
        404280CX5
        
          
          
        
        20000000.000000000000
        PA
        USD
        20053420.000000000000
        0.1967677519
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-11-22
          Variable
          2.2510000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        ROCHE HLDGS 144A LIFE SR UNSEC 1.93% 12-13-28
        771196BW1
        
          
          
        
        25000000.000000000000
        PA
        USD
        25169575.000000000000
        0.2469683819
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-13
          Fixed
          1.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        ROCHE HLDGS 144A LIFE SR UNSEC 2.076% 12-13-31
        771196BX9
        
          
          
        
        21743000.000000000000
        PA
        USD
        21697252.730000000000
        0.2128973333
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-12-13
          Fixed
          2.076000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB INTERNATIONAL 144A LIFE SEC 5.625% 12-01-29
        44332PAG6
        
          
          
        
        8630000.000000000000
        PA
        USD
        8904002.500000000000
        0.0873676687
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-12-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BUSINESS MACHINES CORP
        VGRQXHF3J8VDLUA7XE92
        IBM CORP SR UNSEC 2.95% 05-15-50
        459200KL4
        
          
          
        
        2830000.000000000000
        PA
        USD
        2771495.410000000000
        0.0271944098
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        ROCHE HLDGS 144A LIFE SR UNSEC 2.607% 12-13-51
        771196BY7
        
          
          
        
        9473000.000000000000
        PA
        USD
        9320844.670000000000
        0.0914577988
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2051-12-13
          Fixed
          2.607000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 3.6% 02-01-45
        842400GE7
        
          
          
        
        1009000.000000000000
        PA
        USD
        1036051.290000000000
        0.0101659210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-02-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORPORATION
        549300L17W0GQBR1PO80
        SPRINT SR UNSEC 6.875% 11-15-28
        852060AD4
        
          
          
        
        2100000.000000000000
        PA
        USD
        2660028.000000000000
        0.0261006716
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS LLC/SALLY CAPITAL INC
        N/A
        SALLY BEAUTY SUPPLY SR UNSEC 5.625% 12-01-25
        79546VAL0
        
          
          
        
        5600000.000000000000
        PA
        USD
        5729500.000000000000
        0.0562188811
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECHNOLOGY PLC
        549300UQ6KHRCZDRGZ76
        INTL GAME TECH 144A LIFE 1ST LIEN 5.25% 01-15-29
        460599AE3
        
          
          
        
        5600000.000000000000
        PA
        USD
        5942412.000000000000
        0.0583080118
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2029-01-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28
        46284VAG6
        
          
          
        
        4000000.000000000000
        PA
        USD
        4116020.000000000000
        0.0403871261
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORPORATION
        549300L17W0GQBR1PO80
        SPRINT CAPITAL SR UNSEC 8.75% 03-15-32
        852060AT9
        
          
          
        
        12000000.000000000000
        PA
        USD
        18020160.000000000000
        0.1768170403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-03-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LOGISTICS PARTNERS OPERATIONS LP
        5493006LL0CKP8WQW329
        SUNOCO LOGISTICS PARTNER SR UNSEC 5.4% 10-01-47
        86765BAV1
        
          
          
        
        1090000.000000000000
        PA
        USD
        1281943.550000000000
        0.0125786599
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31
        46284VAN1
        
          
          
        
        2495000.000000000000
        PA
        USD
        2526187.500000000000
        0.0247874046
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE INC
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE SR UNSEC 2.65% 09-15-40
        45866FAP9
        
          
          
        
        5700000.000000000000
        PA
        USD
        5524528.350000000000
        0.0542076625
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INRETAIL CONSUMER
        N/A
        INRETAIL CONSUMER REG S SEC 3.25% 03-22-28
        N/A
        
          
          
        
        300000.000000000000
        PA
        USD
        297433.500000000000
        0.0029184708
        Long
        DBT
        CORP
        PE
        
        Y
        
        2
        
          2028-03-22
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC
        N/A
        IRON MOUNTAIN INFORMATION MGMT 144A LIFE SR UNSEC 5.0% 07-15-32
        46285MAA8
        
          
          
        
        9875000.000000000000
        PA
        USD
        10126170.630000000000
        0.0993598015
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS INVESTMENTS II GMBH
        529900V1Q46CPWIWT649
        JBS INVESTMENTS 144A LIFE SR UNSEC 5.75% 01-15-28
        46650CAB5
        
          
          
        
        2901000.000000000000
        PA
        USD
        3028687.520000000000
        0.0297180249
        Long
        DBT
        CORP
        AT
        
        Y
        
        2
        
          2028-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 2.005% 03-13-26
        46647PBH8
        
          
          
        
        10000000.000000000000
        PA
        USD
        10125310.000000000000
        0.0993513568
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-13
          Variable
          2.0050000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 2.522% 04-22-31
        46647PBL9
        
          
          
        
        3816000.000000000000
        PA
        USD
        3861086.040000000000
        0.0378856684
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-22
          Variable
          2.5220000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 3.109% 04-22-51
        46647PBN5
        
          
          
        
        3600000.000000000000
        PA
        USD
        3729560.400000000000
        0.0365951152
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-22
          Variable
          3.1090000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        SANDS CHINA SR UNSEC 5.4% 08-08-28
        80007RAE5
        
          
          
        
        3250000.000000000000
        PA
        USD
        3503451.250000000000
        0.0343764917
        Long
        DBT
        CORP
        MO
        
        N
        
        2
        
          2028-08-08
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP (THE)
        RI37BMPWE56BCJ747E14
        DUN & BRADSTREET SUB 144A LIFE 1ST LIEN 6.875% 08-15-26
        26483EAJ9
        
          
          
        
        865000.000000000000
        PA
        USD
        900534.200000000000
        0.0088362030
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-08-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 1.953% 02-04-32/31
        46647PBX3
        
          
          
        
        9675000.000000000000
        PA
        USD
        9328412.480000000000
        0.0915320555
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-04
          Variable
          1.9530000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 2.58% 04-22-32/31
        46647PCC8
        
          
          
        
        9139000.000000000000
        PA
        USD
        9266196.600000000000
        0.0909215821
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-22
          Variable
          2.5800000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIONAL INC
        RLTHESQ0RNFQJWPBJN60
        SCIENTIFIC GAMES 144A LIFE SR UNSEC 8.25% 03-15-26
        80874YBA7
        
          
          
        
        4045000.000000000000
        PA
        USD
        4262519.880000000000
        0.0418246092
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON SEC 2.85% 08-01-29
        842400GS6
        
          
          
        
        1100000.000000000000
        PA
        USD
        1139029.100000000000
        0.0111763577
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-01
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AG
        N/A
        EURO-BUND 10YR FUT RXH2 03-08-22
        N/A
        
          
          
          
        
        1795.000000000000
        NC
        
        -6827202.230000000000
        -0.0669897321
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Eurex Clearing
              N/A
            
            Long
            
              
                EUREX CLEARING AG
                EURO-BUND 10YR FUT RXH2 03-08-22
                
                  
                
              
            
            2022-03-08
            350213019.040000000000
            EUR
            -6827202.230000000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AG
        N/A
        EURO-BUXL 30YR FUT UBH2 03-08-22
        N/A
        
          
          
          
        
        1103.000000000000
        NC
        
        -13826932.720000000000
        -0.1356723425
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Eurex Clearing
              N/A
            
            Long
            
              
                EUREX CLEARING AG
                EURO-BUXL 30YR FUT UBH2 03-08-22
                
                  
                
              
            
            2022-03-08
            259616960.780000000000
            EUR
            -13826932.720000000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AG
        N/A
        ITA GB 10YR FUT IKH2 03-08-22
        N/A
        
          
          
          
        
        1417.000000000000
        NC
        
        4088162.920000000000
        0.0401137874
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Eurex Clearing
              N/A
            
            Short
            
              
                EUREX CLEARING AG
                ITA GB 10YR FUT IKH2 03-08-22
                
                  
                
              
            
            2022-03-08
            -237164545.240000000000
            EUR
            4088162.920000000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA GAS COMPANY
        XY0N0J73VHV5F4CUJV89
        SO CAL GAS SEC 2.55% 02-01-30
        842434CU4
        
          
          
        
        875000.000000000000
        PA
        USD
        898142.880000000000
        0.0088127389
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON SEC 3.65% 02-01-50
        842400GT4
        
          
          
        
        930000.000000000000
        PA
        USD
        986568.180000000000
        0.0096803838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        JAZZ SECURITIES DAC SEC 4.375% 01-15-29
        47216FAA5
        
          
          
        
        2990000.000000000000
        PA
        USD
        3101138.300000000000
        0.0304289249
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JP MORGAN CHASE SR UNSEC 2.545% 11-08-32/31
        46647PCR5
        
          
          
        
        15040000.000000000000
        PA
        USD
        15141339.520000000000
        0.1485695376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-08
          Variable
          2.5450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS LLC/SALLY CAPITAL INC
        N/A
        SALLY BEAUTY SUPPLY 144A 2ND LIEN 8.75% 04-30-25
        79546VAM8
        
          
          
        
        3195000.000000000000
        PA
        USD
        3405870.000000000000
        0.0334190070
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-30
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        SERVICENOW SR UNSEC 1.4% 09-01-30
        81762PAE2
        
          
          
        
        3410000.000000000000
        PA
        USD
        3177966.550000000000
        0.0311827775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 10YR FUT TYH2 03-22-22
        N/A
        
          
          
        
        2925.000000000000
        NC
        USD
        -255818.870000000000
        -0.0025101406
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 10YR FUT TYH2 03-22-22
                
                  
                
              
            
            2022-03-22
            -381621093.750000000000
            USD
            -255818.870000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 10YR FUT ULTRA UXYH2 03-22-22
        N/A
        
          
          
        
        5417.000000000000
        NC
        USD
        -13565777.730000000000
        -0.1331098429
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 10YR FUT ULTRA UXYH2 03-22-22
                
                  
                
              
            
            2022-03-22
            -793251937.500000000000
            USD
            -13565777.730000000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY COMPANY
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY SR UNSEC 8.375% 09-15-28
        845467AP4
        
          
          
        
        1035000.000000000000
        PA
        USD
        1156747.050000000000
        0.0113502094
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SKYMILES IP 144A LIFE SEC SF 4.5% 10-20-25
        830867AA5
        
          
          
        
        4500000.000000000000
        PA
        USD
        4732344.000000000000
        0.0464346077
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-10-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SKYMILES IP 144A LIFE SEC SF 4.75% 10-20-28
        830867AB3
        
          
          
        
        2760000.000000000000
        PA
        USD
        3016078.320000000000
        0.0295943011
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-10-20
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO GAS & ELECTRIC CO
        KNIRVXKVNJJ4P8OTMS63
        SAN DIEGO GAS & ELECTRIC SEC 1.7% 10-01-30
        797440BZ6
        
          
          
        
        4575000.000000000000
        PA
        USD
        4382973.530000000000
        0.0430065220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 20YR FUT USH2 03-22-22
        N/A
        
          
          
        
        1649.000000000000
        NC
        USD
        -3710012.530000000000
        -0.0364033080
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 20YR FUT USH2 03-22-22
                
                  
                
              
            
            2022-03-22
            -264561437.500000000000
            USD
            -3710012.530000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 30YR FUT ULTRA WNH2 03-22-22
        N/A
        
          
          
        
        5630.000000000000
        NC
        USD
        -23985981.550000000000
        -0.2353547507
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 30YR FUT ULTRA WNH2 03-22-22
                
                  
                
              
            
            2022-03-22
            -1109813750.000000000000
            USD
            -23985981.550000000000
          
        
        
          N
          N
          N
        
      
      
        SUTTER HEALTH
        549300MJCC12LU768G81
        SUTTER HEALTH UNSEC 1.321% 08-15-25
        86944BAF0
        
          
          
        
        6000000.000000000000
        PA
        USD
        5951760.000000000000
        0.0583997360
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          1.321000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK HYNIX 144A LIFE SR UNSEC 1.5% 01-19-26
        78392BAB3
        
          
          
        
        5841000.000000000000
        PA
        USD
        5719770.050000000000
        0.0561234091
        Long
        DBT
        CORP
        KR
        
        Y
        
        2
        
          2026-01-19
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HJ HEINZ CO
        5493003STKEZ2S0RNU91
        KRAFT FOODS GROUP INC SR UNSEC 3.0% 06-01-26
        50077LAD8
        
          
          
        
        2567000.000000000000
        PA
        USD
        2687738.850000000000
        0.0263725754
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        KINDER MORGAN SR UNSEC 5.2% 03-01-48
        49456BAQ4
        
          
          
        
        1044000.000000000000
        PA
        USD
        1292597.280000000000
        0.0126831962
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK HYNIX 144A LIFE SR UNSEC 2.375% 01-19-31
        78392BAC1
        
          
          
        
        2979000.000000000000
        PA
        USD
        2870498.860000000000
        0.0281658494
        Long
        DBT
        CORP
        KR
        
        Y
        
        2
        
          2031-01-19
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQUEFACTION 1ST LIEN 4.5% 05-15-30
        785592AX4
        
          
          
        
        6020000.000000000000
        PA
        USD
        6796525.820000000000
        0.0666887297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KASIKORNBANK PCL (HONG KONG BRANCH)
        N/A
        KASIKORNBANK PCL HK REG S 3.343% 10-02-31/26
        N/A
        
          
          
        
        5000000.000000000000
        PA
        USD
        5006875.000000000000
        0.0491283550
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2031-10-02
          Variable
          3.3430000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        KINDER MORGAN SR UNSEC 2.0% 02-15-31
        49456BAR2
        
          
          
        
        1573000.000000000000
        PA
        USD
        1498768.560000000000
        0.0147061858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMA HEALTH
        549300N4NP4BSOJ08A82
        SUMMA HEALTH SEC 3.511% 11-15-51
        86564UAA8
        
          
          
        
        9945000.000000000000
        PA
        USD
        10516658.490000000000
        0.1031913383
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-11-15
          Fixed
          3.511000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        SCIH SALT HOLDINGS 144A LIFE SEC 4.875% 05-01-28
        78433BAA6
        
          
          
        
        7835000.000000000000
        PA
        USD
        7533861.780000000000
        0.0739236023
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 2YR FUT TUH2 03-31-22
        N/A
        
          
          
        
        90.000000000000
        NC
        USD
        -9471.100000000000
        -0.0000929321
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 2YR FUT TUH2 03-31-22
                
                  
                
              
            
            2022-03-31
            19635469.200000000000
            USD
            -9471.100000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 5YR FUT FVH2 03-31-22
        N/A
        
          
          
        
        31824.000000000000
        NC
        USD
        -3278592.400000000000
        -0.0321701364
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 5YR FUT FVH2 03-31-22
                
                  
                
              
            
            2022-03-31
            -3849958045.440000000000
            USD
            -3278592.400000000000
          
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION 144A LIFE SEC 4.625% 07-01-28
        78471RAB2
        
          
          
        
        3655000.000000000000
        PA
        USD
        3674298.400000000000
        0.0360528746
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        SIRIUS 144A LIFE SR UNSEC 4.0% 07-15-28
        82967NBJ6
        
          
          
        
        7600000.000000000000
        PA
        USD
        7655632.000000000000
        0.0751184335
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        KINDER MORGAN SR UNSEC 3.25% 08-01-50
        49456BAS0
        
          
          
        
        3345000.000000000000
        PA
        USD
        3210163.050000000000
        0.0314986953
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQUISITION HOLDINGS INC
        N/A
        KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27
        50106GAF9
        
          
          
        
        5000000.000000000000
        PA
        USD
        4720950.000000000000
        0.0463228077
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-31
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY SR UNSEC 6.5% 07-15-28
        78454LAW0
        
          
          
        
        1350000.000000000000
        PA
        USD
        1399167.000000000000
        0.0137288774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA GLOBAL SUKUK LTD
        5493007DFAVKU7UOGR47
        SA GLOBAL SUKUK 144A LIFE SR UNSEC 2.694% 06-17-31
        78397PAD3
        
          
          
        
        9860000.000000000000
        PA
        USD
        9936198.080000000000
        0.0974957567
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-06-17
          Fixed
          2.694000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HJ HEINZ CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO SR UNSEC 3.875% 05-15-27
        50077LBC9
        
          
          
        
        2236000.000000000000
        PA
        USD
        2417840.460000000000
        0.0237242840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HJ HEINZ CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO SR UNSEC 5.5% 06-01-50
        50077LBJ4
        
          
          
        
        1177000.000000000000
        PA
        USD
        1596941.830000000000
        0.0156694795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        KENNEDY WILSON SR UNSEC 4.75% 03-01-29
        489399AL9
        
          
          
        
        2325000.000000000000
        PA
        USD
        2380834.870000000000
        0.0233611785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        KENNEDY WILSON SR UNSEC 5.0% 03-01-31
        489399AM7
        
          
          
        
        2300000.000000000000
        PA
        USD
        2372461.500000000000
        0.0232790175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPERATING LP
        549300PUNBPJCGT6X741
        SUN COMMUNITIES LP SR UNSEC 2.7% 07-15-31
        866677AE7
        
          
          
        
        14919000.000000000000
        PA
        USD
        14813970.240000000000
        0.1453573316
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-07-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP / SUNOCO FINANCE CORP
        N/A
        SUNOCO LP FINANCE CORP SR UNSEC 4.5% 05-15-29
        86765LAT4
        
          
          
        
        2595000.000000000000
        PA
        USD
        2639685.900000000000
        0.0259010712
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET INC
        91D14OD6M4H1RVBN7R43
        GOLDEN NUGGET 144A LIFE SR UNSEC 6.75% 10-15-24
        38113YAE9
        
          
          
        
        5435000.000000000000
        PA
        USD
        5442065.500000000000
        0.0533985222
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-10-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27
        50212YAC8
        
          
          
        
        1505000.000000000000
        PA
        USD
        1559834.680000000000
        0.0153053775
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        LEVEL 3 144A LIFE SR UNSEC 3.875% 11-15-29
        527298BQ5
        
          
          
        
        1200000.000000000000
        PA
        USD
        1222722.000000000000
        0.0119975675
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-11-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
        N/A
        LADDER CAP 144A LIFE SR UNSEC 4.25% 02-01-27
        505742AM8
        
          
          
        
        6000000.000000000000
        PA
        USD
        6046020.000000000000
        0.0593246321
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC
        549300G8ZVHRTBBBSZ90
        LIFEPOINT HEALTH 144A LIFE 1ST LIEN 6.75% 04-15-25
        53219LAT6
        
          
          
        
        2500000.000000000000
        PA
        USD
        2608787.500000000000
        0.0255978906
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III SR UNSEC 4.2% 05-01-50
        50249AAD5
        
          
          
        
        2800000.000000000000
        PA
        USD
        3244925.600000000000
        0.0318397917
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        SIRIUS 144A LIFE SR UNSEC 3.875% 09-01-31
        82967NBM9
        
          
          
        
        10575000.000000000000
        PA
        USD
        10387029.380000000000
        0.1019193943
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-09-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY COMPANY
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY SR UNSEC 5.375% 03-15-30
        845467AS8
        
          
          
        
        8780000.000000000000
        PA
        USD
        9423047.200000000000
        0.0924606283
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        LEVIATHAN BOND 144A LIFE SEC 5.75% 06-30-23
        N/A
        
          
          
        
        3410000.000000000000
        PA
        USD
        3508651.300000000000
        0.0344275155
        Long
        DBT
        CORP
        IL
        
        Y
        
        2
        
          2023-06-30
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        LEVIATHAN BOND 144A LIFE REG S SEC 6.75% 06-30-30
        N/A
        
          
          
        
        3245000.000000000000
        PA
        USD
        3497006.700000000000
        0.0343132566
        Long
        DBT
        CORP
        IL
        
        Y
        
        2
        
          2030-06-30
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FINANCE US INC
        549300QZ0AI8Q7LNON33
        STELLANTIS FINANCE US 144A LIFE SR UNSEC 1.711% 01-29-27
        85855CAA8
        
          
          
        
        18350000.000000000000
        PA
        USD
        18047041.500000000000
        0.1770808064
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-01-29
          Fixed
          1.711000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FINANCE US INC
        549300QZ0AI8Q7LNON33
        STELLANTIS FINANCE US 144A LIFE SR UNSEC 2.691% 09-15-31
        85855CAB6
        
          
          
        
        15100000.000000000000
        PA
        USD
        14865104.400000000000
        0.1458590691
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-09-15
          Fixed
          2.691000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III SR UNSEC 3.625% 04-01-51
        50249AAJ2
        
          
          
        
        8366000.000000000000
        PA
        USD
        8878459.330000000000
        0.0871170345
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        LAMAR MEDIA SR UNSEC 4.875% 01-15-29
        513075BW0
        
          
          
        
        3600000.000000000000
        PA
        USD
        3762630.000000000000
        0.0369196001
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29
        50212YAD6
        
          
          
        
        3900000.000000000000
        PA
        USD
        3999118.500000000000
        0.0392400676
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSB INDUSTRIES INC
        5493001H215A0HG0MI71
        LSB INDUSTRIES 144A LIFE SEC 6.25% 10-15-28
        502160AN4
        
          
          
        
        5440000.000000000000
        PA
        USD
        5665324.800000000000
        0.0555891825
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTERNATIONAL
        54930066VBP7DZEGGJ87
        MGM RESORTS INTL SR UNSEC 6.0% 03-15-23
        552953CC3
        
          
          
        
        1900000.000000000000
        PA
        USD
        1987903.500000000000
        0.0195056655
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON OIL CORP
        1FRVQX2CRLGC1XLP5727
        MARATHON OIL CORP SR UNSEC 4.4% 07-15-27
        565849AP1
        
          
          
        
        1175000.000000000000
        PA
        USD
        1287973.900000000000
        0.0126378308
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        NAVIENT CORP SR UNSEC 5.625% 08-01-33
        78442FAZ1
        
          
          
        
        8350000.000000000000
        PA
        USD
        7965148.500000000000
        0.0781554649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-08-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY COMPANY
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY SR UNSEC 4.75% 02-01-32
        845467AT6
        
          
          
        
        2200000.000000000000
        PA
        USD
        2321088.000000000000
        0.0227749315
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26
        88167AAE1
        
          
          
        
        7300000.000000000000
        PA
        USD
        6873461.000000000000
        0.0674436315
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 4.1% 10-01-46
        88167AAF8
        
          
          
        
        5000000.000000000000
        PA
        USD
        4232825.000000000000
        0.0415332377
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
        N/A
        TARGA RESOURCES SR UNSEC 5.375% 02-01-27
        87612BBE1
        
          
          
        
        5400000.000000000000
        PA
        USD
        5571666.000000000000
        0.0546701856
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEAM HEALTH HOLDINGS INC
        549300PVTQ4UDTTMQT11
        TEAM HEALTH 144A LIFE SR UNSEC 6.375% 02-01-25
        88047PAA2
        
          
          
        
        1475000.000000000000
        PA
        USD
        1389877.750000000000
        0.0136377296
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-02-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS (STATE OF)
        54930048FV8RWPR02D67
        ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23
        452151LE1
        
          
          
        
        682181.810000000000
        PA
        USD
        708385.100000000000
        0.0069508016
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP SR UNSEC 5.5% 02-15-49
        55336VAT7
        
          
          
        
        1750000.000000000000
        PA
        USD
        2240043.750000000000
        0.0219797108
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-02-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP SR UNSEC 3.625% 09-01-49
        58013MFK5
        
          
          
        
        979000.000000000000
        PA
        USD
        1085459.400000000000
        0.0106507222
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)
        254900I3VDCQ58UGBR15
        METRO PIER/EXPO IL SF CAB AGM 0.0% 12-15-56
        592250DD3
        
          
          
        
        13690000.000000000000
        PA
        USD
        5344822.420000000000
        0.0524443557
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2056-12-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)
        254900I3VDCQ58UGBR15
        METRO PIER/EXPO IL SALES TAX 20C 3.955% 12-15-26
        592250DX9
        
          
          
        
        6385000.000000000000
        PA
        USD
        6671322.560000000000
        0.0654602129
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          3.955000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 6.0% 04-15-24
        88167AAL5
        
          
          
        
        5710000.000000000000
        PA
        USD
        5990246.800000000000
        0.0587773754
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28
        88167AAK7
        
          
          
        
        3900000.000000000000
        PA
        USD
        4159408.500000000000
        0.0408128618
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTNERS LP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM SR UNSEC 3.95% 03-01-50
        559080AP1
        
          
          
        
        12500000.000000000000
        PA
        USD
        13276250.000000000000
        0.1302689449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORPORATION SR UNSEC 5.875% 12-01-27
        626717AM4
        
          
          
        
        1965000.000000000000
        PA
        USD
        2031937.730000000000
        0.0199377373
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM 144A LIFE SEC 6.25% 03-15-26
        893647BE6
        
          
          
        
        3000000.000000000000
        PA
        USD
        3121920.000000000000
        0.0306328387
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC
        K5K33XN0PQAU1XF7NN66
        TALEN ENERGY SUPPLY 144A LIFE SEC 7.25% 05-15-27
        87422VAF5
        
          
          
        
        845000.000000000000
        PA
        USD
        748670.000000000000
        0.0073460842
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-05-15
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE LTD
        N/A
        MELCO RESORTS 144A LIFE SR UNSEC 5.375% 12-04-29
        58547DAD1
        
          
          
        
        10460000.000000000000
        PA
        USD
        10162413.000000000000
        0.0997154181
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-12-04
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP SR UNSEC 4.2% 04-01-50
        58013MFR0
        
          
          
        
        2259000.000000000000
        PA
        USD
        2741587.910000000000
        0.0269009520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY
        5493006JS6QWDVU4R678
        NJ EDA LEASE REVENUE TAXABLE NATL 97A SF 7.425% 02-15-29
        645913AA2
        
          
          
        
        987000.000000000000
        PA
        USD
        1242195.760000000000
        0.0121886475
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          7.425000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 01A SF 5.125% 07-01-31
        74514LBM8
        
          
          
        
        130000.000000000000
        PA
        USD
        125775.000000000000
        0.0012341268
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2031-07-01
          Fixed
          5.125000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE 144A 1ST LIEN 5.125% 11-01-27
        88033GDA5
        
          
          
        
        4100000.000000000000
        PA
        USD
        4275439.000000000000
        0.0419513739
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-11-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MTR CREDIT SR UNSEC 3.375% 04-01-30
        89236TGY5
        
          
          
        
        2865000.000000000000
        PA
        USD
        3143005.280000000000
        0.0308397312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL SR UNSEC 5.75% 05-01-25
        571903BD4
        
          
          
        
        129000.000000000000
        PA
        USD
        145315.660000000000
        0.0014258633
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTERNATIONAL
        54930066VBP7DZEGGJ87
        MGM RESORTS INTL SR UNSEC 6.75% 05-01-25
        552953CG4
        
          
          
        
        3500000.000000000000
        PA
        USD
        3661000.000000000000
        0.0359223883
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 12A SF 5.0% 07-01-41 (RSA)
        74514L2F3
        
          
          
        
        12930000.000000000000
        PA
        USD
        11653162.500000000000
        0.1143429194
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2041-07-01
          Fixed
          5.000000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO PUB IMPT 11A 6.0% 07-01-28
        74514LWK9
        
          
          
        
        340000.000000000000
        PA
        USD
        330225.000000000000
        0.0032402269
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2028-07-01
          Fixed
          6.000000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE 144A LIFE SR UNSEC 4.375% 06-15-28
        60855RAJ9
        
          
          
        
        8290000.000000000000
        PA
        USD
        8552834.450000000000
        0.0839219448
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 CAPITAL BV 144A LIFE 1ST LIEN 6.748% 06-01-34
        55388RAA4
        
          
          
        
        1295905.450000000000
        PA
        USD
        1338378.750000000000
        0.0131324122
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2034-06-01
          Fixed
          6.748000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LTD
        5BV01I6231JPDAPMGH09
        TRANS-CANADA PIPELINES SR UNSEC 4.1% 04-15-30
        89352HBA6
        
          
          
        
        1010000.000000000000
        PA
        USD
        1127828.620000000000
        0.0110664566
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE 144A LIFE 1ST LIEN 7.5% 04-01-25
        88033GDE7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3160950.000000000000
        0.0310158080
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP SR UNSEC 2.65% 08-15-30
        55336VBQ2
        
          
          
        
        6409000.000000000000
        PA
        USD
        6387196.580000000000
        0.0626723178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP SR UNSEC 1.75% 03-01-26
        55336VBR0
        
          
          
        
        5933000.000000000000
        PA
        USD
        5879336.020000000000
        0.0576890990
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO PUB IMPT 09B SF 5.875% 07-01-36
        74514LVX2
        
          
          
        
        225000.000000000000
        PA
        USD
        220218.750000000000
        0.0021608259
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2036-07-01
          Fixed
          5.875000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO (PSA) 12A 5.0% 07-01-21/31
        74514LY50
        
          
          
        
        4635000.000000000000
        PA
        USD
        4333725.000000000000
        0.0425232866
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2031-07-01
          Fixed
          5.000000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 CAPITAL BV REG S 1ST LIEN 6.748% 06-01-34
        N/A
        
          
          
        
        6745029.830000000000
        PA
        USD
        6966098.180000000000
        0.0683526041
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2034-06-01
          Fixed
          6.748000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METHANEX CORP
        549300TSJHRXT9QXRD13
        METHANEX SR UNSEC 5.125% 10-15-27
        59151KAM0
        
          
          
        
        3850000.000000000000
        PA
        USD
        4046350.000000000000
        0.0397035116
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVELERS COMPANIES INC
        549300Y650407RU8B149
        TRAVELERS CO SR UNSEC 2.55% 04-27-50
        89417EAQ2
        
          
          
        
        361000.000000000000
        PA
        USD
        344214.940000000000
        0.0033774987
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-27
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM SR SUB 5.5% 11-15-27
        893647BL0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5158875.000000000000
        0.0506198063
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE 144A LIFE SR UNSEC 3.875% 11-15-30
        60855RAK6
        
          
          
        
        1665000.000000000000
        PA
        USD
        1729826.780000000000
        0.0169733705
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-11-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
        549300U6G4UOCMLQK204
        MGM GROWTH PROPERTIES 144A LIFE SR UNSEC 3.875% 02-15-29
        55303XAL9
        
          
          
        
        6800000.000000000000
        PA
        USD
        7149758.000000000000
        0.0701547072
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTICAL US NEWCO INC
        549300C2AFWPAYWS5574
        VERTICAL US NEWCO 144A LIFE SEC 5.25% 07-15-27
        92537RAA7
        
          
          
        
        2625000.000000000000
        PA
        USD
        2762891.250000000000
        0.0271099842
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR HOLDCO GMBH
        2549008GCHWX9EEMIS56
        VERTICAL HOLDCO GMBH 144A LIFE SR UNSEC 7.625% 07-15-28
        92537VAA8
        
          
          
        
        1400000.000000000000
        PA
        USD
        1501731.000000000000
        0.0147352538
        Long
        DBT
        CORP
        DE
        
        Y
        
        2
        
          2028-07-15
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 12B 3.9% 07-01-17/27
        74514LX51
        
          
          
        
        5225000.000000000000
        PA
        USD
        4669843.750000000000
        0.0458213440
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2027-07-01
          Fixed
          3.900000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 12A 5.0% 07-01-33
        74514LC39
        
          
          
        
        515000.000000000000
        PA
        USD
        471225.000000000000
        0.0046237442
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2033-07-01
          Fixed
          5.000000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 12B 4.1% 07-01-28
        74514LX69
        
          
          
        
        1810000.000000000000
        PA
        USD
        1617687.500000000000
        0.0158730397
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2028-07-01
          Fixed
          4.100000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO CAB 0.0% 07-01-18/28
        745145AW2
        
          
          
        
        130000.000000000000
        PA
        USD
        119925.000000000000
        0.0011767256
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2028-07-01
          Fixed
          0.000000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO COMMONWEALTH OF (GOVERNMENT)
        549300X44HXPLJU48U63
        PR CMWLTH GO 11C 5.75% 07-01-36
        74514LV46
        
          
          
        
        4060000.000000000000
        PA
        USD
        3735200.000000000000
        0.0366504520
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2036-07-01
          Fixed
          5.750000000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC FINANCE AUTHORITY WISCONSIN
        5493004S6D3NA627K012
        WI PFA COPS TAXABLE SF 0.0% 12-17-61
        74446UAB6
        
          
          
        
        11375000.000000000000
        PA
        USD
        11385604.910000000000
        0.1117175964
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2061-12-17
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE 144A SR UNSEC 6.125% 10-01-28
        88033GDJ6
        
          
          
        
        2900000.000000000000
        PA
        USD
        3068939.500000000000
        0.0301129845
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 7.125% 01-31-25
        88167AAN1
        
          
          
        
        1750000.000000000000
        PA
        USD
        1874530.000000000000
        0.0183932244
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE SR UNSEC 2.625% 02-15-29
        87264ABS3
        
          
          
        
        1350000.000000000000
        PA
        USD
        1332085.500000000000
        0.0130706617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE SR UNSEC 2.875% 02-15-31
        87264ABT1
        
          
          
        
        4875000.000000000000
        PA
        USD
        4822983.750000000000
        0.0473239811
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        MERCADOLIBRE INC SR UNSEC 2.375% 01-14-26
        58733RAE2
        
          
          
        
        4255000.000000000000
        PA
        USD
        4142519.080000000000
        0.0406471398
        Long
        DBT
        CORP
        AR
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31
        58733RAF9
        
          
          
        
        1275000.000000000000
        PA
        USD
        1206717.380000000000
        0.0118405273
        Long
        DBT
        CORP
        AR
        
        N
        
        2
        
          2031-01-14
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
        EMBXY64GWKA9MZGFUD26
        SC PUB SVC SANTEE COOPER 15A SF 5.0% 12-01-50
        837151MQ9
        
          
          
        
        2085000.000000000000
        PA
        USD
        2373741.230000000000
        0.0232915745
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
        EMBXY64GWKA9MZGFUD26
        SC PUB SVC SANTEE COOPER 15E SF 5.25% 12-01-55
        837151PF0
        
          
          
        
        1200000.000000000000
        PA
        USD
        1399538.400000000000
        0.0137325217
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2055-12-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARB BONDCO PLC
        254900PVA1EU6QM1JN57
        MARB BONDCO 144A LIFE SR UNSEC 3.95% 01-29-31
        566007AC4
        
          
          
        
        3086000.000000000000
        PA
        USD
        2952160.180000000000
        0.0289671249
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2031-01-29
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOHEGAN GAMING & ENTERTAINMENT
        549300UB083Z2NRDHC48
        MOHEGAN GAMING & ENTERTAINMENT 144A LIFE SEC 8.0% 02-01-26
        608328BH2
        
          
          
        
        20000000.000000000000
        PA
        USD
        21023900.000000000000
        0.2062902756
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF CALIFORNIA
        N/A
        UNIV OF CA TAXABLE 20BG 0.883% 05-15-25
        91412HGE7
        
          
          
        
        5000000.000000000000
        PA
        USD
        4946260.000000000000
        0.0485335898
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          0.883000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF CALIFORNIA
        N/A
        UNIV OF CA TAXABLE 20BG 1.316% 05-15-27
        91412HGF4
        
          
          
        
        5400000.000000000000
        PA
        USD
        5305132.800000000000
        0.0520549140
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          1.316000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL SR UNSEC 2.85% 04-15-31
        571903BG7
        
          
          
        
        13790000.000000000000
        PA
        USD
        13762116.620000000000
        0.1350363553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26
        61772BAB9
        
          
          
        
        3159000.000000000000
        PA
        USD
        3129526.530000000000
        0.0307074753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-04
          Variable
          1.5930000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2 INC
        N/A
        REAL HERO MERGER SUB 2 144A LIFE SR UNSEC 6.25% 02-01-29
        75602BAA7
        
          
          
        
        975000.000000000000
        PA
        USD
        974848.880000000000
        0.0095653920
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        TRONOX 144A LIFE SR UNSEC 4.625% 03-15-29
        897051AC2
        
          
          
        
        9435000.000000000000
        PA
        USD
        9440283.600000000000
        0.0926297550
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF CALIFORNIA
        N/A
        UNIV OF CA TAXABLE 20BG 1.614% 05-15-30
        91412HGG2
        
          
          
        
        6450000.000000000000
        PA
        USD
        6262840.350000000000
        0.0614521122
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          1.614000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST ECONOMIC DEV FIN AUTH
        549300TQ7IXFA28IYO51
        NORTH PACIFIC PAPER WA 20B (144A/QIB) SF 9.0% 12-01-36
        93975YAJ0
        
          
          
        
        26000000.000000000000
        PA
        USD
        29026894.000000000000
        0.2848170874
        Long
        DBT
        MUN
        US
        
        Y
        
        2
        
          2036-12-01
          Fixed
          9.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTERNATIONAL INC
        549300Z5IAG39VRTY874
        MERCER INTL INC SR UNSEC 5.125% 02-01-29
        588056BB6
        
          
          
        
        3195000.000000000000
        PA
        USD
        3268676.700000000000
        0.0320728417
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONEYGRAM INTERNATIONAL INC
        5299002DLX0Q04KC4156
        MONEYGRAM INTERNATIONAL 1ST LIEN 144A LIFE 5.375% 08-01-26
        60935YAA7
        
          
          
        
        5350000.000000000000
        PA
        USD
        5436295.500000000000
        0.0533419060
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-08-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE 1ST LIEN 3.0% 02-15-41
        87264ABL8
        
          
          
        
        2753000.000000000000
        PA
        USD
        2692767.110000000000
        0.0264219136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE 1ST LIEN 2.55% 02-15-31
        87264ACB9
        
          
          
        
        11000000.000000000000
        PA
        USD
        10953470.000000000000
        0.1074774112
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE 144A SEC 3.4% 10-15-52
        87264ACM5
        
          
          
        
        7214000.000000000000
        PA
        USD
        7194147.070000000000
        0.0705902607
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2052-10-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
        N/A
        TARGA RESOURCES SR UNSEC 4.875% 02-01-31
        87612BBS0
        
          
          
        
        3290000.000000000000
        PA
        USD
        3578467.200000000000
        0.0351125617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31
        61747YED3
        
          
          
        
        17686000.000000000000
        PA
        USD
        17317070.040000000000
        0.1699181955
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-07-21
          Variable
          2.2390000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAS OPCO HOLDINGS LLC
        N/A
        MIDAS OPCO HOLDINGS 144A LIFE SR UNSEC 5.625% 08-15-29
        59565JAA9
        
          
          
        
        5810000.000000000000
        PA
        USD
        5957196.350000000000
        0.0584530785
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-08-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK (THE)
        PT3QB789TSUIDF371261
        TORONTO-DOMINION BANK SR UNSEC 2.0% 09-10-31
        89114TZJ4
        
          
          
        
        20000000.000000000000
        PA
        USD
        19736040.000000000000
        0.1936535624
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-09-10
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM SR SUB 4.875% 05-01-29
        893647BQ9
        
          
          
        
        1990000.000000000000
        PA
        USD
        2001551.950000000000
        0.0196395865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL SR UNSEC 2.75% 10-15-33
        571903BH5
        
          
          
        
        1915000.000000000000
        PA
        USD
        1860083.550000000000
        0.0182514732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-10-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB INC
        N/A
        MOZART DEBT MERGER SUB INC 144A LIFE SEC 3.875% 04-01-29
        62482BAA0
        
          
          
        
        5000000.000000000000
        PA
        USD
        4992350.000000000000
        0.0489858331
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUD FWD SALE TO USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -2294719.960000000000
        -0.0225162036
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            279200000.000000000000
            AUD
            200849500.000000000000
            USD
            2022-01-20
            -2294719.960000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BRL FWD SALE TO USD NDF 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -308802.510000000000
        -0.0030300256
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            117230000.000000000000
            BRL
            20692272.390000000000
            USD
            2022-01-10
            -308802.510000000000
          
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB INC
        N/A
        MOZART DEBT MERGER SUB INC 144A LIFE SR UNSEC 5.25% 10-01-29
        62482BAB8
        
          
          
        
        8000000.000000000000
        PA
        USD
        8125760.000000000000
        0.0797314138
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-10-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE 144A LIFE SR UNSEC 3.875% 05-15-32
        60855RAL4
        
          
          
        
        8020000.000000000000
        PA
        USD
        8083157.500000000000
        0.0793133904
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CLP FWD SALE TO USD NDF 1/7/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        197249.020000000000
        0.0019354427
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            10558000000.000000000000
            CLP
            12579530.560000000000
            USD
            2022-01-07
            197249.020000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CNH FWD SALE TO USD 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -720989.400000000000
        -0.0070744772
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            1245200000.000000000000
            CNY
            195035002.770000000000
            USD
            2022-01-10
            -720989.400000000000
          
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COMPANIES INC
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN COMPANIES INC SR UNSEC 2.375% 12-15-31
        571748BP6
        
          
          
        
        7309000.000000000000
        PA
        USD
        7386797.000000000000
        0.0724805763
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC SR UNSEC 1.9% 12-10-28
        58933YBD6
        
          
          
        
        13052000.000000000000
        PA
        USD
        13121697.680000000000
        0.1287524499
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-10
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 4.75% 05-09-27
        88167AAP6
        
          
          
        
        14245000.000000000000
        PA
        USD
        14132749.400000000000
        0.1386730706
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL SR UNSEC 5.125% 05-09-29
        88167AAQ4
        
          
          
        
        16280000.000000000000
        PA
        USD
        15987774.000000000000
        0.1568749045
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAD FWD SALE TO USD 1/11/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -967544.210000000000
        -0.0094937172
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA NA
              1IE8VN30JCEQV1H4R804
            
            106525000.000000000000
            CAD
            83244807.170000000000
            USD
            2022-01-11
            -967544.210000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COP FWD PUR FROM USD NDF 1/24/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -2735547.970000000000
        -0.0268416871
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES
              I7331LVCZKQKX5T7XV54
            
            203053577.420000000000
            USD
            816915000000.000000000000
            COP
            2022-01-24
            -2735547.970000000000
          
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC SR UNSEC 2.15% 12-10-31
        58933YBE4
        
          
          
        
        16493000.000000000000
        PA
        USD
        16552688.170000000000
        0.1624179436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-10
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO INC SR UNSEC 2.75% 12-10-51
        58933YBF1
        
          
          
        
        8271000.000000000000
        PA
        USD
        8199877.670000000000
        0.0804586696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-12-10
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR FWD PUR FROM USD 1/11/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        509040.720000000000
        0.0049947988
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES
              I7331LVCZKQKX5T7XV54
            
            65988113.530000000000
            USD
            58395000.000000000000
            EUR
            2022-01-11
            509040.720000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EUR FWD SALE TO USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -685568.010000000000
        -0.0067269162
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES
              I7331LVCZKQKX5T7XV54
            
            94417533.000000000000
            EUR
            106852841.390000000000
            USD
            2022-01-20
            -685568.010000000000
          
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE 144A LIFE 1ST LIEN 4.375% 01-15-30
        88033GDN7
        
          
          
        
        15000000.000000000000
        PA
        USD
        15222750.000000000000
        0.1493683519
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP SR UNSEC 3.95% 08-15-59
        907818FE3
        
          
          
        
        3000000.000000000000
        PA
        USD
        3562479.000000000000
        0.0349556826
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2059-08-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP FWD SALE TO USD 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -4458823.400000000000
        -0.0437507745
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              KD3XUN7C6T14HNAYLU02
            
            211825000.000000000000
            GBP
            282250457.750000000000
            USD
            2022-01-10
            -4458823.400000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GBP FWD SALE TO USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -77528.270000000000
        -0.0007607213
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            3959000.000000000000
            GBP
            5280918.020000000000
            USD
            2022-01-20
            -77528.270000000000
          
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27
        66977WAR0
        
          
          
        
        6050000.000000000000
        PA
        USD
        6449511.750000000000
        0.0632837654
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-06-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEPTUNE ENERGY BONDCO PLC
        549300CPMT8I2QBRYF88
        NEPTUNE ENERGY 144A LIFE SR UNSEC 6.625% 05-15-25
        64073KAA1
        
          
          
        
        2775000.000000000000
        PA
        USD
        2839213.500000000000
        0.0278588718
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-05-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX SR UNSEC 4.875% 04-15-28
        64110LAS5
        
          
          
        
        4300000.000000000000
        PA
        USD
        4909417.500000000000
        0.0481720846
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX 144A LIFE SR UNSEC 5.375% 11-15-29
        64110LAU0
        
          
          
        
        875000.000000000000
        PA
        USD
        1040558.750000000000
        0.0102101490
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION COMM 144A LIFE SEC 6.625% 06-01-27
        914906AU6
        
          
          
        
        7100000.000000000000
        PA
        USD
        7657456.500000000000
        0.0751363359
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HOLDINGS LLC/MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
        N/A
        UNITED AIRLINES HOLDINGS 144A LIFE 1ST LIEN SF 6.5% 06-20-27
        599191AA1
        
          
          
        
        3905000.000000000000
        PA
        USD
        4174464.530000000000
        0.0409605943
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        INR FWD SALE TO USD NDF 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -69544.890000000000
        -0.0006823869
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA NA
              1IE8VN30JCEQV1H4R804
            
            720000000.000000000000
            INR
            9584409.360000000000
            USD
            2022-01-10
            -69544.890000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IDR FWD SALE TO USD NDF 1/21/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -1825817.840000000000
        -0.0179152519
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            2340400000000.000000000000
            IDR
            162613488.640000000000
            USD
            2022-01-21
            -1825817.840000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPY FWD PUR FROM EUR 1/7/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -355118.350000000000
        -0.0034844849
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            14291882.870000000000
            EUR
            1831000000.000000000000
            JPY
            2022-01-07
            -355118.350000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPY FWD PUR FROM USD 1/7/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -5041920.610000000000
        -0.0494722289
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA NA
              B4TYDEB6GKMZO031MB27
            
            276678069.310000000000
            USD
            31244839350.000000000000
            JPY
            2022-01-07
            -5041920.610000000000
          
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX SR UNSEC 5.875% 11-15-28
        64110LAT3
        
          
          
        
        6866000.000000000000
        PA
        USD
        8267899.880000000000
        0.0811261157
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        5493008K1QMSP0J8UC24
        NBM US HOLDINGS SR UNSEC REG S 6.625% 08-06-29
        N/A
        
          
          
        
        4100000.000000000000
        PA
        USD
        4490258.500000000000
        0.0440592213
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-08-06
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX 144A LIFE SR UNSEC 4.875% 06-15-30
        64110LAV8
        
          
          
        
        1535000.000000000000
        PA
        USD
        1792841.630000000000
        0.0175916835
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-06-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        NETFLIX 144A LIFE SR UNSEC 3.625% 06-15-25
        64110LAY2
        
          
          
        
        2225000.000000000000
        PA
        USD
        2347052.380000000000
        0.0230296987
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPY FWD PUR FROM USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -2229385.980000000000
        -0.0218751349
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES
              I7331LVCZKQKX5T7XV54
            
            168552153.720000000000
            USD
            19129085057.000000000000
            JPY
            2022-01-20
            -2229385.980000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        KRW FWD SALE TO USD NDF 1/14/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        47961.050000000000
        0.0004706024
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            9269600000.000000000000
            KRW
            7839648.170000000000
            USD
            2022-01-14
            47961.050000000000
          
        
        
          N
          N
          N
        
      
      
        NEWCREST FINANCE PTY LTD
        549300I0XDZ4K7PDSS04
        NEWCREST MINING 144A LIFE SR UNSEC 4.2% 05-13-50
        65120FAE4
        
          
          
        
        1807000.000000000000
        PA
        USD
        2055832.940000000000
        0.0201722013
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2050-05-13
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWCREST FINANCE PTY LTD
        549300I0XDZ4K7PDSS04
        NEWCREST MINING 144A LIFE SR UNSEC 3.25% 05-13-30
        65120FAD6
        
          
          
        
        2719000.000000000000
        PA
        USD
        2850836.150000000000
        0.0279729154
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2030-05-13
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MXN FWD SALE TO EUR 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -208510.270000000000
        -0.0020459401
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              KD3XUN7C6T14HNAYLU02
            
            110000000.000000000000
            MXN
            4526894.840000000000
            EUR
            2022-01-10
            -208510.270000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MXN FWD SALE TO USD 1/13/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -2505831.660000000000
        -0.0245876694
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            1771465899.000000000000
            MXN
            83821456.580000000000
            USD
            2022-01-13
            -2505831.660000000000
          
        
        
          N
          N
          N
        
      
      
        UNISYS CORP
        549300T21W22FIJJOW08
        UNISYS CORP 144A LIFE SEC 6.875% 11-01-27
        909214BV9
        
          
          
        
        2675000.000000000000
        PA
        USD
        2899700.000000000000
        0.0284523762
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-11-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 144A LIFE SEC 4.375% 04-15-26
        90932LAG2
        
          
          
        
        3605000.000000000000
        PA
        USD
        3763800.250000000000
        0.0369310828
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NOK FWD SALE TO USD 1/6/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -216973.100000000000
        -0.0021289790
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            557925000.000000000000
            NOK
            63129041.570000000000
            USD
            2022-01-06
            -216973.100000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NZD FWD SALE TO USD 1/13/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -1433856.350000000000
        -0.0140692555
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES
              I7331LVCZKQKX5T7XV54
            
            238000000.000000000000
            NZD
            161546784.000000000000
            USD
            2022-01-13
            -1433856.350000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 144A LIFE SEC 4.625% 04-15-29
        90932LAH0
        
          
          
        
        2920000.000000000000
        PA
        USD
        3017323.600000000000
        0.0296065201
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION COMM 144A LIFE SEC 4.5% 05-01-29
        914906AV4
        
          
          
        
        6750000.000000000000
        PA
        USD
        6829515.000000000000
        0.0670124255
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NORWEGIAN CRUISE LINES 144A LIFE 1ST LIEN 10.25% 02-01-26
        62886HAY7
        
          
          
        
        4617000.000000000000
        PA
        USD
        5374903.640000000000
        0.0527395180
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          10.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28
        65342RAD2
        
          
          
        
        3685000.000000000000
        PA
        USD
        3701140.300000000000
        0.0363162521
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PHP FWD SALE TO USD NDF 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        2556925.280000000000
        0.0250890092
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            12228800000.000000000000
            PHP
            240914105.590000000000
            USD
            2022-01-10
            2556925.280000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        RUB FWD PUR FROM USD NDF 1/13/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -1164166.160000000000
        -0.0114230071
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            117563282.640000000000
            USD
            8750000000.000000000000
            RUB
            2022-01-13
            -1164166.160000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SEK FWD SALE TO USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        6681.220000000000
        0.0000655573
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              HSBC BANK USA NA
              1IE8VN30JCEQV1H4R804
            
            32500000.000000000000
            SEK
            3603906.380000000000
            USD
            2022-01-20
            6681.220000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SGD FWD SALE TO USD 1/20/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        -54477.180000000000
        -0.0005345399
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              BANK OF AMERICA NA
              B4TYDEB6GKMZO031MB27
            
            5945000.000000000000
            SGD
            4356498.620000000000
            USD
            2022-01-20
            -54477.180000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ZAR FWD SALE TO USD 1/10/2022
        N/A
        
          
        
        1.000000000000
        NC
        N/A
        166673.390000000000
        0.0016354292
        N/A
        DFE
        NUSS
        N/A
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            906875000.000000000000
            ZAR
            56998236.390000000000
            USD
            2022-01-10
            166673.390000000000
          
        
        
          N
          N
          N
        
      
      
        CAPITAL GROUP CENTRAL CASH FUND
        549300YD0SRETB6WWP29
        CAPITAL GROUP CENTRAL CASH FUND
        14020B102
        
          
          
        
        5433252.840000000000
        NS
        USD
        543379616.530000000000
        5.3317382048
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNATIONAL FLAVORS & FRAGRANCES 144A LIFE SR UNSEC 2.3% 11-01-30
        459506AQ4
        
          
          
        
        15800000.000000000000
        PA
        USD
        15505140.400000000000
        0.1521392171
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-11-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NORWEGIAN CRUISE LINES 144A LIFE SR UNSEC 5.875% 03-15-26
        62886HBA8
        
          
          
        
        5600000.000000000000
        PA
        USD
        5582500.000000000000
        0.0547764907
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY OPERATING LLC
        5493008CQD36WWZJ3O79
        NGL ENERGY OPERATING 144A LIFE SEC 7.5% 02-01-26
        62922LAA6
        
          
          
        
        12925000.000000000000
        PA
        USD
        13346419.630000000000
        0.1309574619
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        NEW FORTRESS ENERGY 144A LIFE 1ST LIEN 6.5% 09-30-26
        644393AB6
        
          
          
        
        6985000.000000000000
        PA
        USD
        6940435.700000000000
        0.0681007992
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-30
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDX HIGH GRADE ISSUER
        N/A
        CDX NA IG S37 5Y 1.0% 12-20-26 0.40 REC ICE
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1027343.910000000000
        -0.0100804826
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            Y
            CDX
            
            2026-12-20
            0.000000000000
            USD
            49688207.790000000000
            USD
            2076940000.000000000000
            USD
            -1027343.910000000000
          
        
        
          N
          N
          N
        
      
      
        ITRAXX EUROPE ISSUER
        N/A
        ITRX EUR IG S36 5YR 1.0% 12-20-26 0.40 REC ICE
        N/A
        
          
        
        1.000000000000
        NC
        
        -620.400000000000
        -0.0000060875
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            Y
            CDX
            
            2026-12-20
            0.000000000000
            EUR
            29132.020000000000
            EUR
            1000000.000000000000
            EUR
            -620.400000000000
          
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29
        65249BAA7
        
          
          
        
        3725000.000000000000
        PA
        USD
        3768694.250000000000
        0.0369791036
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PIPECO LLC 144A LIFE SR UNSEC 3.25% 07-15-31
        62928CAA0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5085285.000000000000
        0.0498977280
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-07-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        NATIONAL AUSTRALIA BANK 144A LIFE SUB 2.99% 05-21-31
        632525AY7
        
          
          
        
        17000000.000000000000
        PA
        USD
        17067252.000000000000
        0.1674669361
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2031-05-21
          Fixed
          2.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC SR UNSEC 4.25% 08-01-31
        655664AY6
        
          
          
        
        6000000.000000000000
        PA
        USD
        5904120.000000000000
        0.0579322838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-08-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDX HIGH YIELD ISSUER
        N/A
        ICE: (CDX.NA.HY.37.V1)
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2307816.140000000000
        0.0226447057
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            Y
            CDX
            
            2026-12-20
            0.000000000000
            USD
            113748064.890000000000
            USD
            1221263000.000000000000
            USD
            2307816.140000000000
          
        
        
          N
          N
          N
        
      
      
        MYT HOLDING LLC
        N/A
        MYT HOLDINGS LLC PFD SERIES A 10.0% 6-6-29
        55406N202
        
          
          
          
        
        224416.000000000000
        NS
        USD
        242369.280000000000
        0.0023781708
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL HOLDINGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL SR UNSEC 2.44% 01-15-32
        65339KBZ2
        
          
          
        
        16000000.000000000000
        PA
        USD
        16049616.000000000000
        0.1574817093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-15
          Fixed
          2.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 4.95% 07-13-47
        682680AT0
        
          
          
        
        402000.000000000000
        PA
        USD
        466238.800000000000
        0.0045748187
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-07-13
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31
        907818FU7
        
          
          
        
        26768000.000000000000
        PA
        USD
        27313665.680000000000
        0.2680065840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-20
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITED HEALTH GROUP SR UNSEC 2.3% 05-15-31
        91324PED0
        
          
          
        
        12724000.000000000000
        PA
        USD
        12959215.860000000000
        0.1271581491
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        FSWP: IRS PAYFIX USD 1.867% 07-11-22/07-11-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1137560.080000000000
        -0.0111619434
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2025-07-11
            0.000000000000
            USD
            0.000000000000
            USD
            84400000.000000000000
            USD
            -1137560.080000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        6830475.190000000000
        0.0670218470
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2024-05-18
            0.000000000000
            USD
            0.000000000000
            USD
            587300000.000000000000
            USD
            6830475.190000000000
          
        
        
          N
          N
          N
        
      
      
        OLIN CORP
        549300GKK294V7W57P06
        OLIN CORP SR UNSEC 5.0% 02-01-30
        680665AK2
        
          
          
        
        4500000.000000000000
        PA
        USD
        4731412.500000000000
        0.0464254676
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 4.55% 07-15-28
        682680AU7
        
          
          
        
        130000.000000000000
        PA
        USD
        143643.630000000000
        0.0014094570
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.045% 03-24-21/03-24-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        933586.020000000000
        0.0091605134
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-03-24
            0.000000000000
            USD
            0.000000000000
            USD
            53800000.000000000000
            USD
            933586.020000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.35% 03-24-21/03-24-31 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -820016.730000000000
        -0.0080461512
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2031-03-24
            0.000000000000
            USD
            0.000000000000
            USD
            11700000.000000000000
            USD
            -820016.730000000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 5.2% 07-15-48
        682680AV5
        
          
          
        
        4988000.000000000000
        PA
        USD
        6042428.280000000000
        0.0592893895
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-07-15
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 4.35% 03-15-29
        682680AW3
        
          
          
        
        230000.000000000000
        PA
        USD
        250907.000000000000
        0.0024619445
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSEC 3.5% 08-15-29
        674599CS2
        
          
          
        
        2236000.000000000000
        PA
        USD
        2300911.080000000000
        0.0225769520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 3.1% 03-15-30
        682680BB8
        
          
          
        
        1788000.000000000000
        PA
        USD
        1823100.230000000000
        0.0178885863
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP SR UNSEC 3.6% 04-01-50
        68389XBX2
        
          
          
        
        5000000.000000000000
        PA
        USD
        4905135.000000000000
        0.0481300639
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 5.85% 01-15-26
        682680BD4
        
          
          
        
        5053000.000000000000
        PA
        USD
        5799868.770000000000
        0.0569093521
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 7.15% 01-15-51
        682680BF9
        
          
          
        
        2610000.000000000000
        PA
        USD
        3775294.530000000000
        0.0370438667
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-01-15
          Fixed
          7.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK SR UNSEC 6.35% 01-15-31
        682680BE2
        
          
          
        
        6154000.000000000000
        PA
        USD
        7735110.300000000000
        0.0758982889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          6.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UNITED HEALTH GROUP SR UNSEC 3.25% 05-15-51
        91324PEF5
        
          
          
        
        14216000.000000000000
        PA
        USD
        15410613.130000000000
        0.1512116986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-05-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52
        907818FW3
        
          
          
        
        9118000.000000000000
        PA
        USD
        9249882.750000000000
        0.0907615077
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-03-10
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP SR UNSEC 2.875% 03-25-31
        68389XCE3
        
          
          
        
        12487000.000000000000
        PA
        USD
        12576381.950000000000
        0.1234017142
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP SR UNSEC 3.95% 03-25-51
        68389XCA1
        
          
          
        
        6167000.000000000000
        PA
        USD
        6412946.130000000000
        0.0629249770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-03-25
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.8875% 06-07-21/06-07-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        561956.640000000000
        0.0055140193
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-06-07
            0.000000000000
            USD
            0.000000000000
            USD
            33600000.000000000000
            USD
            561956.640000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.22% 06-07-21/06-07-31 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -433264.490000000000
        -0.0042512688
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2031-06-07
            0.000000000000
            USD
            0.000000000000
            USD
            7300000.000000000000
            USD
            -433264.490000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 1.89% 07-06-21/07-06-31 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -262929.660000000000
        -0.0025799130
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2031-07-06
            0.000000000000
            USD
            0.000000000000
            USD
            8700000.000000000000
            USD
            -262929.660000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.56% 07-06-21/07-06-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        501600.600000000000
        0.0049217950
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-07-06
            0.000000000000
            USD
            0.000000000000
            USD
            40500000.000000000000
            USD
            501600.600000000000
          
        
        
          N
          N
          N
        
      
      
        UNIFRAX ESCROW ISSUER CORP
        N/A
        UNIFRAX ESCROW ISSUER 144A LIFE SEC 5.25% 09-30-28
        90473LAA0
        
          
          
        
        4095000.000000000000
        PA
        USD
        4147006.500000000000
        0.0406911712
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFRAX ESCROW ISSUER CORP
        N/A
        UNIFRAX ESCROW ISSUER 144A LIFE SR UNSEC 7.5% 09-30-29
        90473LAC6
        
          
          
        
        2060000.000000000000
        PA
        USD
        2083525.200000000000
        0.0204439228
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-09-30
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COMPANIES INC
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 9.25% 04-01-26
        91911XAV6
        
          
          
        
        6930000.000000000000
        PA
        USD
        7328371.050000000000
        0.0719072904
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-04-01
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COMPANIES INC
        B3BS7ACMDUWISF18KY76
        VALEANT 144A LIFE SR UNSEC 8.5% 01-31-27
        91911XAW4
        
          
          
        
        700000.000000000000
        PA
        USD
        736011.500000000000
        0.0072218768
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-01-31
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON FINANCE 1 LLC
        549300SH15FO4Y2G3V63
        ORGANON FINANCE 1 LLC 144A LIFE SEC 4.125% 04-30-28
        68622TAA9
        
          
          
        
        5545000.000000000000
        PA
        USD
        5644699.100000000000
        0.0553867995
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-04-30
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC 2.95% 03-01-26
        694308HP5
        
          
          
        
        355000.000000000000
        PA
        USD
        361419.110000000000
        0.0035463091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.615% 08-18-21/08-18-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        975119.400000000000
        0.0095680464
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-18
            0.000000000000
            USD
            0.000000000000
            USD
            73000000.000000000000
            USD
            975119.400000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 1.87% 08-18-21/08-18-31 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -436373.050000000000
        -0.0042817706
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2031-08-18
            0.000000000000
            USD
            0.000000000000
            USD
            15500000.000000000000
            USD
            -436373.050000000000
          
        
        
          N
          N
          N
        
      
      
        VIGOROUS CHAMPION INTERNATIONAL LTD
        254900LCCR122N588062
        VIGOROUS CHAMPION INTL REG S SR UNSEC 4.25% 05-28-29
        N/A
        
          
          
        
        1012000.000000000000
        PA
        USD
        1069129.420000000000
        0.0104904895
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2029-05-28
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP/VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP SR UNSEC 144A LIFE 3.75% 02-15-27
        92564RAD7
        
          
          
        
        955000.000000000000
        PA
        USD
        987489.100000000000
        0.0096894201
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-02-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP/VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP SR UNSEC 144A LIFE 4.125% 08-15-30
        92564RAE5
        
          
          
        
        7860000.000000000000
        PA
        USD
        8325547.800000000000
        0.0816917675
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD 144A LIFE 1ST LIEN 13.0% 05-15-25
        92676XAE7
        
          
          
        
        1810000.000000000000
        PA
        USD
        2050974.350000000000
        0.0201245280
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          13.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PEMEX 4.5% 01-23-26
        71654QBW1
        
          
          
        
        2188000.000000000000
        PA
        USD
        2216214.260000000000
        0.0217458916
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2026-01-23
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC 3.3% 03-15-27
        694308HS9
        
          
          
        
        144000.000000000000
        PA
        USD
        146628.290000000000
        0.0014387431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.57% 11-18-21/11-18-31 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1024261.700000000000
        -0.0100502394
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2031-11-18
            0.000000000000
            USD
            0.000000000000
            USD
            11000000.000000000000
            USD
            -1024261.700000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.42% 11-18-21/11-18-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1433685.000000000000
        0.0140675742
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-11-18
            0.000000000000
            USD
            0.000000000000
            USD
            50000000.000000000000
            USD
            1433685.000000000000
          
        
        
          N
          N
          N
        
      
      
        VERITAS US INC / VERITAS BERMUDA LTD
        N/A
        VERITAS 144A LIFE SEC 7.5% 09-01-25
        92346LAE3
        
          
          
        
        11710000.000000000000
        PA
        USD
        12135131.550000000000
        0.1190720861
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-09-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        VALVOLINE 144A LIFE SR UNSEC 3.625% 06-15-31
        92047WAG6
        
          
          
        
        3665000.000000000000
        PA
        USD
        3554225.380000000000
        0.0348746966
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-06-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.679% 04-14-20/04-14-30 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -441032.160000000000
        -0.0043274866
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2030-04-14
            0.000000000000
            USD
            0.000000000000
            USD
            4800000.000000000000
            USD
            -441032.160000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.91% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1190000.670000000000
        0.0116764999
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            19100000.000000000000
            USD
            1190000.670000000000
          
        
        
          N
          N
          N
        
      
      
        VM FUND
        N/A
        VM FUND I 144A LIFE 1ST LIEN SF 8.625% 01-15-28
        91842WAB6
        
          
          
        
        60000000.000000000000
        PA
        USD
        58470600.000000000000
        0.5737240088
        Long
        DBT
        CORP
        US
        
        Y
        
        3
        
          2028-01-15
          Fixed
          8.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSEC 2.55% 03-21-31
        92343VGJ7
        
          
          
        
        12200000.000000000000
        PA
        USD
        12321365.600000000000
        0.1208994480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-21
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC 3.3% 12-01-27
        694308HW0
        
          
          
        
        304000.000000000000
        PA
        USD
        309231.230000000000
        0.0030342323
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        PARTY CITY HOLDINGS INC 144A LIFE SR UNSEC 6.625% 08-01-26
        702150AD5
        
          
          
        
        560000.000000000000
        PA
        USD
        478800.000000000000
        0.0046980714
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-08-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.9625% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1028514.840000000000
        -0.0100919720
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            11400000.000000000000
            USD
            -1028514.840000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.908% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1188167.070000000000
        0.0116585083
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            19100000.000000000000
            USD
            1188167.070000000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSEC 3.55% 03-22-51
        92343VGB4
        
          
          
        
        20000000.000000000000
        PA
        USD
        21587960.000000000000
        0.2118249334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-03-22
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERISIGN INC
        LMPL4N8ZOJRMF0KOF759
        VERISIGN INC SR UNSEC 2.70% 06-15-31
        92343EAM4
        
          
          
        
        2291000.000000000000
        PA
        USD
        2305742.590000000000
        0.0226243596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29
        737446AP9
        
          
          
        
        4000000.000000000000
        PA
        USD
        4209160.000000000000
        0.0413010325
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-12-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30
        737446AQ7
        
          
          
        
        4000000.000000000000
        PA
        USD
        4081240.000000000000
        0.0400458585
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-04-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.963% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1038029.100000000000
        -0.0101853276
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            11500000.000000000000
            USD
            -1038029.100000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.986% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -848536.240000000000
        -0.0083259897
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            9200000.000000000000
            USD
            -848536.240000000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS SR UNSEC 6.75% 06-03-50
        71647NBG3
        
          
          
        
        5680000.000000000000
        PA
        USD
        5950680.400000000000
        0.0583891428
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-06-03
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC SEC 3.5% 08-01-50
        694308JJ7
        
          
          
        
        7250000.000000000000
        PA
        USD
        6734206.000000000000
        0.0660772365
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS & ELECTRIC SEC 2.5% 02-01-31
        694308JG3
        
          
          
        
        6035000.000000000000
        PA
        USD
        5755766.590000000000
        0.0564766136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU PASS LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU PASS 144A LIFE SEC 3.875% 08-15-29
        92328MAA1
        
          
          
        
        4855000.000000000000
        PA
        USD
        5045146.080000000000
        0.0495038777
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU PASS LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU PASS 144A LIFE SEC 4.125% 08-15-31
        92328MAB9
        
          
          
        
        3970000.000000000000
        PA
        USD
        4215068.100000000000
        0.0413590038
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.925% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        964264.140000000000
        0.0094615326
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            15300000.000000000000
            USD
            964264.140000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.92% 02-02-23/02-02-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        910092.500000000000
        0.0089299908
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-02
            0.000000000000
            USD
            0.000000000000
            USD
            14500000.000000000000
            USD
            910092.500000000000
          
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER COMPANY
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELEC & PWR SR UNSEC 2.3% 11-15-31
        927804GE8
        
          
          
        
        5825000.000000000000
        PA
        USD
        5875986.230000000000
        0.0576562302
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CHEMICAL CORP
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP SR UNSEC 5.0% 08-15-46
        960413AS1
        
          
          
        
        1095000.000000000000
        PA
        USD
        1387938.780000000000
        0.0136187041
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CHEMICAL CORP
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP SR UNSEC 4.375% 11-15-47
        960413AU6
        
          
          
        
        230000.000000000000
        PA
        USD
        271140.330000000000
        0.0026604775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO SR UNSEC 3.196% 06-17-27/26
        95000U2F9
        
          
          
        
        1650000.000000000000
        PA
        USD
        1740474.450000000000
        0.0170778473
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-17
          Variable
          3.1960000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS LTD
        254900CEKKWIHTEAB172
        WYNN RESORTS LTD 144A LIFE SR UNSEC 5.125% 10-01-29
        983133AA7
        
          
          
        
        6100000.000000000000
        PA
        USD
        6200619.500000000000
        0.0608415901
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-10-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERATING LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OP SR UNSEC 5.3% 02-01-30
        958667AC1
        
          
          
        
        1101000.000000000000
        PA
        USD
        1212228.530000000000
        0.0118946036
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Variable
          5.3000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERATING LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OP SR UNSEC 4.35% 02-01-25
        958667AB3
        
          
          
        
        1532000.000000000000
        PA
        USD
        1602870.320000000000
        0.0157276509
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Variable
          4.3500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERATING LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OP SR UNSEC 6.5% 02-01-50
        958667AA5
        
          
          
        
        2539000.000000000000
        PA
        USD
        3006226.780000000000
        0.0294976361
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-02-01
          Variable
          6.5000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO SR UNSEC 2.572% 02-11-31
        95000U2J1
        
          
          
        
        4114000.000000000000
        PA
        USD
        4204220.020000000000
        0.0412525605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-11
          Variable
          2.5720000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO CO SR UNSEC 5.013% 04-04-51
        95000U2M4
        
          
          
        
        2200000.000000000000
        PA
        USD
        3010273.200000000000
        0.0295373403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-04
          Variable
          5.0130000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.967% 02-02-28/02-02-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -806304.400000000000
        -0.0079116033
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-02
            0.000000000000
            USD
            0.000000000000
            USD
            8900000.000000000000
            USD
            -806304.400000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 3.09009% 10-31-18/10-31-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -2356122.580000000000
        -0.0231186971
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2023-10-31
            0.000000000000
            USD
            0.000000000000
            USD
            58020000.000000000000
            USD
            -2356122.580000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.23% 04-03-20/03-28-25 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1785688.420000000000
        -0.0175214949
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2025-03-28
            0.000000000000
            MXN
            0.000000000000
            MXN
            1051500000.000000000000
            MXN
            -1785688.420000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX MXN 6.95% 04-03-20/03-22-30 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        1034219.630000000000
        0.0101479484
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2030-03-22
            0.000000000000
            MXN
            0.000000000000
            MXN
            636500000.000000000000
            MXN
            1034219.630000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1995717.420000000000
        0.0195823371
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-06-04
            0.000000000000
            EUR
            0.000000000000
            EUR
            16100000.000000000000
            EUR
            1995717.420000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -8321352.010000000000
        -0.0816505976
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2025-12-03
            0.000000000000
            EUR
            0.000000000000
            EUR
            448100000.000000000000
            EUR
            -8321352.010000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX EUR 0.006% 12-03-20/12-03-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        11167591.710000000000
        0.1095784118
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-12-03
            0.000000000000
            EUR
            0.000000000000
            EUR
            74200000.000000000000
            EUR
            11167591.710000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -8180496.320000000000
        -0.0802684963
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2025-12-03
            0.000000000000
            EUR
            0.000000000000
            EUR
            448100000.000000000000
            EUR
            -8180496.320000000000
          
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        WYNN RESORTS LTD 144A LIFE SR UNSEC 7.75% 04-15-25
        983133AB5
        
          
          
        
        775000.000000000000
        PA
        USD
        813567.880000000000
        0.0079828739
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO DISTRIB 144A SR UNSEC 7.25% 06-15-28
        95081QAP9
        
          
          
        
        6085000.000000000000
        PA
        USD
        6680964.900000000000
        0.0655548252
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        10902909.310000000000
        0.1069813006
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-12-03
            0.000000000000
            EUR
            0.000000000000
            EUR
            74200000.000000000000
            EUR
            10902909.310000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        5253466.720000000000
        0.0515479572
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2051-01-15
            0.000000000000
            EUR
            0.000000000000
            EUR
            39980000.000000000000
            EUR
            5253466.720000000000
          
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS INC
        549300FE3MQ4RVXXC673
        WYNDHAM 144A LIFE SR UNSEC 4.375% 08-15-28
        98311AAB1
        
          
          
        
        3340000.000000000000
        PA
        USD
        3445627.500000000000
        0.0338091147
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP
        N/A
        WEST VIRGINIA UNIVERSITY HEALTH SYS SR SEC 3.129% 06-01-50
        956708AB7
        
          
          
        
        2775000.000000000000
        PA
        USD
        2739102.600000000000
        0.0268765657
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          3.129000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL PROS INC
        N/A
        WHEEL PROS INC 144A LIFE SR UNSEC 6.5% 05-15-29
        96289WAA7
        
          
          
        
        2185000.000000000000
        PA
        USD
        2100669.930000000000
        0.0206121499
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP SR UNSEC 1.953% 11-20-28
        961214EW9
        
          
          
        
        7248000.000000000000
        PA
        USD
        7224958.610000000000
        0.0708925890
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2028-11-20
          Fixed
          1.953000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XENIA HOTELS & RESORTS INC
        54930075IWIPHF5IQL62
        XENIA HOTELS & RESORTS 144A LIFE SEC 4.875% 06-01-29
        98372MAC9
        
          
          
        
        4350000.000000000000
        PA
        USD
        4433563.500000000000
        0.0435029198
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC SR UNSEC 144A LIFE 7.75% 04-01-25
        988498AM3
        
          
          
        
        2003000.000000000000
        PA
        USD
        2113034.810000000000
        0.0207334763
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-01
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        N/A
        ZIGGO SEC 144A LIFE 4.875% 01-15-30
        98955DAA8
        
          
          
        
        1425000.000000000000
        PA
        USD
        1463788.500000000000
        0.0143629552
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2030-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND COMPANY BV
        213800JYI4P7V5QDOG59
        ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30
        98953GAD7
        
          
          
        
        5000000.000000000000
        PA
        USD
        5032475.000000000000
        0.0493795468
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2030-02-28
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONT RANGE BIDCO INC
        N/A
        FRONT RANGE BIDCO 144A LIFE SR UNSEC 6.125% 03-01-28
        98919VAB1
        
          
          
        
        5000000.000000000000
        PA
        USD
        4932650.000000000000
        0.0484000460
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        ZOETIS INC SR UNSEC 2.0% 05-15-30
        98978VAS2
        
          
          
        
        7000000.000000000000
        PA
        USD
        6908580.000000000000
        0.0677882254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEV BANK  CNY UNSEC 4.04% 07-06-28
        N/A
        
          
          
        
        383170000.000000000000
        PA
        
        63839301.780000000000
        0.6264026730
        Long
        DBT
        USGA
        CN
        
        N
        
        2
        
          2028-07-06
          Fixed
          4.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEV BANK CNY UNSEC 3.43% 01-14-27
        N/A
        
          
          
        
        95810000.000000000000
        PA
        
        15391295.060000000000
        0.1510221462
        Long
        DBT
        USGA
        CN
        
        N
        
        2
        
          2027-01-14
          Fixed
          3.430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        EQUINOR ASA SR UNSEC 3.7% 04-06-50
        29446MAH5
        
          
          
        
        1217000.000000000000
        PA
        USD
        1396699.790000000000
        0.0137046687
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2050-04-06
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.875% 08-05-30
        3135G05Q2
        
          
          
        
        19166000.000000000000
        PA
        USD
        18084085.050000000000
        0.1774442843
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-08-05
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.154% 02-05-21/02-05-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        2000108.450000000000
        0.0196254227
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-05
            0.000000000000
            SEK
            0.000000000000
            SEK
            958800000.000000000000
            SEK
            2000108.450000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.159% 02-08-21/02-08-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1993370.470000000000
        0.0195593084
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-08
            0.000000000000
            SEK
            0.000000000000
            SEK
            961800000.000000000000
            SEK
            1993370.470000000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO LTD
        5493006V07LYI3HE6G83
        HUARONG FINANCE 2017 REG S SR UNSEC FRN (L+1325) 07-03-23
        N/A
        
          
          
        
        2055000.000000000000
        PA
        USD
        2006810.250000000000
        0.0196911819
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2023-07-03
          Variable
          1.4551300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019 CO LTD
        549300M6T6OW4AGYHK10
        HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN (L+125) 02-24-25
        N/A
        
          
          
        
        2993000.000000000000
        PA
        USD
        2858315.000000000000
        0.0280462992
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2025-02-24
          Variable
          1.4302500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.1625% 02-08-21/02-08-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1968763.010000000000
        0.0193178556
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-08
            0.000000000000
            SEK
            0.000000000000
            SEK
            957200000.000000000000
            SEK
            1968763.010000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.175% 02-09-21/02-09-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        3005162.920000000000
        0.0294871973
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-09
            0.010000000000
            SEK
            0.000000000000
            SEK
            1501900000.000000000000
            SEK
            3005162.910000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.179% 02-09-21/02-09-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1488771.210000000000
        0.0146080900
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-09
            0.000000000000
            SEK
            0.000000000000
            SEK
            750800000.000000000000
            SEK
            1488771.210000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.189% 02-11-21/02-11-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1463586.950000000000
        0.0143609775
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-11
            0.000000000000
            SEK
            0.000000000000
            SEK
            753100000.000000000000
            SEK
            1463586.950000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX SEK 0.185% 02-11-21/02-11-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1477155.120000000000
        0.0144941108
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-02-11
            0.000000000000
            SEK
            0.000000000000
            SEK
            753100000.000000000000
            SEK
            1477155.120000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 1.1655% 03-04-21/03-04-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        3065296.500000000000
        0.0300772387
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2028-03-04
            0.000000000000
            USD
            0.000000000000
            USD
            199000000.000000000000
            USD
            3065296.500000000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019 CO LTD
        549300M6T6OW4AGYHK10
        HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN (L+1125) 02-24-23
        N/A
        
          
          
        
        2483000.000000000000
        PA
        USD
        2433340.000000000000
        0.0238763683
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2023-02-24
          Variable
          1.2946300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN BANK FOR INTERNATIONAL COOPERATION
        549300TJ3QFYVCTSCJ29
        JBIC GLOBAL SR UNSEC 1.25% 01-21-31
        471048CL0
        
          
          
        
        11352000.000000000000
        PA
        USD
        10893708.410000000000
        0.1068910197
        Long
        DBT
        USGA
        JP
        
        N
        
        2
        
          2031-01-21
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29
        66977WAS8
        
          
          
        
        10000000.000000000000
        PA
        USD
        10055400.000000000000
        0.0986653874
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-05-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PEMEX 144A SR UNSEC 6.70% 02-16-32
        71643VAA3
        
          
          
        
        11544000.000000000000
        PA
        USD
        11682239.400000000000
        0.1146282272
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2032-02-16
          Fixed
          6.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PEMEX SR UNSEC 6.5% 01-23-29
        71654QCP5
        
          
          
        
        305000.000000000000
        PA
        USD
        316957.530000000000
        0.0031100441
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2029-01-23
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PEMEX 144A SR UNSEC 6.875% 10-16-25
        71654QDG4
        
          
          
        
        25000000.000000000000
        PA
        USD
        27345250.000000000000
        0.2683164950
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2025-10-16
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.395% 03-12-21/03-06-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -4695955.410000000000
        -0.0460775563
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-06
            0.000000000000
            MXN
            0.000000000000
            MXN
            1310000000.000000000000
            MXN
            -4695955.410000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.39% 03-12-21/03-06-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1401499.110000000000
        -0.0137517605
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-06
            0.000000000000
            MXN
            0.000000000000
            MXN
            390000000.000000000000
            MXN
            -1401499.110000000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PEMEX SR UNSEC 5.95% 01-28-31
        71654QDE9
        
          
          
        
        625000.000000000000
        PA
        USD
        608562.500000000000
        0.0059713243
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2031-01-28
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGOLA (REPUBLIC OF)
        549300QHR2R3J8JSGK83
        ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29
        N/A
        
          
          
        
        6000000.000000000000
        PA
        USD
        5937240.000000000000
        0.0582572632
        Long
        DBT
        NUSS
        AO
        
        Y
        
        2
        
          2029-11-26
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.43% 03-16-21/03-10-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -2335753.070000000000
        -0.0229188278
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-10
            0.000000000000
            MXN
            0.000000000000
            MXN
            660000000.000000000000
            MXN
            -2335753.070000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.4167% 03-17-21/03-11-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -2780469.240000000000
        -0.0272824626
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-11
            0.000000000000
            MXN
            0.000000000000
            MXN
            780000000.000000000000
            MXN
            -2780469.240000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.455% 03-17-21/03-11-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -891595.220000000000
        -0.0087484921
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-11
            0.000000000000
            MXN
            0.000000000000
            MXN
            255000000.000000000000
            MXN
            -891595.220000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.6275% 03-18-21/03-12-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1611757.860000000000
        -0.0158148570
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-12
            0.000000000000
            MXN
            0.000000000000
            MXN
            505000000.000000000000
            MXN
            -1611757.860000000000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF GOVERNMENT
        549300KPBYGYF7HCHO27
        ARGENTINA REP OF FRN 07-09-35/22
        040114HT0
        
          
          
        
        16950500.000000000000
        PA
        USD
        5445517.630000000000
        0.0534323952
        Long
        DBT
        NUSS
        AR
        
        N
        
        2
        
          2035-07-09
          Variable
          1.1250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA REPUBLIC OF GOVERNMENT
        549300KPBYGYF7HCHO27
        ARGENTINA REP OF 1.0% 07-09-29
        040114HX1
        
          
          
        
        160697.000000000000
        PA
        USD
        58656.010000000000
        0.0005755433
        Long
        DBT
        NUSS
        AR
        
        N
        
        2
        
          2029-07-09
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.55% 03-18-21/03-12-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -832444.870000000000
        -0.0081680983
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-12
            0.000000000000
            MXN
            0.000000000000
            MXN
            250000000.000000000000
            MXN
            -832444.870000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.5% 03-18-21/03-12-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1128246.880000000000
        -0.0110705606
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-12
            0.000000000000
            MXN
            0.000000000000
            MXN
            330000000.000000000000
            MXN
            -1128246.880000000000
          
        
        
          N
          N
          N
        
      
      
        ANGOLA (REPUBLIC OF)
        549300QHR2R3J8JSGK83
        ANGOLA REPUBLIC REG S 9.5% 11-12-25
        N/A
        
          
          
        
        5570000.000000000000
        PA
        USD
        5979116.500000000000
        0.0586681629
        Long
        DBT
        NUSS
        AO
        
        Y
        
        2
        
          2025-11-12
          Fixed
          9.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        BONOS MEXICAN MXN 10.0% 12-05-24
        N/A
        
          
          
        
        10600000.000000000000
        PA
        
        55476793.240000000000
        0.5443482402
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2024-12-05
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY (REPUBLIC OF)
        815600DE60799F5A9309
        ITALY GOVT BTPS EUR REG S I/L (B) 0.1% 05-15-23
        N/A
        
          
          
        
        26784250.000000000000
        PA
        
        31493414.860000000000
        0.3090190322
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2023-05-15
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELARUS (REPUBLIC OF)
        635400CVCOWYLHF4ZB08
        REPUBLIC OF BELARUS REG S 5.875% 02-24-26
        N/A
        
          
          
        
        4700000.000000000000
        PA
        USD
        4163730.000000000000
        0.0408552652
        Long
        DBT
        NUSS
        BY
        
        Y
        
        2
        
          2026-02-24
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
        254900ZFY40OYEADAP90
        BRAZIL NTNB BRL I/L 6.0% 08-15-50
        N/A
        
          
          
        
        3776.091000000000
        PA
        
        734500.630000000000
        0.0072070518
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2050-08-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA (REPUBLIC OF)
        549300DYYS8QPMR8OP36
        COSTA RICA REP OF REG S 7.158% 03-12-45
        N/A
        
          
          
        
        3001000.000000000000
        PA
        USD
        2978522.510000000000
        0.0292257968
        Long
        DBT
        NUSS
        CR
        
        Y
        
        2
        
          2045-03-12
          Fixed
          7.158000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.62% 03-19-21/03-13-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1234542.160000000000
        -0.0121135490
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-13
            0.000000000000
            MXN
            0.000000000000
            MXN
            385000000.000000000000
            MXN
            -1234542.160000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.63% 03-19-21/03-13-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -816323.120000000000
        -0.0080099088
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-13
            0.000000000000
            MXN
            0.000000000000
            MXN
            256000000.000000000000
            MXN
            -816323.120000000000
          
        
        
          N
          N
          N
        
      
      
        CENTRAL BANK OF TUNISIA
        254900B5LFB16S9T2T11
        CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23
        N/A
        
          
          
        
        30000000.000000000000
        PA
        
        28652458.870000000000
        0.2811430627
        Long
        DBT
        NUSS
        TN
        
        N
        
        2
        
          2023-10-31
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA (REPUBLIC OF)
        549300DYYS8QPMR8OP36
        COSTA RICA REP OF REG S SF 6.125% 02-19-31
        N/A
        
          
          
        
        9512000.000000000000
        PA
        USD
        9630900.000000000000
        0.0945001173
        Long
        DBT
        NUSS
        CR
        
        Y
        
        2
        
          2031-02-19
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 5.6412% 03-19-21/03-13-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1834724.900000000000
        -0.0180026496
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-13
            0.000000000000
            MXN
            0.000000000000
            MXN
            579000000.000000000000
            MXN
            -1834724.900000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.03% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -3240157.800000000000
        -0.0317930092
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            1305000000.000000000000
            MXN
            -3240157.800000000000
          
        
        
          N
          N
          N
        
      
      
        COSTA RICA (REPUBLIC OF)
        549300DYYS8QPMR8OP36
        COSTA RICA REP OF 144A LIFE SF 6.125% 02-19-31
        221597CP0
        
          
          
        
        200000.000000000000
        PA
        USD
        202500.000000000000
        0.0019869663
        Long
        DBT
        NUSS
        CR
        
        Y
        
        2
        
          2031-02-19
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 2.68% 05-21-30
        N/A
        
          
          
        
        940070000.000000000000
        PA
        
        145349437.790000000000
        1.4261947393
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2030-05-21
          Fixed
          2.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.05% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -701088.610000000000
        -0.0068792071
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            286500000.000000000000
            MXN
            -701088.610000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.08% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -698866.220000000000
        -0.0068574006
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            292000000.000000000000
            MXN
            -698866.220000000000
          
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 2.85% 06-04-27
        N/A
        
          
          
        
        104710000.000000000000
        PA
        
        16596666.850000000000
        0.1628494703
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2027-06-04
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 3.81% 09-14-50
        N/A
        
          
          
        
        251290000.000000000000
        PA
        
        42266998.900000000000
        0.4147313701
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2050-09-14
          Fixed
          3.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.105% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -643524.970000000000
        -0.0063143824
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            274000000.000000000000
            MXN
            -643524.970000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.17% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -638432.790000000000
        -0.0062644170
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            286000000.000000000000
            MXN
            -638432.790000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.2% 03-25-21/03-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -616537.940000000000
        -0.0060495808
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            283000000.000000000000
            MXN
            -616537.940000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.08% 03-26-21/03-20-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -676467.160000000000
        -0.0066376170
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.000000000000
            MXN
            0.000000000000
            MXN
            282500000.000000000000
            MXN
            -676467.160000000000
          
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 3.27% 11-19-30
        N/A
        
          
          
        
        235310000.000000000000
        PA
        
        38194331.380000000000
        0.3747696263
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2030-11-19
          Fixed
          3.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 3.28% 12-03-27
        N/A
        
          
          
        
        365910000.000000000000
        PA
        
        59255103.760000000000
        0.5814217003
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2027-12-03
          Fixed
          3.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE (REPUBLIC OF)
        549300FLZTJM5YJF8D34
        CHILE GVT BD USD CHILE 3.1% 01-22-61
        168863DQ8
        
          
          
        
        21959000.000000000000
        PA
        USD
        20343476.370000000000
        0.1996138370
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2061-01-22
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        N/A
        CHINA GOVT BOND CNY 3.72% 04-12-51
        N/A
        
          
          
        
        351460000.000000000000
        PA
        
        58538175.280000000000
        0.5743870695
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2051-04-12
          Fixed
          3.720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.35% 06-18-21/06-12-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -861008.570000000000
        -0.0084483704
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-12
            0.000000000000
            MXN
            0.000000000000
            MXN
            431000000.000000000000
            MXN
            -861008.570000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.42% 06-21-21/06-15-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1620651.020000000000
        -0.0159021183
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-15
            0.000000000000
            MXN
            0.000000000000
            MXN
            868000000.000000000000
            MXN
            -1620651.020000000000
          
        
        
          N
          N
          N
        
      
      
        COSTA RICA (REPUBLIC OF)
        549300DYYS8QPMR8OP36
        COSTA RICA REP OF REG S 4.375% 04-30-25
        N/A
        
          
          
        
        2966000.000000000000
        PA
        USD
        3027544.500000000000
        0.0297068094
        Long
        DBT
        NUSS
        CR
        
        Y
        
        2
        
          2025-04-30
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC (GOVERNMENT)
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC REG S 5.95% 01-25-27
        N/A
        
          
          
        
        5000000.000000000000
        PA
        USD
        5575000.000000000000
        0.0547028994
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2027-01-25
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.435% 06-21-21/06-15-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1075785.160000000000
        -0.0105557968
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-15
            0.000000000000
            MXN
            0.000000000000
            MXN
            585000000.000000000000
            MXN
            -1075785.160000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.3967% 06-21-21/06-15-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -836952.100000000000
        -0.0082123240
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-15
            0.000000000000
            MXN
            0.000000000000
            MXN
            438000000.000000000000
            MXN
            -836952.100000000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC (GOVERNMENT)
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 144A LIFE 4.5% 01-30-30
        25714PED6
        
          
          
        
        1467000.000000000000
        PA
        USD
        1494506.250000000000
        0.0146643632
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2030-01-30
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC (GOVERNMENT)
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 144A LIFE 5.875% 01-30-60
        25714PEE4
        
          
          
        
        465000.000000000000
        PA
        USD
        448143.750000000000
        0.0043972668
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2060-01-30
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.49% 06-22-21/06-16-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -501683.280000000000
        -0.0049226063
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-16
            0.000000000000
            MXN
            0.000000000000
            MXN
            289000000.000000000000
            MXN
            -501683.280000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.55% 06-23-21/06-17-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -1066605.030000000000
        -0.0104657198
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-17
            0.000000000000
            MXN
            0.000000000000
            MXN
            657000000.000000000000
            MXN
            -1066605.030000000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC (GOVERNMENT)
        254900EHU7Q8FGVPI369
        DOMINICAN REPUBLIC 144A LIFE 5.3% 01-21-41
        25714PEG9
        
          
          
        
        2088000.000000000000
        PA
        USD
        2067120.000000000000
        0.0202829520
        Long
        DBT
        NUSS
        DO
        
        Y
        
        2
        
          2041-01-21
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.5375% 06-23-21/06-17-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -357385.770000000000
        -0.0035067332
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-17
            0.000000000000
            MXN
            0.000000000000
            MXN
            217000000.000000000000
            MXN
            -357385.770000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.47% 06-23-21/06-17-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -381008.650000000000
        -0.0037385252
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-17
            0.000000000000
            MXN
            0.000000000000
            MXN
            214800000.000000000000
            MXN
            -381008.650000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.5% 06-23-21/06-17-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -361171.030000000000
        -0.0035438749
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-17
            0.000000000000
            MXN
            0.000000000000
            MXN
            210300000.000000000000
            MXN
            -361171.030000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.5% 06-24-21/06-18-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -722303.810000000000
        -0.0070873745
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-18
            0.000000000000
            MXN
            0.000000000000
            MXN
            420500000.000000000000
            MXN
            -722303.810000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.55% 06-24-21/06-18-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -345202.050000000000
        -0.0033871844
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-18
            0.000000000000
            MXN
            0.000000000000
            MXN
            212600000.000000000000
            MXN
            -345202.050000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.65% 06-25-21/06-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -411008.110000000000
        -0.0040328853
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            286200000.000000000000
            MXN
            -411008.110000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.69% 06-25-21/06-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -779081.480000000000
        -0.0076444871
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            572500000.000000000000
            MXN
            -779081.480000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.715% 06-25-21/06-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -562047.570000000000
        -0.0055149115
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            427800000.000000000000
            MXN
            -562047.570000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.71% 06-25-21/06-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -378704.290000000000
        -0.0037159144
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            286200000.000000000000
            MXN
            -378704.290000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -327357.430000000000
        -0.0032120898
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            224900000.000000000000
            MXN
            -327357.430000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -911084.090000000000
        -0.0089397204
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            620300000.000000000000
            MXN
            -911084.090000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.6175% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -893574.510000000000
        -0.0087679133
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            596500000.000000000000
            MXN
            -893574.510000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.585% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -285206.270000000000
        -0.0027984950
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            182900000.000000000000
            MXN
            -285206.270000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.59% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -215749.630000000000
        -0.0021169740
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            139200000.000000000000
            MXN
            -215749.630000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.58% 07-01-21/06-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -234534.400000000000
        -0.0023012936
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            149500000.000000000000
            MXN
            -234534.400000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 6.63% 07-02-21/06-26-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -937663.330000000000
        -0.0092005207
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-06-26
            0.000000000000
            MXN
            0.000000000000
            MXN
            635800000.000000000000
            MXN
            -937663.330000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -9658275.170000000000
        -0.0947687273
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-20
            0.000000000000
            NZD
            0.000000000000
            NZD
            1103231869.000000000000
            NZD
            -9658275.170000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1115484.740000000000
        -0.0109453362
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-20
            0.000000000000
            NZD
            0.000000000000
            NZD
            129460883.000000000000
            NZD
            -1115484.740000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -3583882.840000000000
        -0.0351657009
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-26
            0.000000000000
            NZD
            0.000000000000
            NZD
            406600901.000000000000
            NZD
            -3583882.840000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -8653441.960000000000
        -0.0849091237
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-27
            0.000000000000
            NZD
            0.000000000000
            NZD
            1016362574.000000000000
            NZD
            -8653441.960000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1442907.240000000000
        -0.0141580645
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-30
            0.000000000000
            NZD
            0.000000000000
            NZD
            167647434.000000000000
            NZD
            -1442907.240000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1409161.150000000000
        -0.0138269418
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-08-31
            0.000000000000
            NZD
            0.000000000000
            NZD
            167647436.000000000000
            NZD
            -1409161.150000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1539965.420000000000
        -0.0151104168
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-09-03
            0.000000000000
            NZD
            0.000000000000
            NZD
            184048993.000000000000
            NZD
            -1539965.420000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.135% 10-01-21/09-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -408731.690000000000
        -0.0040105486
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            736700000.000000000000
            MXN
            -408731.690000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.1% 10-01-21/09-25-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -643530.600000000000
        -0.0063144376
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-25
            0.000000000000
            MXN
            0.000000000000
            MXN
            1031300000.000000000000
            MXN
            -643530.600000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.065% 10-04-21/09-28-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -409074.610000000000
        -0.0040139134
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-28
            0.000000000000
            MXN
            0.000000000000
            MXN
            589382347.000000000000
            MXN
            -409074.610000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.19% 10-05-21/09-29-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -131531.550000000000
        -0.0012906111
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-29
            0.000000000000
            MXN
            0.000000000000
            MXN
            294600000.000000000000
            MXN
            -131531.550000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.3023% 10-06-21/09-30-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -86038.520000000000
        -0.0008442254
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-30
            0.000000000000
            MXN
            0.000000000000
            MXN
            383700000.000000000000
            MXN
            -86038.520000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -158208.660000000000
        -0.0015523717
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-09-30
            0.000000000000
            MXN
            0.000000000000
            MXN
            589400000.000000000000
            MXN
            -158208.660000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.8125% 10-08-21/10-08-51 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1747368.910000000000
        0.0171454970
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2051-10-08
            0.000000000000
            USD
            0.000000000000
            USD
            82300000.000000000000
            USD
            1747368.910000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.3% 10-07-21/10-01-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -33727.580000000000
        -0.0003309411
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-01
            0.000000000000
            MXN
            0.000000000000
            MXN
            147347659.000000000000
            MXN
            -33727.580000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.8205% 10-08-21/10-08-51 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1904023.260000000000
        0.0186826175
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2051-10-08
            0.000000000000
            USD
            0.000000000000
            USD
            82200000.000000000000
            USD
            1904023.260000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 1.8375% 10-12-21/10-12-51 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2253388.500000000000
        0.0221106519
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2051-10-12
            0.000000000000
            USD
            0.000000000000
            USD
            82500000.000000000000
            USD
            2253388.500000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -43061.840000000000
        -0.0004225305
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-02
            0.000000000000
            MXN
            0.000000000000
            MXN
            123770000.000000000000
            MXN
            -43061.840000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.52% 10-25-21/10-19-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        30815.340000000000
        0.0003023656
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-19
            0.000000000000
            MXN
            0.000000000000
            MXN
            147300000.000000000000
            MXN
            30815.340000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.55% 10-29-21/10-23-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        118005.040000000000
        0.0011578866
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-23
            0.000000000000
            MXN
            0.000000000000
            MXN
            439000000.000000000000
            MXN
            118005.040000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.64% 11-03-21/10-28-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        136933.480000000000
        0.0013436159
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-28
            0.000000000000
            MXN
            0.000000000000
            MXN
            303900000.000000000000
            MXN
            136933.480000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.39% 11-05-21/10-30-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -15349.960000000000
        -0.0001506166
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-10-30
            0.000000000000
            MXN
            0.000000000000
            MXN
            297800000.000000000000
            MXN
            -15349.960000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.335% 11-12-21/11-06-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -70028.230000000000
        -0.0006871295
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-11-06
            0.000000000000
            MXN
            0.000000000000
            MXN
            442100000.000000000000
            MXN
            -70028.230000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.2% 11-12-21/11-06-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -256505.180000000000
        -0.0025168748
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-11-06
            0.000000000000
            MXN
            0.000000000000
            MXN
            595500000.000000000000
            MXN
            -256505.180000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX MXN 7.335% 12-02-21/11-26-26 CME
        N/A
        
          
        
        1.000000000000
        NC
        
        -32166.220000000000
        -0.0003156207
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CME Group
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2026-11-26
            0.000000000000
            MXN
            0.000000000000
            MXN
            194771374.000000000000
            MXN
            -32166.220000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 2.10125% 01-12-18/01-12-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        627300.000000000000
        0.0061551801
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-01-12
            0.000000000000
            USD
            0.000000000000
            USD
            36000000.000000000000
            USD
            627300.000000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 2.55% 04-26-18/04-26-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1338390.000000000000
        0.0131325226
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-04-26
            0.000000000000
            USD
            0.000000000000
            USD
            50000000.000000000000
            USD
            1338390.000000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 2.5815% 05-25-18/05-25-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2726476.800000000000
        0.0267526791
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            96000000.000000000000
            USD
            2726476.800000000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT (ARAB REPUBLIC OF)
        529900GFIVH4086NMH82
        EGYPT T-BILL EGP 0.0% 4-19-22
        N/A
        
          
          
        
        750000000.000000000000
        PA
        
        46189688.100000000000
        0.4532214997
        Long
        DBT
        NUSS
        EG
        
        N
        
        2
        
          2022-04-19
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 2.5775% 07-16-21/07-16-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2957718.810000000000
        0.0290216672
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            228977000.000000000000
            USD
            2957718.810000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 2.438% 01-11-19/01-11-29 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -3671280.800000000000
        -0.0360232653
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2029-01-11
            0.000000000000
            USD
            0.000000000000
            USD
            44000000.000000000000
            USD
            -3671280.800000000000
          
        
        
          N
          N
          N
        
      
      
        EGYPT (ARAB REPUBLIC OF)
        529900GFIVH4086NMH82
        EGYPT T-BILL EGP 0.0% 02-08-22
        N/A
        
          
          
        
        816000000.000000000000
        PA
        
        51421504.770000000000
        0.5045570227
        Long
        DBT
        NUSS
        EG
        
        N
        
        2
        
          2022-02-08
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA (REPUBLIC OF)
        213800PP4399SNNXZ126
        GHANA GOVT BOND GHS 19.0% 11-02-26
        N/A
        
          
          
        
        100000000.000000000000
        PA
        
        15331076.920000000000
        0.1504312750
        Long
        DBT
        NUSS
        GH
        
        N
        
        2
        
          2026-11-02
          Fixed
          19.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYT HOLDING LLC
        N/A
        MYT HOLDING CO CL B (NOT LISTED OR TRADING)
        55406N103
        
          
          
          
        
        130350.000000000000
        NS
        USD
        553987.500000000000
        0.0054358247
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GREECE REPUBLIC OF (GOVERNMENT)
        2138003EKTMKZ5598902
        GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25
        N/A
        
          
          
        
        1480000.000000000000
        PA
        
        1857799.980000000000
        0.0182290664
        Long
        DBT
        NUSS
        GR
        
        Y
        
        2
        
          2025-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREECE REPUBLIC OF (GOVERNMENT)
        2138003EKTMKZ5598902
        GREECE GOVT BOND EUR 144A LIFE/REG S 3.45% 04-02-24
        N/A
        
          
          
        
        1220000.000000000000
        PA
        
        1503101.670000000000
        0.0147487030
        Long
        DBT
        NUSS
        GR
        
        Y
        
        2
        
          2024-04-02
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMG PARENT LLC
        N/A
        NMG PARENT LLC (NOT LISTED OR TRADING)
        62929P102
        
          
          
          
        
        967.000000000000
        NS
        USD
        146984.000000000000
        0.0014422334
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NMG PARENT LLC
        N/A
        NMG PARENT LLC (DRS) (NOT LISTED OR TRADING)
        62929P102
        
          
          
          
        
        182.000000000000
        NS
        USD
        27664.000000000000
        0.0002714441
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GHANA (REPUBLIC OF)
        213800PP4399SNNXZ126
        GHANA REP OF 144A LIFE SF 6.375% 02-11-27
        37443GAG6
        
          
          
        
        1610000.000000000000
        PA
        USD
        1362776.450000000000
        0.0133718068
        Long
        DBT
        NUSS
        GH
        
        Y
        
        2
        
          2027-02-11
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA (REPUBLIC OF)
        213800PP4399SNNXZ126
        GHANA REP OF GHS 18.85% 09-28-23
        N/A
        
          
          
        
        70000000.000000000000
        PA
        
        11230085.830000000000
        0.1101916153
        Long
        DBT
        NUSS
        GH
        
        N
        
        2
        
          2023-09-28
          Fixed
          18.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2479257.900000000000
        0.0243269230
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-04-06
            0.000000000000
            USD
            0.000000000000
            USD
            12600000.000000000000
            USD
            2479257.900000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1159276.740000000000
        0.0113750312
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-04-06
            0.000000000000
            USD
            0.000000000000
            USD
            5800000.000000000000
            USD
            1159276.740000000000
          
        
        
          N
          N
          N
        
      
      
        GHANA (REPUBLIC OF)
        213800PP4399SNNXZ126
        GHANA GOVT BOND GHS 20.75% 01-16-23
        N/A
        
          
          
        
        40000000.000000000000
        PA
        
        6595828.340000000000
        0.0647194501
        Long
        DBT
        NUSS
        GH
        
        N
        
        2
        
          2023-01-16
          Fixed
          20.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA (REPUBLIC OF)
        213800PP4399SNNXZ126
        GHANA REP OF REG S 0.0% 04-07-25
        N/A
        
          
          
        
        10000000.000000000000
        PA
        USD
        7017870.000000000000
        0.0688605985
        Long
        DBT
        NUSS
        GH
        
        Y
        
        2
        
          2025-04-07
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMG PARENT LLC
        N/A
        NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING)
        62929P110
        
          
          
        
        4602.000000000000
        NS
        USD
        135940.780000000000
        0.0013338753
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                NMG PARENT LLC
                NMG PARENT LLC (NOT LISTED OR TRADING)
                
                  
                  
                  
                  
                
              
            
            4602.000000000000
            213.160000000000
            USD
            2027-09-24
            XXXX
            108061.400000000000
          
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
        N/A
        AESOP 19-2A D 144A 3.04% 09-22-25/09-20-24
        05377REP5
        
          
          
        
        10000000.000000000000
        PA
        USD
        9912200.000000000000
        0.0972602833
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-09-22
          Fixed
          3.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
        N/A
        AESOP 20-2A C 144A 4.25% 02-20-27/26
        05377REC4
        
          
          
        
        8000000.000000000000
        PA
        USD
        8520688.000000000000
        0.0836065181
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-02-20
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3
        N/A
        AMCAR 20-3 D 1.49% 09-18-26/24
        03066PAF6
        
          
          
        
        7032000.000000000000
        PA
        USD
        7049565.940000000000
        0.0691716047
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          1.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GABON REPUBLIC OF (GOVERNMENT)
        N/A
        GABON REPUBLIC 144A LIFE SF 7.0% 11-24-31
        362420AE1
        
          
          
        
        10000000.000000000000
        PA
        USD
        9825000.000000000000
        0.0964046613
        Long
        DBT
        NUSS
        GA
        
        Y
        
        2
        
          2031-11-24
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA (REPUBLIC OF)
        335800IV7VCDQGIOI391
        INDIA GOVT INR 7.61% 05-09-30
        N/A
        
          
          
        
        367000000.000000000000
        PA
        
        5281228.720000000000
        0.0518203629
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2030-05-09
          Fixed
          7.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG SECURITIZATION TRUST BHG_21-A
        N/A
        BHG 21-A B 144A 2.79% 11-17-33
        08861YAB2
        
          
          
        
        4000000.000000000000
        PA
        USD
        4020608.000000000000
        0.0394509264
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-11-17
          Fixed
          2.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1
        N/A
        BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28
        09229CAB5
        
          
          
        
        1883916.670000000000
        PA
        USD
        1865625.720000000000
        0.0183058540
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-07-15
          Fixed
          3.446000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1026086.360000000000
        0.0100681433
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-04-06
            0.000000000000
            USD
            0.000000000000
            USD
            5200000.000000000000
            USD
            1026086.360000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        8030543.960000000000
        0.0787971369
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2030-11-19
            0.000000000000
            USD
            0.000000000000
            USD
            153800000.000000000000
            USD
            8030543.960000000000
          
        
        
          N
          N
          N
        
      
      
        INDIA (REPUBLIC OF)
        335800IV7VCDQGIOI391
        INDIA GOVT INR 7.88% 03-19-30
        N/A
        
          
          
        
        333000000.000000000000
        PA
        
        4879492.540000000000
        0.0478784555
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2030-03-19
          Fixed
          7.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN GVT I/L 20 JPY 0.1% 03-10-25
        N/A
        
          
          
        
        510500000.000000000000
        PA
        
        4546705.210000000000
        0.0446130866
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2025-03-10
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 0.204% 02-26-21/02-26-24 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -12783633.200000000000
        -0.1254353006
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2024-02-26
            0.000000000000
            USD
            0.000000000000
            USD
            988000000.000000000000
            USD
            -12783633.200000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 0.2405% 03-01-21/03-01-24 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -5728056.120000000000
        -0.0562047135
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2024-03-01
            0.000000000000
            USD
            0.000000000000
            USD
            466800000.000000000000
            USD
            -5728056.120000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -2287.950000000000
        -0.0000224498
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2026-10-01
            0.000000000000
            JPY
            3915.190000000000
            JPY
            1442100000.000000000000
            JPY
            1627.240000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX GBP 0.493% 10-14-21/10-14-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -2313234.230000000000
        -0.0226978689
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-10-14
            0.000000000000
            GBP
            0.000000000000
            GBP
            1218200000.000000000000
            GBP
            -2313234.230000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX GBP 0.49067% 10-15-21/10-15-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1139922.070000000000
        -0.0111851197
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-10-15
            0.000000000000
            GBP
            0.000000000000
            GBP
            572400000.000000000000
            GBP
            -1139922.070000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX GBP 0.492% 10-15-21/10-15-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1223334.370000000000
        -0.0120035761
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-10-15
            0.000000000000
            GBP
            0.000000000000
            GBP
            618700000.000000000000
            GBP
            -1223334.370000000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        BONOS MEXICAN MXN 7.5% 06-03-27
        N/A
        
          
          
        
        600000.000000000000
        PA
        
        2940646.140000000000
        0.0288541471
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2027-06-03
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        BONOS MEXICAN MXN 8.0% 11-07-47
        N/A
        
          
          
        
        4964562.000000000000
        PA
        
        24067026.930000000000
        0.2361499825
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2047-11-07
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG SECURITIZATION TRUST BHG_21-B
        N/A
        BHG 21-B A 144A 0.9% 10-17-34
        08862BAA3
        
          
          
        
        3504305.310000000000
        PA
        USD
        3485816.600000000000
        0.0342034574
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2034-10-17
          Fixed
          0.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG SECURITIZATION TRUST BHG_21-B
        N/A
        BHG 21-B C 144A 2.24% 10-17-34
        08862BAC9
        
          
          
        
        8400000.000000000000
        PA
        USD
        8216611.200000000000
        0.0806228620
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2034-10-17
          Fixed
          2.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG SECURITIZATION TRUST BHG_21-B
        N/A
        BHG 21-B B 144A 1.67% 10-17-34
        08862BAB1
        
          
          
        
        7800000.000000000000
        PA
        USD
        7685230.800000000000
        0.0754088623
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2034-10-17
          Fixed
          1.670000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG 2020-A
        N/A
        BHG 20-A C 144A 5.17% 09-17-31
        06616PAC1
        
          
          
        
        7500000.000000000000
        PA
        USD
        7781430.000000000000
        0.0763527861
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-09-17
          Fixed
          5.170000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX GBP 0.49% 10-15-21/10-15-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -950351.010000000000
        -0.0093250145
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-10-15
            0.000000000000
            GBP
            0.000000000000
            GBP
            475496013.000000000000
            GBP
            -950351.010000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX GBP 0.491% 10-15-21/10-15-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        -1044083.930000000000
        -0.0102447387
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-10-15
            0.010000000000
            GBP
            0.000000000000
            GBP
            525203987.000000000000
            GBP
            -1044083.940000000000
          
        
        
          N
          N
          N
        
      
      
        MOZAMBIQUE (REPUBLIC OF)
        213800759WLKYIKPER73
        REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23
        N/A
        
          
          
        
        11045000.000000000000
        PA
        USD
        9388857.480000000000
        0.0921251527
        Long
        DBT
        NUSS
        MZ
        
        Y
        
        2
        
          2031-09-15
          Variable
          5.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        UTD MEX ST GVT GLOBAL 3.25% 04-16-30
        91087BAH3
        
          
          
        
        2090000.000000000000
        PA
        USD
        2145134.200000000000
        0.0210484413
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2030-04-16
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.5% 11-05-21/11-05-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1468389.500000000000
        0.0144081010
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-05
            0.000000000000
            GBP
            0.000000000000
            GBP
            622400000.000000000000
            GBP
            1468389.500000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.502% 11-05-21/11-05-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        991318.670000000000
        0.0097269965
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-05
            0.000000000000
            GBP
            0.000000000000
            GBP
            424300000.000000000000
            GBP
            991318.670000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.5045% 11-05-21/11-05-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        483023.110000000000
        0.0047395093
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-05
            0.000000000000
            GBP
            0.000000000000
            GBP
            209300000.000000000000
            GBP
            483023.110000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.5155% 11-08-21/11-08-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        359778.200000000000
        0.0035302082
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-08
            0.000000000000
            GBP
            0.000000000000
            GBP
            163300000.000000000000
            GBP
            359778.200000000000
          
        
        
          N
          N
          N
        
      
      
        BHG 2020-A
        N/A
        BHG 20-A B 144A 3.59% 09-17-31
        06616PAB3
        
          
          
        
        7500000.000000000000
        PA
        USD
        7701517.500000000000
        0.0755686703
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-09-17
          Fixed
          3.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG 2020-A
        N/A
        BHG 20-A A 144A 2.56% 09-17-31
        06616PAA5
        
          
          
        
        890386.610000000000
        PA
        USD
        899608.340000000000
        0.0088271183
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-09-17
          Fixed
          2.560000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        UTD MEX ST GVT GLOBAL 5.0% 04-27-51
        91087BAL4
        
          
          
        
        3290000.000000000000
        PA
        USD
        3740762.900000000000
        0.0367050362
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2051-04-27
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        UTD MEX ST GVT GLOBAL 2.659% 05-24-31
        91087BAM2
        
          
          
        
        5405000.000000000000
        PA
        USD
        5286144.050000000000
        0.0518685930
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2031-05-24
          Fixed
          2.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG INVESTMENTS LTD CFG_21-1
        549300C3OD89QRWQ1Y92
        CFG 21-1 A 144A 4.7% 05-20-32/11-20-24
        12528GAD4
        
          
          
        
        3250000.000000000000
        PA
        USD
        3302445.250000000000
        0.0324041848
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2032-05-20
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R
        N/A
        CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27
        14856JAA2
        
          
          
        
        4696827.280000000000
        PA
        USD
        4643335.110000000000
        0.0455612365
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2041-08-15
          Fixed
          2.741000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_21-2
        N/A
        CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28
        12567UAA1
        
          
          
        
        8337586.730000000000
        PA
        USD
        8278106.390000000000
        0.0812262639
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2037-05-11
          Fixed
          2.868000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4
        N/A
        CFMT 20-HB4 M3 144A FRN 12-26-30/11-27-23
        12529LAD2
        
          
          
        
        1075000.000000000000
        PA
        USD
        1073456.300000000000
        0.0105329456
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-12-26
          Variable
          2.7195000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.517% 11-08-21/11-08-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        723997.650000000000
        0.0071039947
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-08
            0.000000000000
            GBP
            0.000000000000
            GBP
            331200000.000000000000
            GBP
            723997.650000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.524% 11-08-21/11-08-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1022681.360000000000
        0.0100347328
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-08
            0.000000000000
            GBP
            0.000000000000
            GBP
            485700000.000000000000
            GBP
            1022681.360000000000
          
        
        
          N
          N
          N
        
      
      
        CPS AUTO TRUST CPS_20-B
        N/A
        CPS 20-B D 144A 4.75% 04-15-26
        12656CAG0
        
          
          
        
        378000.000000000000
        PA
        USD
        391663.570000000000
        0.0038430732
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS AUTO TRUST CPS_20-B
        N/A
        CPS 20-B B 144A 2.11% 04-15-26
        12656CAC9
        
          
          
        
        194980.320000000000
        PA
        USD
        195174.130000000000
        0.0019150836
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          2.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.525% 11-08-21/11-08-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1017093.290000000000
        0.0099799017
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-08
            0.000000000000
            GBP
            0.000000000000
            GBP
            485700000.000000000000
            GBP
            1017093.290000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX GBP 0.565% 11-19-21/11-19-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        
        1055313.860000000000
        0.0103549288
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2022-11-19
            0.000000000000
            GBP
            0.000000000000
            GBP
            557500000.000000000000
            GBP
            1055313.860000000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        254900EGTWEU67VP6075
        UTD MEX ST GVT GLOBAL 3.75% 04-19-71
        91087BAP5
        
          
          
        
        8790000.000000000000
        PA
        USD
        7924185.000000000000
        0.0777535237
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2071-04-19
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
        254900ZFY40OYEADAP90
        BRAZIL NTNB BRL I/L 6.0% 05-15-55
        N/A
        
          
          
        
        8269.639290000000
        PA
        
        1605918.150000000000
        0.0157575568
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2055-05-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 3.1675% 09-27-18/09-27-48 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        9186025.500000000000
        0.0901349289
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2048-09-27
            0.000000000000
            USD
            0.000000000000
            USD
            29000000.000000000000
            USD
            9186025.500000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ2 12-19-22
        N/A
        
          
          
        
        10800.000000000000
        NC
        USD
        -1954957.980000000000
        -0.0191823981
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ2 12-19-22
                
                  
                
              
            
            2022-12-19
            2671785000.000000000000
            USD
            -1954957.980000000000
          
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        254900STKLK2DBJJZ530
        PERU PEN 144A LIFE/REG S 6.15% 08-12-32
        N/A
        
          
          
        
        389420000.000000000000
        PA
        
        98045058.290000000000
        0.9620356877
        Long
        DBT
        NUSS
        PE
        
        Y
        
        2
        
          2032-08-12
          Fixed
          6.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF (GOVERNMENT)
        549300SHS4T08CL0LP14
        PANAMA GLOBAL SF 4.5% 04-01-56
        698299BM5
        
          
          
        
        1475000.000000000000
        PA
        USD
        1630258.500000000000
        0.0159963886
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2056-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS AUTO TRUST CPS_20-B
        N/A
        CPS 20-B C 144A 3.30% 04-15-26
        12656CAE5
        
          
          
        
        518000.000000000000
        PA
        USD
        523485.620000000000
        0.0051365347
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI FUNDING LLC CLIF_20-1
        549300NQLBWJD5AREU05
        CLIF 20-1A B 144A 3.62% 09-18-45
        12563LAP2
        
          
          
        
        1717521.250000000000
        PA
        USD
        1733355.080000000000
        0.0170079908
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-09-18
          Fixed
          3.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI FUNDING LLC CLIF_20-2
        N/A
        CLIF 20-2A B 144A 3.56% 09-15-45
        12563LAR8
        
          
          
        
        935936.740000000000
        PA
        USD
        942135.450000000000
        0.0092444019
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-09-15
          Fixed
          3.560000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1
        N/A
        DRIVE 20-1 D 2.7% 05-17-27/10-16-23
        26208QAG2
        
          
          
        
        6743000.000000000000
        PA
        USD
        6871130.490000000000
        0.0674207641
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        254900STKLK2DBJJZ530
        PERU GOVT 2.392% 01-23-26
        715638DE9
        
          
          
        
        1365000.000000000000
        PA
        USD
        1388218.650000000000
        0.0136214502
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2026-01-23
          Fixed
          2.392000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        254900STKLK2DBJJZ530
        PERU GOVT 2.783% 01-23-31
        715638DF6
        
          
          
        
        11165000.000000000000
        PA
        USD
        11137199.150000000000
        0.1092801945
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2031-01-23
          Fixed
          2.783000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDU3 09-18-23
        N/A
        
          
          
        
        22335.000000000000
        NC
        USD
        -36443685.570000000000
        -0.3575919758
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDU3 09-18-23
                
                  
                
              
            
            2023-09-18
            5499435375.000000000000
            USD
            -36443685.570000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ3 12-18-23
        N/A
        
          
          
        
        15236.000000000000
        NC
        USD
        23576465.660000000000
        0.2313365074
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ3 12-18-23
                
                  
                
              
            
            2023-12-18
            -3748436900.000000000000
            USD
            23576465.660000000000
          
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_20-2
        N/A
        DTAOT 20-2A A 144A 1.14% 01-16-24
        23343RAA6
        
          
          
        
        287792.500000000000
        PA
        USD
        288035.400000000000
        0.0028262550
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2024-01-16
          Fixed
          1.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_20-2
        N/A
        DTAOT 20-2A D 144A 4.73% 03-16-26
        23343RAG3
        
          
          
        
        200000.000000000000
        PA
        USD
        211793.000000000000
        0.0020781509
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-03-16
          Fixed
          4.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ4 12-16-24
        N/A
        
          
          
        
        11374.000000000000
        NC
        USD
        2223949.320000000000
        0.0218217894
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ4 12-16-24
                
                  
                
              
            
            2024-12-16
            -2794876150.000000000000
            USD
            2223949.320000000000
          
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_20-2
        N/A
        DTAOT 20-2A C 144A 3.28% 03-16-26
        23343RAE8
        
          
          
        
        915000.000000000000
        PA
        USD
        939368.280000000000
        0.0092172500
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-03-16
          Fixed
          3.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_20-2
        N/A
        DTAOT 20-2A B 144A 2.08% 03-16-26
        23343RAC2
        
          
          
        
        1691000.000000000000
        PA
        USD
        1699818.570000000000
        0.0166789245
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-03-16
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1
        N/A
        EART 20-1A D 144A 2.73% 12-15-25/03-15-24
        30167HAG3
        
          
          
        
        5705000.000000000000
        PA
        USD
        5823692.530000000000
        0.0571431151
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          2.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
        N/A
        EART 20-2 B 144A 2.08% 07-15-24/08-15-22
        30167YAC5
        
          
          
        
        713498.960000000000
        PA
        USD
        715090.780000000000
        0.0070165989
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2024-07-15
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        254900STKLK2DBJJZ530
        PERU GOVT 2.78% 12-01-60
        715638DQ2
        
          
          
        
        17695000.000000000000
        PA
        USD
        15571776.950000000000
        0.1527930669
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2060-12-01
          Fixed
          2.780000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINES (REPUBLIC OF)
        529900RAHBALMYIJ3T08
        PHILIPPINES REP OF 1.648% 06-10-31
        718286CK1
        
          
          
        
        13830000.000000000000
        PA
        USD
        13425624.630000000000
        0.1317346356
        Long
        DBT
        NUSS
        PH
        
        N
        
        2
        
          2031-06-10
          Fixed
          1.648000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINES (REPUBLIC OF)
        529900RAHBALMYIJ3T08
        PHILIPPINES REP OF 2.65% 12-10-45
        718286CL9
        
          
          
        
        7941000.000000000000
        PA
        USD
        7536795.160000000000
        0.0739523852
        Long
        DBT
        NUSS
        PH
        
        N
        
        2
        
          2045-12-10
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        254900STKLK2DBJJZ530
        PERU GOVT 3.0% 01-15-34
        715638DU3
        
          
          
        
        7055000.000000000000
        PA
        USD
        7044417.500000000000
        0.0691210873
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2034-01-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
        N/A
        EART 20-2 D 144A 4.73% 04-15-26/04-15-24
        30167YAG6
        
          
          
        
        520000.000000000000
        PA
        USD
        545320.360000000000
        0.0053507811
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A
        N/A
        EDVES 21-A A 144A 1.8% 11-25-45
        28166LAA2
        
          
          
        
        4376155.210000000000
        PA
        USD
        4311462.510000000000
        0.0423048430
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-11-25
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
        254900HXCCIOHM74FA02
        SRI LANKA REP OF REG S 6.2% 05-11-27
        N/A
        
          
          
        
        220000.000000000000
        PA
        USD
        112829.200000000000
        0.0011071003
        Long
        DBT
        NUSS
        LK
        
        Y
        
        2
        
          2027-05-11
          Fixed
          6.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
        254900HXCCIOHM74FA02
        SRI LANKA REP OF REG S 6.75% 04-18-28
        N/A
        
          
          
        
        4450000.000000000000
        PA
        USD
        2267097.000000000000
        0.0222451622
        Long
        DBT
        NUSS
        LK
        
        Y
        
        2
        
          2028-04-18
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST FORDR_19-1
        N/A
        FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24
        34532PAA8
        
          
          
        
        2467000.000000000000
        PA
        USD
        2587653.570000000000
        0.0253905207
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2030-07-15
          Fixed
          3.520000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A
        N/A
        GSFMT 21-A D 144A 2.09% 12-21-26/09-22-25
        37186XAN5
        
          
          
        
        2000000.000000000000
        PA
        USD
        1974984.000000000000
        0.0193788970
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-12-21
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A
        N/A
        GSFMT 21-A E 144A 3.77% 12-21-26/10-20-25
        37186XAP0
        
          
          
        
        6000000.000000000000
        PA
        USD
        5928144.000000000000
        0.0581680116
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-12-21
          Fixed
          3.770000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI FUNDING I LLC GCI_21-1
        N/A
        GCI 21-1 A 144A 2.38% 06-18-46/09-18-31
        36166VAE5
        
          
          
        
        5777015.880000000000
        PA
        USD
        5741833.850000000000
        0.0563399030
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-06-18
          Fixed
          2.380000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI FUNDING I LLC GCI_21-1
        N/A
        GCI 21-1 B 144A 3.04% 06-18-46/09-18-31
        36166VAF2
        
          
          
        
        273792.220000000000
        PA
        USD
        270969.150000000000
        0.0026587979
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-06-18
          Fixed
          3.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDENTREE LOAN MANAGEMENT US CLO1 LTD GLM_19-6A
        549300MI5PVR6JHGVV87
        GLM 19-6A B1 144A FRN (L+190) 01-20-33
        38137WAE5
        
          
          
        
        1000000.000000000000
        PA
        USD
        1000264.000000000000
        0.0098147697
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2033-01-20
          Variable
          2.0315000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-1
        N/A
        HERTZ 21-1A A 144A 1.21% 12-26-25/24
        42806MAA7
        
          
          
        
        9753000.000000000000
        PA
        USD
        9669855.680000000000
        0.0948823574
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-12-26
          Fixed
          1.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-2
        N/A
        HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26
        42806MAE9
        
          
          
        
        10573000.000000000000
        PA
        USD
        10439198.690000000000
        0.1024312889
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-12-27
          Fixed
          1.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-1
        N/A
        HERTZ 21-1A C 144A 2.05% 12-26-25/24
        42806MAC3
        
          
          
        
        3737000.000000000000
        PA
        USD
        3703890.180000000000
        0.0363432344
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-12-26
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-1
        N/A
        HERTZ 21-1A B 144A 1.56% 12-26-25/24
        42806MAB5
        
          
          
        
        3660000.000000000000
        PA
        USD
        3628458.120000000000
        0.0356030815
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-12-26
          Fixed
          1.560000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA (REPUBLIC OF)
        315700IASY927EDWBK92
        ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34
        N/A
        
          
          
        
        995000.000000000000
        PA
        
        1195533.320000000000
        0.0117307872
        Long
        DBT
        NUSS
        RO
        
        Y
        
        2
        
          2034-04-03
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA (REPUBLIC OF)
        549300DYYS8QPMR8OP36
        COSTA RICA REP OF REG S 7.0% 04-04-44
        N/A
        
          
          
        
        2999000.000000000000
        PA
        USD
        2950266.250000000000
        0.0289485413
        Long
        DBT
        NUSS
        CR
        
        Y
        
        2
        
          2044-04-04
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
        254900HXCCIOHM74FA02
        SRI LANKA REP OF REG S 7.85% 03-14-29
        N/A
        
          
          
        
        6460000.000000000000
        PA
        USD
        3301964.400000000000
        0.0323994666
        Long
        DBT
        NUSS
        LK
        
        Y
        
        2
        
          2029-03-14
          Fixed
          7.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
        254900HXCCIOHM74FA02
        SRI LANKA REP OF REG S 6.35% 06-28-24
        N/A
        
          
          
        
        4530000.000000000000
        PA
        USD
        2393470.800000000000
        0.0234851645
        Long
        DBT
        NUSS
        LK
        
        Y
        
        2
        
          2024-06-28
          Fixed
          6.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-2
        N/A
        HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26
        42806MAF6
        
          
          
        
        3950000.000000000000
        PA
        USD
        3921402.000000000000
        0.0384774994
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-12-27
          Fixed
          2.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC HERTZ_21-2
        N/A
        HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26
        42806MAG4
        
          
          
        
        2477000.000000000000
        PA
        USD
        2464037.860000000000
        0.0241775812
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-12-27
          Fixed
          2.520000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
        254900HXCCIOHM74FA02
        SRI LANKA REP OF REG S 7.55% 03-28-30
        N/A
        
          
          
        
        25790000.000000000000
        PA
        USD
        12959475.000000000000
        0.1271606918
        Long
        DBT
        NUSS
        LK
        
        Y
        
        2
        
          2030-03-28
          Fixed
          7.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN (KINGDOM OF)
        9598007A56S18711AH60
        SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30
        N/A
        
          
          
        
        12245000.000000000000
        PA
        
        14950228.210000000000
        0.1466943192
        Long
        DBT
        NUSS
        ES
        
        Y
        
        2
        
          2030-10-31
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING III LLC HERTZ_21-A
        N/A
        HERTZ 21-A B 144A 3.65% 06-30-23
        N/A
        
          
        
        19550000.000000000000
        PA
        USD
        19506012.500000000000
        0.1913964913
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2023-06-30
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_19-GS2
        N/A
        LMAT 19-GS2 A1 144A FRN 01-25-59
        52475BAA0
        
          
          
        
        770477.840000000000
        PA
        USD
        772005.700000000000
        0.0075750583
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-01-25
          Variable
          3.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5
        N/A
        LMAT 19-GS5 A1 144A FRN 05-25-59
        52475FAF0
        
          
          
        
        1378429.850000000000
        PA
        USD
        1382959.370000000000
        0.0135698453
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2059-05-25
          Variable
          3.2000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRAIT_20-10
        N/A
        MRAIT 20-10 A2 144A FRN (L+170) 01-18-22
        55345CAB7
        
          
          
        
        42645000.000000000000
        PA
        USD
        42700395.860000000000
        0.4189839387
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2022-01-18
          Variable
          1.7863800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSION LANE CREDIT MASTER TRUST MLANE_21-A
        N/A
        MLANE 21-A B 144A 2.24% 09-15-26/07-17-23
        60510MAB4
        
          
          
        
        4890000.000000000000
        PA
        USD
        4867413.090000000000
        0.0477599298
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-09-15
          Fixed
          2.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSION LANE CREDIT MASTER TRUST MLANE_21-A
        N/A
        MLANE 21-A C 144A 4.75% 09-15-26/07-17-23
        60510MAC2
        
          
          
        
        5000000.000000000000
        PA
        USD
        4967610.000000000000
        0.0487430798
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-09-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.25% 02-15-50
        912810SM1
        
          
          
        
        3510466.540000000000
        PA
        USD
        4244511.140000000000
        0.0416479042
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 08-15-40
        912810SQ2
        
          
          
        
        45000000.000000000000
        PA
        USD
        39302428.500000000000
        0.3856424739
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-08-15
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 10-15-25
        91282CAQ4
        
          
          
        
        38173898.000000000000
        PA
        USD
        41171324.600000000000
        0.4039804174
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.625% 11-15-50
        912810SS8
        
          
          
        
        66000000.000000000000
        PA
        USD
        61588599.600000000000
        0.6043183798
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCAS_19-01
        N/A
        MCAS 19-1 M10 144A (L+325) FRN 10-15-49
        62547NAB5
        
          
          
        
        1500000.000000000000
        PA
        USD
        1485010.500000000000
        0.0145711892
        Long
        ABS-CBDO
        USGA
        US
        
        Y
        
        2
        
          2049-10-15
          Variable
          3.3518800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEUBERGER BERMAN CLO LTD NEUB_14-18A
        549300FCSYYS3J0RKL34
        NEUB 14-18A A2R2 144A FRN 10-21-30
        64128QAU9
        
          
          
        
        1000000.000000000000
        PA
        USD
        1001012.000000000000
        0.0098221092
        Long
        ABS-O
        CORP
        KY
        
        Y
        
        2
        
          2030-10-21
          Variable
          1.8295000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST NSLT_21-C
        N/A
        NSLT 21-CA C 144A 3.36% 04-20-62
        64035GAD1
        
          
          
        
        5313000.000000000000
        PA
        USD
        5357565.440000000000
        0.0525693925
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2062-04-20
          Fixed
          3.360000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST NSLT_21-C
        N/A
        NSLT 21-CA D 144A 4.44% 04-20-62
        64035GAE9
        
          
          
        
        11333000.000000000000
        PA
        USD
        11593953.660000000000
        0.1137619517
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2062-04-20
          Fixed
          4.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKEY (REPUBLIC OF)
        5493000PCHOG3B6S3Q85
        TURKEY REP OF 5.875% 06-26-31
        900123DC1
        
          
          
        
        5900000.000000000000
        PA
        USD
        5252770.000000000000
        0.0515411209
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2031-06-26
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 01-15-31
        91282CBF7
        
          
          
        
        304187670.000000000000
        PA
        USD
        340405135.200000000000
        3.3401162084
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVTR_21-1
        N/A
        NAVTR 21-1 A 144A 2.771% 11-15-46/28
        63943BAA1
        
          
          
        
        6817307.520000000000
        PA
        USD
        6808942.680000000000
        0.0668105662
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-11-15
          Fixed
          2.771000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVTR_21-1
        N/A
        NAVTR 21-1 B 144A 3.571% 11-15-46/28
        63943BAB9
        
          
          
        
        4642000.000000000000
        PA
        USD
        4610787.190000000000
        0.0452418704
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-11-15
          Fixed
          3.571000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1
        N/A
        ONDK 21-1A A 144A 1.59% 05-17-27/24
        68236WAA0
        
          
          
        
        3712000.000000000000
        PA
        USD
        3693955.970000000000
        0.0362457582
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-05-17
          Fixed
          1.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1
        N/A
        ONDK 21-1A B 144A 2.28% 05-17-27/24
        68236WAB8
        
          
          
        
        4316000.000000000000
        PA
        USD
        4296193.880000000000
        0.0421550245
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-05-17
          Fixed
          2.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1
        N/A
        ONDK 21-1A D 144A 4.94% 05-17-27/24
        68236WAD4
        
          
          
        
        1350000.000000000000
        PA
        USD
        1348330.050000000000
        0.0132300562
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-05-17
          Fixed
          4.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1
        N/A
        ONDK 21-1A C 144A 2.97% 05-17-27/24
        68236WAC6
        
          
          
        
        1350000.000000000000
        PA
        USD
        1343830.500000000000
        0.0131859058
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-05-17
          Fixed
          2.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.875% 02-15-41
        912810SW9
        
          
          
        
        268000000.000000000000
        PA
        USD
        265315604.800000000000
        2.6033242754
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 12-15-51
        912810SV1
        
          
          
        
        453825822.460000000000
        PA
        USD
        537198754.910000000000
        5.2710904826
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-02-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPORTUN FUNDING LLC OPTN_21-B
        N/A
        OPTN 21-B B 144A 1.96% 05-08-31/05-01-24
        68377GAB2
        
          
          
        
        6202000.000000000000
        PA
        USD
        6181179.890000000000
        0.0606508451
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-05-08
          Fixed
          1.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPORTUN FUNDING LLC OPTN_21-B
        N/A
        OPTN 21-B A 144A 1.47% 05-08-31/05-01-24
        68377GAA4
        
          
          
        
        3166000.000000000000
        PA
        USD
        3148406.540000000000
        0.0308927294
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-05-08
          Fixed
          1.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS FINANCING CORP PFSFC_21-B
        N/A
        PFSFC 21-B B 144A 1.095% 08-17-26/08-15-24
        69335PEE1
        
          
          
        
        7000000.000000000000
        PA
        USD
        6925548.000000000000
        0.0679547185
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-08-17
          Fixed
          1.095000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRODIGY FINANCE PRDGY_21-1
        635400HTAZNW3LYYMQ40
        PRDGY 21-1A A 144A FRN (L+125) 07-25-51
        742855AA7
        
          
          
        
        2410310.420000000000
        PA
        USD
        2411368.550000000000
        0.0236607805
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2051-07-25
          Variable
          1.3518800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKFORD TOWER CLO LTD ROCKT_18-2A
        5493001SZ764RMCNU069
        ROCKT 18-2A B 144A FRN (L+180) 10-20-31
        77342KAC4
        
          
          
        
        1265000.000000000000
        PA
        USD
        1264996.210000000000
        0.0124123696
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-10-20
          Variable
          1.9315000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION PLACE SECURITIZATION TRUST SPST_21-WL2
        N/A
        SPST 21-WL2 A 144A FRN (L+70) 03-25-54/04-11-23
        85777QAA2
        
          
          
        
        5150000.000000000000
        PA
        USD
        5155304.500000000000
        0.0505847719
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2054-03-25
          Variable
          0.8018800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 04-15-26
        91282CCA7
        
          
          
        
        255042548.442000000000
        PA
        USD
        275221903.790000000000
        2.7005266569
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.25% 05-15-41
        912810SY5
        
          
          
        
        98018000.000000000000
        PA
        USD
        102952882.840000000000
        1.0101921420
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-05-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHACKLETON CLO LTD SHACK_14-6RA
        5493006EKWGOE6JAPH26
        SHACK 14-6RA B 144A FRN (L+173) 07-17-28
        81881GAE8
        
          
          
        
        750000.000000000000
        PA
        USD
        751217.250000000000
        0.0073710783
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2028-07-17
          Variable
          1.8522500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUTTONPARK STRUCTURED SETTLEMENTS SPPS_2021-1
        N/A
        SPSS 21-1 A 144A 1.95% 09-15-75
        78472VAA4
        
          
          
        
        4642951.110000000000
        PA
        USD
        4587101.050000000000
        0.0450094578
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2075-09-15
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 07-15-31
        91282CCM1
        
          
          
        
        196958607.570000000000
        PA
        USD
        221270775.130000000000
        2.1711485111
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.75% 08-15-41
        912810TA6
        
          
          
        
        447578000.000000000000
        PA
        USD
        433869088.680000000000
        4.2572012745
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-08-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.875% 09-30-26
        91282CCZ2
        
          
          
        
        2093000.000000000000
        PA
        USD
        2057054.820000000000
        0.0201841906
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 10-15-26
        91282CDC2
        
          
          
        
        446111906.000000000000
        PA
        USD
        485229695.800000000000
        4.7611607586
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHACKLETON CLO LTD SHACK_13-4RA
        5493000LHXWSIZGUY418
        SHACK 13-4RA A2A 144A FRN (L+160) 04-13-31
        81882HAC9
        
          
          
        
        2000000.000000000000
        PA
        USD
        2000932.000000000000
        0.0196335035
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-04-13
          Variable
          1.7217500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEPEAK 2021-1 ABS SALTT_21-1A
        N/A
        SALTT 21-1A B 144A 3.821% 02-28-33/01-18-28
        78433XAC4
        
          
          
        
        9526081.100000000000
        PA
        USD
        9459284.220000000000
        0.0928161925
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-02-28
          Fixed
          3.821000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEPEAK 2021-1 ABS SALTT_21-1A
        N/A
        SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27
        78433XAA8
        
          
          
        
        1069418.740000000000
        PA
        USD
        1059743.710000000000
        0.0103983953
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-02-28
          Fixed
          2.301000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLAR JAY US LLC STELLAR_21-1
        N/A
        STELR 21-1 A 144A 3.967% 10-15-41/03-15-28
        858558AA7
        
          
          
        
        14744039.640000000000
        PA
        USD
        14667488.590000000000
        0.1439200274
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2041-10-15
          Fixed
          3.967000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLAR JAY US LLC STELLAR_21-1
        N/A
        STELR 21-1 B 144A 5.926% 10-15-41/03-15-28
        858558AB5
        
          
          
        
        20681640.000000000000
        PA
        USD
        20506880.140000000000
        0.2012171840
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2041-10-15
          Fixed
          5.926000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRITE LIMITED SPRTE_21-1
        N/A
        SPRTE 21-1 A 144A 3.75% 10-15-46/11-15-28
        85208UAA2
        
          
          
        
        3316667.640000000000
        PA
        USD
        3266244.340000000000
        0.0320489750
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-10-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLRR AIRCRAFT LLC SOLRR_21-1
        N/A
        SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28
        83438LAA9
        
          
          
        
        7768099.560000000000
        PA
        USD
        7743598.970000000000
        0.0759815812
        Long
        ABS-O
        CORP
        IE
        
        Y
        
        2
        
          2046-10-15
          Fixed
          2.636000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A
        N/A
        SCART 20-A C 144A 3.71% 02-17-26/12-15-23
        80281MAC7
        
          
          
        
        8130000.000000000000
        PA
        USD
        8408997.210000000000
        0.0825105880
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-02-17
          Fixed
          3.710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 12-31-26
        91282CDQ1
        
          
          
        
        105000000.000000000000
        PA
        USD
        104974905.000000000000
        1.0300325859
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.375% 07-15-25
        912828XL9
        
          
          
        
        45267960.000000000000
        PA
        USD
        49229711.600000000000
        0.4830507552
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE REPUBLIC OF (GOVERNMENT)
        6354001WLTJXOMEXPY07
        UKRAINE GOVT REG S SF 7.375% 09-25-32
        N/A
        
          
          
        
        5370000.000000000000
        PA
        USD
        4806848.100000000000
        0.0471656552
        Long
        DBT
        NUSS
        UA
        
        Y
        
        2
        
          2032-09-25
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CONV GILT
        N/A
        UTD KINGDOM GILT I/L GBP REG S 0.125% 08-10-41
        N/A
        
          
          
        
        2641602.000000000000
        PA
        
        6013281.940000000000
        0.0590034003
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2041-08-10
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A
        N/A
        SCART 20-A B 144A 2.26% 12-15-25/06-15-23
        80281MAB9
        
          
          
        
        4460000.000000000000
        PA
        USD
        4521726.400000000000
        0.0443679900
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-12-15
          Fixed
          2.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SORT_20-1
        N/A
        SORT 20-1 A1 144A 1.69% 07-15-60/25
        12530MAA3
        
          
          
        
        3829294.560000000000
        PA
        USD
        3802129.540000000000
        0.0373071766
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2060-07-15
          Fixed
          1.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 4.375% 11-15-39
        912810QD3
        
          
          
        
        209700000.000000000000
        PA
        USD
        292584092.760000000000
        2.8708875674
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2039-11-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.125% 11-15-28
        9128285M8
        
          
          
        
        204500.000000000000
        PA
        USD
        227405.510000000000
        0.0022313436
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SORT_20-1
        N/A
        SORT 20-1 B1 144A 2.28% 07-15-60/25
        12530MAC9
        
          
          
        
        1620086.160000000000
        PA
        USD
        1620301.630000000000
        0.0158986901
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2060-07-15
          Fixed
          2.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SORT_20-1
        N/A
        SORT 20-1 A2 144A 1.99% 07-15-60/27
        12530MAB1
        
          
          
        
        621628.210000000000
        PA
        USD
        611597.000000000000
        0.0060010994
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2060-07-15
          Fixed
          1.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SORT_20-1
        N/A
        SORT 20-1 B2 144A 2.6% 07-15-60/27
        12530MAD7
        
          
          
        
        299163.640000000000
        PA
        USD
        298664.930000000000
        0.0029305538
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2060-07-15
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEACO_20-1
        N/A
        SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30
        37959PAA5
        
          
          
        
        3930372.060000000000
        PA
        USD
        3927923.440000000000
        0.0385414889
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2040-10-17
          Fixed
          2.170000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.25% 04-30-24
        9128286R6
        
          
          
        
        1224000.000000000000
        PA
        USD
        1264046.220000000000
        0.0124030481
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-30
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.875% 06-30-26
        9128287B0
        
          
          
        
        566000.000000000000
        PA
        USD
        582150.700000000000
        0.0057121670
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 08-15-22
        912828YA2
        
          
          
        
        4000000.000000000000
        PA
        USD
        4031114.800000000000
        0.0395540210
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 09-30-24
        912828YH7
        
          
          
        
        97000.000000000000
        PA
        USD
        98545.530000000000
        0.0009669464
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-30
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEACO_20-1
        N/A
        SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30
        37959PAB3
        
          
          
        
        1078807.490000000000
        PA
        USD
        1087509.150000000000
        0.0106708347
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2040-10-17
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4
        N/A
        SDART 20-4 D 1.48% 01-15-27
        80286WAG1
        
          
          
        
        15000000.000000000000
        PA
        USD
        15052350.000000000000
        0.1476963565
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          1.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.625% 09-30-26
        912828YG9
        
          
          
        
        385000.000000000000
        PA
        USD
        391786.090000000000
        0.0038442753
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 12-31-26
        912828YX2
        
          
          
        
        24924000.000000000000
        PA
        USD
        25522679.460000000000
        0.2504331061
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF HIPPOLYTA ISSUER LLC SORT_21-1
        N/A
        SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26
        12530MAE5
        
          
          
        
        12914726.770000000000
        PA
        USD
        12686781.840000000000
        0.1244849777
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2061-03-15
          Fixed
          1.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER FINANCE LLC TCF_20-1
        N/A
        TCF 20-1 A 144A 2.11% 09-20-45/05-20-30
        89680HAA0
        
          
          
        
        1233375.000000000000
        PA
        USD
        1225977.220000000000
        0.0120295083
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-09-20
          Fixed
          2.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.5% 03-31-25
        912828ZF0
        
          
          
        
        44338200.000000000000
        PA
        USD
        43604708.720000000000
        0.4278572186
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-03-31
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.375% 08-15-50
        912810SP4
        
          
          
        
        62700000.000000000000
        PA
        USD
        55043746.890000000000
        0.5400991118
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER FINANCE LLC TCF_20-1
        N/A
        TCF 20-1 B 144A 3.74% 09-20-45/05-20-30
        89680HAB8
        
          
          
        
        4436575.000000000000
        PA
        USD
        4485590.280000000000
        0.0440134159
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-09-20
          Fixed
          3.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2
        549300WW1K7EYP0YPC14
        TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30
        88315LAH1
        
          
          
        
        3147244.390000000000
        PA
        USD
        3162225.270000000000
        0.0310283212
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2045-09-20
          Fixed
          3.340000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 04-30-28
        91282CBZ3
        
          
          
        
        30000600.000000000000
        PA
        USD
        29742531.840000000000
        0.2918390541
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-04-30
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.375% 05-15-51
        912810SX7
        
          
          
        
        77828100.000000000000
        PA
        USD
        86108690.740000000000
        0.8449139096
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-05-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1
        N/A
        USRE 21-1 B1 144A 2.41% 10-20-61/26
        643821AB7
        
          
          
        
        10000000.000000000000
        PA
        USD
        10038970.000000000000
        0.0985041732
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2061-10-20
          Fixed
          2.410000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1
        N/A
        USRE 21-1 A1 144A 1.91% 10-20-61/26
        643821AA9
        
          
          
        
        42689000.000000000000
        PA
        USD
        41923714.300000000000
        0.4113630001
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2061-10-20
          Fixed
          1.910000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.0% 08-15-51
        912810SZ2
        
          
          
        
        387315700.000000000000
        PA
        USD
        395331740.650000000000
        3.8790659073
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 08-15-31
        91282CCS8
        
          
          
        
        78023000.000000000000
        PA
        USD
        76309973.830000000000
        0.7487671427
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-08-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO LTD VOYA_16-3A
        549300001G5S0D8B8343
        VOYA 16-3A A3R 144A FRN 10-18-31
        92915HAQ6
        
          
          
        
        1750000.000000000000
        PA
        USD
        1762661.250000000000
        0.0172955482
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-10-18
          Variable
          1.8722500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP PRP 144A LIFE JR SUB (H) 4.375% 12-31-49/02-10-31
        902613AD0
        
          
          
        
        5375000.000000000000
        PA
        USD
        5322862.500000000000
        0.0522288810
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2049-12-31
          Variable
          4.3750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO DISTRIB 144A SR UNSEC 7.125% 06.15.25
        95081QAN4
        
          
          
        
        5835000.000000000000
        PA
        USD
        6192539.630000000000
        0.0607623089
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL ENTERTAINMENT CORP
        353800BBJTHSMSQ31V91
        UNIVERSAL ENTERTAINMENT 144A LIFE SEC 8.5% 12-11-24
        91349WAB4
        
          
          
        
        5500000.000000000000
        PA
        USD
        5799310.000000000000
        0.0569038693
        Long
        DBT
        CORP
        JP
        
        Y
        
        2
        
          2024-12-11
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.875% 11-15-51
        912810TB4
        
          
          
        
        36035500.000000000000
        PA
        USD
        35791918.040000000000
        0.3511967159
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-11-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27
        298785JJ6
        
          
          
        
        15310000.000000000000
        PA
        USD
        14586541.260000000000
        0.1431257577
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2027-10-21
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVELOPMENT BANK
        VKU1UKDS9E7LYLMACP54
        INTERAMER DEV BK 0.625% 07-15-25
        4581X0DN5
        
          
          
        
        13000000.000000000000
        PA
        USD
        12758564.000000000000
        0.1251893171
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENSUS INC
        N/A
        ASCENSUS INC TL (L+650)(FLR 0.5) 7.0% 08-02-29
        N/A
        
          
        
        3535000.000000000000
        PA
        USD
        3548256.250000000000
        0.0348161264
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-08-02
          Variable
          7.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPERATING LP
        549300PUNBPJCGT6X741
        SUN COMMUNITIES LP SR UNSEC 2.3% 11-01-28
        866677AF4
        
          
          
        
        4193000.000000000000
        PA
        USD
        4191159.270000000000
        0.0411244061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-ELEVEN 144A LIFE SR UNSEC 2.8% 02-10-51
        817826AG5
        
          
          
        
        10835000.000000000000
        PA
        USD
        10073927.930000000000
        0.0988471867
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2051-02-10
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-ELEVEN 144A LIFE SR UNSEC 0.95% 02-10-26
        817826AC4
        
          
          
        
        6625000.000000000000
        PA
        USD
        6421042.750000000000
        0.0630044225
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-10
          Fixed
          0.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-ELEVEN 144A LIFE SR UNSEC 1.3% 02-10-28
        817826AD2
        
          
          
        
        1890000.000000000000
        PA
        USD
        1801421.370000000000
        0.0176758694
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-02-10
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTIC AVIATION
        N/A
        ATLANTIC AVIATION FBO INC TL 1ST LIEN (L+300)(FLR 0.5) 3.5% 09-22-28
        N/A
        
          
        
        9000000.000000000000
        PA
        USD
        8982504.000000000000
        0.0881379395
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-09-22
          Variable
          3.5000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTIC AVIATION
        N/A
        ATLANTIC AVIATION FBO INC TL 2ND LIEN (L+575)(FLR 0.5) 6.25% 09-21-29
        N/A
        
          
        
        2590000.000000000000
        PA
        USD
        2629658.080000000000
        0.0258026765
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-09-21
          Variable
          6.2500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMC SOFTWARE INC
        549300TEWK6ENMZQLF18
        BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 03-31-26
        N/A
        
          
        
        8950000.000000000000
        PA
        USD
        9043975.000000000000
        0.0887411039
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-03-31
          Variable
          6.1283800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 7.0% 06-04-29
        N/A
        
          
        
        3375000.000000000000
        PA
        USD
        3415078.130000000000
        0.0335093588
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-06-04
          Variable
          7.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL CURRENCY GROUP INC
        N/A
        DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-30-26
        N/A
        
          
        
        2997143.000000000000
        PA
        USD
        2838522.320000000000
        0.0278520898
        Long
        LON
        CORP
        US
        
        N
        
        3
        
          2026-11-30
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL CURRENCY GROUP INC
        N/A
        DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26
        N/A
        
          
        
        2247857.000000000000
        PA
        USD
        2128891.510000000000
        0.0208890651
        Long
        LON
        CORP
        US
        
        N
        
        3
        
          2026-11-30
          Variable
          8.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTEL 6 OPERATING LP
        N/A
        MOTEL 6 OPERATING LP TL-B 1ST LIEN (L+500)(FLR 0.75) 5.75% 09-09-26
        N/A
        
          
        
        2130000.000000000000
        PA
        USD
        2149968.750000000000
        0.0210958788
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-09-09
          Variable
          5.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAYA RESORTS HOLDING BV
        5493005SPBUMPZZCIZ96
        PLAYA RESORTS HOLDING BV TL-B (L+275) 3.75% 04-29-24
        72812NAD8
        
          
          
        
        4955529.440000000000
        PA
        USD
        4842483.900000000000
        0.0475153201
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2024-04-29
          Variable
          3.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SKYMILES IP LIMITED TL (L+375) (FLR 1.0) 4.75% 10-20-27
        24736CBS2
        
          
        
        3000000.000000000000
        PA
        USD
        3179625.000000000000
        0.0311990505
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Variable
          4.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ULTIMATE SOFTWARE GROUP INC
        529900FKHWSTQ1GXK240
        UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 5.75% 05-03-27
        N/A
        
          
        
        7075000.000000000000
        PA
        USD
        7119218.750000000000
        0.0698550506
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-05-03
          Variable
          5.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T
        N/A
        JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28
        46652WAA1
        
          
          
        
        11522000.000000000000
        PA
        USD
        11556404.690000000000
        0.1133935144
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2042-03-05
          Fixed
          2.287040000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_16-UB10
        N/A
        BACM 16-UB10 C FRN 07-15-49/05-15-26
        06054MAK9
        
          
          
        
        2500000.000000000000
        PA
        USD
        2696760.000000000000
        0.0264610925
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2049-07-15
          Variable
          4.8530100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-ELEVEN 144A LIFE SR UNSEC 1.8% 02-10-31
        817826AE0
        
          
          
        
        12000000.000000000000
        PA
        USD
        11368176.000000000000
        0.1115465808
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-10
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-ELEVEN 144A LIFE SR UNSEC 2.5% 02-10-41
        817826AF7
        
          
          
        
        12000000.000000000000
        PA
        USD
        11093724.000000000000
        0.1088536086
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2041-02-10
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25
        046353AL2
        
          
          
        
        3600000.000000000000
        PA
        USD
        3867210.000000000000
        0.0379457578
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-11-16
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER-BUSCH INBEV SR UNSEC 4.6% 04-15-48
        035240AN0
        
          
          
        
        5305000.000000000000
        PA
        USD
        6501166.100000000000
        0.0637906072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-C1
        N/A
        BBCMS 17-C1 B 4.089% 02-15-50/02-18-27
        07332VBF1
        
          
          
        
        3564000.000000000000
        PA
        USD
        3819474.650000000000
        0.0374773700
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          4.089000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
        N/A
        BX 21-SOAR D 144A FRN (L+140) 06-15-38/23
        05608WAL8
        
          
          
        
        12127000.000000000000
        PA
        USD
        12080881.020000000000
        0.1185397702
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-06-15
          Variable
          1.5097500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49
        02209SBF9
        
          
          
        
        4889000.000000000000
        PA
        USD
        6114061.180000000000
        0.0599922643
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-02-14
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC SR UNSEC 4.35% 03-01-29
        00206RHJ4
        
          
          
        
        1250000.000000000000
        PA
        USD
        1405280.000000000000
        0.0137888593
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
        N/A
        BX 21-SOAR B 144A FRN (L+87) 06-15-38/23
        05608WAG9
        
          
          
        
        4355000.000000000000
        PA
        USD
        4337061.760000000000
        0.0425560275
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-06-15
          Variable
          0.9797500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
        N/A
        BX 21-SOAR C 144A FRN (L+110) 06-15-38/23
        05608WAJ3
        
          
          
        
        4671000.000000000000
        PA
        USD
        4652404.750000000000
        0.0456502294
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-06-15
          Variable
          1.2097500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APA CORP
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP SR UNSEC 4.25% 01-15-30
        037411BF1
        
          
          
        
        495000.000000000000
        PA
        USD
        537884.330000000000
        0.0052778175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APA CORP
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP SR UNSEC 5.35% 07-01-49
        037411BG9
        
          
          
        
        350000.000000000000
        PA
        USD
        400396.500000000000
        0.0039287622
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          5.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG MERGER SUB II INC
        N/A
        AG MERGER SUB II 144A LIFE SR UNSEC 10.75% 08-01-27
        00791GAA5
        
          
          
        
        2500000.000000000000
        PA
        USD
        2778650.000000000000
        0.0272646119
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-08-01
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
        N/A
        ALLIANT HOLDINGS INTERMEDIATE LLC 144A SR UNSEC 6.75% 10-15-27
        01883LAA1
        
          
          
        
        3000000.000000000000
        PA
        USD
        3115620.000000000000
        0.0305710220
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK_21-BN34
        N/A
        BANK 21-BN34 C FRN 06-15-63/06-16-31
        06541JBD2
        
          
          
        
        3000000.000000000000
        PA
        USD
        3018504.000000000000
        0.0296181024
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2063-06-15
          Variable
          3.1080000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK_21-BN34
        N/A
        BANK 21-BN34 B FRN 06-15-63/06-16-31
        06541JAY7
        
          
          
        
        6000000.000000000000
        PA
        USD
        6081102.000000000000
        0.0596688629
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2063-06-15
          Variable
          2.7540000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVISOR GROUP HOLDINGS INC
        N/A
        ADVISOR GROUP HOLDINGS LLC 144A LIFE 1ST LIEN 6.25% 03-01-28
        00119LAA9
        
          
          
        
        2500000.000000000000
        PA
        USD
        2597287.500000000000
        0.0254850505
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TRANSMISSION COMPANY LLC
        549300X123Z1I0LA3Y84
        AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50
        00115AAM1
        
          
          
        
        725000.000000000000
        PA
        USD
        802871.530000000000
        0.0078779194
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL PLC
        TINT358G1SSHR3L3PW36
        ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25
        034863AV2
        
          
          
        
        919000.000000000000
        PA
        USD
        1016866.150000000000
        0.0099776729
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2025-04-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL PLC
        TINT358G1SSHR3L3PW36
        ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.625% 04-01-30
        034863AW0
        
          
          
        
        6000000.000000000000
        PA
        USD
        7114962.000000000000
        0.0698132826
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2030-04-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST BMARK_21-B27
        N/A
        BMARK 21-B27 B 2.355% 07-15-54/06-19-31
        08163HAJ7
        
          
          
        
        2500000.000000000000
        PA
        USD
        2428442.500000000000
        0.0238283131
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-07-15
          Fixed
          2.355000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST BMARK_21-B27
        N/A
        BMARK 21-B27 C 2.703% 07-15-54/06-19-31
        08163HAK4
        
          
          
        
        2000000.000000000000
        PA
        USD
        1942946.000000000000
        0.0190645344
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-07-15
          Fixed
          2.703000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK BANK_21-BN35
        N/A
        BANK 21-BN35 B FRN 08-15-31
        06540CBS5
        
          
          
        
        5000000.000000000000
        PA
        USD
        4943330.000000000000
        0.0485048401
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2031-08-15
          Variable
          2.5280000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
        N/A
        BX 21-VOLT B 144A FRN (L+95) 09-15-36/23
        05609VAG0
        
          
          
        
        22390000.000000000000
        PA
        USD
        22287655.310000000000
        0.2186904692
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-09-15
          Variable
          1.0597600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
        6354001JXMLKNZDZR978
        ARDAGH PACKAGING FINANCE 144A LIFE SEC 5.25% 04-30-25
        03969AAQ3
        
          
          
        
        1887000.000000000000
        PA
        USD
        1950280.550000000000
        0.0191365024
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2025-04-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS & CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS & CHEMICALS SR UNSEC 2.8% 05-15-50
        009158BA3
        
          
          
        
        1322000.000000000000
        PA
        USD
        1358325.920000000000
        0.0133281374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
        N/A
        BX 21-VOLT C 144A FRN (L+110) 09-15-36/23
        05609VAJ4
        
          
          
        
        10000000.000000000000
        PA
        USD
        9955240.000000000000
        0.0976825995
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-09-15
          Variable
          1.2097600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
        N/A
        BX 21-VOLT A 144A FRN (L+70) 09-15-36/23
        05609VAA3
        
          
          
        
        22871000.000000000000
        PA
        USD
        22824617.610000000000
        0.2239592396
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-09-15
          Variable
          0.8097600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR PRODUCTS & CHEMICALS INC
        7QEON6Y1RL5XR3R1W237
        AIR PRODUCTS & CHEMICALS SR UNSEC 2.05% 05-15-30
        009158BC9
        
          
          
        
        2046000.000000000000
        PA
        USD
        2060270.850000000000
        0.0202157469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30
        02209SBJ1
        
          
          
        
        1572000.000000000000
        PA
        USD
        1628139.260000000000
        0.0159755943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF
        N/A
        BX 21-SDMF C 144A FRN (L+88.8) 09-15-34/23
        12434CAJ3
        
          
          
        
        4900000.000000000000
        PA
        USD
        4804484.300000000000
        0.0471424612
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2034-09-15
          Variable
          0.9980000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST BMARK_21-B29
        N/A
        BMARK 21-B29 B 2.4534% 09-15-54/31
        08163JAK0
        
          
          
        
        5000000.000000000000
        PA
        USD
        4887925.000000000000
        0.0479611963
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-09-15
          Fixed
          2.453400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK_21-BN36
        N/A
        BANK 21-BN36 C FRN 09-15-64/10-20-31
        06540DBV6
        
          
          
        
        2000000.000000000000
        PA
        USD
        2043268.000000000000
        0.0200489119
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2064-09-15
          Variable
          3.2008600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK_21-BN36
        N/A
        BANK 21-BN36 B 2.867% 09-15-64/10-20-31
        06540DBQ7
        
          
          
        
        5750000.000000000000
        PA
        USD
        5866063.750000000000
        0.0575588691
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2064-09-15
          Fixed
          2.867000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ARIA
        N/A
        BX 21-ARIA D 144A FRN (L+189.54) 10-15-36/26
        05608RAJ4
        
          
          
        
        3450000.000000000000
        PA
        USD
        3442548.000000000000
        0.0337788981
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-15
          Variable
          2.0054000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ARIA
        N/A
        BX 21-ARIA C 144A FRN (L+164.6) 10-15-36/26
        05608RAG0
        
          
          
        
        14940000.000000000000
        PA
        USD
        14914661.760000000000
        0.1463453348
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-15
          Variable
          1.7560000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ARIA
        N/A
        BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26
        05608RAE5
        
          
          
        
        14919000.000000000000
        PA
        USD
        14908855.080000000000
        0.1462883586
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-15
          Variable
          1.4070000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ACNT
        N/A
        BX 21-ACNT B 144A FRN (L+125) 11-15-26
        05609QAC0
        
          
          
        
        6985000.000000000000
        PA
        USD
        6973209.320000000000
        0.0684223799
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-11-15
          Variable
          1.3500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COATING SYSTEMS LLC
        549300G80QONCHILSF69
        AXALTA COATING SYS 144A LIFE SR UNSEC 4.75% 06-15-27
        05454NAA7
        
          
          
        
        4000000.000000000000
        PA
        USD
        4174000.000000000000
        0.0409560362
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-06-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        AVANTOR FUNDING 144A LIFE SR UNSEC 4.625% 07-15-28
        05352TAA7
        
          
          
        
        5785000.000000000000
        PA
        USD
        6040494.530000000000
        0.0592704152
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ACNT
        N/A
        BX 21-ACNT C 144A FRN (L+150) 11-15-26
        05609QAE6
        
          
          
        
        2354000.000000000000
        PA
        USD
        2350421.920000000000
        0.0230627612
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-11-15
          Variable
          1.6000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_21-ACNT
        N/A
        BX 21-ACNT D 144A FRN (L+185) 11-15-26
        05609QAG1
        
          
          
        
        4485000.000000000000
        PA
        USD
        4469966.280000000000
        0.0438601104
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-11-15
          Variable
          1.9500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST BMARK_21-B31
        N/A
        BMARK 21-B31 C 3.195% 12-15-54/11-17-31
        08163MAK3
        
          
          
        
        3000000.000000000000
        PA
        USD
        3025014.000000000000
        0.0296819796
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-12-15
          Fixed
          3.195000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK BANK_21-BNK38
        N/A
        BANK 21-BNK38 C FRN 12-15-64/31
        06540EBC6
        
          
          
        
        8000000.000000000000
        PA
        USD
        8157984.000000000000
        0.0800476014
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2064-12-15
          Variable
          3.2167700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC SR UNSEC 3.3% 02-01-52
        00206RKE1
        
          
          
        
        3000000.000000000000
        PA
        USD
        2946354.000000000000
        0.0289101536
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-02-01
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC SR UNSEC 2.25% 02-01-32
        00206RKH4
        
          
          
        
        5000000.000000000000
        PA
        USD
        4836900.000000000000
        0.0474605299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_13-CR11
        549300BCCWSDWINK2593
        COMM 13-CR11 B FRN 08-10-50/09-12-23
        12626LBP6
        
          
          
        
        2500000.000000000000
        PA
        USD
        2629710.000000000000
        0.0258031859
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2050-08-10
          Variable
          5.1113000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11
        N/A
        CGCMT 13-GC11 C FRN 04-10-46/04-12-23
        17320DAS7
        
          
          
        
        2000000.000000000000
        PA
        USD
        2044902.000000000000
        0.0200649450
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-10
          Variable
          4.1340000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
        N/A
        AVIS 144A LIFE SR UNSEC 5.75% 07-15-27
        053773BE6
        
          
          
        
        5340000.000000000000
        PA
        USD
        5556483.600000000000
        0.0545212132
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APA CORP
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP SR UNSEC 4.625% 11-15-25
        037411BH7
        
          
          
        
        5395000.000000000000
        PA
        USD
        5799571.050000000000
        0.0569064308
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HOLDINGS SRL
        N/A
        AES PANAMA SRL 144A LIFE SEC SF 4.375% 05-31-30
        00109AAB3
        
          
          
        
        2850000.000000000000
        PA
        USD
        2971980.000000000000
        0.0291616005
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2030-05-31
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
        N/A
        ALBERTSONS 144A LIFE SR UNSEC 3.5% 03-15-29
        013092AG6
        
          
          
        
        7500000.000000000000
        PA
        USD
        7527675.000000000000
        0.0738628965
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29
        N/A
        CGCMT 15-GC29 C FRN 04-10-48/25
        17323VBE4
        
          
          
        
        2500000.000000000000
        PA
        USD
        2594047.500000000000
        0.0254532591
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-04-10
          Variable
          4.1421700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_14-UBS6
        N/A
        COMM 2014-UBS6 AM FRN 12-10-47/11-10-24
        12592PBH5
        
          
          
        
        655000.000000000000
        PA
        USD
        691631.530000000000
        0.0067864126
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-10
          Fixed
          4.048000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_13-CR11
        549300BCCWSDWINK2593
        COMM 13-CR11 C 144A FRN 08-10-50/09-12-23
        12626LAW2
        
          
          
        
        1000000.000000000000
        PA
        USD
        1043026.000000000000
        0.0102343581
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2050-08-10
          Variable
          5.1188000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_13-CR7
        549300FVY7JUBJ0PIH53
        COMM 13-CRE7 B 144A 3.613% 03-10-46/04-12-23
        12625FAU0
        
          
          
        
        1207000.000000000000
        PA
        USD
        1235531.070000000000
        0.0121232523
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2046-03-10
          Fixed
          3.613000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGCMT_15_GC27
        N/A
        CGCMT 15-GC27 C FRN 02-10-48/01-10-25
        17323CAM9
        
          
          
        
        2245000.000000000000
        PA
        USD
        2324915.270000000000
        0.0228124854
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2048-02-10
          Variable
          4.4185000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL
        N/A
        CRPT 21-RETL A 144A FRN (L+140) 08-15-36/08-17-26
        12566BAA4
        
          
          
        
        1213000.000000000000
        PA
        USD
        1212241.880000000000
        0.0118947346
        Long
        ABS-CBDO
        USGA
        US
        
        Y
        
        2
        
          2036-08-15
          Variable
          1.5097500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7
        N/A
        CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24
        12530BAA7
        
          
          
        
        5955000.000000000000
        PA
        USD
        5940731.820000000000
        0.0582915256
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-10-27
          Variable
          1.1512000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7
        N/A
        CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24
        12530BAB5
        
          
          
        
        8100000.000000000000
        PA
        USD
        8099821.800000000000
        0.0794769035
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2031-10-27
          Variable
          2.1246000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2
        N/A
        CFMT 18-RM2 C 144A FRN 10-25-68/23
        14727QAC9
        
          
          
        
        1552531.450000000000
        PA
        USD
        1577031.950000000000
        0.0154741202
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2068-10-25
          Variable
          4.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2
        N/A
        CFMT 18-RM2 D 144A FRN 10-25-68/23
        14727QAD7
        
          
          
        
        1552531.450000000000
        PA
        USD
        1546253.010000000000
        0.0151721117
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2068-10-25
          Variable
          4.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2
        N/A
        CFMT 18-RM2 B 144A FRN 10-25-68/23
        14727QAB1
        
          
          
        
        1863037.740000000000
        PA
        USD
        1907473.050000000000
        0.0187164675
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2068-10-25
          Variable
          4.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
        N/A
        EART 20-2 C 144A 3.28% 05-15-25/07-17-23
        30167YAE1
        
          
          
        
        895000.000000000000
        PA
        USD
        911066.150000000000
        0.0089395444
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-05-15
          Fixed
          3.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST ESA_21-ESH
        N/A
        ESA 21-ESH D 144A FRN (L+225) 07-15-38/26
        30227FAJ9
        
          
          
        
        9090706.440000000000
        PA
        USD
        9112142.330000000000
        0.0894099740
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-07-15
          Variable
          2.3600000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST ESA_21-ESH
        N/A
        ESA 21-ESH C 144A FRN (L+170) 07-15-38/26
        30227FAG5
        
          
          
        
        4876629.800000000000
        PA
        USD
        4886129.470000000000
        0.0479435783
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-07-15
          Variable
          1.8100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
        N/A
        ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SEC 4.25% 10-15-27
        01883LAB9
        
          
          
        
        12505000.000000000000
        PA
        USD
        12518005.200000000000
        0.1228289110
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC SR UNSEC 4.25% 11-21-49
        00287YCB3
        
          
          
        
        1312000.000000000000
        PA
        USD
        1581378.530000000000
        0.0155167696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-11-21
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST ESA_21-ESH
        N/A
        ESA 21-ESH A 144A FRN (L+108) 07-15-38/26
        30227FAA8
        
          
          
        
        4176273.330000000000
        PA
        USD
        4188275.940000000000
        0.0410961143
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-07-15
          Variable
          1.1900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST ESA_21-ESH
        N/A
        ESA 21-ESH B 144A FRN (L+138) 07-15-38/26
        30227FAE0
        
          
          
        
        3811172.740000000000
        PA
        USD
        3817868.970000000000
        0.0374616147
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-07-15
          Variable
          1.4900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC SR UNSEC 2.6% 11-21-24
        00287YBZ1
        
          
          
        
        3800000.000000000000
        PA
        USD
        3945315.800000000000
        0.0387121459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC SR UNSEC 2.95% 11-21-26
        00287YBV0
        
          
          
        
        2516000.000000000000
        PA
        USD
        2652973.560000000000
        0.0260314521
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-21
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLISON TRANSMISSION INC
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION 144A LIFE SR UNSEC 3.75% 01-30-31
        019736AG2
        
          
          
        
        4575000.000000000000
        PA
        USD
        4468745.630000000000
        0.0438481332
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-01-30
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP ATLAS BUYER 144A LIFE SR UNSEC 7.0% 12-01-28
        12597YAA7
        
          
          
        
        950000.000000000000
        PA
        USD
        946584.750000000000
        0.0092880593
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFINITY GAMING LLC
        N/A
        AFFINITY GAMING LLC 144A LIFE 1ST LIEN 6.875% 12-15-27
        00842XAA7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3124260.000000000000
        0.0306557992
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-12-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51
        02209SBN2
        
          
          
        
        9080000.000000000000
        PA
        USD
        8480338.640000000000
        0.0832106029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-02-04
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC SR UNSEC 2.375% 02-08-41
        037833EE6
        
          
          
        
        12110000.000000000000
        PA
        USD
        11775134.280000000000
        0.1155397284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-02-08
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC SR UNSEC 2.65% 02-08-51
        037833EF3
        
          
          
        
        12110000.000000000000
        PA
        USD
        11937553.600000000000
        0.1171334159
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-02-08
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
        N/A
        AVIS 144A LIFE SR UNSEC 5.375% 03-01-29
        053773BF3
        
          
          
        
        4030000.000000000000
        PA
        USD
        4256848.700000000000
        0.0417689625
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC
        IWUQB36BXD6OWD6X4T14
        AMERICAN AIRLINES INC 144A LIFE 1ST LIEN SF 5.75% 04-20-29
        00253XAB7
        
          
          
        
        8000000.000000000000
        PA
        USD
        8566040.000000000000
        0.0840515200
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER SR UNSEC 2.7% 04-15-31
        03027XBM1
        
          
          
        
        4584000.000000000000
        PA
        USD
        4602803.570000000000
        0.0451635337
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AMERISOURCEBERGEN SR UNSEC 2.7% 03-15-31
        03073EAT2
        
          
          
        
        9250000.000000000000
        PA
        USD
        9355487.000000000000
        0.0917977155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES FKH_20-SFR2
        N/A
        FKH 20-SFR2 A 144A 1.266% 10-19-37/11-17-25
        33767JAA0
        
          
          
        
        10518992.360000000000
        PA
        USD
        10264537.930000000000
        0.1007174862
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2037-10-19
          Fixed
          1.266000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 2.5 SD7545 09-01-51
        3132DVL29
        
          
          
        
        1157702.860000000000
        PA
        USD
        1195327.050000000000
        0.0117287633
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 CB2319 12-01-51
        3140QMSH8
        
          
          
        
        1206410.470000000000
        PA
        USD
        1246148.420000000000
        0.0122274317
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 CB2372 12-01-51
        3140QMT61
        
          
          
        
        589535.920000000000
        PA
        USD
        609135.040000000000
        0.0059769422
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 SARL
        549300ONXPZT3KQZDR65
        ATLAS LUXCO 4 SARL 144A LIFE SEC 4.625% 06-01-28
        049362AA4
        
          
          
        
        3605000.000000000000
        PA
        USD
        3543715.000000000000
        0.0347715668
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2028-06-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP
        N/A
        ALLIED UNIVERSAL HOLDCO 144A LIFE SR UNSEC 6.0% 06-01-29
        019576AC1
        
          
          
        
        1915000.000000000000
        PA
        USD
        1865238.730000000000
        0.0183020568
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-06-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 BT9510 12-01-51
        3140LYR88
        
          
          
        
        1223594.000000000000
        PA
        USD
        1264984.510000000000
        0.0124122548
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 2.5 QD3220 12-01-51
        3133B0SH7
        
          
          
        
        600000.000000000000
        PA
        USD
        620296.200000000000
        0.0060864575
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL
        N/A
        ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 4.625% 06-01-28
        019579AA9
        
          
          
        
        4720000.000000000000
        PA
        USD
        4725310.000000000000
        0.0463655888
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI CANDELARIA SPAIN SLU
        213800L5KA2MJ5FKRZ02
        AI CANDELARIA SPAIN 144A LIFE SEC SF 5.75% 06-15-33
        00870WAA4
        
          
          
        
        2990000.000000000000
        PA
        USD
        2897025.950000000000
        0.0284261379
        Long
        DBT
        CORP
        ES
        
        Y
        
        2
        
          2033-06-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 BT9483 12-01-51
        3140LYRD7
        
          
          
        
        1214282.000000000000
        PA
        USD
        1252777.170000000000
        0.0122924742
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINANCE OF AMERICA HECM BUYOUT FAHB_20-HB2
        N/A
        FAHB 20-HB2 M2 144A FRN 07-25-30
        31737VAC0
        
          
          
        
        700000.000000000000
        PA
        USD
        704910.500000000000
        0.0069167082
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-07-25
          Variable
          3.0900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINANCE OF AMERICA HECM BUYOUT FAHB_20-HB2
        N/A
        FAHB 20-HB2 M3 144A FRN 07-25-30
        31737VAD8
        
          
          
        
        1075000.000000000000
        PA
        USD
        1090920.750000000000
        0.0107043100
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2030-07-25
          Variable
          4.5700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST GSMS_18-GS10
        N/A
        GSMS 18-GS10 C FRN 07-10-51/07-12-28
        36250SAL3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5444235.000000000000
        0.0534198098
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2051-07-10
          Variable
          4.4092000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC SR UNSEC 1.0% 05-12-26
        023135BX3
        
          
          
        
        20000000.000000000000
        PA
        USD
        19823780.000000000000
        0.1945144830
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-12
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC SR UNSEC 2.1% 05-12-31
        023135BZ8
        
          
          
        
        20000000.000000000000
        PA
        USD
        20291020.000000000000
        0.1990991257
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-12
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        GNMA2 30YR TBA(REG C) 2.5 TBA 01-01-52
        21H022614
        
          
          
        
        15466000.000000000000
        PA
        USD
        15839349.240000000000
        0.1554185341
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA TRUST HPA_21-2
        N/A
        HPA 21-2 B 144A 2.302% 12-17-26
        43732VAA4
        
          
          
        
        2998239.480000000000
        PA
        USD
        2965120.930000000000
        0.0290942981
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2026-12-17
          Fixed
          2.302000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC SR UNSEC 3.1% 05-12-51
        023135CB0
        
          
          
        
        10000000.000000000000
        PA
        USD
        10702820.000000000000
        0.1050179885
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-05-12
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARTHUR J GALLAGHER & CO
        54930049QLLMPART6V29
        ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51
        363576AB5
        
          
          
        
        5758000.000000000000
        PA
        USD
        6095240.300000000000
        0.0598075905
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-05-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE SR UNSEC 2.25% 05-28-31
        04636NAB9
        
          
          
        
        1020000.000000000000
        PA
        USD
        1028253.840000000000
        0.0100894110
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-28
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE SR UNSEC 1.75% 05-28-28
        04636NAE3
        
          
          
        
        13095000.000000000000
        PA
        USD
        13028948.820000000000
        0.1278423814
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-28
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP (THE)
        2NUNNB7D43COUIRE5295
        AES CORP SR UNSEC 2.45% 01-15-31
        00130HCG8
        
          
          
        
        7500000.000000000000
        PA
        USD
        7315072.500000000000
        0.0717768027
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19
        N/A
        JPMBB 14-C19 B FRN 04-15-47/24
        46641WBA4
        
          
          
        
        7984000.000000000000
        PA
        USD
        8375327.780000000000
        0.0821802176
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Variable
          4.3941000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10
        N/A
        JPMCC 13-C10 B 3.6742% 12-15-47/02-15-23
        46639JAJ9
        
          
          
        
        10000000.000000000000
        PA
        USD
        10189060.000000000000
        0.0999768832
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Variable
          3.6742000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC SR UNSEC 3.5% 09-15-53
        00206RKJ0
        
          
          
        
        19942000.000000000000
        PA
        USD
        20156994.700000000000
        0.1977840454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2053-09-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALFA DESARROLLO SPA
        2549006BJAN34R520038
        ALFA DESARROLLO SPA 144A LIFE SEC 4.55% 09-27-51
        01538TAA3
        
          
          
        
        5895000.000000000000
        PA
        USD
        5827914.900000000000
        0.0571845457
        Long
        DBT
        CORP
        CL
        
        Y
        
        2
        
          2051-09-27
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-LC11
        N/A
        JPMCC 13-LC11 B 3.4986% 04-15-46/04-17-23
        46639YAV9
        
          
          
        
        1765000.000000000000
        PA
        USD
        1783511.320000000000
        0.0175001328
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-04-15
          Fixed
          3.498600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN STRUCTURED FINANCING TRUST JPSF_21-EBO1
        N/A
        JPSF 21-EBO1 A 144A FRN (L+100) 06-25-22
        46654LAA3
        
          
          
        
        783105.930000000000
        PA
        USD
        783105.930000000000
        0.0076839758
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        3
        
          2022-06-25
          Variable
          1.1018800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES SR UNSEC 1.7% 10-01-28
        032654AU9
        
          
          
        
        6752000.000000000000
        PA
        USD
        6735572.380000000000
        0.0660906436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES SR UNSEC 2.1% 10-01-31
        032654AV7
        
          
          
        
        12879000.000000000000
        PA
        USD
        12920032.490000000000
        0.1267736749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-10-01
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP SR UNSEC 3.85% 10-29-41
        00774MAZ8
        
          
          
        
        12312000.000000000000
        PA
        USD
        12847227.260000000000
        0.1260592969
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2041-10-29
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP SR UNSEC 3.3% 01-30-32
        00774MAX3
        
          
          
        
        22152000.000000000000
        PA
        USD
        22586400.720000000000
        0.2216218128
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-01-30
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4
        N/A
        LMAT 20-GS4 A1 144A FRN 02-25-60
        52474KAA1
        
          
          
        
        12950546.360000000000
        PA
        USD
        13031267.120000000000
        0.1278651290
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2060-02-25
          Variable
          3.2500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXE_21-TRIP
        N/A
        LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24
        55066WAA2
        
          
          
        
        1374000.000000000000
        PA
        USD
        1375626.820000000000
        0.0134978970
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-10-15
          Variable
          1.1600000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP 144A LIFE SR UNSEC 4.625% 11-15-29
        043436AW4
        
          
          
        
        2865000.000000000000
        PA
        USD
        2923503.300000000000
        0.0286859385
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP 144A LIFE SR UNSEC 5.0% 02-15-32
        043436AX2
        
          
          
        
        3495000.000000000000
        PA
        USD
        3632021.480000000000
        0.0356380458
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-02-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER COMPANY
        0RL818ELFOHP5JHOFU19
        ALABAMA POWER SR UNSEC 3.0% 03-15-52
        010392FW3
        
          
          
        
        13130000.000000000000
        PA
        USD
        13131181.700000000000
        0.1288455088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL SR UNSEC 4.54% 08-15-47
        05526DBF1
        
          
          
        
        1650000.000000000000
        PA
        USD
        1729610.850000000000
        0.0169712517
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL SR UNSEC 4.39% 08-15-37
        05526DBD6
        
          
          
        
        1050000.000000000000
        PA
        USD
        1108205.700000000000
        0.0108739130
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          4.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27
        097751BT7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3114990.000000000000
        0.0305648403
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-04-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXE_21-TRIP
        N/A
        LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24
        55066WAC8
        
          
          
        
        2666000.000000000000
        PA
        USD
        2667351.660000000000
        0.0261725326
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-10-15
          Variable
          1.5100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5
        N/A
        LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24
        52475XAA2
        
          
          
        
        3185000.000000000000
        PA
        USD
        3178524.900000000000
        0.0311882561
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2067-07-25
          Variable
          2.2500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSEC 3.6% 05-01-34
        097023CJ2
        
          
          
        
        6460000.000000000000
        PA
        USD
        6778975.420000000000
        0.0665165220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2034-05-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL SR UNSEC 4.758% 09-06-49
        05526DBK0
        
          
          
        
        1010000.000000000000
        PA
        USD
        1087143.800000000000
        0.0106672498
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-06
          Fixed
          4.758000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANGKOK BANK PCL/HONG KONG
        N/A
        BANGKOK BANK PCL REG S SUB 3.733% 09-25-34
        N/A
        
          
          
        
        5000000.000000000000
        PA
        USD
        5117875.000000000000
        0.0502175069
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2034-09-25
          Variable
          3.7330000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM SA
        549300RPMQUFGBB7EY44
        BRASKEM 144A LIFE SR UNSEC 5.875% 01-31-50
        10554TAE5
        
          
          
        
        2700000.000000000000
        PA
        USD
        3115543.500000000000
        0.0305702713
        Long
        DBT
        CORP
        BR
        
        Y
        
        2
        
          2050-01-31
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BAML TRUST MSBAM_13-C11
        N/A
        MSBAM 13-C11 A4 FRN 08-15-46/07-17-23
        61762TAE6
        
          
          
        
        7000000.000000000000
        PA
        USD
        7221907.000000000000
        0.0708626461
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Variable
          4.1511500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1
        N/A
        MWST 20-1 A 144A FRN (L+90) 10-25-53/10-26-22
        585505AA8
        
          
          
        
        7191000.000000000000
        PA
        USD
        7194710.560000000000
        0.0705957898
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2053-10-25
          Variable
          1.0018800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        BRASKEM IDESA REG S SECURED 7.45% 11-15-29
        N/A
        
          
          
        
        3000000.000000000000
        PA
        USD
        3113355.000000000000
        0.0305487974
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2029-11-15
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        BRASKEM IDESA 144A LIFE SECURED 7.45% 11-15-29
        10554NAA6
        
          
          
        
        3573000.000000000000
        PA
        USD
        3708005.810000000000
        0.0363836177
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2029-11-15
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT_20-5
        N/A
        MRAFT 20-5 A1 144A FRN (L+100) 08-10-23/02-10-22
        61916BBA7
        
          
          
        
        2968000.000000000000
        PA
        USD
        2971336.030000000000
        0.0291552818
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2023-08-10
          Variable
          1.1013800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTEL 6 TRUST MOTEL_21-MTL6
        N/A
        MOTEL 21-MTL6 C 144A FRN (L+150) 09-15-38/26
        61977KAG1
        
          
          
        
        1572000.000000000000
        PA
        USD
        1572655.520000000000
        0.0154311779
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-09-15
          Variable
          1.6097500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL SR UNSEC 4.906% 04-02-30
        05526DBN4
        
          
          
        
        5000000.000000000000
        PA
        USD
        5618230.000000000000
        0.0551270799
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.906000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US CAPITAL 144A LIFE SR UNSEC 3.9% 04-09-25
        05565EBK0
        
          
          
        
        5300000.000000000000
        PA
        USD
        5703526.100000000000
        0.0559640205
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-09
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST MRAIT_21-16
        N/A
        MRAIT 21-16 A1 144A FRN (L+155) 09-01-51
        55349T100
        
          
          
        
        71907000.000000000000
        PA
        USD
        71916707.450000000000
        0.7056596255
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2051-09-01
          Variable
          1.6440000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
        N/A
        OSAT 20-RPL1 A2 144A FRN 12-26-59
        67113FAB5
        
          
          
        
        12328000.000000000000
        PA
        USD
        12355922.920000000000
        0.1212385306
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2059-12-26
          Variable
          4.5690000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        BOOKING HOLDINGS SR UNSEC 4.625% 04-13-30
        09857LAR9
        
          
          
        
        4000000.000000000000
        PA
        USD
        4678672.000000000000
        0.0459079684
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-13
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        BANCO SANTANDER MEXICO 144A LIFE SR UNSEC 5.375% 04-17-25
        05969BAD5
        
          
          
        
        5250000.000000000000
        PA
        USD
        5735940.000000000000
        0.0562820715
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2025-04-17
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG TRUST 2021-PORT
        N/A
        OPG 21-PORT B 144A FRN (L+71.3) 10-15-36/10-16-23
        67118AAG0
        
          
          
        
        10000000.000000000000
        PA
        USD
        9873420.000000000000
        0.0968797670
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-10-15
          Variable
          0.8230000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FUNDING SECURITIZATION TRUST PFWST_21-1
        N/A
        PFWST 2021-1 A 144A FRN (L+70) 02-25-55/03-20-24
        74387PAA0
        
          
          
        
        17076000.000000000000
        PA
        USD
        17002078.000000000000
        0.1668274372
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2055-02-25
          Variable
          0.8018800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSEC 5.705% 05-01-40
        097023CV5
        
          
          
        
        4000000.000000000000
        PA
        USD
        5145048.000000000000
        0.0504841333
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-05-01
          Fixed
          5.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSEC 4.875% 05-01-25
        097023CT0
        
          
          
        
        162000.000000000000
        PA
        USD
        177377.040000000000
        0.0017404553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM_21-AFC2 TRUST
        N/A
        PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28
        69361JAA4
        
          
          
        
        10000000.000000000000
        PA
        USD
        9981490.000000000000
        0.0979401692
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2056-11-25
          Variable
          2.0710000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK STACR_21-DNA2
        N/A
        STACR 21-DNA2 M2 144A FRN (SOFR+230) 08-25-33
        35564KDB2
        
          
          
        
        11572000.000000000000
        PA
        USD
        11795085.020000000000
        0.1157354886
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2033-08-25
          Variable
          2.3496700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SGL_21-OVA
        N/A
        SLG 21-OVA A 144A 2.5854% 07-15-41/31
        78449RAA3
        
          
          
        
        21061000.000000000000
        PA
        USD
        21605721.700000000000
        0.2119992144
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-07-15
          Fixed
          2.585400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TRUST SREIT_21-FLWR
        N/A
        SREIT 21-FLWR B 144A FRN (L+92.59) 07-15-36
        78485GAG9
        
          
          
        
        9000000.000000000000
        PA
        USD
        8907237.000000000000
        0.0873994062
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2036-07-15
          Variable
          1.0356400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSEC 5.15% 05-01-30
        097023CY9
        
          
          
        
        22866000.000000000000
        PA
        USD
        26662990.760000000000
        0.2616220450
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORP SR UNSEC 144A LIFE 8.625% 06-01-25
        103304BS9
        
          
          
        
        1811000.000000000000
        PA
        USD
        1942695.920000000000
        0.0190620806
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-06-01
          Fixed
          8.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        BMC SOFTWARE 144A LIFE 1ST LIEN 7.125% 10-02-25
        103186AB8
        
          
          
        
        2770000.000000000000
        PA
        USD
        2908070.650000000000
        0.0285345105
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-02
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX TECHNOLOGIES 144A LIFE SR UNSEC 4.125% 06-30-28
        05605HAB6
        
          
          
        
        4760000.000000000000
        PA
        USD
        4838230.600000000000
        0.0474735860
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-30
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
        N/A
        STACR 21-DNA5 B1 144A FRN (SOFR+305) 01-25-34
        35564KJA8
        
          
          
        
        1448000.000000000000
        PA
        USD
        1456692.340000000000
        0.0142933264
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2034-01-25
          Variable
          3.0996700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7
        N/A
        STACR 21-DNA7 B1 144A FRN (SOFR+365) 11-25-41
        35564KND7
        
          
          
        
        9158000.000000000000
        PA
        USD
        9318100.160000000000
        0.0914308692
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2041-11-25
          Variable
          3.6996700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORP SR UNSEC 4.75% 12-01-27
        103304BU4
        
          
          
        
        2300000.000000000000
        PA
        USD
        2350105.500000000000
        0.0230596565
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        BALL CORP SR UNSEC 2.875% 08-15-30
        058498AW6
        
          
          
        
        14060000.000000000000
        PA
        USD
        13662523.800000000000
        0.1340591327
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM SR UNSEC 4.75% 04-15-29
        11135FBA8
        
          
          
        
        6000000.000000000000
        PA
        USD
        6836112.000000000000
        0.0670771564
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        BOOZ ALLEN HAMILTON INC 144A LIFE 3.875% 09-01-28
        09951LAA1
        
          
          
        
        2585000.000000000000
        PA
        USD
        2633946.980000000000
        0.0258447599
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TRUST SREIT_21-MFP
        N/A
        SREIT 21-MFP C 144A FRN (L+132.9) 11-15-38/11-16-26
        78472UAE8
        
          
          
        
        5813000.000000000000
        PA
        USD
        5780854.110000000000
        0.0567227768
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2038-11-15
          Variable
          1.4387500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.5 UMBS TBA 02-01-52
        01F022626
        
          
          
        
        1147071.000000000000
        PA
        USD
        1167463.630000000000
        0.0114553624
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LLC
        549300H5PS5C68DAUX66
        BLACK KNIGHT INFOSERV 144A LIFE SR UNSEC 3.625% 09-01-28
        092174AA9
        
          
          
        
        4330000.000000000000
        PA
        USD
        4330995.900000000000
        0.0424965082
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL SR UNSEC 2.726% 03-25-31
        05526DBS3
        
          
          
        
        5000000.000000000000
        PA
        USD
        4858125.000000000000
        0.0476687934
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.726000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.5 UMBS TBA 03-01-52
        01F022634
        
          
          
        
        3898682.000000000000
        PA
        USD
        3959162.250000000000
        0.0388480097
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11
        N/A
        WFRBS 13-C11 B FRN 03-15-45
        92937EAG9
        
          
          
        
        380000.000000000000
        PA
        USD
        386721.060000000000
        0.0037945764
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Variable
          3.7140000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22
        N/A
        WFCM 15-LC22 C FRN 09-15-58
        94989TBF0
        
          
          
        
        4000000.000000000000
        PA
        USD
        4150308.000000000000
        0.0407235661
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2058-09-15
          Variable
          4.5571000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40
        N/A
        WFCM 17-C40 C FRN 10-15-50/09-17-27
        95000YBD6
        
          
          
        
        4000000.000000000000
        PA
        USD
        4145864.000000000000
        0.0406799608
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2050-10-15
          Variable
          4.3227500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3
        549300ZVNWG0TX42H716
        WFCM 15-NXS3 B FRN 09-15-57/09-17-25
        94989VAJ8
        
          
          
        
        2000000.000000000000
        PA
        USD
        2148958.000000000000
        0.0210859611
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2057-09-17
          Variable
          4.4997400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61
        N/A
        WFCM 21-C61 C 3.312% 11-15-54/07-15-31
        95003QCC1
        
          
          
        
        4000000.000000000000
        PA
        USD
        3987716.000000000000
        0.0391281842
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-11-15
          Fixed
          3.312000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSEC 2.831% 10-24-51/50
        06051GJM2
        
          
          
        
        4861000.000000000000
        PA
        USD
        4786266.990000000000
        0.0469637097
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-10-24
          Variable
          2.8310000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30
        06051GJL4
        
          
          
        
        11400000.000000000000
        PA
        USD
        10927584.000000000000
        0.1072234131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-10-24
          Variable
          1.9220000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REVOLVING SINGLE FAMILY HOME NOTES ZILLO_21-1
        N/A
        ZILLO 21-1 A 144A 2.25% 02-18-27/09-19-23
        98879EAA9
        
          
          
        
        2536000.000000000000
        PA
        USD
        2503493.550000000000
        0.0245647275
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2027-02-18
          Fixed
          2.252500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH TRUST ZILLO_21-2
        N/A
        ZILLO 21-2 A 144A 2.3494% 10-17-27/04-18-24
        98879FAA6
        
          
          
        
        5990000.000000000000
        PA
        USD
        5988376.710000000000
        0.0587590258
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2027-10-17
          Fixed
          2.349400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH TRUST ZILLO_21-2
        N/A
        ZILLO 21-2 B 144A 3.506% 10-17-27/04-18-24
        98879FAB4
        
          
          
        
        25000000.000000000000
        PA
        USD
        24128600.000000000000
        0.2367541485
        Long
        ABS-CBDO
        CORP
        US
        
        Y
        
        2
        
          2027-10-17
          Fixed
          3.506000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25
        167505KK1
        
          
          
        
        19120000.000000000000
        PA
        USD
        18286195.920000000000
        0.1794274324
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANNER HEALTH
        PLD0E0WJKFN8IZJ2WD85
        BANNER HEALTH UNSEC 2.913% 01-01-51
        06654DAE7
        
          
          
        
        10000000.000000000000
        PA
        USD
        10136590.000000000000
        0.0994620382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-01-01
          Fixed
          2.913000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSEC 3.625% 02-01-31
        097023DC6
        
          
          
        
        7848000.000000000000
        PA
        USD
        8378658.220000000000
        0.0822128964
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH
        549300KI3FXFLUKF3A98
        US DEPT OF VETERANS OH SF 4.425% 05-01-31
        18611CAA4
        
          
          
        
        49220000.000000000000
        PA
        USD
        51845591.680000000000
        0.5087182395
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-05-01
          Fixed
          4.425000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE GO 16A SF 7.0% 12-01-44
        167505QY5
        
          
          
        
        100000.000000000000
        PA
        USD
        120335.500000000000
        0.0011807535
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COMPANIES INC
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.0% 02-15-29
        071734AM9
        
          
          
        
        5100000.000000000000
        PA
        USD
        4508731.500000000000
        0.0442404817
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 2.45% 02-15-31
        11135FBH3
        
          
          
        
        8307000.000000000000
        PA
        USD
        8153943.530000000000
        0.0800079556
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE GO (144A/QIB) 17A SF 7.0% 12-01-46
        167505RM0
        
          
          
        
        1780000.000000000000
        PA
        USD
        2294071.120000000000
        0.0225098371
        Long
        DBT
        MUN
        US
        
        Y
        
        2
        
          2046-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39
        167505KH8
        
          
          
        
        2645000.000000000000
        PA
        USD
        3269627.330000000000
        0.0320821695
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2039-12-01
          Fixed
          6.138000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40
        167505NH5
        
          
          
        
        960000.000000000000
        PA
        USD
        1221689.280000000000
        0.0119874342
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2040-12-01
          Fixed
          6.519000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29
        167505NG7
        
          
          
        
        555000.000000000000
        PA
        USD
        660019.880000000000
        0.0064762334
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          6.319000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE BOARD OF ADMINISTRATION FINANCE CORP
        549300S34SOJ0RULXM35
        FL ST BRD OF ADMIN TAXABLE 20A 2.154% 07-01-30
        341271AF1
        
          
          
        
        14910000.000000000000
        PA
        USD
        14886293.100000000000
        0.1460669764
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          2.154000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE BOARD OF ADMINISTRATION FINANCE CORP
        549300S34SOJ0RULXM35
        FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25
        341271AD6
        
          
          
        
        15075000.000000000000
        PA
        USD
        15006589.650000000000
        0.1472473478
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          1.258000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOB SECURITIZATION CORP CALIF
        N/A
        GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.487% 06-01-36
        38122ND41
        
          
          
        
        4470000.000000000000
        PA
        USD
        4537349.490000000000
        0.0445212866
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2036-06-01
          Fixed
          3.487000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOB SECURITIZATION CORP CALIF
        N/A
        GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.714% 06-01-41
        38122ND58
        
          
          
        
        6710000.000000000000
        PA
        USD
        6734256.650000000000
        0.0660777334
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2041-06-01
          Fixed
          3.714000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 2.6% 02-15-33
        11135FBF7
        
          
          
        
        8550000.000000000000
        PA
        USD
        8347604.400000000000
        0.0819081908
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2033-02-15
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 3.75% 02-15-51
        11135FBG5
        
          
          
        
        3441000.000000000000
        PA
        USD
        3606106.060000000000
        0.0353837591
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2051-02-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 3.5% 02-15-41
        11135FBJ9
        
          
          
        
        6686000.000000000000
        PA
        USD
        6874331.250000000000
        0.0674521705
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2041-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT & WHITE HOLDINGS
        549300JQDKSBWYRGGV95
        BAYLOR SCOTT & WHITE HOLDINGS UNSEC 0.827% 11-15-25
        072863AG8
        
          
          
        
        5463000.000000000000
        PA
        USD
        5310063.320000000000
        0.0521032932
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          0.827000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ST TOB SECURITIZATION CORP CALIF
        N/A
        GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B-1 1.85% 06-01-31
        38122ND74
        
          
          
        
        7370000.000000000000
        PA
        USD
        7379853.690000000000
        0.0724124473
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT & WHITE HOLDINGS
        549300JQDKSBWYRGGV95
        BAYLOR SCOTT & WHITE HOLDINGS UNSEC 1.777% 11-15-30
        072863AH6
        
          
          
        
        19087000.000000000000
        PA
        USD
        18440504.220000000000
        0.1809415331
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          1.777000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERGY CO
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAWAY ENERGY SR UNSEC 2.85% 05-15-51
        084659BC4
        
          
          
        
        968000.000000000000
        PA
        USD
        933962.220000000000
        0.0091642047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-05-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 3.419% 04-15-33
        11135FBK6
        
          
          
        
        8000000.000000000000
        PA
        USD
        8395408.000000000000
        0.0823772483
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2033-04-15
          Fixed
          3.419000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON NORTHERN SANTA FE LLC
        N/A
        BURLINGTON NORTHERN SANTA FE SR UNSEC 3.3% 09-15-51
        12189LBG5
        
          
          
        
        13321000.000000000000
        PA
        USD
        14498216.730000000000
        0.1422591015
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-09-15
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US CAPITAL 144A LIFE SR UNSEC 2.55% 04-01-31
        05565EBS3
        
          
          
        
        2600000.000000000000
        PA
        USD
        2670098.600000000000
        0.0261994861
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-01
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31
        06051GJT7
        
          
          
        
        10482000.000000000000
        PA
        USD
        10648579.940000000000
        0.1044857753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-22
          Variable
          2.6870000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING 144A LIFE SR UNSEC 4.75% 06-15-31
        103304BV2
        
          
          
        
        9565000.000000000000
        PA
        USD
        9772990.930000000000
        0.0958943389
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-06-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26
        097751BV2
        
          
          
        
        7405000.000000000000
        PA
        USD
        7691610.530000000000
        0.0754714613
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-06-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29
        09951LAB9
        
          
          
        
        1685000.000000000000
        PA
        USD
        1742829.200000000000
        0.0171009525
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31
        06051GKA6
        
          
          
        
        16500000.000000000000
        PA
        USD
        16240587.000000000000
        0.1593555510
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-07-21
          Variable
          2.2990000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSEC 2.972% 07-21-52/51
        06051GKB4
        
          
          
        
        8250000.000000000000
        PA
        USD
        8295399.750000000000
        0.0813959494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-07-21
          Variable
          2.9720000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28
        097751BX8
        
          
          
        
        4180000.000000000000
        PA
        USD
        4198601.000000000000
        0.0411974257
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS 144A LIFE SR NON PREF 2.159% 09-15-29/28
        09659W2R4
        
          
          
        
        7975000.000000000000
        PA
        USD
        7824336.300000000000
        0.0767737904
        Long
        DBT
        CORP
        FR
        
        Y
        
        2
        
          2029-09-15
          Variable
          2.1590000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM 144A SR UNSEC 3.187% 11-15-36
        11135FBQ3
        
          
          
        
        5996000.000000000000
        PA
        USD
        5994608.930000000000
        0.0588201774
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2036-11-15
          Fixed
          3.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        BRASKEM IDESA 144A LIFE SEC 6.99% 02-20-32
        10554NAB4
        
          
          
        
        13676000.000000000000
        PA
        USD
        13749850.400000000000
        0.1349159970
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2032-02-20
          Fixed
          6.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC 144A SR UNSEC 2.539% 02-01-32
        071813CQ0
        
          
          
        
        8938000.000000000000
        PA
        USD
        9039383.730000000000
        0.0886960536
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-02-01
          Fixed
          2.539000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC 144A SR UNSEC 2.272% 12-01-28
        071813CM9
        
          
          
        
        5032000.000000000000
        PA
        USD
        5072502.570000000000
        0.0497723045
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-01
          Fixed
          2.272000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
        549300XU3XH6F05YEQ93
        BAKER HUGHES SR UNSEC 2.061% 12-15-26
        05724BAD1
        
          
          
        
        3341000.000000000000
        PA
        USD
        3372980.050000000000
        0.0330962849
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          2.061000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVR PARTNERS LP/CVR NITROGEN FINANCE CORP
        N/A
        CVR PARTNERS 144A LIFE SR SEC 2ND LIEN 9.25% 06-15-23
        12663QAA3
        
          
          
        
        2164000.000000000000
        PA
        USD
        2181917.920000000000
        0.0214093698
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-15
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHANGE HEALTHCARE HOLDINGS LLC
        549300GHXFJ3EKF50583
        CHANGE HEALTHCARE 144A LIFE SR UNSEC 5.75% 03-01-25
        15911NAA3
        
          
          
        
        9000000.000000000000
        PA
        USD
        9088110.000000000000
        0.0891741645
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27
        136385AX9
        
          
          
        
        2000000.000000000000
        PA
        USD
        2144294.000000000000
        0.0210401971
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-06-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATURAL RESOURCES SR UNSEC 2.95% 01-15-23
        136385AW1
        
          
          
        
        325000.000000000000
        PA
        USD
        331270.230000000000
        0.0032504829
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300DK79J32SE1QE52
        CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37
        15135UAP4
        
          
          
        
        523000.000000000000
        PA
        USD
        618998.220000000000
        0.0060737215
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2037-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300DK79J32SE1QE52
        CENOVUS ENERGY SR UNSEC 5.4% 06-15-47
        15135UAR0
        
          
          
        
        364000.000000000000
        PA
        USD
        454211.580000000000
        0.0044568054
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2047-06-15
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED ENERGY FINANCE SA
        549300PUNIS0USNSL750
        CONSOLIDATED ENERGY 144A LIFE SR UNSEC 6.50% 06-15-26
        20914UAE6
        
          
          
        
        2235000.000000000000
        PA
        USD
        2279230.650000000000
        0.0223642197
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-05-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEV BANK  CNY UNSEC 4.88% 02-09-28
        N/A
        
          
          
        
        209020000.000000000000
        PA
        
        36260010.430000000000
        0.3557897224
        Long
        DBT
        USGA
        CN
        
        N
        
        2
        
          2028-02-09
          Fixed
          4.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY COMPANY
        7NKTFWJ1G6MELP9TU740
        CONSUMERS ENERGY CO 3.1% 08-15-50
        210518DF0
        
          
          
        
        857000.000000000000
        PA
        USD
        894830.550000000000
        0.0087802378
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP SR UNSEC 2.4% 02-15-30
        126408HQ9
        
          
          
        
        2228000.000000000000
        PA
        USD
        2266078.750000000000
        0.0222351709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CHARTER COMM CCO 144A SR UNSEC 4.75% 03-01-30
        1248EPCD3
        
          
          
        
        2200000.000000000000
        PA
        USD
        2291905.000000000000
        0.0224885827
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PACIFIC RAILWAY CAD SR UNSEC 2.05% 03-05-30
        13648TAA5
        
          
          
        
        2000000.000000000000
        PA
        USD
        1973522.000000000000
        0.0193645516
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-03-05
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSEC 4.412% 03-31-31
        172967MP3
        
          
          
        
        3550000.000000000000
        PA
        USD
        4058391.950000000000
        0.0398216693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-31
          Variable
          4.4120000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORP SR UNSEC 3.8% 04-15-50
        126408HS5
        
          
          
        
        546000.000000000000
        PA
        USD
        623120.860000000000
        0.0061141736
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-15
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP SR UNSEC 3.75% 04-01-30
        126650DJ6
        
          
          
        
        2135000.000000000000
        PA
        USD
        2343203.070000000000
        0.0229919286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP SR UNSEC 4.25% 04-01-50
        126650DL1
        
          
          
        
        1064000.000000000000
        PA
        USD
        1289476.500000000000
        0.0126525746
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG 144A SR UNSEC 4.194% 04-01-31/30
        225401AP3
        
          
          
        
        10225000.000000000000
        PA
        USD
        11288604.500000000000
        0.1107658110
        Long
        DBT
        CORP
        CH
        
        Y
        
        2
        
          2031-04-01
          Variable
          4.1940000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSEC 3.106% 04-08-26
        172967MQ1
        
          
          
        
        4375000.000000000000
        PA
        USD
        4589449.380000000000
        0.0450325000
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-08
          Variable
          3.1060000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC 144A LIFE SEC 9.875% 10-17-25
        185899AJ0
        
          
          
        
        643000.000000000000
        PA
        USD
        728499.710000000000
        0.0071481697
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-17
          Fixed
          9.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSEC 4.25% 12-15-27
        15135BAR2
        
          
          
        
        3335000.000000000000
        PA
        USD
        3482507.050000000000
        0.0341709835
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSEC 4.625% 12-15-29
        15135BAT8
        
          
          
        
        2990000.000000000000
        PA
        USD
        3229768.100000000000
        0.0316910636
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        CHEVRON CORP SR UNSEC 3.078% 05-11-50
        166764CA6
        
          
          
        
        1181000.000000000000
        PA
        USD
        1257213.470000000000
        0.0123360039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-05-11
          Fixed
          3.078000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        CHEVRON CORP SR UNSEC 2.236% 05-11-30
        166764BY5
        
          
          
        
        3290000.000000000000
        PA
        USD
        3331233.570000000000
        0.0326866610
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-11
          Fixed
          2.236000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC
        549300V3UCT773B1KR38
        CAESARS RESORT COLLECTION 144A LIFE SEC 5.75% 07-01-25
        12770RAA1
        
          
          
        
        2705000.000000000000
        PA
        USD
        2828320.950000000000
        0.0277519922
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATURAL RESOURCES SR UNSEC 2.95% 07-15-30
        136385BA8
        
          
          
        
        6455000.000000000000
        PA
        USD
        6544517.940000000000
        0.0642159832
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-07-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CHARTER COMM CCO 144A SR UNSEC 4.25% 02-01-31
        1248EPCK7
        
          
          
        
        13500000.000000000000
        PA
        USD
        13646137.500000000000
        0.1338983474
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 144A LIFE 2ND LIEN 10.5% 02-01-26
        143658BG6
        
          
          
        
        4380000.000000000000
        PA
        USD
        5005069.800000000000
        0.0491106421
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          10.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300DK79J32SE1QE52
        CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25
        15135UAS8
        
          
          
        
        1095000.000000000000
        PA
        USD
        1209356.330000000000
        0.0118664211
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP SR UNSEC 1.75% 08-21-30
        126650DN7
        
          
          
        
        1865000.000000000000
        PA
        USD
        1779417.020000000000
        0.0174599588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-21
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSEC 3.0% 10-15-30
        15135BAW1
        
          
          
        
        3625000.000000000000
        PA
        USD
        3691120.000000000000
        0.0362179311
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        N/A
        CARVANA CO 144A LIFE SR UNSEC 5.875% 10-01-28
        146869AD4
        
          
          
        
        9000000.000000000000
        PA
        USD
        8978895.000000000000
        0.0881025273
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORPUS CHRISTI HOLDINGS LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORPUS CHRISTI SR SEC 1ST LIEN 3.7% 11-15-29
        16412XAJ4
        
          
          
        
        4974000.000000000000
        PA
        USD
        5332118.050000000000
        0.0523196982
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40
        14448CAR5
        
          
          
        
        1028000.000000000000
        PA
        USD
        1076284.130000000000
        0.0105606928
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-04-05
          Fixed
          3.377000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27
        14448CAP9
        
          
          
        
        780000.000000000000
        PA
        USD
        801886.020000000000
        0.0078682494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          2.493000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25
        14448CAN4
        
          
          
        
        943000.000000000000
        PA
        USD
        966310.960000000000
        0.0094816164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.242000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50
        14448CAS3
        
          
          
        
        893000.000000000000
        PA
        USD
        952070.160000000000
        0.0093418831
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-05
          Fixed
          3.577000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYSTEMS INC 144A LIFE SEC 5.625% 03-15-27
        12543DBG4
        
          
          
        
        2920000.000000000000
        PA
        USD
        3093886.000000000000
        0.0303577640
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYSTEMS INC 144A LIFE SEC 6.0% 01-15-29
        12543DBH2
        
          
          
        
        3690000.000000000000
        PA
        USD
        3940292.700000000000
        0.0386628583
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY 144A LIFE SR UNSEC 5.875% 02-01-29
        165167DG9
        
          
          
        
        1550000.000000000000
        PA
        USD
        1660251.500000000000
        0.0162906853
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-02-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY 144A LIFE SR UNSEC 5.5% 02-01-26
        165167DF1
        
          
          
        
        1800000.000000000000
        PA
        USD
        1896642.000000000000
        0.0186101913
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-01-27
        143658BN1
        
          
          
        
        5000000.000000000000
        PA
        USD
        5007500.000000000000
        0.0491344877
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORPORATION SR UNSEC 2.375% 03-15-31
        125523CM0
        
          
          
        
        7171000.000000000000
        PA
        USD
        7215295.270000000000
        0.0707977706
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK OF AUSTRALIA
        MSFSBD3QN1GSN7Q6C537
        COMMONWEALTH BK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31
        202712BN4
        
          
          
        
        6975000.000000000000
        PA
        USD
        6866455.050000000000
        0.0673748878
        Long
        DBT
        CORP
        AU
        
        Y
        
        2
        
          2031-03-11
          Fixed
          2.688000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIED HOLDINGS LLC
        549300I6PTUQPX21TE93
        COMPASS DIVERSIFIED 144A LIFE SR UNSEC 5.25% 04-15-29
        20451RAB8
        
          
          
        
        5280000.000000000000
        PA
        USD
        5540356.800000000000
        0.0543629741
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATIONS INC
        549300WW675Y48HDVX34
        CONSOL COMMS 144A LIFE SEC 5.0% 10-01-28
        20903XAH6
        
          
          
        
        2800000.000000000000
        PA
        USD
        2832256.000000000000
        0.0277906036
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORIES 144A LIFE SR UNSEC 3.75% 03-15-29
        159864AG2
        
          
          
        
        1545000.000000000000
        PA
        USD
        1562667.080000000000
        0.0153331695
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-03-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORIES 144A LIFE SR UNSEC 4.0% 03-15-31
        159864AJ6
        
          
          
        
        2615000.000000000000
        PA
        USD
        2683107.680000000000
        0.0263271335
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        N/A
        CARVANA CO 144A LIFE SR UNSEC 5.5% 04-15-27
        146869AF9
        
          
          
        
        3275000.000000000000
        PA
        USD
        3245688.750000000000
        0.0318472798
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLD CLAIMCO LLC
        549300MWTY75LB8TRO50
        CEC ENTERTAINMENT INC 144A LIFE SEC 6.75% 05-01-26
        125137AC3
        
          
          
        
        3770000.000000000000
        PA
        USD
        3698520.800000000000
        0.0362905491
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-05-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP / CROWNROCK FINANCE INC
        N/A
        CROWNROCK LP / CROWNROCK FINANCE 144A LIFE SR UNSEC 5.0% 05-01-29
        228701AG3
        
          
          
        
        7000000.000000000000
        PA
        USD
        7273140.000000000000
        0.0713653535
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL GARDEN & PET CO
        5493004DVZLD37DJ0H83
        CENTRAL GARDEN & PET 144A LIFE SR UNSEC 4.125% 04-30-31
        153527AP1
        
          
          
        
        2365000.000000000000
        PA
        USD
        2380313.380000000000
        0.0233560616
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-30
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CHARTER COMM CCO 144A SR UNSEC 4.5% 06-01-33
        1248EPCL5
        
          
          
        
        7875000.000000000000
        PA
        USD
        8046793.130000000000
        0.0789565767
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2033-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSEC 2.561% 05-01-32/31
        172967MY4
        
          
          
        
        12513000.000000000000
        PA
        USD
        12591131.170000000000
        0.1235464362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-05-01
          Variable
          2.5610000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORACION INMOBILIARIA VESTA SAB DE CV
        4469000001BIRIFZJ959
        CORPORACION INMOBILIARIA 144A LIFE SR UNSEC 3.625% 05-13-31
        21989DAA0
        
          
          
        
        4075000.000000000000
        PA
        USD
        3999347.630000000000
        0.0392423159
        Long
        DBT
        CORP
        MX
        
        Y
        
        2
        
          2031-05-13
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVR PARTNERS LP
        529900LE0OS06MYQRP11
        CVR PARTNERS 144A LIFE SEC 6.125% 06-15-28
        12663QAC9
        
          
          
        
        5290000.000000000000
        PA
        USD
        5588752.750000000000
        0.0548378438
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30
        205768AT1
        
          
          
        
        3015000.000000000000
        PA
        USD
        3095364.830000000000
        0.0303722746
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-01-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CORELOGIC 144A LIFE 1ST LIEN 4.5% 05-01-28
        21871DAD5
        
          
          
        
        14000000.000000000000
        PA
        USD
        13968010.000000000000
        0.1370566181
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSEC 2.45% 07-15-28
        15135BAY7
        
          
          
        
        24165000.000000000000
        PA
        USD
        23839739.100000000000
        0.2339197936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28
        143658BQ4
        
          
          
        
        11000000.000000000000
        PA
        USD
        10939885.000000000000
        0.1073441127
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSEC 2.625% 08-01-31
        15135BAZ4
        
          
          
        
        6580000.000000000000
        PA
        USD
        6459355.700000000000
        0.0633803560
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-08-01
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CHARTER COMM CCO 144A SR UNSEC 4.25% 01-15-34
        1248EPCP6
        
          
          
        
        8725000.000000000000
        PA
        USD
        8599691.550000000000
        0.0843817151
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2034-01-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD
        25490058XRCE9DZAMJ79
        CHINA PING AN INS OVERSEAS HOLDINGS REG S SR UNSEC 2.85% 08-12-31
        N/A
        
          
          
        
        2813000.000000000000
        PA
        USD
        2700572.830000000000
        0.0264985047
        Long
        DBT
        CORP
        HK
        
        Y
        
        2
        
          2031-08-12
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIVATE SCIENCE HOLDINGS CORP
        N/A
        CLARIVATE SCIENCE HOLDINGS 144A LIFE 1ST LIEN 3.875% 07-01-28
        18064PAC3
        
          
          
        
        2525000.000000000000
        PA
        USD
        2542712.880000000000
        0.0249495546
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-07-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIVATE SCIENCE HOLDINGS CORP
        N/A
        CLARIVATE SCIENCE HOLDINGS 144A LIFE SR UNSEC 4.875% 07-01-29
        18064PAD1
        
          
          
        
        3325000.000000000000
        PA
        USD
        3377784.380000000000
        0.0331434258
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-07-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        549300FA4CTCW903Y781
        CAESARS ENTERTAINTMENT 144A LIFE SR UNSEC 4.625% 10-15-29
        12769GAA8
        
          
          
        
        2455000.000000000000
        PA
        USD
        2460143.230000000000
        0.0241393664
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-10-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL 144A LIFE SR UNSEC 3.375% 10-01-28
        19260QAC1
        
          
          
        
        11300000.000000000000
        PA
        USD
        10574879.000000000000
        0.1037626084
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-10-01
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL 144A LIFE SR UNSEC 3.625% 10-01-31
        19260QAD9
        
          
          
        
        10125000.000000000000
        PA
        USD
        9333326.250000000000
        0.0915802703
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-10-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA/CANPACK US LLC
        N/A
        CANPACK SA/CANPACK US LLC 144A LIFE SR UNSEC 3.875% 11-15-29
        13806CAA0
        
          
          
        
        4450000.000000000000
        PA
        USD
        4351054.250000000000
        0.0426933243
        Long
        DBT
        CORP
        PL
        
        Y
        
        2
        
          2029-11-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29
        143658BR2
        
          
          
        
        5500000.000000000000
        PA
        USD
        5483362.500000000000
        0.0538037358
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-05-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES INC
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES 144A LIFE SR UNSEC 2.875% 04-01-32
        212015AV3
        
          
          
        
        5739000.000000000000
        PA
        USD
        5622440.910000000000
        0.0551683981
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-04-01
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HOLDINGS SR UNSEC 2.85% 12-15-51
        171239AH9
        
          
          
        
        8089000.000000000000
        PA
        USD
        8129873.720000000000
        0.0797717783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-12-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIED HOLDINGS LLC
        549300I6PTUQPX21TE93
        COMPASS DIVERSIFIED 144A LIFE SR UNSEC 5.0% 01-15-32
        20451RAC6
        
          
          
        
        5100000.000000000000
        PA
        USD
        5235175.500000000000
        0.0513684805
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PACIFIC RAILWAY SR UNSEC 2.45% 12-02-31
        13645RBF0
        
          
          
        
        5593000.000000000000
        PA
        USD
        5708797.470000000000
        0.0560157441
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-12-02
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PACIFIC RAILWAY SR UNSEC 3.0% 12-02-41
        13645RBG8
        
          
          
        
        9303000.000000000000
        PA
        USD
        9531100.260000000000
        0.0935208643
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2041-12-02
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY CO
        54930036474DURYNB481
        CANADIAN PACIFIC RAILWAY SR UNSEC 3.1% 12-02-51
        13645RBH6
        
          
          
        
        11307000.000000000000
        PA
        USD
        11649658.640000000000
        0.1143085389
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2051-12-02
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS SR UNSEC 4.0% 03-01-31
        16411QAK7
        
          
          
        
        4790000.000000000000
        PA
        USD
        5031344.150000000000
        0.0493684507
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK AS
        MAES062Z21O4RZ2U7M96
        DANSKE BANK 144A LIFE SR UNSEC 3.875% 09-12-23
        23636AAP6
        
          
          
        
        4600000.000000000000
        PA
        USD
        4786553.000000000000
        0.0469665161
        Long
        DBT
        CORP
        DK
        
        Y
        
        2
        
          2023-09-12
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL COMPANY (THE)
        ZQUIP1CSZO8LXRBSOU78
        DOW CHEMICAL SR UNSEC 5.55% 11-30-48
        260543CR2
        
          
          
        
        1800000.000000000000
        PA
        USD
        2531701.800000000000
        0.0248415119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-11-30
          Fixed
          5.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        DIAMONDBACK ENERGY INC SR UNSEC 4.75% 05-31-25
        25278XAP4
        
          
          
        
        6700000.000000000000
        PA
        USD
        7345303.800000000000
        0.0720734376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIEBOLD NIXDORF INC
        549300XZK6EWDBAZSY16
        DIEBOLD NIXDORF 144A LIFE SEC 9.375% 07-15-25
        253657AA8
        
          
          
        
        5375000.000000000000
        PA
        USD
        5793363.130000000000
        0.0568455176
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          9.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG (NEW YORK BRANCH)
        N/A
        DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24
        251526CC1
        
          
          
        
        1995000.000000000000
        PA
        USD
        2021493.600000000000
        0.0198352576
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-18
          Variable
          2.2220000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG (NEW YORK BRANCH)
        N/A
        DEUTSCHE BANK AG SR UNSEC 2.129% 11-24-26/11-24-25
        251526CE7
        
          
          
        
        9425000.000000000000
        PA
        USD
        9413265.880000000000
        0.0923646523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-24
          Variable
          2.1290000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT MIDSTREAM 144A LIFE SR UNSEC 4.375% 06-15-31
        23345MAB3
        
          
          
        
        9905000.000000000000
        PA
        USD
        10316453.700000000000
        0.1012268931
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-06-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG (NEW YORK BRANCH)
        N/A
        DEUTSCHE BANK AG SR NON PREF 3.035% 05-28-32/31
        251526CK3
        
          
          
        
        8875000.000000000000
        PA
        USD
        8950792.500000000000
        0.0878267805
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-05-28
          Variable
          3.0350000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.375% 12-14-28
        233853AG5
        
          
          
        
        7775000.000000000000
        PA
        USD
        7816751.750000000000
        0.0766993694
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-12-14
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.5% 12-14-31
        233853AH3
        
          
          
        
        19871000.000000000000
        PA
        USD
        19883121.310000000000
        0.1950967506
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-12-14
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER PARTNERS SR UNSEC 6.125% 12-15-45
        29273RBJ7
        
          
          
        
        1170000.000000000000
        PA
        USD
        1458545.400000000000
        0.0143115089
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE ENERGY PARTNERS LP
        CZ6VG2MNE1J6YDI02G48
        ENBRIDGE ENERGY PARTNERS SR UNSEC 5.875% 10-15-25
        29250RAW6
        
          
          
        
        155000.000000000000
        PA
        USD
        176613.200000000000
        0.0017329604
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE ENERGY PARTNERS LP
        CZ6VG2MNE1J6YDI02G48
        ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45
        29250RAX4
        
          
          
        
        256000.000000000000
        PA
        USD
        400657.660000000000
        0.0039313248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERA INC
        NQZVQT2P5IUF2PGA1Q48
        EMERA INC SUB (H) 6.75% 06-15-76
        290876AD3
        
          
          
        
        350000.000000000000
        PA
        USD
        403812.500000000000
        0.0039622806
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2076-06-15
          Variable
          6.7500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBARQ CORP
        N/A
        EMBARQ CORP SR UNSEC 7.995% 06-01-36
        29078EAA3
        
          
          
        
        1250000.000000000000
        PA
        USD
        1402050.000000000000
        0.0137571659
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-06-01
          Fixed
          7.995000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47
        29273RBL2
        
          
          
        
        647000.000000000000
        PA
        USD
        751496.970000000000
        0.0073738230
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
        N/A
        ENDO FINANCE 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-24
        29273DAA8
        
          
          
        
        625000.000000000000
        PA
        USD
        615912.500000000000
        0.0060434439
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2024-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT SR UNSEC 3.9% 10-01-27
        26884LAF6
        
          
          
        
        2500000.000000000000
        PA
        USD
        2684400.000000000000
        0.0263398140
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28
        281020AM9
        
          
          
        
        2165000.000000000000
        PA
        USD
        2286919.810000000000
        0.0224396671
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER PARTNERS SR UNSEC 6.0% 06-15-48
        29278NAE3
        
          
          
        
        352000.000000000000
        PA
        USD
        438287.870000000000
        0.0043005591
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-06-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER PARTNERS SR UNSEC 6.25% 04-15-49
        29279FAA7
        
          
          
        
        1000000.000000000000
        PA
        USD
        1308763.000000000000
        0.0128418172
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-04-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        PAR PHARMACEUTICAL 144A LIFE 1ST LIEN 7.5% 04-01-27
        69888XAA7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3070290.000000000000
        0.0301262359
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 2.625% 11-18-24
        29444UBC9
        
          
          
        
        2226000.000000000000
        PA
        USD
        2295121.750000000000
        0.0225201460
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-18
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 2.9% 11-18-26
        29444UBD7
        
          
          
        
        883000.000000000000
        PA
        USD
        915373.430000000000
        0.0089818082
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-18
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSEC 3.2% 11-18-29
        29444UBE5
        
          
          
        
        798000.000000000000
        PA
        USD
        839523.130000000000
        0.0082375514
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-18
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24
        281020AQ0
        
          
          
        
        2200000.000000000000
        PA
        USD
        2302588.200000000000
        0.0225934082
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL SR UNSEC 3.125% 11-15-22
        281020AP2
        
          
          
        
        2800000.000000000000
        PA
        USD
        2844270.800000000000
        0.0279084950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODUCTS SR UNSEC 2.8% 01-31-30
        29379VBX0
        
          
          
        
        1319000.000000000000
        PA
        USD
        1376728.670000000000
        0.0135087085
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-31
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER OPERATING SR UNSEC 2.9% 05-15-25
        29278NAP8
        
          
          
        
        3201000.000000000000
        PA
        USD
        3309417.870000000000
        0.0324726014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATING LP
        5493008K8W3OKZE54J59
        ENERGY TRANSFER OPERATING SR UNSEC 3.75% 05-15-30
        29278NAQ6
        
          
          
        
        6403000.000000000000
        PA
        USD
        6792251.180000000000
        0.0666467862
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT SR UNSEC 6.625% 02-01-25
        26884LAH2
        
          
          
        
        2000000.000000000000
        PA
        USD
        2257540.000000000000
        0.0221513872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Variable
          6.6250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40
        30231GBF8
        
          
          
        
        1200000.000000000000
        PA
        USD
        1419244.800000000000
        0.0139258844
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-03-19
          Fixed
          4.227000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP SR UNSEC 4.05% 04-15-30
        30161NAX9
        
          
          
        
        1950000.000000000000
        PA
        USD
        2168864.100000000000
        0.0212812833
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP SR UNSEC 4.7% 04-15-50
        30161NAY7
        
          
          
        
        750000.000000000000
        PA
        USD
        943991.250000000000
        0.0092626114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-15
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25
        281020AR8
        
          
          
        
        425000.000000000000
        PA
        USD
        462617.180000000000
        0.0045392827
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51
        30231GBM3
        
          
          
        
        1229000.000000000000
        PA
        USD
        1334328.990000000000
        0.0130926752
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-04-15
          Fixed
          3.452000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
        N/A
        ENDO 144A LIFE SR UNSEC 6.0% 06-30-28
        29273DAC4
        
          
          
        
        4300000.000000000000
        PA
        USD
        3210079.000000000000
        0.0314978706
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2028-06-30
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS LP
        549300NELT611CL6XM83
        EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 6.0% 07-01-25
        26885BAF7
        
          
          
        
        7200000.000000000000
        PA
        USD
        7838064.000000000000
        0.0769084890
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS LP
        549300NELT611CL6XM83
        EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 6.5% 07-01-27
        26885BAH3
        
          
          
        
        3620000.000000000000
        PA
        USD
        4058961.200000000000
        0.0398272549
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-07-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        549300FA4CTCW903Y781
        CAESARS ENTERTAINTMENT 144A SEC 6.25% 07-01-25
        28470RAH5
        
          
          
        
        2795000.000000000000
        PA
        USD
        2937265.500000000000
        0.0288209756
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODUCTS SR UNSEC 3.2% 02-15-52
        29379VCA9
        
          
          
        
        1697000.000000000000
        PA
        USD
        1668853.560000000000
        0.0163750903
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT SR UNSEC 5.0% 01-15-29
        26884LAL3
        
          
          
        
        980000.000000000000
        PA
        USD
        1086746.500000000000
        0.0106633515
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS LP
        549300NELT611CL6XM83
        EQM MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 4.5% 01-15-29
        26885BAK6
        
          
          
        
        2555000.000000000000
        PA
        USD
        2660968.630000000000
        0.0261099012
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-02-25
      American Funds Strategic Bond Fund
      Scott Lewis
      Scott Lewis
      Analyst

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