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Form NPORT-P WELLS FARGO FUNDS TRUST For: Sep 30

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StreetInsider.com Top Tickers, 6/11/2026

1. ORCL
2. SPY
3. SPCX
4. USO
5. CHWY
6. NAVN
7. HUMA
8. NVDA
9. CRWV
10. CME

November 24, 2021 5:09 PM EST 

  
    NPORT-P
    false
    
      
      
        
          0001081400
          XXXXXXXX
        
      
      
      
      
        S000029101
        C000092802
        C000089465
        C000089467
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      Wells Fargo Funds Trust
      811-09253
      0001081400
      549300XROIY0CTN7RZ24
      525 Market St.
      San Francisco
      
      94105
      415-396-4184
      Diversified Income Builder Fund
      S000029101
      549300FP4HFAVX1JJC53
      2021-09-30
      2021-09-30
      N
    
    
      650293373.900000000000
      21437564.510000000000
      628855809.390000000000
      0.000000000000
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      0.000000000000
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      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
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      0.000000000000
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      0.000000000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CITIBANK N.A.
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1
        NC
        USD
        322767.1700000000
        0.0513261013
        N/A
        DFE
        CORP
        N/A
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        2
        
          
            
              CITIBANK N.A.
              N/A
            
            14800000.0000000000
            EUR
            17502472.6000000000
            USD
            2021-12-31
            322767.1700000000
          
        
        
          N
          N
          N
        
      
      
        ACCO Brands Corporation
        JCT8P4Y190IH4I1NX328
        ACCO BRANDS CORP COMPANY GUAR 144A 03/29 4.25
        00081TAK4
        
          
          
        
        3350000.0000000000
        PA
        USD
        3363735.0000000000
        0.5348976585
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFN ABSPROP001 LLC
        N/A
        AFN ABSPROP001 LLC 05/49 4.46
        00109BAB1
        
          
          
        
        998316.5000000000
        PA
        USD
        1058441.4100000000
        0.1683122576
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2049-05-20
          Fixed
          4.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agnc Investment Corp
        5TRACI5HRMELWV32OF39
        AGNC INVESTMENT CORP REIT USD.01
        00123Q104
        
          
          
          
        
        61821.0000000000
        NS
        USD
        974917.1700000000
        0.1550303194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMN Healthcare Allied Inc
        549300H27NUKBFFQEE84
        AMN HEALTHCARE INC COMPANY GUAR 144A 10/27 4.625
        00175PAB9
        
          
          
          
        
        1350000.0000000000
        PA
        USD
        1400625.0000000000
        0.2227259380
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMN Healthcare Allied Inc
        549300H27NUKBFFQEE84
        AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4
        00175PAC7
        
          
          
          
        
        4500000.0000000000
        PA
        USD
        4635000.0000000000
        0.7370529032
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASP AMC Merger Sub, Inc
        54930081QGNZXVDOZF63
        AIR METHODS CORP SR UNSECURED 144A 05/25 8
        00215JAA7
        
          
          
          
        
        660000.0000000000
        PA
        USD
        630300.0000000000
        0.1002296537
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-15
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd/ American Airlines Inc
        IWUQB36BXD6OWD6X4T14
        AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
        00253XAA9
        
          
          
        
        825000.0000000000
        PA
        USD
        867281.2500000000
        0.1379141668
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd/ American Airlines Inc
        IWUQB36BXD6OWD6X4T14
        AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75
        00253XAB7
        
          
          
        
        1425000.0000000000
        PA
        USD
        1535437.5000000000
        0.2441636822
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-04-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES COMMON STOCK
        002824100
        
          
          
          
        
        13000.0000000000
        NS
        USD
        1535690.0000000000
        0.2442038345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC COMMON STOCK USD.01
        00287Y109
        
          
          
          
        
        54315.0000000000
        NS
        USD
        5858959.0500000000
        0.9316856046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acuris Finance Us Incorporated / Acuris Finance S A R L
        213800PHEXJH1L7ZN896
        ACURIS FIN US/ACURIS FIN SR SECURED 144A 05/28 5
        00511BAA5
        
          
          
          
        
        265000.0000000000
        PA
        USD
        263675.0000000000
        0.0419293256
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        ADOBE INC COMMON STOCK USD.0001
        00724F101
        
          
          
          
        
        3700.0000000000
        NS
        USD
        2130164.0000000000
        0.3387364748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        ADVANCED MICRO DEVICES COMMON STOCK USD.01
        007903107
        
          
          
          
        
        14500.0000000000
        NS
        USD
        1492050.0000000000
        0.2372642469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aethon United Br Lp / Aethon United Finance Corporation
        5493007HPG2M9K9X5V41
        AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25
        00810GAC8
        
          
          
          
        
        1195000.0000000000
        PA
        USD
        1290600.0000000000
        0.2052298763
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA 2020 1C PTT PASS THRU CE 144A 07/26 10.5
        008911BD0
        
          
          
          
        
        780000.0000000000
        PA
        USD
        959185.3400000000
        0.1525286601
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-07-15
          Fixed
          10.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA SR SECURED 144A 08/26 3.875
        008911BK4
        
          
          
        
        230000.0000000000
        PA
        USD
        232081.5000000000
        0.0369053599
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akamai Technologies, Inc.
        OC1LZNN2LF5WTJ5RIL89
        AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01
        00971T101
        
          
          
          
        
        10000.0000000000
        NS
        USD
        1045900.0000000000
        0.1663179356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allison Transmission Inc.
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION INC SR UNSECURED 144A 06/29 5.875
        019736AF4
        
          
          
          
        
        130000.0000000000
        PA
        USD
        141446.5000000000
        0.0224926760
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        ALPHABET INC CL A COMMON STOCK USD.001
        02079K305
        
          
          
          
        
        734.0000000000
        NS
        USD
        1962363.6800000000
        0.3120530415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC COMMON STOCK USD.01
        023135106
        
          
          
          
        
        519.0000000000
        NS
        USD
        1704935.7600000000
        0.2711171201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        America Movil S.A.B. de C.V.
        5493000FNR3UCEAONM59
        AMERICA MOVIL SPN ADR CL L ADR
        02364W105
        
          
          
          
        
        4417.0000000000
        NS
        USD
        78048.3900000000
        0.0124111742
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        Ametek, Inc.
        549300WZDEF9KKE40E98
        AMETEK INC COMMON STOCK USD.01
        031100100
        
          
          
          
        
        15000.0000000000
        NS
        USD
        1860150.0000000000
        0.2957991279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc.
        62QBXGPJ34PQ72Z12S66
        AMGEN INC COMMON STOCK USD.0001
        031162100
        
          
          
          
        
        10000.0000000000
        NS
        USD
        2126500.0000000000
        0.3381538293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amwins Group Inc
        549300SJE7MUB8NMRG61
        AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875
        031921AB5
        
          
          
          
        
        660000.0000000000
        PA
        USD
        669273.0000000000
        0.1064270998
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-30
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amphenol Corporation
        549300D3L3G0R4U4VT04
        AMPHENOL CORP CL A COMMON STOCK USD.001
        032095101
        
          
          
          
        
        48000.0000000000
        NS
        USD
        3515040.0000000000
        0.5589580230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc.
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES INC COMMON STOCK USD.167
        032654105
        
          
          
          
        
        1400.0000000000
        NS
        USD
        234472.0000000000
        0.0372854948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ansys Inc
        549300VJV8H15Z5FJ571
        ANSYS INC COMMON STOCK USD.01
        03662Q105
        
          
          
          
        
        2000.0000000000
        NS
        USD
        680900.0000000000
        0.1082760133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Resources Corporation
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES CORP COMPANY GUAR 03/25 5
        03674XAJ5
        
          
          
          
        
        575000.0000000000
        PA
        USD
        588943.7500000000
        0.0936532256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        APPLE INC COMMON STOCK USD.00001
        037833100
        
          
          
          
        
        20677.0000000000
        NS
        USD
        2925795.5000000000
        0.4652569725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aptargroup Inc.
        VNPEQDQFAA7IY1T2PX43
        APTARGROUP INC COMMON STOCK USD.01
        038336103
        
          
          
          
        
        5300.0000000000
        NS
        USD
        632555.0000000000
        0.1005882415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aqua Finance Trust 2019-A
        N/A
        AQUA FINANCE TRUST AQFIT 2019 A A 144A
        038370AA0
        
          
          
          
        
        248453.9300000000
        PA
        USD
        254452.8700000000
        0.0404628321
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2040-07-16
          Fixed
          3.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arches Buyer Inc
        2549009ADY4208OH2Y47
        ARCHES BUYER INC SR SECURED 144A 06/28 4.25
        039524AA1
        
          
          
          
        
        420000.0000000000
        PA
        USD
        425831.7000000000
        0.0677153162
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arches Buyer Inc
        2549009ADY4208OH2Y47
        ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125
        039524AB9
        
          
          
          
        
        405000.0000000000
        PA
        USD
        412767.9000000000
        0.0656379243
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archrock Partners LP/Archrock Partners Finance Corp
        549300YFKOM2XNCKQU76
        ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/27 6.875
        03959KAA8
        
          
          
          
        
        795000.0000000000
        PA
        USD
        834750.0000000000
        0.1327410811
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.
        6354001JXMLKNZDZR978
        ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 08/26 4.125
        03969AAN0
        
          
          
        
        405000.0000000000
        PA
        USD
        420390.0000000000
        0.0668499827
        Long
        DBT
        CORP
        IE
        Y
        
        2
        
          2026-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP COMMON STOCK USD.001
        04010L103
        
          
          
          
        
        68992.0000000000
        NS
        USD
        1402607.3600000000
        0.2230411708
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asbury Automotive Group, Inc.
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP COMPANY GUAR 03/30 4.75
        043436AV6
        
          
          
          
        
        400000.0000000000
        PA
        USD
        417500.0000000000
        0.0663904179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESOLUTE INVESTMENT MANGRS INC 2020 TERM LOAN
        N/A
        RESOLUTE INVESTMENT MANGRS INC 2020 TERM LOAN
        04635WAH7
        
          
        
        89565.7400000000
        PA
        USD
        89901.6100000000
        0.0142960610
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-04-30
          Variable
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion
        N/A
        ASURION LLC 2021 2ND LIEN TERM LOAN B3
        04649VAZ3
        
          
        
        580000.0000000000
        PA
        USD
        577946.8000000000
        0.0919045020
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Variable
          5.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion
        N/A
        ASURION LLC 2021 SECOND LIEN TERM LOAN B4
        04649VBA7
        
          
        
        165000.0000000000
        PA
        USD
        164133.7500000000
        0.0261003791
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-20
          Variable
          5.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC COMMON STOCK USD.01
        052769106
        
          
          
          
        
        1500.0000000000
        NS
        USD
        427755.0000000000
        0.0680211574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A C 144A
        05377RDN1
        
          
          
        
        2000000.0000000000
        PA
        USD
        2136543.0000000000
        0.3397508567
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-09-22
          Fixed
          4.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCC FUNDING XVI LLC
        N/A
        BCC FUNDING CORP BCCFC 2019 1A D 144A
        05492MAE5
        
          
          
        
        450000.0000000000
        PA
        USD
        454156.0200000000
        0.0722194203
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2027-07-20
          Fixed
          3.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corporation
        0BGI85ALH27ZJP15DY16
        BALL CORP COMPANY GUAR 08/30 2.875
        058498AW6
        
          
          
          
        
        6950000.0000000000
        PA
        USD
        6745843.7500000000
        1.0727170918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC JR SUBORDINA 12/99 VAR
        06738EBA2
        
          
          
          
        
        2160000.0000000000
        PA
        USD
        2354400.0000000000
        0.3743942514
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2099-12-31
          Variable
          7.750000000000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC ORD GBP0.25
              GBP
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bass Pro Shops
        N/A
        GREAT OUTDOORS GROUP, LLC 2021 TERM LOAN B
        07014QAM3
        
          
        
        411887.5000000000
        PA
        USD
        413123.1600000000
        0.0656944174
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-06
          Variable
          4.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC SR UNSECURED 144A 01/30 5.25
        071734AJ6
        
          
          
          
        
        7715000.0000000000
        PA
        USD
        7194237.5000000000
        1.1440202019
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-01-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25
        071734AK3
        
          
          
          
        
        1180000.0000000000
        PA
        USD
        1167633.6000000000
        0.1856758867
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875
        071734AN7
        
          
          
        
        225000.0000000000
        PA
        USD
        233156.2500000000
        0.0370762656
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        RIO TINTO PLC COMMON STOCK GBP.1
        G75754104
        
          
          
          
        
        16018.0000000000
        NS
        
        1050013.9900000000
        0.1669721380
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Baytex Energy Corp
        549300R5LTV2H7I1I079
        BAYTEX ENERGY CORP COMPANY GUAR 144A 06/24 5.625
        07317QAG0
        
          
          
          
        
        562000.0000000000
        PA
        USD
        565147.2000000000
        0.0898691229
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-06-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton, Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON AND CO COMMON STOCK USD1.0
        075887109
        
          
          
          
        
        4000.0000000000
        NS
        USD
        983280.0000000000
        0.1563601680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SSE Plc
        549300KI75VYLLMSK856
        SSE PLC COMMON STOCK GBP.5
        G8842P102
        
          
          
          
        
        49108.0000000000
        NS
        
        1033975.2800000000
        0.1644216790
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Berry Global Group Inc
        549300G6KKUMMXM8NH73
        BERRY GLOBAL GROUP INC COMMON STOCK USD.01
        08579W103
        
          
          
          
        
        36000.0000000000
        NS
        USD
        2191680.0000000000
        0.3485186854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        BIO RAD LABORATORIES A COMMON STOCK USD.0001
        090572207
        
          
          
          
        
        1000.0000000000
        NS
        USD
        745950.0000000000
        0.1186201970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC COMMON STOCK USD.0005
        09062X103
        
          
          
          
        
        1000.0000000000
        NS
        USD
        282990.0000000000
        0.0450007769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BLACKROCK INC COMMON STOCK USD.01
        09247X101
        
          
          
          
        
        1548.0000000000
        NS
        USD
        1298245.6800000000
        0.2064456845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Mortgage Trust, Inc
        549300OLDJ20R2Y2UW20
        BLACKSTONE MORTGAGE TR SR SECURED 144A 01/27 3.75
        09257WAD2
        
          
          
          
        
        180000.0000000000
        PA
        USD
        178425.0000000000
        0.0283729588
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-01-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Mortgage Trust
        N/A
        BLACKSTONE MORTGAGE TRUST, INC 2021 TERM LOAN B2
        09259GAE3
        
          
        
        69650.0000000000
        PA
        USD
        69562.9400000000
        0.0110618267
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-04-23
          Variable
          2.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Communications, Inc.
        M5G68A9OHJWIL4SFC742
        BLOCK COMMUNICATIONS INC COMPANY GUAR 144A 03/28 4.875
        093645AJ8
        
          
          
          
        
        410000.0000000000
        PA
        USD
        419225.0000000000
        0.0666647256
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc.
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 04/27 7.875
        097751BT7
        
          
          
          
        
        225000.0000000000
        PA
        USD
        233263.1300000000
        0.0370932615
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-04-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bombardier Inc.
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 06/26 7.125
        097751BV2
        
          
          
        
        170000.0000000000
        PA
        USD
        178500.0000000000
        0.0283848853
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-06-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc.
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 02/28 6
        097751BX8
        
          
          
        
        115000.0000000000
        PA
        USD
        116293.7500000000
        0.0184929118
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1
        110122108
        
          
          
          
        
        71746.0000000000
        NS
        USD
        4245210.8200000000
        0.6750690312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristow Group Inc
        5OR64DV4VUQ8NW3R8C06
        BRISTOW GROUP INC SR SECURED 144A 03/28 6.875
        11040GAA1
        
          
          
          
        
        1440000.0000000000
        PA
        USD
        1498348.8000000000
        0.2382658755
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC COMMON STOCK
        11135F101
        
          
          
          
        
        10000.0000000000
        NS
        USD
        4849300.0000000000
        0.7711306674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadstreet Partners Inc
        549300BS9N54G8DD0R75
        BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875
        11135RAA3
        
          
          
          
        
        540000.0000000000
        PA
        USD
        537975.0000000000
        0.0855482277
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85
        118230AM3
        
          
          
          
        
        425000.0000000000
        PA
        USD
        425382.5000000000
        0.0676438849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125
        1248EPBT9
        
          
          
          
        
        2385000.0000000000
        PA
        USD
        2483524.3500000000
        0.3949274719
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCM Merger
        N/A
        CCM MERGER INC 2020 TERM LOAN B
        12502TAM6
        
          
        
        25963.6400000000
        PA
        USD
        25963.6400000000
        0.0041287112
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-04
          Floating
          3.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cars Db4 LP
        N/A
        CAPITAL AUTOMOTIVE REIT CAUTO 2020 1A A6 144A
        12510HAF7
        
          
          
        
        498854.1700000000
        PA
        USD
        535903.3200000000
        0.0852187913
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
        12543DBF6
        
          
          
          
        
        515000.0000000000
        PA
        USD
        538818.7500000000
        0.0856824000
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875
        12543DBJ8
        
          
          
          
        
        410000.0000000000
        PA
        USD
        410963.5000000000
        0.0653509905
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC SR UNSECURED 144A 04/28 7.5
        126307AY3
        
          
          
        
        1515000.0000000000
        PA
        USD
        1637377.4600000000
        0.2603740692
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5
        126307AZ0
        
          
          
        
        765000.0000000000
        PA
        USD
        828456.7500000000
        0.1317403350
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125
        126307BB2
        
          
          
          
        
        375000.0000000000
        PA
        USD
        367968.7500000000
        0.0585140098
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cqp Holdco Lp & Bip-V Chinook Holdco L L C
        549300LPL012JY5D4B69
        CQP HOLDCO LP + BIP V CHINOOK 06/31 5.5
        12657NAA8
        
          
          
        
        725000.0000000000
        PA
        USD
        771073.7500000000
        0.1226153497
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP COMMON STOCK USD.01
        126650100
        
          
          
          
        
        18423.0000000000
        NS
        USD
        1563375.7800000000
        0.2486063986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cablevision Lightpath Llc
        5493002ZVBLRLGES1R71
        CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625
        12687GAB5
        
          
          
          
        
        350000.0000000000
        PA
        USD
        351268.7500000000
        0.0558583931
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA MUN FIN AUTH
        5493000UQOV6R4ZWS346
        CALIFORNIA ST MUNI FIN AUTH RE CASFIN 11/23 FIXED 4.25
        13048VNB0
        
          
          
        
        310000.0000000000
        PA
        USD
        310866.9500000000
        0.0494337407
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2023-11-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA PUB FIN AUTH
        N/A
        CALIFORNIA PUBLIC FIN AUTH CHR CASEDU 06/31 FIXED 5
        13057HAX5
        
          
          
        
        1350000.0000000000
        PA
        USD
        1362171.7400000000
        0.2166111404
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA SCH FIN AUTH
        N/A
        CALIFORNIA ST SCH FIN AUTH CHR CASSCD 07/25 FIXED 4.25
        13058TJN1
        
          
          
        
        750000.0000000000
        PA
        USD
        749399.6300000000
        0.1191687536
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL TR AGY FLA
        549300F49UWS7X0OGQ59
        CAPITAL TRUST AGY FL EDUCTNL F CPTEDU 06/23 FIXED 5.625
        14054CBW8
        
          
          
        
        405000.0000000000
        PA
        USD
        411827.6100000000
        0.0654884003
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2023-06-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fly Leasing Limited
        549300LI58A0MHGHTZ98
        FLY LEASING LTD SR UNSECURED 144A 10/24 7
        14308CAA1
        
          
          
        
        1495000.0000000000
        PA
        USD
        1483787.5000000000
        0.2359503527
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-10-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SR SECURED 144A 04/23 11.5
        143658BC5
        
          
          
          
        
        184000.0000000000
        PA
        USD
        205390.0000000000
        0.0326609052
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2023-04-01
          Fixed
          11.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SECURED 144A 02/26 10.5
        143658BG6
        
          
          
        
        830000.0000000000
        PA
        USD
        962966.0000000000
        0.1531298567
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2026-02-01
          Fixed
          10.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SECURED 144A 08/27 9.875
        143658BJ0
        
          
          
          
        
        730000.0000000000
        PA
        USD
        842501.1800000000
        0.1339736657
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2027-08-01
          Fixed
          9.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SR UNSECURED 144A 03/26 7.625
        143658BL5
        
          
          
          
        
        585000.0000000000
        PA
        USD
        624487.5000000000
        0.0993053560
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SR SECURED 144A 08/28 4
        143658BQ4
        
          
          
        
        450000.0000000000
        PA
        USD
        454500.0000000000
        0.0722741196
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2028-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        CATALENT PHARMA SOLUTION COMPANY GUAR 144A 02/29 3.125
        14879EAH1
        
          
          
        
        3000000.0000000000
        PA
        USD
        2945850.0000000000
        0.4684460183
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCM Merger Inc. (Motor City)
        549300P77RSBKKFME089
        CCM MERGER INC SR UNSECURED 144A 05/26 6.375
        14985VAE1
        
          
          
          
        
        1585000.0000000000
        PA
        USD
        1668212.5000000000
        0.2652774253
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese Corporation
        549300FHJQTDPPN41627
        CELANESE CORP COMMON STOCK USD.0001
        150870103
        
          
          
          
        
        1050.0000000000
        NS
        USD
        158172.0000000000
        0.0251523477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 12/29 4.625
        15135BAT8
        
          
          
          
        
        1390000.0000000000
        PA
        USD
        1514822.0000000000
        0.2408854267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 02/30 3.375
        15135BAV3
        
          
          
          
        
        1480000.0000000000
        PA
        USD
        1532244.0000000000
        0.2436558551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORI COMPANY GUAR 144A 05/28 4.25
        159864AE7
        
          
          
          
        
        1100000.0000000000
        PA
        USD
        1141635.0000000000
        0.1815416162
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORI COMPANY GUAR 144A 03/31 4
        159864AJ6
        
          
          
        
        2200000.0000000000
        PA
        USD
        2305006.0000000000
        0.3665396686
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Chemours Company LLC
        549300M1BOLNXL8DOV14
        CHEMOURS CO COMPANY GUAR 144A 11/29 4.625
        163851AH1
        
          
          
        
        580000.0000000000
        PA
        USD
        566312.0000000000
        0.0900543482
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners L P
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5
        16411QAG6
        
          
          
          
        
        450000.0000000000
        PA
        USD
        478408.5000000000
        0.0760760246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners L P
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 01/32 3.25
        16411QAL5
        
          
          
        
        255000.0000000000
        PA
        USD
        255841.5000000000
        0.0406836506
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-01-31
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings, LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125
        16412XAG0
        
          
          
          
        
        2110000.0000000000
        PA
        USD
        2439385.4300000000
        0.3879085465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-30
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL BRD ED
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU CHIEDU 12/29 FIXED 6.038
        167505KG0
        
          
          
        
        1255000.0000000000
        PA
        USD
        1440326.1000000000
        0.2290391658
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-01
          Fixed
          6.038000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL COPS TAX INCR ALLOC CHI 04/28 FIXED 4.835
        16752QAU2
        
          
          
        
        1640000.0000000000
        PA
        USD
        1688633.7100000000
        0.2685247850
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2028-04-15
          Fixed
          4.835000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cinemark USA Inc.
        54930008H2137JSCPQ09
        CINEMARK USA INC SR SECURED 144A 05/25 8.75
        172441BC0
        
          
          
          
        
        575000.0000000000
        PA
        USD
        616687.5000000000
        0.0980650080
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cinemark USA Inc.
        54930008H2137JSCPQ09
        CINEMARK USA INC COMPANY GUAR 144A 03/26 5.875
        172441BD8
        
          
          
        
        200000.0000000000
        PA
        USD
        202000.0000000000
        0.0321218309
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cinemark USA Inc.
        N/A
        CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25
        172441BF3
        
          
          
        
        605000.0000000000
        PA
        USD
        595925.0000000000
        0.0947633768
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC JR SUBORDINA 12/99 VAR
        172967MK4
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        1022500.0000000000
        0.1625968918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 B
        17323CAK3
        
          
          
        
        2524616.0000000000
        PA
        USD
        2648980.6000000000
        0.4212381536
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.772000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP COMMON STOCK USD.01
        174610105
        
          
          
          
        
        20080.0000000000
        NS
        USD
        943358.4000000000
        0.1500118765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR
        174610AU9
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2247600.0000000000
        0.3574110259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          5.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors, Inc.
        5493000SJVZVZJKHJF48
        CLEAN HARBORS INC COMPANY GUAR 144A 07/27 4.875
        184496AN7
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1556250.0000000000
        0.2474732644
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors, Inc.
        5493000SJVZVZJKHJF48
        CLEAN HARBORS INC COMPANY GUAR 144A 07/29 5.125
        184496AP2
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2190000.0000000000
        0.3482515335
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor
        N/A
        CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
        18452RAD7
        
          
        
        226611.7900000000
        PA
        USD
        221719.2400000000
        0.0352575641
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-21
          Variable
          5.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings Inc New
        N/A
        CLEAR CHANNEL WORLDWIDE SR SECURED 144A 08/27 5.125
        18453HAA4
        
          
          
        
        230000.0000000000
        PA
        USD
        238006.3000000000
        0.0378475155
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings Inc New
        N/A
        CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75
        18453HAC0
        
          
          
        
        345000.0000000000
        PA
        USD
        363112.5000000000
        0.0577417740
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-04-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        CLEVELAND CLIFFS INC COMPANY GUAR 06/27 5.875
        185899AH4
        
          
          
          
        
        410000.0000000000
        PA
        USD
        424350.0000000000
        0.0674796978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        CLEVELAND CLIFFS INC SR SECURED 144A 10/25 9.875
        185899AJ0
        
          
          
          
        
        355000.0000000000
        PA
        USD
        407362.5000000000
        0.0647783632
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-17
          Fixed
          9.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBB CNTY GA DEV AUTH
        N/A
        COBB CNTY GA DEV AUTH COBDEV 12/28 FIXED 5.75
        190806EU9
        
          
          
        
        500000.0000000000
        PA
        USD
        503529.1500000000
        0.0800706843
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        COINBASE GLOBAL INC COMPANY GUAR 144A 10/31 3.625
        19260QAD9
        
          
          
        
        390000.0000000000
        PA
        USD
        370743.7500000000
        0.0589552874
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-10-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander-Chile
        3YJP8HORPAEXJ80D6368
        BANCO SANTANDER CHILE COMMON STOCK
        200025906
        
          
          
          
        
        2129197.0000000000
        NS
        
        106696.1900000000
        0.0169667177
        Long
        EC
        CORP
        CL
        N
        
        1
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        COMMSCOPE TECH LLC COMPANY GUAR 144A 03/27 5
        20338HAB9
        
          
          
          
        
        6740000.0000000000
        PA
        USD
        6410818.4000000000
        1.0194417073
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Holdings Co Inc
        254900AW4CEPCQWSRI58
        COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25
        20338QAA1
        
          
          
          
        
        885000.0000000000
        PA
        USD
        926351.6300000000
        0.1473074775
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-01
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connect Finco SARL/Connect US Finco LLC
        2594001KNYIQ456J2792
        CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75
        20752TAA2
        
          
          
          
        
        795000.0000000000
        PA
        USD
        831768.7500000000
        0.1322670058
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-10-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        CONOCOPHILLIPS COMMON STOCK USD.01
        20825C104
        
          
          
          
        
        21005.0000000000
        NS
        USD
        1423508.8500000000
        0.2263649041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consolidated Communications
        N/A
        CONSOLIDATED COMMUNICATION INC 2021 TL B
        20903EBB0
        
          
        
        204000.0000000000
        PA
        USD
        204095.8800000000
        0.0324551156
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-02
          Variable
          3.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications, Inc.
        549300WW675Y48HDVX34
        CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5
        20903XAF0
        
          
          
          
        
        790000.0000000000
        PA
        USD
        858137.5000000000
        0.1364601372
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES COMPANY GUAR 04/23 4.5
        212015AL5
        
          
          
          
        
        805000.0000000000
        PA
        USD
        834181.2500000000
        0.1326506391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORALVILLE IOWA
        549300UKC7MMW46X6P25
        CORALVILLE IA CRV 05/30 FIXED 5
        218080FS3
        
          
          
        
        1200000.0000000000
        PA
        USD
        1263135.2400000000
        0.2008624586
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corecivic Inc
        529900JFA3K6PTLT8B15
        CORECIVIC INC COMPANY GUAR 04/26 8.25
        21871NAB7
        
          
          
        
        555000.0000000000
        PA
        USD
        566100.0000000000
        0.0900206361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Vale S.A.
        254900SMTWBX7RU2SR20
        VALE SA COMMON STOCK
        P9661Q155
        
          
          
          
        
        4900.0000000000
        NS
        
        68599.5500000000
        0.0109086294
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Crane Co.
        549300X1RO9ID7AUCA83
        CRANE CO COMMON STOCK USD1.0
        224399105
        
          
          
          
        
        3000.0000000000
        NS
        USD
        284430.0000000000
        0.0452297642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Agricole S.A.
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR
        225313AD7
        
          
          
          
        
        1750000.0000000000
        PA
        USD
        1949132.5000000000
        0.3099490330
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2049-12-29
          Variable
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A.
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR
        225313AJ4
        
          
          
          
        
        1750000.0000000000
        PA
        USD
        2113125.0000000000
        0.3360269506
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2049-12-29
          Variable
          8.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
        225401AR9
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        1046250.0000000000
        0.1663735922
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2099-12-31
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR
        22546DAB2
        
          
          
          
        
        2395000.0000000000
        PA
        USD
        2616537.5000000000
        0.4160790854
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2049-12-29
          Variable
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cummins Inc.
        ZUNI8PYC725B6H8JU438
        CUMMINS INC COMMON STOCK USD2.5
        231021106
        
          
          
          
        
        4081.0000000000
        NS
        USD
        916429.3600000000
        0.1457296484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Curtiss-Wright Cp
        TEL51ETZWP7D0ZM4X325
        CURTISS WRIGHT CORP COMMON STOCK USD1.0
        231561101
        
          
          
          
        
        3000.0000000000
        NS
        USD
        378540.0000000000
        0.0601950390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCP Midstream Operating, LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPERATING COMPANY GUAR 05/29 5.125
        23311VAH0
        
          
          
          
        
        1175000.0000000000
        PA
        USD
        1322177.5600000000
        0.2102513073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT MIDSTREAM INC SR UNSECURED 144A 06/29 4.125
        23345MAA5
        
          
          
        
        190000.0000000000
        PA
        USD
        192671.4000000000
        0.0306384066
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT MIDSTREAM INC SR UNSECURED 144A 06/31 4.375
        23345MAB3
        
          
          
          
        
        190000.0000000000
        PA
        USD
        195700.0000000000
        0.0311200115
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corporation
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP COMMON STOCK USD.01
        235851102
        
          
          
          
        
        11478.0000000000
        NS
        USD
        3494362.3200000000
        0.5556698798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Davita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC SR UNSECURED 144A 06/30 4.625
        23918KAS7
        
          
          
          
        
        6560000.0000000000
        PA
        USD
        6747686.8500000000
        1.0730101796
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPO Fin Banorte
        N/A
        GRUPO FINANCIERO BANORTE O COMMON STOCK MXN3.5
        P49501201
        
          
          
          
        
        16700.0000000000
        NS
        
        107029.1900000000
        0.0170196710
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        Itausa S.A.
        N/A
        ITAUSA INVESTIMENTOS ITAU PR PREFERENCE
        P5887P427
        
          
          
          
        
        38000.0000000000
        NS
        
        77734.0100000000
        0.0123611818
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        DENVER COLO HEALTH & HOSP AUTH
        549300WFV5S7GIR4OS67
        DENVER CO HLTH   HOSP AUTH HLT DENMED 12/26 FIXED 5.15
        24918EDM9
        
          
          
        
        445000.0000000000
        PA
        USD
        464603.0500000000
        0.0738806962
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond (BC) B.V.
        549300SWLHWJF3D4N658
        DIAMOND BC BV SR UNSECURED 144A 10/29 4.625
        25257DAA6
        
          
          
        
        2800000.0000000000
        PA
        USD
        2842000.0000000000
        0.4519318988
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-10-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        5493002K6DHWNZH8YA34
        DIAMOND SPORTS GR/DIAMON SR SECURED 144A 08/26 5.375
        25277LAA4
        
          
          
          
        
        490000.0000000000
        PA
        USD
        323400.0000000000
        0.0514267333
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        5493002K6DHWNZH8YA34
        DIAMOND SPORTS GR/DIAMON COMPANY GUAR 144A 08/27 6.625
        25277LAC0
        
          
          
          
        
        205000.0000000000
        PA
        USD
        89687.5000000000
        0.0142620134
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV
        N/A
        DIRECTV FINANCING LLC TERM LOAN
        25460HAB8
        
          
        
        745000.0000000000
        PA
        USD
        745230.9500000000
        0.1185058544
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-22
          Variable
          5.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing Llc/Directv Financing Co-Obligor Inc
        N/A
        DIRECTV HOLDINGS/FING SR SECURED 144A 08/27 5.875
        25461LAA0
        
          
          
        
        50000.0000000000
        PA
        USD
        52187.5000000000
        0.0082988022
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR
        254709AQ1
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        1122220.0000000000
        0.1784542630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding Llc
        N/A
        DRIVEN BRANDS FUNDING, LLC HONK 2019 2A A2 144A
        26208LAE8
        
          
          
          
        
        786000.0000000000
        PA
        USD
        825023.3300000000
        0.1311943561
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2049-10-20
          Fixed
          3.981000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dycom Industries, Inc.
        549300F56EKTHQI3WT60
        DYCOM INDUSTRIES INC COMPANY GUAR 144A 04/29 4.5
        267475AD3
        
          
          
          
        
        6630000.0000000000
        PA
        USD
        6658011.7500000000
        1.0587501380
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Easterly Government Properties Inc
        549300ERMCEFC6S8HL77
        EASTERLY GOVERNMENT PROPERTI REIT USD.01
        27616P103
        
          
          
          
        
        74852.0000000000
        NS
        USD
        1546442.3200000000
        0.2459136573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastern Maine Healthcare Systems
        N/A
        EASTERN MAINE HEALTHCARE UNSECURED 07/36 5.022
        276682AB7
        
          
          
        
        1000000.0000000000
        PA
        USD
        1073201.0600000000
        0.1706593219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-01
          Fixed
          5.022000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Company
        FDPVHDGJ1IQZFK9KH630
        EASTMAN CHEMICAL CO COMMON STOCK USD.01
        277432100
        
          
          
          
        
        9800.0000000000
        NS
        USD
        987252.0000000000
        0.1569917913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        EMERSON ELECTRIC CO COMMON STOCK USD.5
        291011104
        
          
          
          
        
        17697.0000000000
        NS
        USD
        1667057.4000000000
        0.2650937425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Press Ganey
        N/A
        EMERALD TOPCO INC TERM LOAN
        29102TAB8
        
          
        
        417873.4200000000
        PA
        USD
        415002.6300000000
        0.0659932887
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-24
          Floating
          5.760000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encino Acquisition Partners Holdings LLC
        549300BUKUEKT2UE4T49
        ENCINO ACQUISITION PARTN COMPANY GUAR 144A 05/28 8.5
        29254BAA5
        
          
          
          
        
        1100000.0000000000
        PA
        USD
        1124750.0000000000
        0.1788565810
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corporation
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625
        29261AAE0
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        3153150.0000000000
        0.5014106498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enlink Midstream LLC
        54930000GY1H533OBE23
        ENLINK MIDSTREAM LLC COMPANY GUAR 06/29 5.375
        29336TAA8
        
          
          
        
        850000.0000000000
        PA
        USD
        899278.7500000000
        0.1430023762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enlink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLINK MIDSTREAM PARTNER SR UNSECURED 04/44 5.6
        29336UAC1
        
          
          
          
        
        1175000.0000000000
        PA
        USD
        1122125.0000000000
        0.1784391562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enviva Partners LP / Enviva Partners Finance Corp
        549300WH5VXDEFM5KR81
        ENVIVA PARTNERS LP/FIN C COMPANY GUAR 144A 01/26 6.5
        29413XAD9
        
          
          
          
        
        2005000.0000000000
        PA
        USD
        2073921.8800000000
        0.3297929110
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP JR SUBORDINA 12/99 VAR
        316773DB3
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2173000.0000000000
        0.3455482111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstcash inc
        549300V2X3UU7K0DG350
        FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625
        33767DAB1
        
          
          
          
        
        405000.0000000000
        PA
        USD
        420187.5000000000
        0.0668177814
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flex Acquisition Company, Inc.
        549300HHED2KGPBEDW39
        FLEX ACQUISITION CO INC SR UNSECURED 144A 07/26 7.875
        33936YAC9
        
          
          
          
        
        1205000.0000000000
        PA
        USD
        1259225.0000000000
        0.2002406563
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flexential Intermediate Corporation
        549300M6D163XS0DO113
        FLEXENTIAL INTERMEDIATE SR SECURED 144A 08/24 11.25
        33938DAA7
        
          
          
          
        
        1075000.0000000000
        PA
        USD
        1161000.0000000000
        0.1846210185
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-08-01
          Fixed
          11.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA HIGHER EDL FACS FING AUTH
        N/A
        FLORIDA ST HGR EDUCTNL FACS FI FLSHGR 06/27 FIXED 5.43
        34073TKY2
        
          
          
        
        1000000.0000000000
        PA
        USD
        1080030.7000000000
        0.1717453642
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2027-06-01
          Fixed
          5.430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO COMMON STOCK USD.01
        345370860
        
          
          
          
        
        67846.0000000000
        NS
        USD
        960699.3600000000
        0.1527694180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY SR UNSECURED 04/25 9
        345370CW8
        
          
          
          
        
        345000.0000000000
        PA
        USD
        414872.8500000000
        0.0659726513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125
        345397A60
        
          
          
          
        
        1555000.0000000000
        PA
        USD
        1689118.7500000000
        0.2686019155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389
        345397XU2
        
          
          
          
        
        1200000.0000000000
        PA
        USD
        1279500.0000000000
        0.2034647658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          4.389000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Transportation and Infrastructure Investors LLC
        529900E7PUVK6BC8PE80
        FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5
        34960PAB7
        
          
          
          
        
        840000.0000000000
        PA
        USD
        864679.2000000000
        0.1375003915
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Transportation and Infrastructure Investors LLC
        529900E7PUVK6BC8PE80
        FORTRESS TRANS + INFRAST SR UNSECURED 144A 05/28 5.5
        34960PAD3
        
          
          
          
        
        1430000.0000000000
        PA
        USD
        1439616.7500000000
        0.2289263657
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-Mcmoran Inc
        549300IRDTHJQ1PVET45
        FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125
        35671DCE3
        
          
          
          
        
        800000.0000000000
        PA
        USD
        829000.0000000000
        0.1318267221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Parent Inc
        N/A
        FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875
        35906ABE7
        
          
          
          
        
        395000.0000000000
        PA
        USD
        419687.5000000000
        0.0667382719
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications
        N/A
        FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B
        35906EAQ3
        
          
        
        109725.0000000000
        PA
        USD
        109484.7000000000
        0.0174101437
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-01
          Variable
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner Incorporation
        PP55B5R38BFB8O8HH686
        GARTNER INC COMPANY GUAR 144A 06/29 3.625
        366651AG2
        
          
          
        
        650000.0000000000
        PA
        USD
        654940.0000000000
        0.1041478810
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enact Holdings Inc
        N/A
        GENWORTH MORTGAGE HLDING SR UNSECURED 144A 08/25 6.5
        37255LAA5
        
          
          
          
        
        770000.0000000000
        PA
        USD
        840662.9000000000
        0.1336813443
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gray Television, Inc.
        529900TM5726KDN7UU35
        GRAY TELEVISION INC COMPANY GUAR 144A 07/26 5.875
        389375AJ5
        
          
          
          
        
        1210000.0000000000
        PA
        USD
        1249022.5000000000
        0.1986182653
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Lakes Dredge & Dock Corporation
        549300H65E3MZ1CX0P05
        GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25
        390607AF6
        
          
          
          
        
        740000.0000000000
        PA
        USD
        765900.0000000000
        0.1217926254
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grifols Escrow Issuer S A U
        959800HLB3PGTGSLVV62
        GRIFOLS ESCROW ISSUER SR UNSECURED 144A 10/28 4.75
        39843UAA0
        
          
          
          
        
        200000.0000000000
        PA
        USD
        204250.0000000000
        0.0324796236
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2028-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Group 1 Automotive, Inc.
        549300US8QAZJLWYAF63
        GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
        398905AN9
        
          
          
        
        375000.0000000000
        PA
        USD
        381562.5000000000
        0.0606756739
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUAM INTL ARPT AUTH
        N/A
        GUAM INTL ARPT AUTH REV TAXABL 10/43 4.46
        40064REL9
        
          
        
        675000.0000000000
        PA
        USD
        700447.9700000000
        0.1113845113
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2043-10-01
          Fixed
          4.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hcrx Investments Holdco Lp
        N/A
        HCRX INVESTMENTS HOLDCO SR UNSECURED 144A 08/29 4.5
        40390FAA8
        
          
          
          
        
        380000.0000000000
        PA
        USD
        381900.0000000000
        0.0607293428
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA HEALTHCARE INC COMMON STOCK USD.01
        40412C101
        
          
          
          
        
        4989.0000000000
        NS
        USD
        1210930.0800000000
        0.1925608481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR
        404280AT6
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2182840.0000000000
        0.3471129578
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2049-12-29
          Variable
          6.375000000000
          N
          N
          N
          N
          Y
          
            
              HSBC Holdings plc
              HSBC Holdings plc ORD USD0.50
              GBP
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        L'Oreal S.A.
        529900JI1GG6F7RKVI53
        L OREAL COMMON STOCK EUR.2
        F58149133
        
          
          
          
        
        4450.0000000000
        NS
        
        1841427.8200000000
        0.2928219462
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Harvest Midstream I LP
        549300DW5M17KJOXCY66
        HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5
        417558AA1
        
          
          
          
        
        790000.0000000000
        PA
        USD
        841468.5000000000
        0.1338094500
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT Holdings I LLC and HAT Holdings II LLC
        N/A
        HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375
        418751AE3
        
          
          
        
        370000.0000000000
        PA
        USD
        375550.0000000000
        0.0597195723
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-06-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaiian Holdings Inc.
        N/A
        HAWAIIAN AIRLINES 13 1A PASS THRU CE 07/27 3.9
        419838AA5
        
          
          
          
        
        486866.9900000000
        PA
        USD
        477869.2000000000
        0.0759902656
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limited
        N/A
        HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75
        41984LAA5
        
          
          
          
        
        1980000.0000000000
        PA
        USD
        2071575.0000000000
        0.3294197126
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-01-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corporation
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP COMPANY GUAR 03/23 5.125
        421924BN0
        
          
          
          
        
        667000.0000000000
        PA
        USD
        667000.0000000000
        0.1060656497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Midstream Operations LP
        N/A
        HESS MIDSTREAM OPERATION COMPANY GUAR 144A 02/30 4.25
        428102AE7
        
          
          
        
        335000.0000000000
        PA
        USD
        338768.7500000000
        0.0538706560
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I L.P/Hilcorp Finance Co
        549300ITPIHLG0LHEC09
        HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/28 6.25
        431318AS3
        
          
          
          
        
        1210000.0000000000
        PA
        USD
        1253826.2000000000
        0.1993821447
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hillenbrand, Inc.
        U246OE781574J2BUD366
        HILLENBRAND INC COMMON STOCK
        431571108
        
          
          
          
        
        32771.0000000000
        NS
        USD
        1397683.1500000000
        0.2222581280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        HOLOGIC INC COMPANY GUAR 144A 02/29 3.25
        436440AP6
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        5002375.0000000000
        0.7954724955
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc.
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0
        438516106
        
          
          
          
        
        2500.0000000000
        NS
        USD
        530700.0000000000
        0.0843913648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SERVICE PROPERTIES TRUST SR UNSECURED 02/27 4.95
        44106MAW2
        
          
          
          
        
        1700000.0000000000
        PA
        USD
        1695750.0000000000
        0.2696564101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SERVICE PROPERTIES TRUST SR UNSECURED 10/26 4.75
        44106MBA9
        
          
        
        165000.0000000000
        PA
        USD
        163350.0000000000
        0.0259757479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntsman Corporation
        5299000V56320A7RIQ67
        HUNTSMAN CORP COMMON STOCK USD.01
        447011107
        
          
          
          
        
        33000.0000000000
        NS
        USD
        976470.0000000000
        0.1552772488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kesko Oyj
        743700OX6HSVMCAHPB95
        KESKO OYJ B SHS COMMON STOCK
        449000900
        
          
          
          
        
        25250.0000000000
        NS
        
        870958.4400000000
        0.1384989098
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Iqvia Inc
        549300PLWY28YB00C717
        IQVIA INC COMPANY GUAR 144A 10/26 5
        449934AD0
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2049740.0000000000
        0.3259475335
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idex Corporation
        549300U5Y5EL6PHYLF13
        IDEX CORP COMMON STOCK USD.01
        45167R104
        
          
          
          
        
        5500.0000000000
        NS
        USD
        1138225.0000000000
        0.1809993615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Infosys Ltd
        335800TYLGG93MM7PR89
        INFOSYS LTD SP ADR ADR
        456788108
        
          
          
          
        
        11289.0000000000
        NS
        USD
        251180.2500000000
        0.0399424234
        Long
        EC
        CORP
        IN
        N
        
        1
        
          N
          N
          N
        
      
      
        Installed Building Products Inc
        549300I95Y9P9YM5FI86
        INSTALLED BUILDING PRODU COMPANY GUAR 144A 02/28 5.75
        45780RAA9
        
          
          
          
        
        6190000.0000000000
        PA
        USD
        6484025.0000000000
        1.0310829451
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corporation
        VGRQXHF3J8VDLUA7XE92
        INTL BUSINESS MACHINES CORP COMMON STOCK USD.2
        459200101
        
          
          
          
        
        11276.0000000000
        NS
        USD
        1566574.6800000000
        0.2491150843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iqvia Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA HOLDINGS INC COMMON STOCK USD.01
        46266C105
        
          
          
          
        
        3100.0000000000
        NS
        USD
        742574.0000000000
        0.1180833490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain Incorporated
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC COMPANY GUAR 144A 09/27 4.875
        46284VAC5
        
          
          
        
        3570000.0000000000
        PA
        USD
        3706302.6000000000
        0.5893724038
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Incorporated
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC COMPANY GUAR 144A 02/31 4.5
        46284VAN1
        
          
          
          
        
        950000.0000000000
        PA
        USD
        963585.0000000000
        0.1532282895
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO COMMON STOCK USD1.0
        46625H100
        
          
          
          
        
        10347.0000000000
        NS
        USD
        1693700.4300000000
        0.2693304896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2019 2 A3 144A
        46650TAC6
        
          
          
        
        113813.6700000000
        PA
        USD
        114494.3200000000
        0.0182067683
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2049-08-25
          Floating
          3.953192600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Securities Designated Activity Company
        6354009DV8VV7K6KOO02
        JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375
        47216FAA5
        
          
          
        
        100000.0000000000
        PA
        USD
        103630.0000000000
        0.0164791354
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC/JFIN Co-Issuer Corp
        549300SKVB18YSSIDT75
        JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5
        47232MAF9
        
          
          
          
        
        440000.0000000000
        PA
        USD
        446050.0000000000
        0.0709304094
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERSON CNTY N Y
        N/A
        JEFFERSON CNTY NY CIVIC FAC DE JCFDEV 11/28 FIXED 4.25
        47325RAU3
        
          
          
        
        275000.0000000000
        PA
        USD
        276127.8900000000
        0.0439095713
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Bean Tech Cor
        5493007CT6ATBZ2L6826
        JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01
        477839104
        
          
          
          
        
        12000.0000000000
        NS
        USD
        1686600.0000000000
        0.2682013865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR
        48128BAG6
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        1022500.0000000000
        0.1625968918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corporation
        549300H0BF5JCG96TJ81
        KLA CORP COMMON STOCK USD.001
        482480100
        
          
          
          
        
        3125.0000000000
        NS
        USD
        1045343.7500000000
        0.1662294813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0
        F86921107
        
          
          
          
        
        5432.0000000000
        NS
        
        904720.6100000000
        0.1438677351
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Keysight Technologies, Inc.
        549300GLKVIO8YRCYN02
        KEYSIGHT TECHNOLOGIES IN COMMON STOCK
        49338L103
        
          
          
          
        
        9023.0000000000
        NS
        USD
        1482388.6700000000
        0.2357279122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Samsung Electronics Limited
        9884007ER46L6N7EI764
        SAMSUNG ELECTR GDR REG S GDR
        796050888
        
          
          
          
        
        1027.0000000000
        NS
        USD
        1593205.9600000000
        0.2533499629
        Long
        EC
        CORP
        KR
        Y
        
        2
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC COMMON STOCK USD.01
        49456B101
        
          
          
          
        
        42390.0000000000
        NS
        USD
        709184.7000000000
        0.1127738171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KNOX CNTY IND
        N/A
        KNOX CNTY IN ECON DEV REVENUE KNODEV 04/34 FIXED 5.9
        499396AV1
        
          
          
        
        480000.0000000000
        PA
        USD
        515998.2700000000
        0.0820535109
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koppers Incorporated
        LTO4ZL5EBDR1NE6FGJ36
        KOPPERS INC COMPANY GUAR 144A 02/25 6
        500605AH3
        
          
          
          
        
        1564000.0000000000
        PA
        USD
        1599190.0000000000
        0.2543015388
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3
        50077LAD8
        
          
        
        400000.0000000000
        PA
        USD
        421336.6000000000
        0.0670005101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lfs Topco Llc
        N/A
        LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875
        50203TAA4
        
          
          
          
        
        280000.0000000000
        PA
        USD
        288400.0000000000
        0.0458610695
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc.
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC COMPANY GUAR 144A 11/27 4.625
        50212YAC8
        
          
          
          
        
        815000.0000000000
        PA
        USD
        845562.5000000000
        0.1344604737
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc.
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC COMPANY GUAR 144A 05/31 4.375
        50212YAF1
        
          
          
          
        
        650000.0000000000
        PA
        USD
        678437.5000000000
        0.1078844291
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-05-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3 Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0
        502431109
        
          
          
          
        
        13900.0000000000
        NS
        USD
        3061336.0000000000
        0.4868104825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
        N/A
        LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25
        505742AG1
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1518637.5000000000
        0.2414921636
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
        N/A
        LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75
        505742AP1
        
          
          
        
        615000.0000000000
        PA
        USD
        610664.2500000000
        0.0971071971
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        LAMB WESTON HLD COMPANY GUAR 144A 11/24 4.625
        513272AA2
        
          
          
          
        
        1395000.0000000000
        PA
        USD
        1418826.6000000000
        0.2256203376
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-11-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        LEIDOS HOLDINGS INC COMMON STOCK USD.0001
        525327102
        
          
          
          
        
        22000.0000000000
        NS
        USD
        2114860.0000000000
        0.3363028485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lithia Motors Incorporated
        SE8N1EZEHPZQBCBVKD53
        LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625
        536797AE3
        
          
          
          
        
        795000.0000000000
        PA
        USD
        836737.5000000000
        0.1330571313
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Incorporated
        SE8N1EZEHPZQBCBVKD53
        LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875
        536797AG8
        
          
          
          
        
        245000.0000000000
        PA
        USD
        254300.2000000000
        0.0404385546
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 03/26 5.625
        538034AN9
        
          
          
          
        
        405000.0000000000
        PA
        USD
        419175.0000000000
        0.0666567747
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        LIVE NATION ENTERTAINMEN SR SECURED 144A 05/27 6.5
        538034AV1
        
          
          
          
        
        750000.0000000000
        PA
        USD
        825000.0000000000
        0.1311906462
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR
        539439AG4
        
          
          
        
        3665000.0000000000
        PA
        USD
        4100218.7500000000
        0.6520125423
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2049-04-30
          Variable
          7.500000000000
          N
          N
          N
          N
          Y
          
            
              Lloyds Banking Group plc
              Lloyds Banking Group plc ORD GBP0.1
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MedRisk
        N/A
        MEDRISK INC 2021 TERM LOAN B
        54317EAB0
        
          
        
        370000.0000000000
        PA
        USD
        369274.8000000000
        0.0587216965
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-10
          Variable
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH
        5493004WIZ1HV87IVF85
        LOUISIANA LOCAL GOVT ENVRNMNTL LASFAC 01/29 FIXED 5.75
        54628DAM2
        
          
          
        
        935000.0000000000
        PA
        USD
        947120.9700000000
        0.1506101965
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-01-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75
        553283AC6
        
          
          
          
        
        1150000.0000000000
        PA
        USD
        1083277.0000000000
        0.1722615874
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS 09/28 5.5
        553283AD4
        
          
          
        
        380000.0000000000
        PA
        USD
        378955.0000000000
        0.0602610319
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        SIEMENS AG REG COMMON STOCK NPV
        D69671218
        
          
          
          
        
        6230.0000000000
        NS
        
        1018922.7100000000
        0.1620280349
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0
        D12096109
        
          
          
          
        
        13140.0000000000
        NS
        
        1248023.5000000000
        0.1984594054
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MasterCard Incorporated
        AR5L2ODV9HN37376R084
        MASTERCARD INC   A COMMON STOCK USD.0001
        57636Q104
        
          
          
          
        
        2200.0000000000
        NS
        USD
        764896.0000000000
        0.1216329703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corporation
        549300WZWOM80UCFSF54
        MCKESSON CORP COMMON STOCK USD.01
        58155Q103
        
          
          
          
        
        6000.0000000000
        NS
        USD
        1196280.0000000000
        0.1902312076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck Kgaa
        529900OAREIS0MOPTW25
        MERCK KGAA SPONSORED ADR ADR
        589339209
        
          
          
          
        
        4500.0000000000
        NS
        USD
        195615.0000000000
        0.0311064949
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co., Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK + CO. INC. COMMON STOCK USD.5
        58933Y105
        
          
          
          
        
        13700.0000000000
        NS
        USD
        1029007.0000000000
        0.1636316282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        MERITOR INC COMPANY GUAR 144A 12/28 4.5
        59001KAH3
        
          
          
          
        
        410000.0000000000
        PA
        USD
        411025.0000000000
        0.0653607701
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Methanex Corporation
        549300TSJHRXT9QXRD13
        METHANEX CORP SR UNSECURED 12/29 5.25
        59151KAL2
        
          
          
        
        2320000.0000000000
        PA
        USD
        2511400.0000000000
        0.3993602289
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-12-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Methanex Corporation
        549300TSJHRXT9QXRD13
        METHANEX CORP SR UNSECURED 10/27 5.125
        59151KAM0
        
          
          
        
        3755000.0000000000
        PA
        USD
        4060093.7500000000
        0.6456319063
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP COMMON STOCK USD.00000625
        594918104
        
          
          
          
        
        17575.0000000000
        NS
        USD
        4954744.0000000000
        0.7878982632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Incorporated
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001
        595017104
        
          
          
          
        
        10000.0000000000
        NS
        USD
        1534900.0000000000
        0.2440782095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc.
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC COMMON STOCK USD.1
        595112103
        
          
          
          
        
        12500.0000000000
        NS
        USD
        887250.0000000000
        0.1410895768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd
        N/A
        MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5
        599191AA1
        
          
          
          
        
        540000.0000000000
        PA
        USD
        587206.8000000000
        0.0933770176
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines (United Milage Plus)
        N/A
        MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
        59921PAB2
        
          
        
        650000.0000000000
        PA
        USD
        690222.0000000000
        0.1097583881
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-21
          Floating
          5.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASM Pacific Technology Limited
        529900PYFA1HFYKPT360
        ASM PACIFIC TECHNOLOGY COMMON STOCK HKD.1
        G0535Q133
        
          
          
          
        
        5500.0000000000
        NS
        
        60039.5800000000
        0.0095474319
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bangkok Bank Public Company Limited
        549300CCL2BKJGMYXV60
        BANGKOK BANK PCL FOREIGN REG FOREIGN SH. THB10.0 A
        Y0606R119
        
          
          
          
        
        39200.0000000000
        NS
        
        134903.0600000000
        0.0214521450
        Long
        EC
        CORP
        TH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        FORTESCUE METALS GROUP LTD COMMON STOCK
        Q39360104
        
          
          
          
        
        112793.0000000000
        NS
        
        1201471.7100000000
        0.1910567879
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bidvest Group
        5299002ARE4TRMIRGM72
        BIDVEST GROUP LTD COMMON STOCK ZAR.05
        S1201R162
        
          
          
          
        
        10411.0000000000
        NS
        
        135506.3300000000
        0.0215480764
        Long
        EC
        CORP
        ZA
        N
        
        1
        
          N
          N
          N
        
      
      
        LIC Housing Finance
        335800NFSMJ2ZKBCYP06
        LIC HOUSING FINANCE LTD COMMON STOCK INR2.
        Y5278Z133
        
          
          
          
        
        29428.0000000000
        NS
        
        168589.3700000000
        0.0268089071
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Gail India Ltd
        335800N82LJD42ZA5L32
        GAIL INDIA LTD COMMON STOCK INR10.0
        Y2682X135
        
          
          
          
        
        92092.0000000000
        NS
        
        196176.9700000000
        0.0311958587
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Unimicron Technology Corporation
        N/A
        UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.
        613772904
        
          
          
          
        
        20000.0000000000
        NS
        
        93583.0000000000
        0.0148814718
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Quanta Computer Inc
        529900DE8BIV3XOXIK04
        QUANTA COMPUTER INC COMMON STOCK TWD10.
        Y7174J106
        
          
          
          
        
        32000.0000000000
        NS
        
        88554.1700000000
        0.0140817925
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Qatar National Bank Q P S C
        549300FFSRVBS0SQXY75
        QATAR NATIONAL BANK COMMON STOCK QAR1.0
        614819902
        
          
          
          
        
        30020.0000000000
        NS
        
        157891.5100000000
        0.0251077445
        Long
        EC
        CORP
        QA
        N
        
        1
        
          N
          N
          N
        
      
      
        Moog Inc.
        549300WM2I4U7OBAHG07
        MOOG INC COMPANY GUAR 144A 12/27 4.25
        615394AM5
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2055000.0000000000
        0.3267839733
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Fire & Mar
        988400JMBDK47EW0Z936
        SAMSUNG FIRE + MARINE INS COMMON STOCK KRW500.
        Y7473H108
        
          
          
          
        
        541.0000000000
        NS
        
        106899.3800000000
        0.0169990288
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        China Resources Land Limited
        5299001HL0TU7X15HK51
        CHINA RESOURCES LAND LTD COMMON STOCK HKD.1
        G2108Y105
        
          
          
          
        
        37350.0000000000
        NS
        
        157193.1400000000
        0.0249966904
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MOSAIC SOLAR LOAN TRUST
        N/A
        MOSAIC SOLAR LOANS LLC MSAIC 2019 2A A 144A
        61945LAA1
        
          
          
        
        150397.7100000000
        PA
        USD
        156897.9600000000
        0.0249497512
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2040-09-20
          Fixed
          2.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advantech
        2549002OSTKE9HB9IY03
        ADVANTECH CO LTD COMMON STOCK TWD10.
        Y0017P108
        
          
          
          
        
        9300.0000000000
        NS
        
        121197.9200000000
        0.0192727678
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        LENOVO GROUP LTD COMMON STOCK
        Y5257Y107
        
          
          
          
        
        96000.0000000000
        NS
        
        125301.4900000000
        0.0199253133
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        LENOVO GROUP LTD COMMON STOCK
        Y5257Y107
        
          
          
          
        
        924000.0000000000
        NS
        
        1206026.8600000000
        0.1917811431
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SK Telecom Ltd.
        9884003WEA1PHW006037
        SK TELECOM COMMON STOCK KRW500.
        622487908
        
          
          
          
        
        4386.0000000000
        NS
        
        1191308.9200000000
        0.1894407116
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        SK Telecom Ltd.
        9884003WEA1PHW006037
        SK TELECOM COMMON STOCK KRW500.
        622487908
        
          
          
          
        
        540.0000000000
        NS
        
        146672.7800000000
        0.0233237537
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        RHB Bank Berhad
        549300ZHRPSV7QIUJT80
        RHB BANK BHD COMMON STOCK
        Y72783106
        
          
          
          
        
        65300.0000000000
        NS
        
        84907.9100000000
        0.0135019680
        Long
        EC
        CORP
        MY
        N
        
        2
        
          N
          N
          N
        
      
      
        Murphy Oil Corporation
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORP SR UNSECURED 08/25 5.75
        626717AJ1
        
          
          
          
        
        415000.0000000000
        PA
        USD
        428371.3000000000
        0.0681191608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corporation
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORP SR UNSECURED 07/28 6.375
        626717AN2
        
          
        
        365000.0000000000
        PA
        USD
        385987.5000000000
        0.0613793328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing
        213800YTVSXYQN17BW16
        HONG KONG EXCHANGES + CLEAR COMMON STOCK
        Y3506N139
        
          
          
          
        
        1700.0000000000
        NS
        
        104465.8600000000
        0.0166120529
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        NCR Corporation
        549300YKTY8JX1DV2R67
        NCR CORP COMPANY GUAR 144A 09/27 5.75
        62886EAU2
        
          
          
        
        800000.0000000000
        PA
        USD
        843680.0000000000
        0.1341611205
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corporation
        549300YKTY8JX1DV2R67
        NCR CORP COMPANY GUAR 144A 04/29 5.125
        62886EBA5
        
          
          
        
        125000.0000000000
        PA
        USD
        128906.2500000000
        0.0204985385
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL Corporation Ltd.
        UNZWILHE4KMRP9K2L524
        NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
        62886HAR2
        
          
          
          
        
        1055000.0000000000
        PA
        USD
        1244900.0000000000
        0.1979627096
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-05-15
          Fixed
          12.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL Corporation Ltd.
        UNZWILHE4KMRP9K2L524
        NCL CORPORATION LTD COMPANY GUAR 144A 03/26 5.875
        62886HBA8
        
          
          
          
        
        420000.0000000000
        PA
        USD
        430500.0000000000
        0.0684576645
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-03-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nmg Holding Company Incorporated
        N/A
        NMG HLDCO/NEIMAN MARCUS SR SECURED 144A 04/26 7.125
        62929RAC2
        
          
          
          
        
        645000.0000000000
        PA
        USD
        684506.2500000000
        0.1088494755
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC COMPANY GUAR 144A 06/29 5.25
        629377CH3
        
          
          
          
        
        770000.0000000000
        PA
        USD
        819087.5000000000
        0.1302504466
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSG Holdings LLC
        549300A6PICRLGB0C769
        NSG HOLDINGS LLC/NSG HLD SR SECURED 144A 12/25 7.75
        62940QAA3
        
          
          
          
        
        433050.6300000000
        PA
        USD
        466070.7400000000
        0.0741140867
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-12-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hero Motocorp Limited
        335800Q49FBMZJTRLK49
        HERO MOTOCORP LTD COMMON STOCK INR2.0
        Y3194B108
        
          
          
          
        
        2290.0000000000
        NS
        
        87327.7200000000
        0.0138867637
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        ENN Energy Holdings Limited
        549300V7BXPWT6WIPR03
        ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1
        G3066L101
        
          
          
          
        
        4100.0000000000
        NS
        
        67623.2300000000
        0.0107533761
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK
        J44497105
        
          
          
          
        
        171400.0000000000
        NS
        
        1013201.7200000000
        0.1611182889
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kunlun Energy Company Limited
        5299007GRIKP15GM4927
        KUNLUN ENERGY CO LTD COMMON STOCK HKD.01
        G5320C108
        
          
          
          
        
        78000.0000000000
        NS
        
        81215.9400000000
        0.0129148747
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        LG Chem Ltd
        988400IES4EIG7O06940
        LG CHEM LTD PREFERENCE PREFERENCE
        Y5274Y163
        
          
          
          
        
        374.0000000000
        NS
        
        117550.7500000000
        0.0186927986
        Long
        EP
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Civitas (fka National Mentor)
        N/A
        NATIONAL MENTOR HOLDINGS INC 2021 TERM LOAN
        63689EAR6
        
          
        
        471603.3100000000
        PA
        USD
        471485.4100000000
        0.0749751220
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-18
          Variable
          3.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL MENTOR HOLDINGS, INC. 2021 DELAYED DRAW TERM LOAN
        N/A
        NATIONAL MENTOR HOLDINGS, INC. 2021 DELAYED DRAW TERM LOAN
        63689EAS4
        
          
        
        21916.6200000000
        PA
        USD
        21911.1400000000
        0.0034842868
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-02
          Variable
          4.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL MENTOR HOLDINGS INC 2021 TERM LOAN C
        N/A
        NATIONAL MENTOR HOLDINGS INC 2021 TERM LOAN C
        63689EAT2
        
          
        
        14868.8100000000
        PA
        USD
        14865.0900000000
        0.0023638312
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-02
          Variable
          4.50
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Giant Mfg Co
        549300M7TYVF50B2GY12
        GIANT MANUFACTURING COMMON STOCK TWD10.
        Y2708Z106
        
          
          
          
        
        7000.0000000000
        NS
        
        79365.9700000000
        0.0126206944
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Mediatek Inc
        254900UEGBK1I4DM4E14
        MEDIATEK INC COMMON STOCK TWD10.
        Y5945U103
        
          
          
          
        
        2600.0000000000
        NS
        
        83687.4300000000
        0.0133078885
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
        639057AD0
        
          
        
        1500000.0000000000
        PA
        USD
        1507200.0000000000
        0.2396733842
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2099-12-31
          Variable
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        NAVIENT CORP SR UNSECURED 03/27 5
        63938CAK4
        
          
          
        
        355000.0000000000
        PA
        USD
        365650.0000000000
        0.0581452846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001
        64125C109
        
          
          
          
        
        6200.0000000000
        NS
        USD
        594642.0000000000
        0.0945593554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Merchants Port Holdings Company Limited
        529900GA4UH90FUOR048
        CHINA MERCHANTS PORT HOLDING COMMON STOCK
        Y1489Q103
        
          
          
          
        
        74000.0000000000
        NS
        
        126541.0600000000
        0.0201224284
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Company, Ltd.
        549300P7ZYCQJ36CCS16
        HONDA MOTOR CO LTD COMMON STOCK
        J22302111
        
          
          
          
        
        63700.0000000000
        NS
        
        1958380.2800000000
        0.3114196054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hon Hai Precision Industry Co., Ltd.
        30030004CM3GSZXX7O56
        HON HAI PRECISION INDUSTRY COMMON STOCK TWD10.
        Y36861105
        
          
          
          
        
        35600.0000000000
        NS
        
        132880.9700000000
        0.0211305943
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        New Fortress Energy Llc
        N/A
        NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5
        644393AB6
        
          
          
          
        
        990000.0000000000
        PA
        USD
        946687.5000000000
        0.1505412665
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-09-30
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Container Terminal Services
        254900FU1MWK0I0Q4J61
        INTL CONTAINER TERM SVCS INC COMMON STOCK PHP1.
        Y41157101
        
          
          
          
        
        15690.0000000000
        NS
        
        59979.4200000000
        0.0095378653
        Long
        EC
        CORP
        PH
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW JERSEY ST EDL FACS AUTH
        549300UTOO4X537XXG70
        NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/28 FIXED OID 4.25
        6460664L1
        
          
          
        
        1000000.0000000000
        PA
        USD
        1043768.0000000000
        0.1659789072
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kia Corporation
        988400V8MJK9N7OI5X76
        KIA MOTORS CORP COMMON STOCK KRW5000.0
        Y47601102
        
          
          
          
        
        1107.0000000000
        NS
        
        74762.9300000000
        0.0118887238
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        NEW YORK ST ENERGY RESH & DEV AUTH
        N/A
        NEW YORK ST ENERGY RESEARCH NYSPWR 04/34 FIXED 4.813
        64986PAH1
        
          
          
        
        500000.0000000000
        PA
        USD
        567026.6000000000
        0.0901679831
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-04-01
          Fixed
          4.813000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lite-On Technology
        2549005GU1PQ73SZBT32
        LITE ON TECHNOLOGY CORP COMMON STOCK TWD10.
        Y5313K109
        
          
          
          
        
        34000.0000000000
        NS
        
        75776.9300000000
        0.0120499690
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Lite-On Technology
        2549005GU1PQ73SZBT32
        LITE ON TECHNOLOGY CORP COMMON STOCK TWD10.
        Y5313K109
        
          
          
          
        
        605000.0000000000
        NS
        
        1348383.6700000000
        0.2144185757
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        CTBC Financial Holding Company Limited
        549300IWDYIFW6JXM387
        CTBC FINANCIAL HOLDING CO LT COMMON STOCK TWD10.
        Y15093100
        
          
          
          
        
        121000.0000000000
        NS
        
        99025.1700000000
        0.0157468801
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Operating Partners LP
        549300KJEC5IUVJWR786
        NEXTERA ENERGY OPERATING COMPANY GUAR 144A 09/27 4.5
        65342QAB8
        
          
          
        
        1120000.0000000000
        PA
        USD
        1204000.0000000000
        0.1914588340
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Escrow Inc
        5493006PK6I4I2OOT688
        NEXSTAR BROADCASTING INC COMPANY GUAR 144A 07/27 5.625
        65343HAA9
        
          
          
          
        
        1580000.0000000000
        PA
        USD
        1671600.5000000000
        0.2658161816
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC/Nielsen Finance Co
        UJ76Y189LDMPCOCW7204
        NIELSEN FINANCE LLC/CO COMPANY GUAR 144A 10/30 5.875
        65409QBF8
        
          
          
          
        
        1945000.0000000000
        PA
        USD
        2047832.1500000000
        0.3256441492
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manappuram Finance Limited
        335800JL5WTUSKOSPN77
        MANAPPURAM FINANCE LTD COMMON STOCK INR2.
        657040903
        
          
          
          
        
        70192.0000000000
        NS
        
        158984.7200000000
        0.0252815856
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        NINTENDO CO LTD COMMON STOCK
        J51699106
        
          
          
          
        
        3214.0000000000
        NS
        
        1535914.7300000000
        0.2442395708
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Orix Corporation
        35380016EMHNBOVYE123
        ORIX CORP COMMON STOCK
        J61933123
        
          
          
          
        
        76000.0000000000
        NS
        
        1422075.2800000000
        0.2261369393
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Northriver Midstream Finance LP
        549300SOLNLY3BL6GF18
        NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625
        66679NAA8
        
          
          
          
        
        880000.0000000000
        PA
        USD
        915398.0000000000
        0.1455656426
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-02-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kangwon Land Inc
        N/A
        KANGWON LAND INC COMMON STOCK KRW500.0
        668344906
        
          
          
          
        
        4443.0000000000
        NS
        
        106751.2900000000
        0.0169754797
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nvidia Corp
        549300S4KLFTLO7GSQ80
        NVIDIA CORP COMMON STOCK USD.001
        67066G104
        
          
          
          
        
        8248.0000000000
        NS
        USD
        1708655.6800000000
        0.2717086579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank Rakyat Indonesia (Persero) Tbk
        254900HB6S4B12GBNP64
        BANK RAKYAT INDONESIA PERSER COMMON STOCK IDR50.0
        Y0697U112
        
          
          
          
        
        270900.0000000000
        NS
        
        72207.5000000000
        0.0114823619
        Long
        EC
        NUSS
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45
        674599DF9
        
          
          
          
        
        2500000.0000000000
        PA
        USD
        3145312.5000000000
        0.5001643386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oceaneering International, Inc.
        549300L6PH74701W0R30
        OCEANEERING INTL INC SR UNSECURED 11/24 4.65
        675232AA0
        
          
          
          
        
        770000.0000000000
        PA
        USD
        785400.0000000000
        0.1248934952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Limited
        9884007ER46L6N7EI764
        SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0
        Y74718100
        
          
          
          
        
        7720.0000000000
        NS
        
        478598.3200000000
        0.0761062095
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Samsung Electronics Limited
        9884007ER46L6N7EI764
        SAMSUNG ELECTRONICS PREF PREFERENCE
        Y74718118
        
          
          
          
        
        3417.0000000000
        NS
        
        199343.2500000000
        0.0316993573
        Long
        EP
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        OKLAHOMA DEV FIN AUTH
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45
        67884XCP0
        
          
          
        
        500000.0000000000
        PA
        USD
        564555.7000000000
        0.0897750631
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olin Corporation
        549300GKK294V7W57P06
        OLIN CORP SR UNSECURED 08/22 5.5
        680665AH9
        
          
          
          
        
        2705000.0000000000
        PA
        USD
        2803056.2500000000
        0.4457391040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olin Corporation
        549300GKK294V7W57P06
        OLIN CORP SR UNSECURED 09/27 5.125
        680665AJ5
        
          
          
          
        
        2460000.0000000000
        PA
        USD
        2555325.0000000000
        0.4063451370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olympus Water Us Holding Corporation
        549300YU2GGVCBN3MY89
        OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25
        681639AA8
        
          
          
        
        260000.0000000000
        PA
        USD
        256223.5000000000
        0.0407443958
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Corporation
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5
        682691AB6
        
          
          
        
        355000.0000000000
        PA
        USD
        355159.7500000000
        0.0564771359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oppenheimer Holdings Inc.
        N/A
        OPPENHEIMER HOLDINGS INC SR SECURED 10/25 5.5
        683797AF1
        
          
          
          
        
        815000.0000000000
        PA
        USD
        849637.5000000000
        0.1351084760
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125
        68622TAB7
        
          
          
          
        
        4600000.0000000000
        PA
        USD
        4831610.0000000000
        0.7683176219
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-04-30
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co., Ltd.
        549300KB6NK5SBD14S87
        TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK TWD10.
        Y84629107
        
          
          
          
        
        46000.0000000000
        NS
        
        951375.8300000000
        0.1512867999
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Tingyi (Cayman Islands) Holding Corp.
        5299009MPI9B60VN4P25
        TINGYI (CAYMAN ISLN) HLDG CO COMMON STOCK USD.005
        G8878S103
        
          
          
          
        
        108000.0000000000
        NS
        
        200805.6800000000
        0.0319319114
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        United Microelectronics Corp
        391200YJCAGH9LF96P73
        UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.
        Y92370108
        
          
          
          
        
        56000.0000000000
        NS
        
        126937.9600000000
        0.0201855430
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        PG&E Corporation
        8YQ2GSDWYZXO2EDN3511
        PG+E CORP SR SECURED 07/30 5.25
        69331CAJ7
        
          
          
          
        
        935000.0000000000
        PA
        USD
        957206.2500000000
        0.1522139473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pra Group Inc
        549300Q5HW3JSSB86K27
        PRA GROUP INC COMPANY GUAR 144A 10/29 5
        69354NAD8
        
          
          
        
        940000.0000000000
        PA
        USD
        941175.0000000000
        0.1496646745
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Padagis
        N/A
        PADAGIS LLC TERM LOAN B
        69526PAC8
        
          
        
        190000.0000000000
        PA
        USD
        190000.0000000000
        0.0302136034
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-07-06
          Variable
          4.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global Lp
        549300474L1ZLXZY2P98
        PANTHER BF AGGREGATOR 2 SR SECURED 144A 05/26 6.25
        69867DAA6
        
          
          
          
        
        90000.0000000000
        PA
        USD
        94558.4900000000
        0.0150365932
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-05-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global Lp
        549300474L1ZLXZY2P98
        CLARIOS GLOBAL LP/US FIN COMPANY GUAR 144A 05/27 8.5
        69867DAC2
        
          
          
        
        545000.0000000000
        PA
        USD
        579743.7500000000
        0.0921902511
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-05-15
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pattern Energy Operations LP / Pattern Energy Operations Inc
        254900P898KPCM50SP51
        PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5
        70339PAA7
        
          
          
          
        
        1575000.0000000000
        PA
        USD
        1641937.5000000000
        0.2610992020
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plastipak Holdings, Inc.
        N/A
        PLASTIPAK HOLDINGS INC SR UNSECURED 144A 10/25 6.25
        727610AN7
        
          
          
          
        
        815000.0000000000
        PA
        USD
        829771.8800000000
        0.1319494656
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS COMMON STOCK EUR2.0
        F1058Q238
        
          
          
          
        
        14584.0000000000
        NS
        
        933094.0300000000
        0.1483796470
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Solera
        N/A
        POLARIS NEWCO, LLC USD TERM LOAN B
        73108RAB4
        
          
        
        740000.0000000000
        PA
        USD
        741391.2000000000
        0.1178952614
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Variable
          4.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT BEAUMONT TEX INDL DEV AUTH
        N/A
        PORT BEAUMONT TX INDL DEV AUTH PTBDEV 01/28 FIXED 4.1
        73358SAA1
        
          
        
        700000.0000000000
        PA
        USD
        687878.7300000000
        0.1093857638
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2028-01-01
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5
        737446AR5
        
          
          
        
        5720000.0000000000
        PA
        USD
        5652103.6000000000
        0.8987916651
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Corporation of Canada
        549300BE2CB8T87IJV50
        POWER CORP OF CANADA COMMON STOCK
        739239952
        
          
          
          
        
        35819.0000000000
        NS
        
        1180675.2300000000
        0.1877497532
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Wellsky (fka Mediware Information Systems)
        N/A
        PROJECT RUBY ULTIMTE PARNT CRP 2021 TERM LOAN
        74339UAS9
        
          
        
        333325.0000000000
        PA
        USD
        332805.0100000000
        0.0529223083
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-03
          Variable
          3.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC FIN AUTH WIS
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI EDUCTNL FAC PUBFIN 06/28 FIXED 5.13
        74443DDU2
        
          
          
        
        1230000.0000000000
        PA
        USD
        1245634.9000000000
        0.1980795727
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2028-06-01
          Fixed
          5.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC, Inc.
        549300WBLU5NKPX5X472
        QVC INC SR SECURED 02/27 4.75
        747262AY9
        
          
          
          
        
        405000.0000000000
        PA
        USD
        429300.0000000000
        0.0682668417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Incorporated
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC COMMON STOCK USD.0001
        747525103
        
          
          
          
        
        15374.0000000000
        NS
        USD
        1982938.5200000000
        0.3153248313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated
        549300FGXN1K3HLB1R50
        QUICKEN LOANS INC COMPANY GUAR 144A 01/28 5.25
        74840LAB8
        
          
          
        
        495000.0000000000
        PA
        USD
        533362.5000000000
        0.0848147528
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rackspace Technology Global Incorporated
        549300QTYCKLMFSE8I97
        RACKSPACE TECHNOLOGY COMPANY GUAR 144A 12/28 5.375
        750098AA3
        
          
          
        
        865000.0000000000
        PA
        USD
        849862.5000000000
        0.1351442552
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Redwood Trust, Inc.
        DRBV4N1ERQLEMIF11G78
        REDWOOD TRUST INC REIT USD.01
        758075402
        
          
          
          
        
        64415.0000000000
        NS
        USD
        830309.3500000000
        0.1320349335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rent-A-Center, Inc.
        529900QUHE15UQNCCJ63
        RENT A CENTER INC COMPANY GUAR 144A 02/29 6.375
        76009NAL4
        
          
          
          
        
        750000.0000000000
        PA
        USD
        809062.5000000000
        0.1286562814
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ring Container Technologies
        N/A
        RING CONTAINER TECHNLG GRP LLC 2021 TERM LOAN B
        76680YAG7
        
          
        
        105000.0000000000
        PA
        USD
        105052.5000000000
        0.0167053398
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Variable
          3.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated
        549300FGXN1K3HLB1R50
        ROCKETMTGE C0 ISSUER INC COMPANY GUAR 144A 10/26 2.875
        77313LAA1
        
          
          
        
        590000.0000000000
        PA
        USD
        576548.0000000000
        0.0916820663
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockies Express Pipeline LLC
        W2ZGZGZKY5GGNY6F3V51
        ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 04/40 6.875
        77340RAM9
        
          
          
          
        
        780000.0000000000
        PA
        USD
        865800.0000000000
        0.1376786200
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2040-04-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/23 10.875
        780153AY8
        
          
          
        
        740000.0000000000
        PA
        USD
        828800.0000000000
        0.1317949183
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-01
          Fixed
          10.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125
        780153BC5
        
          
          
          
        
        1145000.0000000000
        PA
        USD
        1244392.3000000000
        0.1978819757
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-15
          Fixed
          9.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5
        780153BG6
        
          
          
        
        300000.0000000000
        PA
        USD
        306842.7000000000
        0.0487938086
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5
        780153BJ0
        
          
          
        
        215000.0000000000
        PA
        USD
        221007.1000000000
        0.0351443203
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2026-08-31
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russel Metals Inc.
        5493005F9VPHFO17OV54
        RUSSEL METALS INC COMMON STOCK
        781903950
        
          
          
          
        
        38331.0000000000
        NS
        
        919084.5300000000
        0.1461518708
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Russell Investments
        N/A
        RUSSELL INVESTMENTS 2020 TERM LOAN
        78249LAD2
        
          
        
        425000.0000000000
        PA
        USD
        425531.2500000000
        0.0676675390
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-30
          Variable
          3.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875
        78410GAD6
        
          
          
          
        
        2475000.0000000000
        PA
        USD
        2564718.7500000000
        0.4078389214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP SR UNSECURED 144A 02/29 3.125
        78410GAE4
        
          
          
          
        
        3250000.0000000000
        PA
        USD
        3140312.5000000000
        0.4993692438
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care Ltd Partnership / Sabra Capital Corp
        5493008V2SV0789N9W56
        SABRA HEALTH/CAPTL CORP COMPANY GUAR 10/29 3.9
        78572XAG6
        
          
          
          
        
        1690000.0000000000
        PA
        USD
        1780257.7600000000
        0.2830947466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc.
        F2TJC7HPPHLHU1AQMP98
        SABRE GLBL INC SR SECURED 144A 04/25 9.25
        78573NAC6
        
          
          
          
        
        1250000.0000000000
        PA
        USD
        1444737.5000000000
        0.2297406621
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-04-15
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salem Media Group Inc
        549300CTHBTS2MIXZL54
        SALEM MEDIA GROUP INC. SR SECURED 144A 06/24 6.75
        794093AG9
        
          
          
          
        
        845000.0000000000
        PA
        USD
        843943.7500000000
        0.1342030617
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST
        N/A
        SANTANDER RETAIL AUTO LEASE TR SRT 2019 A D 144A
        80285JAQ9
        
          
          
        
        2000000.0000000000
        PA
        USD
        2026264.8000000000
        0.3222145315
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-05-20
          Fixed
          3.660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYMAN COMPANY GUAR 144A 07/29 3.125
        81180WBA8
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        967099.9000000000
        0.1537872252
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-07-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091
        81180WBC4
        
          
        
        1908000.0000000000
        PA
        USD
        2003400.0000000000
        0.3185785947
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.091000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corporation
        Q0M0CZB4YN6JZ65WXI09
        SEALED AIR CORP COMMON STOCK USD.1
        81211K100
        
          
          
          
        
        3200.0000000000
        NS
        USD
        175328.0000000000
        0.0278804771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SeaWorld Parks & Entertainment Inc
        549300UZV72O3371JJ53
        SEAWORLD PARKS + ENTERTA COMPANY GUAR 144A 08/29 5.25
        81282UAG7
        
          
          
        
        345000.0000000000
        PA
        USD
        352978.1300000000
        0.0561302169
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Select Sector Spdr
        5493008JJKIPMEX3CO91
        ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR
        81369Y506
        
          
          
          
        
        117713.0000000000
        NS
        USD
        6131670.1700000000
        0.9750518447
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Medical Corporation
        549300X05KS0JKR8CB50
        SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25
        816196AT6
        
          
          
          
        
        675000.0000000000
        PA
        USD
        709830.0000000000
        0.1128764320
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625
        81725WAH6
        
          
          
          
        
        1605000.0000000000
        PA
        USD
        1776397.9500000000
        0.2824809636
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-11-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        SENSATA TECHNOLOGIES BV 04/29 4
        81725WAK9
        
          
          
        
        5750000.0000000000
        PA
        USD
        5853212.5000000000
        0.9307717942
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-04-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MORTGAGE TRUST
        N/A
        SEQUOIA MORTGAGE TRUST SEMT 2018 6 A19 144A
        81747JAU0
        
          
          
        
        179197.8100000000
        PA
        USD
        181479.3600000000
        0.0288586600
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-07-25
          Floating
          4.000000500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Sherwin-Williams Company
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0
        824348106
        
          
          
          
        
        4500.0000000000
        NS
        USD
        1258785.0000000000
        0.2001706880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skymiles Ip Limited & Delta Air Lines Incorporated
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75
        830867AB3
        
          
          
          
        
        475000.0000000000
        PA
        USD
        529625.0000000000
        0.0842204194
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-10-20
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sociedad Quimica y Minera de Chile S A
        TJ88LXZZW5PWIN93ZC81
        QUIMICA Y MINERA CHIL SP ADR ADR USD1.0
        833635105
        
          
          
          
        
        2390.0000000000
        NS
        USD
        128390.8000000000
        0.0204165721
        Long
        EC
        CORP
        CL
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE JR SUBORDINA 144A 12/49 VAR
        83368JFA3
        
          
          
          
        
        3535000.0000000000
        PA
        USD
        4139060.8000000000
        0.6581891649
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2049-12-29
          Variable
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SOFI CONSUMER LOAN PROGRAM TRU SCLP 2019 2 C 144A
        83406CAC3
        
          
          
        
        2000000.0000000000
        PA
        USD
        2036841.2000000000
        0.3238963797
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2028-04-25
          Fixed
          3.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Automotive, Inc.
        549300NTLRGJ2JCBZU03
        SONIC AUTOMOTIVE INC COMPANY GUAR 03/27 6.125
        83545GBC5
        
          
          
        
        1230000.0000000000
        PA
        USD
        1278326.7000000000
        0.2032781889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Copper Corporation
        2549007U6NAP46Q9TU15
        SOUTHERN COPPER CORP COMMON STOCK USD.01
        84265V105
        
          
          
          
        
        1215.0000000000
        NS
        USD
        68210.1000000000
        0.0108466995
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Surgery Center Holdings, Inc.
        54930054EVI5HWPPW113
        SURGERY CENTER HOLDINGS COMPANY GUAR 144A 07/25 6.75
        84611WAB0
        
          
          
          
        
        380000.0000000000
        PA
        USD
        386650.0000000000
        0.0614846829
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Brands, Inc.
        549300VU3EH2E73C1Q04
        SPECTRUM BRANDS INC COMPANY GUAR 144A 03/31 3.875
        84762LAX3
        
          
          
          
        
        4611000.0000000000
        PA
        USD
        4658974.6900000000
        0.7408653336
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Speedway Motorsports LLC / Speedway Funding II Inc
        N/A
        SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875
        84779MAA2
        
          
          
          
        
        1530000.0000000000
        PA
        USD
        1560600.0000000000
        0.2481649969
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-11-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Corporation
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125
        85172FAN9
        
          
          
        
        720000.0000000000
        PA
        USD
        834300.0000000000
        0.1326695226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Corporation
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375
        85172FAR0
        
          
          
        
        200000.0000000000
        PA
        USD
        216770.0000000000
        0.0344705411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems Inc
        ZD2NBKV6GCC3UMGBM518
        SPIRIT AEROSYSTEMS INC SECURED 144A 04/25 7.5
        85205TAL4
        
          
          
        
        230000.0000000000
        PA
        USD
        243512.5000000000
        0.0387231057
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-04-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems Inc
        ZD2NBKV6GCC3UMGBM518
        SPIRIT AEROSYSTEMS INC SR SECURED 144A 01/25 5.5
        85205TAM2
        
          
          
          
        
        1190000.0000000000
        PA
        USD
        1258425.0000000000
        0.2001134411
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST SR UNSECURED 03/25 4.75
        85571BAL9
        
          
          
          
        
        1625000.0000000000
        PA
        USD
        1710312.5000000000
        0.2719721237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stericycle, Inc.
        B8PTJH2P0AXSWSMP2136
        STERICYCLE INC COMPANY GUAR 144A 01/29 3.875
        858912AG3
        
          
          
        
        5070000.0000000000
        PA
        USD
        5100977.7000000000
        0.8111521948
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co Inc
        N/A
        STEVENS HOLDING CO INC COMPANY GUAR 144A 10/26 6.125
        86024TAA5
        
          
          
          
        
        1545000.0000000000
        PA
        USD
        1666668.7500000000
        0.2650319398
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Surgery Partners
        N/A
        SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN
        86880NAX1
        
          
        
        833640.3200000000
        PA
        USD
        834448.9500000000
        0.1326932084
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-31
          Variable
          3.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synaptics Incorporated
        549300AJ3LI4FWNRQX29
        SYNAPTICS INC COMPANY GUAR 144A 06/29 4
        87157DAG4
        
          
          
          
        
        5750000.0000000000
        PA
        USD
        5882652.5000000000
        0.9354533125
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        SYNOPSYS INC COMMON STOCK USD.01
        871607107
        
          
          
          
        
        10500.0000000000
        NS
        USD
        3143805.0000000000
        0.4999246175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TFI International Inc
        5493007R9W7KO7SJN678
        TFI INTERNATIONAL INC COMMON STOCK
        87241L109
        
          
          
          
        
        7229.0000000000
        NS
        
        739565.6200000000
        0.1176049595
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4
        87305RAK5
        
          
          
          
        
        3615000.0000000000
        PA
        USD
        3600720.7500000000
        0.5725828872
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co., Ltd.
        549300KB6NK5SBD14S87
        TAIWAN SEMICONDUCTOR SP ADR ADR
        874039100
        
          
          
          
        
        10075.0000000000
        NS
        USD
        1124873.7500000000
        0.1788762596
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.
        549300IQ3DN0F3VERF65
        TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 10/25 7.5
        87470LAH4
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        1082500.0000000000
        0.1721380297
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.
        549300IQ3DN0F3VERF65
        TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6
        87470LAJ0
        
          
          
          
        
        405000.0000000000
        PA
        USD
        414922.5000000000
        0.0659805465
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-31
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.
        549300IQ3DN0F3VERF65
        TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 09/31 6
        87470LAK7
        
          
          
        
        230000.0000000000
        PA
        USD
        231150.0000000000
        0.0367572338
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-09-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corporation
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP COMMON STOCK USD.0833
        87612E106
        
          
          
          
        
        9025.0000000000
        NS
        USD
        2064649.2500000000
        0.3283183870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01
        879360105
        
          
          
          
        
        2500.0000000000
        NS
        USD
        1073950.0000000000
        0.1707784176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teleflex Incorporated
        UUL85LWXB4NGSWWXIQ25
        TELEFLEX INC COMPANY GUAR 11/27 4.625
        879369AF3
        
          
          
          
        
        1144000.0000000000
        PA
        USD
        1192620.0000000000
        0.1896491981
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telesat Canada /Telesat LLC
        5493004V5GLBY6SO5Y34
        TELESAT CANADA/TELESAT L SR SECURED 144A 12/26 5.625
        87952VAR7
        
          
          
          
        
        230000.0000000000
        PA
        USD
        220800.0000000000
        0.0351113875
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-12-06
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875
        88033GCY4
        
          
          
        
        405000.0000000000
        PA
        USD
        419142.6000000000
        0.0666516225
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenneco Inc.
        549300U0EXXFAQFAD785
        TENNECO INC COMPANY GUAR 07/26 5
        880349AR6
        
          
          
          
        
        3695000.0000000000
        PA
        USD
        3639187.7300000000
        0.5786998666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Tenneco Inc.
        549300U0EXXFAQFAD785
        TENNECO INC SR SECURED 144A 04/29 5.125
        880349AT2
        
          
          
          
        
        1175000.0000000000
        PA
        USD
        1201437.5000000000
        0.1910513479
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TerraForm Power Operating, LLC
        5493000S2OLR3UT5BE13
        TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5
        88104LAE3
        
          
          
          
        
        1530000.0000000000
        PA
        USD
        1642837.5000000000
        0.2612423191
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        TESLA INC COMMON STOCK USD.001
        88160R101
        
          
          
          
        
        1075.0000000000
        NS
        USD
        833641.0000000000
        0.1325647291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III B.V.
        N/A
        TEVA PHARMACEUTICALS NE COMPANY GUAR 03/28 6.75
        88167AAK7
        
          
          
          
        
        1515000.0000000000
        PA
        USD
        1730887.5000000000
        0.2752439389
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Teva Pharmaceutical Finance Netherlands III B.V.
        N/A
        TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6
        88167AAL5
        
          
          
        
        200000.0000000000
        PA
        USD
        210500.0000000000
        0.0334734922
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Incorporated
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENTS INC COMMON STOCK USD1.0
        882508104
        
          
          
          
        
        11861.0000000000
        NS
        USD
        2279802.8100000000
        0.3625318835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
        883556102
        
          
          
          
        
        5000.0000000000
        NS
        USD
        2856650.0000000000
        0.4542615266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Timken Company
        B0I35MLPFXZSE70ASS73
        TIMKEN CO COMMON STOCK
        887389104
        
          
          
          
        
        29000.0000000000
        NS
        USD
        1897180.0000000000
        0.3016876002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toledo Hospital
        5493009DCR7NWV6K4T34
        TOLEDO HOSPITAL/THE SR SECURED 11/48 6.015
        889184AE7
        
          
          
        
        1000000.0000000000
        PA
        USD
        1198046.3500000000
        0.1905120907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.015000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Townsquare Media, Inc.
        549300XBA8C68H0DR538
        TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875
        892231AB7
        
          
          
          
        
        800000.0000000000
        PA
        USD
        839248.0000000000
        0.1334563484
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC COMPANY GUAR 06/26 6.375
        893647BB2
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        5158300.0000000000
        0.8202675276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC COMPANY GUAR 01/29 4.625
        893647BP1
        
          
          
          
        
        1850000.0000000000
        PA
        USD
        1846771.7500000000
        0.2936717324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC COMPANY GUAR 05/29 4.875
        893647BQ9
        
          
          
        
        750000.0000000000
        PA
        USD
        751395.0000000000
        0.1194860553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tronox Incorporated
        549300EPZ4YXC7E5P181
        TRONOX INC COMPANY GUAR 144A 03/29 4.625
        897051AC2
        
          
          
        
        3200000.0000000000
        PA
        USD
        3184000.0000000000
        0.5063163848
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truck Hero
        N/A
        TRUCK HERO INC 2021 TERM LOAN B
        89778PAG2
        
          
        
        374060.1500000000
        PA
        USD
        373046.4500000000
        0.0593214604
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Variable
          3.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
        89832QAE9
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2184640.0000000000
        0.3473991919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2099-12-31
          Variable
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8
        90353TAC4
        
          
          
          
        
        905000.0000000000
        PA
        USD
        956471.8800000000
        0.1520971685
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5
        90353TAK6
        
          
          
        
        455000.0000000000
        PA
        USD
        458128.1300000000
        0.0728510611
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Air Lines, Inc.
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
        90932LAH0
        
          
          
        
        700000.0000000000
        PA
        USD
        723415.0000000000
        0.1150367046
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines
        N/A
        UNITED AIRLINES, INC. 2021 TERM LOAN B
        90932RAJ3
        
          
        
        194025.0000000000
        PA
        USD
        195216.3100000000
        0.0310430956
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Variable
          3.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE CL B COMMON STOCK USD.01
        911312106
        
          
          
          
        
        9976.0000000000
        NS
        USD
        1816629.6000000000
        0.2888785589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Shore Financial Service Llc
        549300HW662MN1WU8550
        UNITED SHORE FINAN SERVI SR UNSECURED 144A 11/25 5.5
        91153LAA5
        
          
          
          
        
        600000.0000000000
        PA
        USD
        604500.0000000000
        0.0961269644
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-11-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage Llc
        549300HW662MN1WU8550
        UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5
        913229AA8
        
          
          
          
        
        810000.0000000000
        PA
        USD
        786432.0800000000
        0.1250576155
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC COMMON STOCK USD.01
        91324P102
        
          
          
          
        
        5019.0000000000
        NS
        USD
        1961124.0600000000
        0.3118559184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USA Compression Partners LP / USA Compression Finance Corp
        N/A
        USA COM PART/USA COM FIN COMPANY GUAR 04/26 6.875
        91740PAC2
        
          
          
          
        
        725000.0000000000
        PA
        USD
        754871.3100000000
        0.1200388545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        KOO0397YRO83WY5MGD97
        BAUSCH HEALTH AMERICAS COMPANY GUAR 144A 01/27 8.5
        91911XAW4
        
          
          
          
        
        755000.0000000000
        PA
        USD
        804226.0000000000
        0.1278871862
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-01-31
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        VALVOLINE INC SR UNSECURED 144A 06/31 3.625
        92047WAG6
        
          
          
          
        
        3322000.0000000000
        PA
        USD
        3280475.0000000000
        0.5216577395
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Incorporated
        54930015RAQRRZ5ZGJ91
        VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01
        92532F100
        
          
          
          
        
        2800.0000000000
        NS
        USD
        507892.0000000000
        0.0807644602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertical U S Newco Inc
        549300C2AFWPAYWS5574
        VERTICAL US NEWCO INC SR SECURED 144A 07/27 5.25
        92537RAA7
        
          
          
        
        815000.0000000000
        PA
        USD
        854099.6300000000
        0.1358180392
        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 COMPANY GUAR 144A 07/28 7.625
        92537VAA8
        
          
          
          
        
        700000.0000000000
        PA
        USD
        748125.0000000000
        0.1189660633
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2028-07-15
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VISTRA CORP COMPANY GUAR 144A 02/27 5.625
        92840VAB8
        
          
          
        
        700000.0000000000
        PA
        USD
        724542.0000000000
        0.1152159190
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vizient Inc.
        5493007V6T3HZ7777P70
        VIZIENT INC SR UNSECURED 144A 05/27 6.25
        92856JAB6
        
          
          
          
        
        790000.0000000000
        PA
        USD
        825550.0000000000
        0.1312781066
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vmed O2 UK Financing I Plc
        213800MRR46ECNGZ7L69
        VMED O2 UK FINAN SR SECURED 144A 07/31 4.75
        92858RAB6
        
          
          
        
        375000.0000000000
        PA
        USD
        383130.0000000000
        0.0609249361
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2031-07-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W. R. Grace Holdings Llc
        N/A
        WR GRACE HOLDING LLC SR UNSECURED 144A 08/29 5.625
        92943GAA9
        
          
          
        
        465000.0000000000
        PA
        USD
        478954.6500000000
        0.0761628728
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF SEC LENDING CASH INVST LLC WBBS
        N/A
        WF SEC LENDING CASH INVST LLC WBBS
        930SQL901
        
          
        
        6578437.5000000000
        NS
        USD
        6578437.5000000000
        1.0460963232
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC COMMON STOCK USD.1
        931142103
        
          
          
          
        
        15433.0000000000
        NS
        USD
        2151051.5400000000
        0.3420579897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WASH Multifamily Acquisition Inc
        549300AS7PRY5PHG6L12
        WASH MULTIFAM ACQ INC SR SECURED 144A 04/26 5.75
        93710WAA3
        
          
          
          
        
        605000.0000000000
        PA
        USD
        631756.1300000000
        0.1004612060
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GIP II Blue Holding/HESM Holdco
        N/A
        GIP II BLUE HOLDING LP TERM LOAN B
        000000000
        
          
        
        355000.0000000000
        PA
        USD
        354336.1500000000
        0.0563461679
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-09-22
          Floating
          4.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wilsonart
        N/A
        WILSONART LLC 2021 TERM LOAN E
        000000000
        
          
        
        373125.0000000000
        PA
        USD
        373240.6700000000
        0.0593523451
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-19
          Variable
          3.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Werner Co
        N/A
        WERNER FINCO LP TERM LOAN B
        95075EAC3
        
          
        
        611821.7100000000
        PA
        USD
        611821.7100000000
        0.0972912551
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-07-24
          Variable
          5.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Werner FinCo LP/ Werner FinCo Inc
        N/A
        WERNER FINCO LP/INC COMPANY GUAR 144A 07/25 8.75
        95076PAA1
        
          
          
          
        
        905000.0000000000
        PA
        USD
        942896.8800000000
        0.1499384860
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25
        958667AA5
        
          
          
          
        
        725000.0000000000
        PA
        USD
        853165.5000000000
        0.1356694949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05
        958667AC1
        
          
          
          
        
        385000.0000000000
        PA
        USD
        425425.0000000000
        0.0676506432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Chemical Corporation
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP COMMON STOCK USD.01
        960413102
        
          
          
          
        
        4500.0000000000
        NS
        USD
        410130.0000000000
        0.0652184482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whirlpool Corporation
        WHENKOULSSK7WUM60H03
        WHIRLPOOL CORP COMMON STOCK USD1.0
        963320106
        
          
          
          
        
        2200.0000000000
        NS
        USD
        448492.0000000000
        0.0713187337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Williams-Sonoma Incorporation
        549300IARG6YWVTZ1I92
        WILLIAMS SONOMA INC COMMON STOCK USD.01
        969904101
        
          
          
          
        
        6223.0000000000
        NS
        USD
        1103524.5900000000
        0.1754813383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Windstream Escrow LLC / Windstream Escrow Finance Corp
        N/A
        WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
        97382WAA1
        
          
          
        
        405000.0000000000
        PA
        USD
        423002.2500000000
        0.0672653800
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO GOVT MM SELECT CLASS  3802
        N/A
        WELLS FARGO GOVT MM SELECT CLASS  3802
        976RXG000
        
          
          
        
        418988.9900000000
        NS
        USD
        418988.9900000000
        0.0666271956
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO GOVT MM SELECT CLASS  3802
        N/A
        WELLS FARGO GOVT MM SELECT CLASS  3802
        976RXG000
        
          
          
        
        21420381.2300000000
        NS
        USD
        21420381.2300000000
        3.4062468550
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xilinx Inc.
        6EY4K7ZMF9UX1CU6KC79
        XILINX INC COMMON STOCK USD.01
        983919101
        
          
          
          
        
        6600.0000000000
        NS
        USD
        996534.0000000000
        0.1584678054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        YONKERS N Y ECONOMIC DEV CORP
        N/A
        YONKERS NY ECON DEV CORP EDUCT YONDEV 10/24 FIXED 4.5
        98608MAH4
        
          
          
        
        545000.0000000000
        PA
        USD
        546237.8600000000
        0.0868621792
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-10-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        N/A
        ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
        98919VAB1
        
          
          
        
        600000.0000000000
        PA
        USD
        608268.0000000000
        0.0967261479
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alrosa Public Joint Stock Company
        894500DKUWVBYZLLE651
        ALROSA PJSC COMMON STOCK RUB.5
        ACI028ME1
        
          
          
          
        
        86560.0000000000
        NS
        
        157553.0400000000
        0.0250539214
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Moscow Exchange Micex-Rts PJSC
        253400M5M1222KPNWE87
        MOSCOW EXCHANGE MICEX RTS PJ COMMON STOCK RUB1.0
        X5504J102
        
          
          
          
        
        46470.0000000000
        NS
        
        110673.0900000000
        0.0175991202
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        NOVO NORDISK A/S B COMMON STOCK DKK.2
        K72807132
        
          
          
          
        
        12501.0000000000
        NS
        
        1204965.1000000000
        0.1916123032
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC COMMON STOCK USD.2095
        G93882192
        
          
          
          
        
        976561.0000000000
        NS
        
        1486024.8600000000
        0.2363061353
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ubs Group Ag
        549300SZJ9VS8SGXAN81
        UBS GROUP AG REG COMMON STOCK CHF.1
        ACI09N1W4
        
          
          
          
        
        63796.0000000000
        NS
        
        1018287.0400000000
        0.1619269513
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Group Funding (Switzerland) AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG JR SUBORDINA REGS 12/49 VAR
        H4209UAP1
        
          
          
          
        
        3330000.0000000000
        PA
        USD
        3787875.0000000000
        0.6023439624
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2049-12-29
          Variable
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MR Price Group
        378900D3417C35C5D733
        MR PRICE GROUP LTD COMMON STOCK ZAR.00025
        ACI0HD305
        
          
          
          
        
        4632.0000000000
        NS
        
        61894.3200000000
        0.0098423707
        Long
        EC
        CORP
        ZA
        N
        
        1
        
          N
          N
          N
        
      
      
        Detsky Mir Public Joint Stock Co
        N/A
        DETSKY MIR PJSC COMMON STOCK RUB.0004
        ACI0S71Y4
        
          
          
          
        
        38340.0000000000
        NS
        
        68383.9300000000
        0.0108743418
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        ABN AMRO Bank N.V.
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO BANK NV JR SUBORDINA REGS 12/99 VAR
        N02598N68
        
          
          
          
        
        3000000.0000000000
        PA
        
        3813867.0700000000
        0.6064771945
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2099-12-31
          Variable
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icici Securities Limited
        335800RT5NJ3UPWK7351
        ICICI SECURITIES LTD COMMON STOCK INR5.0
        ACI11NN06
        
          
          
          
        
        11818.0000000000
        NS
        
        120367.2300000000
        0.0191406723
        Long
        EC
        CORP
        IN
        Y
        
        2
        
          N
          N
          N
        
      
      
        X5 Retail Group Nv
        213800J17UJJJDGUVF56
        X 5 RETAIL GROUP NV REGS GDR GDR EUR1.0
        ACI11VTL6
        
          
          
          
        
        3488.0000000000
        NS
        
        112664.4100000000
        0.0179157779
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB (publ)
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAVISKA ENSKILDA JR SUBORDINA REGS 12/99 VAR
        W8T54FCX4
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        2130000.0000000000
        0.3387103956
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2099-12-31
          Variable
          5.125000000000
          N
          N
          N
          N
          Y
          
            
              Skandinaviska Enskilda Banken AB (publ)
              Skandinaviska Enskilda Banken AB (publ) SER'A'NPV
              SEK
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Banco Santander, S.A.
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA JR SUBORDINA REGS 12/99 VAR
        E2R99C7U5
        
          
          
          
        
        3000000.0000000000
        PA
        
        3628056.1600000000
        0.5769297359
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2099-12-31
          Variable
          4.375000000000
          N
          N
          N
          N
          Y
          
            
              Banco Santander, S.A.
              Banco Santander, S.A. EUR0.50(REGD)
              EUR
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Commerzbank Aktiengesellschaft
        851WYGNLUQLFZBSYGB56
        COMMERZBANK AG JR SUBORDINA REGS 03/99 VAR
        ACI1MZ0B7
        
          
          
        
        2600000.0000000000
        PA
        
        3301586.8200000000
        0.5250149193
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2099-03-31
          Variable
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aib Group Plc
        635400AKJBGNS5WNQL34
        AIB GROUP PLC JR SUBORDINA REGS 12/99 VAR
        G020725R6
        
          
          
          
        
        2000000.0000000000
        PA
        
        2580803.5900000000
        0.4103967160
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2099-12-31
          Variable
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOLSA DE VALORES, MERCADORIAS E FUTUROS
        N/A
        EURO FX CURR FUT  DEC21 XCME 20211213
        000000000
        
          
          
        
        -152.0000000000
        NC
        USD
        519130.9200000000
        0.0825516616
        N/A
        DFE
        CORP
        BR
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                RKS UNDERLYING CUSIP DEFAULT FOR EURO Currency
                RKS UNDERLYING CUSIP DEFAULT FOR EURO Currency
                
                  
                  
                
              
            
            2021-12-13
            -22559130.9200000000
            USD
            519130.9200000000
          
        
        
          N
          N
          N
        
      
      
        EURO STOXX 50     DEC21 XEUR 20211217
        N/A
        EURO STOXX 50     DEC21 XEUR 20211217
        000000000
        
          
          
        
        157.0000000000
        NC
        
        -207372.7000000000
        -0.0329761921
        N/A
        DE
        CORP
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              N/A
            
            Long
            
              
                EURO STOXX 50 INDEX
                EURO STOXX 50
                
                  
                  
                
              
            
            2021-12-17
            6534384.2300000000
            EUR
            -207372.7000000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
        549300UF4R84F48NCH34
        S+P500 EMINI FUT  DEC21 XCME 20211217
        000000000
        
          
          
        
        113.0000000000
        NC
        USD
        -827705.2400000000
        -0.1316208307
        N/A
        DE
        CORP
        GB
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            2021-12-17
            25109992.7400000000
            USD
            -827705.2400000000
          
        
        
          N
          N
          N
        
      
      
        HONG KONG FUTURES EXCHANGE LTD.
        N/A
        MSCI EMGMKT       DEC21 XNLI 20211217
        000000000
        
          
          
        
        96.0000000000
        NC
        USD
        -233911.6800000000
        -0.0371963933
        N/A
        DE
        CORP
        HK
        N
        
        1
        
          
            
              ICE LIFFE U.S.
              N/A
            
            Long
            
              
                MSCI EM INDEX
                MSCI EM
                
                  
                  
                
              
            
            2021-12-17
            6212791.6800000000
            USD
            -233911.6800000000
          
        
        
          N
          N
          N
        
      
      
        TOPIX INDX FUTR   DEC21 XTKS 20211209
        N/A
        TOPIX INDX FUTR   DEC21 XTKS 20211209
        000000000
        
          
          
        
        34.0000000000
        NC
        
        -73016.2200000000
        -0.0116109637
        N/A
        DE
        CORP
        JP
        N
        
        1
        
          
            
              Tokyo Stock Exchange
              N/A
            
            Long
            
              
                TOPIX INDEX
                TOPIX
                
                  
                  
                
              
            
            2021-12-09
            698496340.0000000000
            JPY
            -73016.2200000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        FTSE 100 IDX FUT  DEC21 IFLL 20211217
        000000000
        
          
          
        
        96.0000000000
        NC
        
        48422.8300000000
        0.0077001483
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Intercontinental Exchange (ICE) Europe
              N/A
            
            Long
            
              
                FTSE 100 INDEX INDEX
                FTSE 100 INDEX
                
                  
                  
                
              
            
            2021-12-17
            6754622.0300000000
            GBP
            48422.8300000000
          
        
        
          N
          N
          N
        
      
      
        US ULTRA BOND CBT DEC21 XCBT 20211221
        N/A
        US ULTRA BOND CBT DEC21 XCBT 20211221
        000000000
        
          
          
        
        -32.0000000000
        NC
        USD
        223166.7200000000
        0.0354877409
        N/A
        DIR
        UST
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                US TREASURY N/B 02/47 3
                US TREASURY N/B
                
                  
                  
                  
                
              
            
            2021-12-21
            -6337166.7200000000
            USD
            223166.7200000000
          
        
        
          N
          N
          N
        
      
      
        US 5YR NOTE (CBT) DEC21 XCBT 20211231
        N/A
        US 5YR NOTE (CBT) DEC21 XCBT 20211231
        000000000
        
          
          
        
        218.0000000000
        NC
        USD
        -172601.9400000000
        -0.0274469819
        N/A
        DIR
        UST
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                US TREASURY N/B 02/26 0.5
                US TREASURY N/B
                
                  
                  
                  
                
              
            
            2021-12-31
            26930398.9200000000
            USD
            -172601.9400000000
          
        
        
          N
          N
          N
        
      
      
        LONG GILT FUTURE  DEC21 IFLL 20211229
        N/A
        LONG GILT FUTURE  DEC21 IFLL 20211229
        000000000
        
          
          
        
        -184.0000000000
        NC
        
        264313.7200000000
        0.0420308942
        N/A
        DIR
        NUSS
        GB
        N
        
        1
        
          
            
              Intercontinental Exchange (ICE) Europe
              N/A
            
            Short
            
              
                UNITED KINGDOM GILT BONDS REGS 12/30 4.75
                UNITED KINGDOM GILT
                
                  
                  
                  
                
              
            
            2021-12-29
            -23223765.7100000000
            GBP
            264313.7200000000
          
        
        
          N
          N
          N
        
      
      
        IBEX 35 INDX FUTR OCT21 XMRV 20211015
        N/A
        IBEX 35 INDX FUTR OCT21 XMRV 20211015
        000000000
        
          
          
        
        286.0000000000
        NC
        
        58832.6300000000
        0.0093555039
        N/A
        DE
        NUSS
        ES
        N
        
        1
        
          
            
              Bolsas y Mercados Espanoles
              N/A
            
            Long
            
              
                IBEX 35 INDEX
                IBEX 35
                
                  
                  
                
              
            
            2021-10-15
            25164113.9700000000
            EUR
            58832.6300000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        AUDUSD CRNCY FUT  DEC21 XCME 20211213
        000000000
        
          
          
        
        -217.0000000000
        NC
        USD
        301512.8200000000
        0.0479462566
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                RKS UNDERLYING CUSIP DEFAULT FOR AUD Dollar
                RKS UNDERLYING CUSIP DEFAULT FOR AUD Dollar
                
                  
                  
                
              
            
            2021-12-13
            -15999292.8200000000
            USD
            301512.8200000000
          
        
        
          N
          N
          N
        
      
      
        NZD FUT DEC21 XCME 20211213
        N/A
        NZD FUT DEC21 XCME 20211213
        000000000
        
          
          
        
        230.0000000000
        NC
        USD
        -443012.2000000000
        -0.0704473416
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                RKS UNDERLYING CUSIP DEFAULT FOR New Zealand Dollar Currency
                RKS UNDERLYING CUSIP DEFAULT FOR New Zealand Dollar Currency
                
                  
                  
                
              
            
            2021-12-13
            16323362.2000000000
            USD
            -443012.2000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        RUSSELL 2000 INDEX OCT21 2550 CALL
        000000000
        
          
          
        
        -36.0000000000
        NC
        USD
        0.0000000000
        0.0000000000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                RUSSELL 2000 INDEX INDEX
                RUSSELL 2000 INDEX
                
                  
                  
                
              
            
            100
            2550.000000000000
            USD
            2021-10-01
            XXXX
            4337.8900000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4770 CALL
        000000000
        
          
          
        
        -57.0000000000
        NC
        USD
        -0.0100000000
        -0.0000000016
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4770.000000000000
            USD
            2021-10-01
            XXXX
            5641.1000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EMERGING MARKETS OCT21 54.5 CALL
        000000000
        
          
          
        
        -147.0000000000
        NC
        USD
        -0.0100000000
        -0.0000000016
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET
                ISHARES MSCI EMERGING MARKETS
                
                  
                  
                  
                
              
            
            100
            54.500000000000
            USD
            2021-10-01
            XXXX
            4846.1000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4590 CALL
        000000000
        
          
          
        
        -13.0000000000
        NC
        USD
        0.0000000000
        0.0000000000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4590.000000000000
            USD
            2021-10-01
            XXXX
            32856.5500000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        NASDAQ 100 STOCK INDX OCT21 16725 CALL
        000000000
        
          
          
        
        -3.0000000000
        NC
        USD
        0.0000000000
        0.0000000000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                NASDAQ 100 STOCK INDEX INDEX
                NASDAQ 100 STOCK INDEX
                
                  
                  
                
              
            
            100
            16725.000000000000
            USD
            2021-10-01
            XXXX
            2366.9000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EAFE ETF OCT21 83 CALL
        000000000
        
          
          
        
        -463.0000000000
        NC
        USD
        -0.0500000000
        -0.0000000080
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF
                ISHARES MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100
            83.000000000000
            USD
            2021-10-01
            XXXX
            24523.5400000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        NASDAQ 100 STOCK INDX OCT21 16625 CALL
        000000000
        
          
          
        
        -1.0000000000
        NC
        USD
        0.0000000000
        0.0000000000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                NASDAQ 100 STOCK INDEX INDEX
                NASDAQ 100 STOCK INDEX
                
                  
                  
                
              
            
            100
            16625.000000000000
            USD
            2021-10-08
            XXXX
            898.9600000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4550 CALL
        000000000
        
          
          
        
        -23.0000000000
        NC
        USD
        -1150.0000000000
        -0.0001828718
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4550.000000000000
            USD
            2021-10-08
            XXXX
            69436.2400000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EAFE ETF OCT21 85 CALL
        000000000
        
          
          
        
        -3757.0000000000
        NC
        USD
        -0.7500000000
        -0.0000001193
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF
                ISHARES MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100
            85.000000000000
            USD
            2021-10-08
            XXXX
            23356.8600000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EMERGING MARKETS OCT21 54 CALL
        000000000
        
          
          
        
        -114.0000000000
        NC
        USD
        -26.2300000000
        -0.0000041711
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET
                ISHARES MSCI EMERGING MARKETS
                
                  
                  
                  
                
              
            
            100
            54.000000000000
            USD
            2021-10-08
            XXXX
            4643.9800000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        RUSSELL 2000 INDEX OCT21 2490 CALL
        000000000
        
          
          
        
        -10.0000000000
        NC
        USD
        -175.0000000000
        -0.0000278283
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                RUSSELL 2000 INDEX INDEX
                RUSSELL 2000 INDEX
                
                  
                  
                
              
            
            100
            2490.000000000000
            USD
            2021-10-08
            XXXX
            1159.6700000000
          
        
        
          N
          N
          N
        
      
      
        DAX MINI FUTURE   DEC21 XEUR 20211217
        N/A
        DAX MINI FUTURE   DEC21 XEUR 20211217
        000000000
        
          
          
        
        -331.0000000000
        NC
        
        809508.7900000000
        0.1287272500
        N/A
        DE
        CORP
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              N/A
            
            Short
            
              
                DAX INDEX INDEX
                DAX INDEX
                
                  
                  
                
              
            
            2021-12-17
            -26000486.5100000000
            EUR
            809508.7900000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EMERGING MARKETS OCT21 55 CALL
        000000000
        
          
          
        
        -1555.0000000000
        NC
        USD
        -2332.5000000000
        -0.0003709117
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET
                ISHARES MSCI EMERGING MARKETS
                
                  
                  
                  
                
              
            
            100
            55.000000000000
            USD
            2021-10-15
            XXXX
            6946.1200000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4680 CALL
        000000000
        
          
          
        
        -10.0000000000
        NC
        USD
        -225.0000000000
        -0.0000357793
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4680.000000000000
            USD
            2021-10-15
            XXXX
            1314.6700000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4495 CALL
        000000000
        
          
          
        
        -20.0000000000
        NC
        USD
        -6600.0000000000
        -0.0010495252
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4495.000000000000
            USD
            2021-10-15
            XXXX
            72179.3400000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        SPDR EURO STOXX 50 ETF OCT21 49 CALL
        000000000
        
          
          
        
        -4344.0000000000
        NC
        USD
        -2036.9000000000
        -0.0003239057
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                SPDR EURO STOXX 50 ETF SPDR EURO STOXX 50 ETF
                SPDR EURO STOXX 50 ETF
                
                  
                  
                  
                
              
            
            100
            49.000000000000
            USD
            2021-10-15
            XXXX
            27141.5600000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        DOW JONES INDU AVG OCT21 355 CALL
        000000000
        
          
          
        
        -43.0000000000
        NC
        USD
        -1569.5000000000
        -0.0002495803
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                DOW JONES INDUSTRIAL AVG OPT INDEX
                DOW JONES INDUSTRIAL AVG OPT
                
                  
                  
                
              
            
            100
            355.000000000000
            USD
            2021-10-15
            XXXX
            4922.0800000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EAFE ETF OCT21 84 CALL
        000000000
        
          
          
        
        -340.0000000000
        NC
        USD
        -71.1600000000
        -0.0000113158
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF
                ISHARES MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100
            84.000000000000
            USD
            2021-10-15
            XXXX
            2763.4000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4520 CALL
        000000000
        
          
          
        
        -18.0000000000
        NC
        USD
        -6660.0000000000
        -0.0010590663
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4520.000000000000
            USD
            2021-10-22
            XXXX
            41381.4000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        SPDR EURO STOXX 50 ETF OCT21 48.5 CALL
        000000000
        
          
          
        
        -1852.0000000000
        NC
        USD
        -6402.9200000000
        -0.0010181857
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                SPDR EURO STOXX 50 ETF SPDR EURO STOXX 50 ETF
                SPDR EURO STOXX 50 ETF
                
                  
                  
                  
                
              
            
            100
            48.500000000000
            USD
            2021-10-22
            XXXX
            39372.7100000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EAFE ETF OCT21 81.5 CALL
        000000000
        
          
          
        
        -29.0000000000
        NC
        USD
        -435.0000000000
        -0.0000691732
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF
                ISHARES MSCI EAFE ETF
                
                  
                  
                  
                
              
            
            100
            81.500000000000
            USD
            2021-10-22
            XXXX
            1362.0300000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        RUSSELL 2000 INDEX OCT21 2530 CALL
        000000000
        
          
          
        
        -4.0000000000
        NC
        USD
        -190.0000000000
        -0.0000302136
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                RUSSELL 2000 INDEX INDEX
                RUSSELL 2000 INDEX
                
                  
                  
                
              
            
            100
            2530.000000000000
            USD
            2021-10-22
            XXXX
            185.8600000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        S+P 500 INDEX OCT21 4740 CALL
        000000000
        
          
          
        
        -24.0000000000
        NC
        USD
        -420.0000000000
        -0.0000667880
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            100
            4740.000000000000
            USD
            2021-10-22
            XXXX
            1475.2000000000
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        ISHARES MSCI EMERGING MARKETS OCT21 55 CALL
        000000000
        
          
          
        
        -3370.0000000000
        NC
        USD
        -11795.0000000000
        -0.0018756287
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET
                ISHARES MSCI EMERGING MARKETS
                
                  
                  
                  
                
              
            
            100
            55.000000000000
            USD
            2021-10-22
            XXXX
            2416.2000000000
          
        
        
          N
          N
          N
        
      
      
        Ping An Insurance (Group) Company of China Ltd.
        529900M9MC28JLN35U89
        PING AN INSURANCE GROUP CO H COMMON STOCK CNY1.0
        Y69790106
        
          
          
          
        
        26700.0000000000
        NS
        
        182611.2400000000
        0.0290386504
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Standard Bank Group Limited
        2549003PEZXUT7MDBU41
        STANDARD BANK GROUP LTD COMMON STOCK ZAR.1
        S80605140
        
          
          
          
        
        11366.0000000000
        NS
        
        107629.5800000000
        0.0171151444
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Dutch Shell plc
        21380068P1DRHMJ8KU70
        ROYAL DUTCH SHELL PLC A SHS COMMON STOCK EUR.07
        G7690A100
        
          
          
          
        
        46412.0000000000
        NS
        
        1032164.5600000000
        0.1641337401
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        China State Construction International Holdings Limited
        529900QVUUH13RIZIR85
        CHINA STATE CONSTRUCTION INT COMMON STOCK HKD.025
        G21677136
        
          
          
          
        
        84500.0000000000
        NS
        
        73772.6500000000
        0.0117312505
        Long
        EC
        NUSS
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Baidu, Inc.
        254900AL64IANZYI1E02
        BAIDU INC CLASS A COMMON STOCK USD.000000625
        B0J2D4903
        
          
          
          
        
        10208.0000000000
        NS
        
        196285.2100000000
        0.0312130710
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        China Construction Bank Corporation
        5493001KQW6DM7KEDR62
        CHINA CONSTRUCTION BANK H COMMON STOCK CNY1.0
        Y1397N101
        
          
          
          
        
        441000.0000000000
        NS
        
        314733.8400000000
        0.0500486495
        Long
        EC
        NUSS
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Hana Financial Group Inc
        N/A
        HANA FINANCIAL GROUP COMMON STOCK KRW5000.
        Y29975102
        
          
          
          
        
        3671.0000000000
        NS
        
        142698.3600000000
        0.0226917455
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nine Dragon Paper Holdings Limited
        529900TBMYEYJ2LEV906
        NINE DRAGONS PAPER HOLDINGS COMMON STOCK HKD.1
        G65318100
        
          
          
          
        
        60000.0000000000
        NS
        
        73237.8500000000
        0.0116462071
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jarir Marketing Company
        N/A
        JARIR MARKETING CO COMMON STOCK SAR10.0
        B128FM904
        
          
          
          
        
        1917.0000000000
        NS
        
        106977.9700000000
        0.0170115261
        Long
        EC
        CORP
        SA
        N
        
        2
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TOTAL SA COMMON STOCK EUR2.5
        F92124100
        
          
          
          
        
        22499.0000000000
        NS
        
        1075405.9300000000
        0.1710099380
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimao Group Holdings Ltd
        254900WTJ6B5CU69ZD26
        SHIMAO PROPERTY HOLDINGS LTD COMMON STOCK HKD.1
        G81043104
        
          
          
          
        
        48500.0000000000
        NS
        
        88891.3800000000
        0.0141354153
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Logitech International SA
        549300SN6PRK6IJJC215
        LOGITECH INTERNATIONAL REG COMMON STOCK CHF.25
        H50430232
        
          
          
          
        
        13047.0000000000
        NS
        
        1160753.7500000000
        0.1845818600
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        China Merchants Bank Co., Ltd.
        549300MKO5B60FFIHF58
        CHINA MERCHANTS BANK H COMMON STOCK CNY1.0
        Y14896115
        
          
          
          
        
        18000.0000000000
        NS
        
        143246.5300000000
        0.0227789150
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Impala Platinum Holdings Ltd
        254900BZFIFB4PD2Z778
        IMPALA PLATINUM HOLDINGS LTD COMMON STOCK NPV
        S37840113
        
          
          
          
        
        6256.0000000000
        NS
        
        70504.1900000000
        0.0112115033
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        Genting Malaysia Berhad
        254900LABBWDEDUVRB07
        GENTING MALAYSIA BHD COMMON STOCK
        B1VXKN909
        
          
          
          
        
        196000.0000000000
        NS
        
        140020.2700000000
        0.0222658784
        Long
        EC
        CORP
        MY
        N
        
        2
        
          N
          N
          N
        
      
      
        Power Grid Corporation of India Limited
        3358009SHWZ3DZEQ4Z56
        POWER GRID CORP OF INDIA LTD COMMON STOCK INR10.0
        B233HS907
        
          
          
          
        
        91629.0000000000
        NS
        
        233633.1400000000
        0.0371521001
        Long
        EC
        NUSS
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Bosideng International Holdings
        254900G7F1RDM4B3S169
        BOSIDENG INTL HLDGS LTD COMMON STOCK USD.00001
        B24FZ3904
        
          
          
          
        
        112000.0000000000
        NS
        
        79215.5400000000
        0.0125967732
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        KB Financial Group
        529900TKE4MXG3Q6GW86
        KB FINANCIAL GROUP INC COMMON STOCK KRW5000.
        Y46007103
        
          
          
          
        
        3949.0000000000
        NS
        
        183658.0700000000
        0.0292051162
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Tisco Finl Group Pub Co Ltd
        529900OOUQI3OWX2WU06
        TISCO FINANCIAL FOREIGN FOREIGN SH. THB10.0 A
        B3KFW7908
        
          
          
          
        
        32300.0000000000
        NS
        
        87587.5600000000
        0.0139280831
        Long
        EC
        CORP
        TH
        N
        
        1
        
          N
          N
          N
        
      
      
        Life Healthcare Group Holdings Ltd
        529900NEEWARTDD80135
        LIFE HEALTHCARE GROUP HOLDIN COMMON STOCK ZAR.00000001
        B4K90R901
        
          
          
          
        
        59461.0000000000
        NS
        
        89988.6200000000
        0.0143098972
        Long
        EC
        CORP
        ZA
        N
        
        1
        
          N
          N
          N
        
      
      
        Chow Tai Fook Jewellery Group Limited
        254900VXRL7SRSF44G79
        CHOW TAI FOOK JEWELLERY GROU COMMON STOCK HKD1.0
        G21146108
        
          
          
          
        
        58600.0000000000
        NS
        
        111444.8200000000
        0.0177218399
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoomlion Heavy Industry Science and Technology Co., Ltd.
        529900QZ3EMAU0QKFK85
        ZOOMLION HEAVY INDUSTRY   H COMMON STOCK CNY1.0
        B544N7906
        
          
          
          
        
        140400.0000000000
        NS
        
        125109.8900000000
        0.0198948452
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Mobile Telesystems PJSC
        2534008FX8EXH1FMJA74
        MOBILE TELESYSTEMS PJSC COMMON STOCK RUB.1
        B59FPS908
        
          
          
          
        
        18680.0000000000
        NS
        
        84281.9000000000
        0.0134024205
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Rosneft Oil Company
        253400JT3MQWNDKMJE44
        ROSNEFT OIL CO PJSC COMMON STOCK RUB.01
        X7394C106
        
          
          
          
        
        10700.0000000000
        NS
        
        89980.0900000000
        0.0143085408
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sberbank of Russia
        549300WE6TAF5EEWQS81
        SBERBANK PJSC  SPONSORED ADR ADR
        80585Y308
        
          
          
          
        
        10864.0000000000
        NS
        USD
        202543.4500000000
        0.0322082498
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        PZU SA
        QLPCKOOKVX32FUELX240
        POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK PLN.1
        B63DG2904
        
          
          
          
        
        7467.0000000000
        NS
        
        68308.4800000000
        0.0108623438
        Long
        EC
        CORP
        PL
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodacom Group Limited
        37890012A8DC24B8D663
        VODACOM GROUP LTD COMMON STOCK
        S9453B108
        
          
          
          
        
        138724.0000000000
        NS
        
        1326923.2100000000
        0.2110059556
        Long
        EC
        CORP
        ZA
        N
        
        1
        
          N
          N
          N
        
      
      
        China Yongda Automobiles Ser
        529900G4APWIO18G0C95
        CHINA YONGDA AUTOMOBILES SER COMMON STOCK HKD.01
        G2162W102
        
          
          
          
        
        63000.0000000000
        NS
        
        90911.3200000000
        0.0144566240
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Indus Towers Limited
        335800L6DI4VHODGDK41
        BHARTI INFRATEL LTD COMMON STOCK INR10.0
        000000000
        
          
          
          
        
        8778.0000000000
        NS
        
        36286.0200000000
        0.0057701653
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        BB Seguridade Participacoes Sa
        N/A
        BB SEGURIDADE PARTICIPACOES COMMON STOCK
        P1R1WJ103
        
          
          
          
        
        18500.0000000000
        NS
        
        67773.0300000000
        0.0107771971
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Mahanagar Gas Ltd
        3358001GYZI2KS7FHN90
        MAHANAGAR GAS LTD COMMON STOCK INR10.0
        000000000
        
          
          
          
        
        9358.0000000000
        NS
        
        135799.2900000000
        0.0215946626
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Telkom Indonesia(Persero) TBK
        529900M5SQZAOKV1PC81
        TELEKOMUNIKASI INDONESIA PER COMMON STOCK IDR50.
        Y71474145
        
          
          
          
        
        412500.0000000000
        NS
        
        105627.1300000000
        0.0167967169
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        Xinyangfeng Agricultural Technology Co., Ltd.
        N/A
        XINYANGFENG AGRICULTURAL A COMMON STOCK CNY1.0
        BD5CF0904
        
          
          
          
        
        27400.0000000000
        NS
        
        74939.6800000000
        0.0119168304
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Zhejiang Nhu Co
        N/A
        ZHEJIANG NHU CO LTD A COMMON STOCK CNY1.0
        BD5CH6909
        
          
          
          
        
        33040.0000000000
        NS
        
        136649.7000000000
        0.0217298939
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Gree Electric Appliances, Inc. Of Zhuhai
        655600UY069MU9JRAN62
        GREE ELECTRIC APPLIANCES I A COMMON STOCK CNY1.0
        Y9890H109
        
          
          
          
        
        19700.0000000000
        NS
        
        117632.5100000000
        0.0187058000
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Midea Group Co., Ltd.
        3003003TRPHLHZD2IF61
        MIDEA GROUP CO LTD A COMMON STOCK CNY1.0
        000000000
        
          
          
          
        
        21299.0000000000
        NS
        
        229020.4400000000
        0.0364185934
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Lb Group Co Ltd
        3003006O3YJY5SGWGQ13
        LOMON BILLIONS GROUP CO   A COMMON STOCK CNY1.0
        BD5LS7905
        
          
          
          
        
        16500.0000000000
        NS
        
        72772.5000000000
        0.0115722076
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Postal Savings Bank of China Co., Ltd
        300300C1040311005298
        POSTAL SAVINGS BANK OF CHI H COMMON STOCK CNY1.0
        BD8GL1903
        
          
          
          
        
        277000.0000000000
        NS
        
        190424.9100000000
        0.0302811721
        Long
        EC
        NUSS
        CN
        Y
        
        2
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S JR SUBORDINA REGS 12/99 VAR
        K22274H96
        
          
          
          
        
        2300000.0000000000
        PA
        USD
        2583935.0000000000
        0.4108946696
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2099-12-31
          Variable
          7.000000000000
          N
          N
          N
          N
          Y
          
            
              Danske Bank A/S
              Danske Bank A/S DKK10
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Caixabank S.A.
        7CUNS533WID6K7DGFI87
        BANKIA SA JR SUBORDINA REGS VAR
        E2R23ZKV8
        
          
          
          
        
        3000000.0000000000
        PA
        
        3752469.8900000000
        0.5967138784
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2099-12-31
          Variable
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Absa Group Ltd
        2138006IPPRD4N6XLT30
        ABSA GROUP LTD COMMON STOCK ZAR2.0
        BFX05H908
        
          
          
          
        
        10170.0000000000
        NS
        
        102912.1700000000
        0.0163649868
        Long
        EC
        CORP
        ZA
        N
        
        2
        
          N
          N
          N
        
      
      
        B3 S.A. - Brasil, Bolsa, Balcao
        4GTK5S46E6H318LMDS44
        B3 SA BRASIL BOLSA BALCAO COMMON STOCK
        P1909G107
        
          
          
          
        
        42900.0000000000
        NS
        
        100361.9300000000
        0.0159594502
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambev Sa
        549300TH5Q6VRP8OT012
        AMBEV SA COMMON STOCK
        P0273U106
        
          
          
          
        
        29200.0000000000
        NS
        
        82038.2900000000
        0.0130456440
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Logan Group Company Ltd
        549300NJ0E6Q0S1VOG90
        LOGAN PROPERTY HOLDINGS CO L COMMON STOCK HKD.1
        G55555109
        
          
          
          
        
        841442.0000000000
        NS
        
        878092.9100000000
        0.1396334258
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Embassy Office Parks Real Estate Investment Trust
        335800O555A557E43Z08
        EMBASSY OFFICE PARKS REIT REIT
        000000000
        
          
          
          
        
        30666.0000000000
        NS
        
        139680.4500000000
        0.0222118406
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Topsports International Holdings Limited
        N/A
        TOPSPORTS INTERNATIONAL HOLD COMMON STOCK HKD.000001
        G8924B104
        
          
          
          
        
        115000.0000000000
        NS
        
        130605.6500000000
        0.0207687753
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Topsports International Holdings Limited
        N/A
        TOPSPORTS INTERNATIONAL HOLD COMMON STOCK HKD.000001
        G8924B104
        
          
          
          
        
        764000.0000000000
        NS
        
        867675.7800000000
        0.1379769046
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        FERGUSON PLC COMMON STOCK GBP.1
        G3421J106
        
          
          
          
        
        8814.0000000000
        NS
        
        1223575.7300000000
        0.1945717463
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125
        BK6YZP902
        
          
          
          
        
        12900.0000000000
        NS
        
        238829.8100000000
        0.0379784692
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesco plc
        2138002P5RNKC5W2JZ46
        TESCO PLC COMMON STOCK GBP.0633333
        BLGZ98903
        
          
          
          
        
        334897.0000000000
        NS
        
        1140536.4400000000
        0.1813669243
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Group Limited
        254900A4AYEDRWYSE928
        WH GROUP LTD COMMON STOCK USD.0001
        G96007102
        
          
          
          
        
        98397.0000000000
        NS
        
        70063.3900000000
        0.0111414078
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Fix Price Group Limited
        549300EXJV1RPGZNH608
        FIX PRICE GROUP LTD GDR REGS GDR
        BN3034905
        
          
          
          
        
        8045.0000000000
        NS
        USD
        72284.3300000000
        0.0114945793
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Inner Mongolia Yili Industrial Group Co., Ltd.
        3003002Q2A863JPQFH06
        INNER MONGOLIA YILI INDUS A COMMON STOCK CNY1.0
        Y408DG116
        
          
          
          
        
        20700.0000000000
        NS
        
        120578.2000000000
        0.0191742206
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Baoshan Iron & Steel Co., Ltd.
        300300PYAP4PEHORZT21
        BAOSHAN IRON + STEEL CO A COMMON STOCK CNY1.0
        BP3R2Y906
        
          
          
          
        
        64900.0000000000
        NS
        
        86714.6500000000
        0.0137892739
        Long
        EC
        NUSS
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Nari Technology Co Ltd
        3003006IGH1W58MAQM05
        NARI TECHNOLOGY CO LTD A COMMON STOCK CNY1.0
        Y6S99Q112
        
          
          
          
        
        15240.0000000000
        NS
        
        84170.8400000000
        0.0133847599
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Scientific Industrial (Shanghai) Co., Ltd.
        N/A
        UNIVERSAL SCIENTIFIC INDUS A COMMON STOCK CNY1.0
        BP3R4F905
        
          
          
          
        
        26100.0000000000
        NS
        
        55733.3900000000
        0.0088626660
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        The Saudi National Bank
        5586006ZEFQ542K7CY16
        NATIONAL COMMERCIAL BANK COMMON STOCK SAR10.0
        BSHYYN909
        
          
          
          
        
        9038.0000000000
        NS
        
        147954.5700000000
        0.0235275826
        Long
        EC
        CORP
        SA
        N
        
        1
        
          N
          N
          N
        
      
      
        Wal-Mart De Mexico
        N/A
        WALMART DE MEXICO SAB DE CV COMMON STOCK
        P98180188
        
          
          
          
        
        30100.0000000000
        NS
        
        102003.0000000000
        0.0162204115
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        Tech Mahindra
        3358005FZUZ1I25XQH69
        TECH MAHINDRA LTD COMMON STOCK INR5.0
        000000000
        
          
          
          
        
        6797.0000000000
        NS
        
        125839.7800000000
        0.0200109116
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Doosan Bobcat Inc
        N/A
        DOOSAN BOBCAT INC COMMON STOCK KRW500.0
        BYX9GP908
        
          
          
          
        
        2960.0000000000
        NS
        
        98688.9100000000
        0.0156934083
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Oil Company Lukoil Pjsc
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC SPON ADR ADR RUB.025
        69343P105
        
          
          
          
        
        1722.0000000000
        NS
        USD
        163545.7300000000
        0.0260068727
        Long
        EC
        CORP
        RU
        N
        
        2
        
          N
          N
          N
        
      
      
        BOC Aviation Limited
        254900H06V5RMEB3KE72
        BOC AVIATION LTD COMMON STOCK
        Y09292106
        
          
          
          
        
        11900.0000000000
        NS
        
        99293.6800000000
        0.0157895782
        Long
        EC
        CORP
        SG
        Y
        
        2
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        AMUNDI SA COMMON STOCK EUR2.5
        F0300Q103
        
          
          
          
        
        11237.0000000000
        NS
        
        945108.8000000000
        0.1502902233
        Long
        EC
        CORP
        FR
        Y
        
        2
        
          N
          N
          N
        
      
      
        China International Capital Corporation Limited
        529900OS3SVVTT56QN67
        CHINA INTERNATIONAL CAPITA H COMMON STOCK CNY1.0
        Y1R99Y109
        
          
          
          
        
        35600.0000000000
        NS
        
        93063.9300000000
        0.0147989298
        Long
        EC
        NUSS
        CN
        Y
        
        2
        
          N
          N
          N
        
      
      
        Adyen Nv
        724500973ODKK3IFQ447
        ADYEN NV COMMON STOCK EUR.01
        BZ1HM4902
        
          
          
          
        
        427.0000000000
        NS
        
        1193619.4600000000
        0.1898081312
        Long
        EC
        CORP
        NL
        Y
        
        2
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        ING GROEP NV COMMON STOCK EUR.01
        N4578E595
        
          
          
          
        
        80537.0000000000
        NS
        
        1170887.3200000000
        0.1861932899
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco BTG Pactual S.A.
        ZXLTQRYIK6IJH3R0IK66
        BANCO BTG PACTUAL SA UNIT UNIT
        000000000
        
          
          
          
        
        22404.0000000000
        NS
        
        103509.0900000000
        0.0164599084
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001
        G46188101
        
          
          
          
        
        16000.0000000000
        NS
        USD
        1752640.0000000000
        0.2787029990
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings Plc
        635400RUXIFEZSRU8X70
        SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001
        G7997R103
        
          
          
          
        
        18346.0000000000
        NS
        USD
        1513911.9200000000
        0.2407407068
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Tronox Holdings Plc
        549300NRVC84SGJSXV06
        TRONOX HOLDINGS PLC  A COMMON STOCK USD.01
        G9087Q102
        
          
          
          
        
        6900.0000000000
        NS
        USD
        170085.0000000000
        0.0270467407
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Mallinckrodt
        N/A
        MALLINCKRODT INTL FIN S A TERM LOAN B
        L6232UAF4
        
          
        
        761015.6200000000
        PA
        USD
        717888.8600000000
        0.1141579436
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-24
          Variable
          3.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        ING GROEP NV JR SUBORDINA REGS 12/99 VAR
        N4578EKH0
        
          
          
        
        3800000.0000000000
        PA
        USD
        4137250.0000000000
        0.6579012133
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2099-12-31
          Variable
          6.750000000000
          N
          N
          N
          N
          Y
          
            
              ING Groep N.V.
              ING Groep N.V. EUR0.01
              EUR
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LYONDELLBASELL INDU CL A COMMON STOCK EUR.04
        N53745100
        
          
          
          
        
        9616.0000000000
        NS
        USD
        902461.6000000000
        0.1435085097
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Copa Holdings Sa
        529900BB9UQJV6QQHA59
        COPA HOLDINGS SA CLASS A COMMON STOCK
        P31076105
        
          
          
          
        
        1027.0000000000
        NS
        USD
        83577.2600000000
        0.0132903694
        Long
        EC
        CORP
        PA
        N
        
        1
        
          N
          N
          N
        
      
      
        SP9U3JY74 CDS USD R F  5.00000 SP9U3JY74_FEE CCPCDX;SP9U3JY74 CDS USD P V 03MEVENT SP9U3JY74_PRO CCPCDX
        N/A
        SP9U3JY74 CDS USD R F  5.00000 SP9U3JY74_FEE CCPCDX;SP9U3JY74 CDS USD P V 03MEVENT SP9U3JY74_PRO CCPCDX
        000000000
        
          
        
        1000000.0000000000
        OU
        Swap Contract Amount
        USD
        92350.3600000001
        0.0146854587
        N/A
        DCR
        NUSS
        US
        N
        
        2
        
          
            
              Intercontinental Exchange (ICE)
              N/A
            
            
              
                MARKIT CDX.NA.HY.35
                MARKIT CDX.NA.HY.35
                
                  
                
              
            
            Y
            
            Index value and default protection is variable-floating piece
            2025-12-20
            86173.600000000100
            USD
            0.000000000000
            USD
            1000000.0000000000
            USD
            16076.08
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-11-24
      Wells Fargo Funds Trust
      Jeremy DePalma
      Jeremy DePalma
      Treasurer

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