NPORT-P
    false
    
      
      
        
          0000851170
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      MFS CHARTER INCOME TRUST
      811-05822
      0000851170
      1LFFWFMKO22SVR346G33
      111 HUNTINGTON AVENUE
      BOSTON
      
      02199
      617-954-5000
      MFS CHARTER INCOME TRUST
      1LFFWFMKO22SVR346G33
      2021-11-30
      2021-11-30
      N
    
    
      474982451.01
      106082128.75
      368900322.26
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      100000000.00000000
      0.00000000
      0.00000000
      0.00000000
      2669176.11000000
      0.00000000
      0.00000000
      1058122.24000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAC5
        
          
        
        157000.00000000
        PA
        USD
        168642.41000000
        0.045714899072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        24959.79000000
        0.006765998426
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            662354.98000000
            AUD
            497380.37000000
            USD
            2022-01-14
            24959.79000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4X56
        
          
        
        38000000.00000000
        PA
        USD
        200073.80000000
        0.054235192524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-25
          Variable
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp
        286181AF9
        
          
        
        261000.00000000
        PA
        USD
        262230.51000000
        0.071084380841
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        1288000.00000000
        PA
        USD
        1300880.00000000
        0.352637263104
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERENS HOLDCO SARL
        2221002FZ55AMAUX4G64
        Herens Holdco Sarl
        427169AA5
        
          
        
        785000.00000000
        PA
        USD
        763412.50000000
        0.206942757686
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2028-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
        
        705000.00000000
        PA
        USD
        727933.65000000
        0.197325295228
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAD5
        
          
        
        250000.00000000
        PA
        USD
        270072.47000000
        0.073210147485
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        119000.00000000
        PA
        USD
        129922.42000000
        0.035218841556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        4000.00000000
        PA
        USD
        3938.24000000
        0.001067562092
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        77694.68000000
        0.021061158072
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            16194134.75000000
            BRL
            2958265.09000000
            USD
            2021-12-02
            77694.68000000
          
        
        
          N
          N
          N
        
      
      
        HOSPITAL SPECIAL SURGERY
        549300U0XV0GGBTV6I72
        NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
        44107HAF9
        
          
        
        300000.00000000
        PA
        USD
        293464.56000000
        0.079551180167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        904000.00000000
        PA
        USD
        924945.68000000
        0.250730515585
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -44056.15000000
        -0.01194256208
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            1483392.70000000
            USD
            1267000.00000000
            EUR
            2022-01-14
            -44056.15000000
          
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BN4
        
          
        
        221000.00000000
        PA
        USD
        218422.80000000
        0.059209164866
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2031-03-11
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -894.97000000
        -0.00024260483
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            97799.00000000
            EUR
            110206.59000000
            USD
            2022-01-14
            -894.97000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0326C9
        
          
        
        100000.00000000
        PA
        USD
        104445.31000000
        0.028312610127
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shelter Growth CRE
        N/A
        Shelter Growth CRE Issuer Ltd
        822866AG4
        
          
        
        157500.00000000
        PA
        USD
        157499.86000000
        0.042694421906
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-09-15
          Floating
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACH PROPERTY FINANCE
        5299006REENAMLK8A121
        Peach Property Finance GmbH
        000000000
        
          
        
        200000.00000000
        PA
        
        231356.57000000
        0.062715198670
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        130883.17000000
        0.035479277762
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-06-26
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        570000.00000000
        PA
        USD
        612750.00000000
        0.166101779539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1107300.00000000
        0.300162383490
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT PIPELINES LTD
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        000000000
        
          
        
        200000.00000000
        PA
        
        220020.96000000
        0.059642387583
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-03-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP V
        N/A
        Crown Americas LLC / Crown Americas Capital Corp V
        22819KAB6
        
          
        
        980000.00000000
        PA
        USD
        1031450.00000000
        0.279601273775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        227000.00000000
        PA
        
        229122.34000000
        0.062109552682
        Long
        DBT
        NUSS
        RS
        Y
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -39016.27000000
        -0.01057637189
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1500093.44000000
            USD
            13150000.00000000
            SEK
            2022-01-14
            -39016.27000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AF3
        
          
        
        470000.00000000
        PA
        USD
        765076.34000000
        0.207393784671
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2041-03-29
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG
        N/A
        JBS Finance Luxembourg Sarl
        46592QAA7
        
          
        
        781000.00000000
        PA
        USD
        773439.92000000
        0.209660949944
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2032-01-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        800000.00000000
        PA
        USD
        792182.40000000
        0.214741585246
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2051-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AP4
        
          
        
        305000.00000000
        PA
        USD
        336021.55000000
        0.091087356048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
        
        216000.00000000
        PA
        USD
        221983.20000000
        0.060174303627
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        Moog Inc
        615394AM5
        
          
        
        990000.00000000
        PA
        USD
        1005518.25000000
        0.272571800382
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziggo BV
        213800TQASLF9JXH5J59
        Ziggo BV
        000000000
        
          
        
        320000.00000000
        PA
        
        369263.15000000
        0.100098353869
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        115600000.00000000
        PA
        
        1044598.15000000
        0.283165420837
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-03-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBH0
        
          
        
        104000.00000000
        PA
        USD
        101347.04000000
        0.027472743688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        900000.00000000
        PA
        USD
        885375.00000000
        0.240003856482
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAFFINLAND IRON CORP/LP
        N/A
        Baffinland Iron Mines Corp / Baffinland Iron Mines LP
        056623AA9
        
          
        
        760000.00000000
        PA
        USD
        792300.00000000
        0.214773463776
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-07-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIAN RAILWAY FINANCE
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp Ltd
        45434L2C7
        
          
        
        299000.00000000
        PA
        USD
        290103.20000000
        0.078639996360
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSLO KOMMUNE
        5967007LIEEXZXGVU850
        City of Oslo Norway
        000000000
        
          
        
        3000000.00000000
        PA
        
        333127.68000000
        0.090302897530
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2029-05-18
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIAVI SOLUTIONS INC
        5493006K3E3N1QOBF092
        Viavi Solutions Inc
        925550AF2
        
          
        
        830000.00000000
        PA
        USD
        811325.00000000
        0.219930683451
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAL8
        
          
        
        251000.00000000
        PA
        USD
        252265.59000000
        0.068383130829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AK9
        
          
        
        198000.00000000
        PA
        USD
        207077.62000000
        0.056133759583
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        13992.55000000
        0.003793043582
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3105000.00000000
            NZD
            2132275.38000000
            USD
            2022-01-14
            13992.55000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C Technologies Inc
        78466CAC0
        
          
        
        860000.00000000
        PA
        USD
        893862.50000000
        0.242304613485
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT 2021-FL4 Ltd
        05609GAE8
        
          
        
        549000.00000000
        PA
        USD
        547626.35000000
        0.148448325185
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2038-05-15
          Floating
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        90754.74000000
        0.024601426055
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            37488674.12000000
            ZAR
            2433744.92000000
            USD
            2022-01-14
            90754.74000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        865000000.00000000
        PA
        
        974000.61000000
        0.264028126631
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2030-09-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA/CANPACK US
        N/A
        Canpack SA / Canpack US LLC
        13806CAA0
        
          
        
        976000.00000000
        PA
        USD
        949160.00000000
        0.257294435034
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-11-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAB4
        
          
        
        500000.00000000
        PA
        USD
        534375.00000000
        0.144856203086
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1469.65000000
        -0.00039838674
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            442245.40000000
            USD
            523707000.00000000
            KRW
            2021-12-13
            -1469.65000000
          
        
        
          N
          N
          N
        
      
      
        NOVELIS SHEET INGOT GMBH
        9845005E95899E77AY49
        Novelis Sheet Ingot GmbH
        000000000
        
          
        
        350000.00000000
        PA
        
        402913.05000000
        0.109220031994
        Long
        DBT
        CORP
        DE
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390ABV1
        
          
        
        3251.34000000
        PA
        USD
        3623.08000000
        0.000982129800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5851.79000000
        -0.00158627944
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            170942.78000000
            USD
            53117000.00000000
            HUF
            2022-01-14
            -5851.79000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        1106000.00000000
        PA
        
        1239639.76000000
        0.336036507749
        Long
        DBT
        NUSS
        BE
        Y
        
        2
        
          2040-06-22
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        18467.34000000
        0.005006051468
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            736730.45000000
            EUR
            855407.41000000
            USD
            2022-01-14
            18467.34000000
          
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
        
        815000.00000000
        PA
        USD
        823150.00000000
        0.223136156389
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5205.27000000
        -0.00141102343
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            260809.63000000
            USD
            225000.00000000
            EUR
            2022-01-14
            -5205.27000000
          
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BM3
        
          
        
        166000.00000000
        PA
        USD
        176756.11000000
        0.047914327891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BS7
        
          
        
        795000.00000000
        PA
        USD
        890837.25000000
        0.241484541011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAH8
        
          
        
        275000.00000000
        PA
        USD
        308145.75000000
        0.083530897482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Collateralized Loan Obligation Ltd
        03881EAG2
        
          
        
        275500.00000000
        PA
        USD
        273777.02000000
        0.074214361842
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
        
        1655000.00000000
        PA
        USD
        1650357.73000000
        0.447372265735
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-31
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -20345.94000000
        -0.00551529472
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2228239.92000000
            USD
            1943535.49000000
            EUR
            2022-01-14
            -20345.94000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        67102.11000000
        0.018189767249
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5411481.78000000
            CAD
            4305303.05000000
            USD
            2022-01-14
            67102.11000000
          
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        100000.00000000
        PA
        
        118513.51000000
        0.032126160604
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBE8
        
          
        
        1998160.71000000
        PA
        USD
        164878.83000000
        0.044694683102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        150000.00000000
        PA
        
        164485.98000000
        0.044588190921
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-06-08
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        800000.00000000
        PA
        USD
        778000.00000000
        0.210897077897
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KML2
        
          
        
        13150.56000000
        PA
        USD
        14982.08000000
        0.004061281353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        29588.62000000
        0.008020762849
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1324000.00000000
            CAD
            1066527.90000000
            USD
            2022-01-14
            29588.62000000
          
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
        
        90000.00000000
        PA
        USD
        90392.35000000
        0.024503190847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
        
        255000.00000000
        PA
        USD
        264786.90000000
        0.071777356652
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAK8
        
          
        
        574000.00000000
        PA
        USD
        629764.10000000
        0.170713892615
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-01
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCP6
        
          
        
        450000.00000000
        PA
        USD
        432900.00000000
        0.117348772521
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -28092.49000000
        -0.00761519801
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1519053.22000000
            USD
            33565000.00000000
            CZK
            2022-01-14
            -28092.49000000
          
        
        
          N
          N
          N
        
      
      
        PATRICK INDUSTRIES INC
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343AC7
        
          
        
        695000.00000000
        PA
        USD
        736700.00000000
        0.199701641756
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BK1
        
          
        
        38000.00000000
        PA
        USD
        43657.35000000
        0.011834456997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COAT/DUTCH HLD BV
        N/A
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        05454NAA7
        
          
        
        540000.00000000
        PA
        USD
        558063.00000000
        0.151277449849
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405GT91
        
          
        
        3618.06000000
        PA
        USD
        4029.58000000
        0.001092322168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3391.39000000
        -0.00091932421
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            202837.65000000
            USD
            4490000.00000000
            CZK
            2022-01-14
            -3391.39000000
          
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        TRTX 2021-FL4 Issuer Ltd
        87276WAE3
        
          
        
        310000.00000000
        PA
        USD
        309242.36000000
        0.083828162064
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAD7
        
          
        
        550000.00000000
        PA
        USD
        539055.00000000
        0.146124838465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-18
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
        
        1250000.00000000
        PA
        USD
        1281862.50000000
        0.347482076498
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appvion Holding Corp
        N/A
        Appvion Holding Corp
        03835B118
        
          
        
        274.00000000
        NS
        USD
        2.74000000
        0.000000742748
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                APPVION HLDG
                APPVION HLDG
                
                  
                
              
            
            1.00000000
            11.50000000
            USD
            2023-06-13
            XXXX
            2.74000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        8192.29000000
        0.002220732676
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            3000779.43000000
            ZAR
            195736.85000000
            USD
            2022-01-14
            8192.29000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3792.52000000
        -0.00102806090
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            150007.50000000
            USD
            205000.00000000
            AUD
            2022-01-14
            -3792.52000000
          
        
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        100000.00000000
        PA
        
        116642.47000000
        0.031618966686
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-06-07
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        135000.00000000
        PA
        USD
        132460.82000000
        0.035906940711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTEGRIS INC
        IYX6OWO7BT5DKO3BYG52
        Entegris Inc
        29362UAD6
        
          
        
        1005000.00000000
        PA
        USD
        997462.50000000
        0.270388080414
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALP ENERGIA SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        000000000
        
          
        
        200000.00000000
        PA
        
        238323.07000000
        0.064603649175
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2026-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        25706.57000000
        0.006968432513
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            902684.60000000
            AUD
            669540.76000000
            USD
            2022-01-14
            25706.57000000
          
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAD5
        
          
        
        139000.00000000
        PA
        USD
        160794.16000000
        0.043587427361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYCOM INDUSTRIES INC
        549300F56EKTHQI3WT60
        Dycom Industries Inc
        267475AD3
        
          
        
        755000.00000000
        PA
        USD
        760141.55000000
        0.206056081855
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        128199.46000000
        0.034751788562
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2038-09-13
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS SARL
        549300WGY8GPJM4PQR36
        Highland Holdings Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        113325.23000000
        0.030719742749
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-12-15
          Fixed
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        200000.00000000
        PA
        USD
        180420.00000000
        0.048907520301
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
        
        984000.00000000
        PA
        USD
        1016176.80000000
        0.275461076795
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAC6
        
          
        
        102000.00000000
        PA
        USD
        106515.54000000
        0.028873799661
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
        67884XCQ8
        
          
        
        221000.00000000
        PA
        USD
        260190.06000000
        0.070531263948
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAM7
        
          
        
        400000.00000000
        PA
        USD
        383250.00000000
        0.103889852318
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KG3Z4
        
          
        
        27715.76000000
        PA
        USD
        28772.47000000
        0.007799524224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Renal Care Inc
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
        
        480000.00000000
        PA
        USD
        490800.00000000
        0.133044069192
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          10.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COATING SYSTEMS
        549300G80QONCHILSF69
        Axalta Coating Systems LLC
        05453GAC9
        
          
        
        860000.00000000
        PA
        USD
        817133.30000000
        0.221505173807
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1264.58000000
        0.000342797206
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            52278.56000000
            EUR
            60654.04000000
            USD
            2022-01-14
            1264.58000000
          
        
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
        
        100000.00000000
        PA
        
        116936.20000000
        0.031698589820
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2026-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
        
        555000.00000000
        PA
        USD
        665816.85000000
        0.180486925552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENI SPA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        100000.00000000
        PA
        
        116670.60000000
        0.031626592052
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-10-13
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BU4
        
          
        
        665000.00000000
        PA
        USD
        674975.00000000
        0.182969479632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBP5
        
          
        
        168000.00000000
        PA
        USD
        165139.35000000
        0.044765303805
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diebold Nixdorf Inc
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253651AC7
        
          
        
        240000.00000000
        PA
        USD
        236899.20000000
        0.064217672283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOHL'S CORPORATION
        549300JF6LPRTRJ0FH50
        Kohl's Corp
        500255AX2
        
          
        
        125000.00000000
        PA
        USD
        128576.08000000
        0.034853881181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
        
        554000.00000000
        PA
        USD
        568542.50000000
        0.154118190116
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        000000000
        
          
        
        100000.00000000
        PA
        
        109159.00000000
        0.029590378054
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -142430.10000000
        -0.03860937261
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            3949500.99000000
            USD
            4861000.00000000
            CAD
            2022-01-14
            -142430.10000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        248.79000000
        0.000067440982
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1012000.00000000
            TWD
            36644.10000000
            USD
            2022-02-18
            248.79000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Trust
        05551VBK8
        
          
        
        998184.79000000
        PA
        USD
        95498.53000000
        0.025887353368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM General Purchaser LLC
        69356MAA4
        
          
        
        305000.00000000
        PA
        USD
        312278.83000000
        0.084651276010
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        33663.42000000
        0.009125343072
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            1151000.00000000
            AUD
            854607.03000000
            USD
            2022-01-14
            33663.42000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -80.84000000
        -0.00002191377
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4004.81000000
            USD
            5751.80000000
            NZD
            2022-01-14
            -80.84000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        454000.00000000
        PA
        USD
        412165.72000000
        0.111728208171
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2048-05-08
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253AB9
        
          
        
        715000.00000000
        PA
        USD
        742313.00000000
        0.201223190983
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto Issuer Ltd
        N/A
        FS RIALTO
        30319YAC2
        
          
        
        297500.00000000
        PA
        USD
        297316.74000000
        0.080595413465
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2028-04-16
          Floating
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7076.21000000
        0.001918190246
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1487731.94000000
            USD
            9548000.00000000
            CNY
            2022-01-14
            7076.21000000
          
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAE3
        
          
        
        980000.00000000
        PA
        USD
        1019200.00000000
        0.276280593564
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        624000.00000000
        PA
        USD
        656760.00000000
        0.178031831465
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SBB1
        
          
        
        446000.00000000
        PA
        USD
        243832.66000000
        0.066097166439
        Long
        DBT
        NUSS
        LK
        Y
        
        2
        
          2030-03-28
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        00191AAD8
        
          
        
        405000.00000000
        PA
        USD
        414112.50000000
        0.112255933381
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        223000.00000000
        PA
        USD
        225817.00000000
        0.061213554549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BAHN FIN GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        000000000
        
          
        
        75000.00000000
        PA
        
        77050.91000000
        0.020886647517
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2050-12-08
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK MANDIRI PT
        549300RSKQN4Z5ZSGH94
        Bank Mandiri Persero Tbk PT
        000000000
        
          
        
        317000.00000000
        PA
        USD
        344257.48000000
        0.093319918478
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-05-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411LSY8
        
          
        
        38609.63000000
        PA
        USD
        45235.74000000
        0.012262320543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216BK6
        
          
        
        74000.00000000
        PA
        USD
        90579.70000000
        0.024553976923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        3511.93000000
        0.000951999710
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            183000.00000000
            CAD
            146835.11000000
            USD
            2022-01-14
            3511.93000000
          
        
        
          N
          N
          N
        
      
      
        ELDORADO GOLD CORP
        5493004PWQ01YDD1IH62
        Eldorado Gold Corp
        284902AF0
        
          
        
        610000.00000000
        PA
        USD
        613885.70000000
        0.166409640479
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-09-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
        
        326000.00000000
        PA
        
        444432.12000000
        0.120474852739
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2040-09-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2229.12000000
        0.000604260789
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99732.00000000
            EUR
            115526.60000000
            USD
            2022-01-14
            2229.12000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        106292.85000000
        0.028813433761
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            4446000.00000000
            EUR
            5157035.00000000
            USD
            2022-01-14
            106292.85000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAB8
        
          
        
        380000.00000000
        PA
        USD
        416683.30000000
        0.112952815396
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SC FNCE I
        549300SM0PJC1F3RPL91
        Thermo Fisher Scientific Finance I BV
        000000000
        
          
        
        100000.00000000
        PA
        
        115015.26000000
        0.031177869212
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2033-10-18
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
        
        271000.00000000
        PA
        USD
        266528.50000000
        0.072249462501
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CC2
        
          
        
        500000.00000000
        PA
        USD
        470225.00000000
        0.127466681817
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAS8
        
          
        
        332000.00000000
        PA
        USD
        356070.00000000
        0.096522008389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5045.39000000
        -0.00136768381
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            144334.09000000
            USD
            104642.66000000
            GBP
            2022-01-14
            -5045.39000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AJ9
        
          
        
        280000.00000000
        PA
        USD
        308002.80000000
        0.083492147177
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        183000.00000000
        PA
        USD
        180934.83000000
        0.049047078324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BG9
        
          
        
        210000.00000000
        PA
        USD
        239431.50000000
        0.064904117874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
        
        390000.00000000
        PA
        USD
        394114.50000000
        0.106834956821
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        222002.00000000
        0.060179399855
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2502.26000000
        0.000678302470
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            100000.00000000
            EUR
            116104.20000000
            USD
            2022-01-14
            2502.26000000
          
        
        
          N
          N
          N
        
      
      
        EURONET WORLDWIDE INC
        YG3575C4DSHJPA5KET68
        Euronet Worldwide Inc
        000000000
        
          
        
        200000.00000000
        PA
        
        231730.32000000
        0.062816513301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN GAS CORRIDOR
        213800DG58KG59XY6318
        Southern Gas Corridor CJSC
        000000000
        
          
        
        1065000.00000000
        PA
        USD
        1225923.63000000
        0.332318394977
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2026-03-24
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER GROUP SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        000000000
        
          
        
        300000.00000000
        PA
        
        270870.85000000
        0.073426569090
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-01-14
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        86000.00000000
        PA
        USD
        85776.05000000
        0.023251823005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
        
        384000.00000000
        PA
        
        430695.48000000
        0.116751180199
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2026-02-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
        
        400000.00000000
        PA
        USD
        380000.00000000
        0.103008855528
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUTELSAT SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        000000000
        
          
        
        100000.00000000
        PA
        
        117434.30000000
        0.031833612744
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
        
        331000.00000000
        PA
        USD
        352957.68000000
        0.095678333333
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
        
        475000.00000000
        PA
        USD
        509527.75000000
        0.138120711545
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        79000.00000000
        PA
        USD
        86323.89000000
        0.023400329246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAE0
        
          
        
        540000.00000000
        PA
        USD
        531900.00000000
        0.144185290145
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAE6
        
          
        
        37000.00000000
        PA
        USD
        35179.07000000
        0.009536199313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAH1
        
          
        
        1297000.00000000
        PA
        USD
        1236624.65000000
        0.335219183985
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITCH LTD
        5493002D70VTFFLT8L43
        Switch Ltd
        87105NAC4
        
          
        
        250000.00000000
        PA
        USD
        251131.25000000
        0.068075638552
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-7 Ltd
        69290LAG2
        
          
        
        199990.02000000
        PA
        USD
        198761.28000000
        0.053879399937
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
        
        960000.00000000
        PA
        USD
        978067.20000000
        0.265130481320
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Revolving Mortgage Loan Trust
        N/A
        Bayview Financial Revolving Asset Trust 2005-E
        073250BW1
        
          
        
        178580.50000000
        PA
        USD
        197847.73000000
        0.053631758516
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2040-12-28
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT MAR22
        000000000
        
          
        
        -83.00000000
        NC
        
        -82775.84000000
        -0.02243853827
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                Montreal Exchange 10 Year Canadian Bond Future
                CNH2 COMDTY
              
            
            2022-03-22
            -11610538.00000000
            CAD
            -82775.84000000
          
        
        
          N
          N
          N
        
      
      
        SWISS LIFE FINANCE I AG
        549300GDVNT1NHIHOW12
        Swiss Life Finance I Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        111517.02000000
        0.030229580531
        Long
        DBT
        CORP
        LI
        
        N
        
        2
        
          2031-09-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BY4
        
          
        
        103000.00000000
        PA
        USD
        127046.98000000
        0.034439378968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -15020.81000000
        -0.00407178012
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            4951000.00000000
            CNY
            762059.53000000
            USD
            2021-12-13
            -15020.81000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22382.41000000
        -0.00606733273
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            752920.99000000
            USD
            6575000.00000000
            SEK
            2022-01-14
            -22382.41000000
          
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW INC
        N/A
        Scripps Escrow Inc
        81104PAA7
        
          
        
        860000.00000000
        PA
        USD
        882317.00000000
        0.239174906271
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHW31
        
          
        
        22792.64000000
        PA
        USD
        23661.68000000
        0.006414112043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRA DIAMONDS LTD
        213800X4QZIAVSA12860
        PETRA DIAMONDS LTD
        000000000
        
          
        
        66215.36000000
        NS
        
        70189.29000000
        0.019026627455
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
        
        1735000.00000000
        PA
        USD
        1714908.70000000
        0.464870480322
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2198.20000000
        -0.00059587912
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            232617.93000000
            USD
            202830.81000000
            EUR
            2022-01-14
            -2198.20000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -62.33000000
        -0.00001689616
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1348678.00000000
            JPY
            11879.17000000
            USD
            2022-01-14
            -62.33000000
          
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAB0
        
          
        
        445000.00000000
        PA
        USD
        441662.50000000
        0.119724075407
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBM9
        
          
        
        835000.00000000
        PA
        USD
        791162.50000000
        0.214465114899
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-09-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG
        000000000
        
          
        
        447000.00000000
        PA
        USD
        479966.25000000
        0.130107300275
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-05-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
        
        200000.00000000
        PA
        USD
        208280.00000000
        0.056459695866
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22855.57000000
        -0.00619559502
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1113354.39000000
            USD
            959929.77000000
            EUR
            2022-01-14
            -22855.57000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth
        N/A
        PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC
        74527JAD9
        
          
        
        85000.00000000
        PA
        USD
        87125.00000000
        0.023617490889
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          Fixed
          9.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API ESCROW CORP
        N/A
        APi Escrow Corp
        00185PAA9
        
          
        
        595000.00000000
        PA
        USD
        602437.50000000
        0.163306308953
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        150000.00000000
        PA
        
        170589.71000000
        0.046242765242
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-08-03
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ50
        
          
        
        3189870.57000000
        PA
        USD
        83662.65000000
        0.022678931123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
        
        9300000.00000000
        PA
        
        1034518.69000000
        0.280433121788
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2026-02-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: SM11110   CDS EUR R F  1.00000 SM11110_FEE CORPORATE / Short: SM11110   CDS EUR P V 03MEVENT SM11110_PRO CORPORATE
        000000000
        
          
        
        150000.00000000
        OU
        Notional Amount
        
        267.18000000
        0.000072426068
        N/A
        DCR
        
        LA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Daimler AG
                Daimler AG
                
                  
                
              
            
            Y
            
            sell protection
            2031-12-20
            1417.30000000
            EUR
            0.00000000
            EUR
            150000.00000000
            EUR
            -1378.27000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        250000.00000000
        PA
        USD
        253367.29000000
        0.068681775187
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAN6
        
          
        
        52000.00000000
        PA
        USD
        50329.85000000
        0.013643211177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BP1
        
          
        
        835000.00000000
        PA
        USD
        799955.05000000
        0.216848563617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        727000.00000000
        PA
        USD
        811971.76000000
        0.220106004523
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
        
        1435000.00000000
        PA
        USD
        1420592.60000000
        0.385088468152
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAFTECH FINANCE INC
        1Z010BU876CF2HDBIN43
        GrafTech Finance Inc
        384311AA4
        
          
        
        490000.00000000
        PA
        USD
        495978.00000000
        0.134447700387
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAJ0
        
          
        
        453000.00000000
        PA
        USD
        461693.07000000
        0.125153880910
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
        
        111000.00000000
        PA
        USD
        119880.00000000
        0.032496583159
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL HOTELS
        2138007ZFQYRUSLU3J98
        InterContinental Hotels Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        140748.39000000
        0.038153501503
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-10-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JPLF0
        
          
        
        61003.81000000
        PA
        USD
        65928.63000000
        0.017871665060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        000000000
        
          
        
        100000.00000000
        PA
        
        110573.45000000
        0.029973801411
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-14
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        000000000
        
          
        
        1022000.00000000
        PA
        USD
        1107461.68000000
        0.300206211047
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAF5
        
          
        
        329000.00000000
        PA
        USD
        317973.41000000
        0.086194939611
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2031-07-13
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
        
        1235000.00000000
        PA
        USD
        1458843.75000000
        0.395457434426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
        
        265000.00000000
        PA
        
        364349.10000000
        0.098766273167
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-11-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUCE POWER LP
        549300R8DACS3G0K8262
        Bruce Power LP
        116705AK0
        
          
        
        200000.00000000
        PA
        
        157263.30000000
        0.042630296183
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-21
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        38930000.00000000
        PA
        
        6196449.94000000
        1.679708464887
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2026-03-11
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE DEC21
        000000000
        
          
        
        63.00000000
        NC
        
        -5225.10000000
        -0.00141639887
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Eurex 5 Year Euro BOBL Future
                OEZ1 Comdty
              
            
            2021-12-08
            8541107.26000000
            EUR
            -5225.10000000
          
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CB8
        
          
        
        200000.00000000
        PA
        USD
        200710.20000000
        0.054407705249
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-10-13
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        519000.00000000
        PA
        USD
        515756.25000000
        0.139809108010
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMMERSON IRELAND
        63540093EUHUMTGSHN61
        Hammerson Ireland Finance DAC
        000000000
        
          
        
        100000.00000000
        PA
        
        111960.72000000
        0.030349856924
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-06-03
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400THLJMIHHPCEN50
        Allegro CLO IV Ltd
        01749TAQ3
        
          
        
        250000.00000000
        PA
        USD
        250012.25000000
        0.067772304580
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-01-15
          Floating
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
        
        470000.00000000
        PA
        USD
        481162.50000000
        0.130431574863
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
        
        400000.00000000
        PA
        USD
        389848.00000000
        0.105678411342
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-03-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBF2
        
          
        
        1090000.00000000
        PA
        USD
        1246940.78000000
        0.338015638577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEE4
        
          
        
        2249000.00000000
        PA
        USD
        2091570.00000000
        0.566974294624
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2060-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        1735000.00000000
        PA
        USD
        1839100.00000000
        0.498535753163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VULCAN MATERIALS CO
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160AZ2
        
          
        
        137000.00000000
        PA
        USD
        148505.54000000
        0.040256278197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRV4
        
          
        
        421000.00000000
        PA
        USD
        443844.09000000
        0.120315451957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAA2
        
          
        
        370000.00000000
        PA
        USD
        366070.60000000
        0.099232930390
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        821458.00000000
        PA
        USD
        86344.19000000
        0.023405832087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EAZ5
        
          
        
        2297202.10000000
        PA
        USD
        273243.00000000
        0.074069601871
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        16727.22000000
        0.004534346811
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1281273350.00000000
            KRW
            1095105.43000000
            USD
            2021-12-13
            16727.22000000
          
        
        
          N
          N
          N
        
      
      
        ZURICH FINANCE IRELAND
        549300E0FVHYR37EGX65
        Zurich Finance Ireland Designated Activity Co
        000000000
        
          
        
        105000.00000000
        PA
        
        123030.23000000
        0.033350534704
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2050-09-17
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA BOND CO LTD
        2138002EPF6QVRZBMC58
        AA Bond Co Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        133755.19000000
        0.036257813270
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2028-07-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        605000.00000000
        PA
        USD
        636550.75000000
        0.172553590113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        24000.00000000
        PA
        USD
        24243.94000000
        0.006571948718
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286T2
        
          
        
        12609000.00000000
        PA
        USD
        13500988.27000000
        3.659793026823
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        580.24000000
        0.000157289100
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            24591.09000000
            EUR
            28516.19000000
            USD
            2022-01-14
            580.24000000
          
        
        
          N
          N
          N
        
      
      
        iShares iBoxx High Yield Corporate Bond ETF
        549300WY6QQ9HGWLNX87
        iShares iBoxx High Yield Corporate Bond ETF
        464288513
        
          
        
        19500.00000000
        NS
        USD
        1669980.00000000
        0.452691390934
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        199988.80000000
        0.054212151069
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOL HUNGARIAN OIL & GAS
        213800R83KX5FQFGXS67
        MOL Hungarian Oil & Gas PLC
        000000000
        
          
        
        110000.00000000
        PA
        
        127157.76000000
        0.034469408760
        Long
        DBT
        CORP
        HU
        N
        
        2
        
          2027-10-08
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BR2
        
          
        
        160000.00000000
        PA
        USD
        155493.60000000
        0.042150573099
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2029-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        2449000.00000000
        PA
        
        2695542.28000000
        0.730696645502
        Long
        DBT
        NUSS
        IT
        Y
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        21864.52000000
        0.005926945215
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            698312.19000000
            GBP
            951380.25000000
            USD
            2022-01-14
            21864.52000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd
        03880WAG3
        
          
        
        300000.00000000
        PA
        USD
        299436.90000000
        0.081170137820
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-02-15
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0224C6
        
          
        
        50000.00000000
        PA
        USD
        51839.35000000
        0.014052400302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callon Petroleum Co
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XAT9
        
          
        
        325000.00000000
        PA
        USD
        312812.50000000
        0.084795941105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAL5
        
          
        
        325000.00000000
        PA
        USD
        328656.25000000
        0.089090800459
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        461000.00000000
        PA
        USD
        472525.00000000
        0.128090156469
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
        
        610000.00000000
        PA
        
        691491.43000000
        0.187446686347
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2030-01-21
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        
        444458.56000000
        0.120482019987
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2052-01-19
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DD4
        
          
        
        98000.00000000
        PA
        USD
        99886.41000000
        0.027076802044
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAA6
        
          
        
        250000.00000000
        PA
        USD
        253026.25000000
        0.068589327450
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Term Auto Receivables Trust
        549300DC604TIE09UO03
        Securitized Term Auto Loan Receivables Trust 2019-CRT
        81379MAC8
        
          
        
        164439.27000000
        PA
        USD
        166519.03000000
        0.045139301852
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-03-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
        
        1350000.00000000
        PA
        USD
        1322163.00000000
        0.358406572241
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAG9
        
          
        
        200000.00000000
        PA
        USD
        202356.00000000
        0.054853842024
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        678000.00000000
        PA
        
        755937.75000000
        0.204916532837
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITBREAD GROUP PLC
        2138006LIAYQKUCYBB20
        Whitbread Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        135489.85000000
        0.036728037853
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-05-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF ALBERTA
        LQPXMHHNJKIPJYE53543
        Province of Alberta Canada
        013051DB0
        
          
        
        255000.00000000
        PA
        
        251508.71000000
        0.068177958874
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -12251.86000000
        -0.00332118441
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            160000000.00000000
            JPY
            1404424.05000000
            USD
            2022-01-14
            -12251.86000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        46266TAA6
        
          
        
        1210000.00000000
        PA
        USD
        1246300.00000000
        0.337841938539
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        187000.00000000
        PA
        USD
        192689.11000000
        0.052233380773
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-04-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORP
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AF1
        
          
        
        311000.00000000
        PA
        USD
        310222.50000000
        0.084093854431
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBB6
        
          
        
        683000.00000000
        PA
        USD
        881944.24000000
        0.239073860005
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2049-03-14
          Fixed
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAL9
        
          
        
        630000.00000000
        PA
        USD
        653625.00000000
        0.177182008406
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        000000000
        
          
        
        350000.00000000
        PA
        USD
        369950.00000000
        0.100284542375
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2170.70000000
        0.000588424533
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99331.00000000
            EUR
            115012.64000000
            USD
            2022-01-14
            2170.70000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        15473.58000000
        0.004194515175
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            16303134.75000000
            BRL
            2856440.60000000
            USD
            2022-03-03
            15473.58000000
          
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
        
        355000.00000000
        PA
        USD
        337693.75000000
        0.091540649227
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BTG PACTUAL/CAYMAN
        ZXLTQRYIK6IJH3R0IK66
        Banco BTG Pactual SA/Cayman Islands
        05971AAE1
        
          
        
        906000.00000000
        PA
        USD
        910539.06000000
        0.246825227590
        Long
        DBT
        CORP
        BR
        Y
        
        2
        
          2025-01-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769GAA8
        
          
        
        550000.00000000
        PA
        USD
        536250.00000000
        0.145364470465
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWF ESCROW ISSUER CORP
        N/A
        SWF Escrow Issuer Corp
        78500AAA6
        
          
        
        550000.00000000
        PA
        USD
        528000.00000000
        0.143128093997
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBT8
        
          
        
        260000.00000000
        PA
        USD
        268585.20000000
        0.072806984378
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8809.16000000
        0.002387951288
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            335027.83000000
            USD
            1933000.00000000
            BRL
            2021-12-02
            8809.16000000
          
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AL4
        
          
        
        415000.00000000
        PA
        USD
        403068.75000000
        0.109262238517
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAC BOND CO PLC
        2138008FCM2SUNLC7B21
        RAC Bond Co PLC
        000000000
        
          
        
        250000.00000000
        PA
        
        323861.87000000
        0.087791159415
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-11-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEXINGTON REALTY TRUST
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529043AE1
        
          
        
        195000.00000000
        PA
        USD
        196165.13000000
        0.053175646146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD / LTEE
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAK0
        
          
        
        1245000.00000000
        PA
        USD
        1277606.55000000
        0.346328390870
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-C60
        95003DBP2
        
          
        
        1996911.73000000
        PA
        USD
        234278.88000000
        0.063507366587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865AY1
        
          
        
        21000.00000000
        PA
        USD
        22917.64000000
        0.006212420704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1077.16000000
        -0.00029199215
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            48875.93000000
            USD
            67016.04000000
            AUD
            2022-01-14
            -1077.16000000
          
        
        
          N
          N
          N
        
      
      
        Engie Energia Chile SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        000000000
        
          
        
        300000.00000000
        PA
        USD
        320025.00000000
        0.086751076290
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAD7
        
          
        
        715000.00000000
        PA
        USD
        732875.00000000
        0.198664776303
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -111047.63000000
        -0.03010234019
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            3788342.35000000
            USD
            3237000.00000000
            EUR
            2022-01-14
            -111047.63000000
          
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBG4
        
          
        
        170000.00000000
        PA
        USD
        180987.10000000
        0.049061247464
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEZY9
        
          
        
        15983000.00000000
        PA
        USD
        148068.11000000
        0.040137701450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -60977.51000000
        -0.01652953557
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1930934.06000000
            USD
            16830000.00000000
            SEK
            2022-01-14
            -60977.51000000
          
        
        
          N
          N
          N
        
      
      
        UBISOFT ENTERTAINMENT SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        000000000
        
          
        
        200000.00000000
        PA
        
        223973.07000000
        0.060713709499
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-11-24
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RBA0
        
          
        
        153000.00000000
        PA
        USD
        167219.55000000
        0.045329195966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        000000000
        
          
        
        200000.00000000
        PA
        
        220235.98000000
        0.059700674331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAT5
        
          
        
        938000.00000000
        PA
        USD
        869737.05000000
        0.235764784555
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAK1
        
          
        
        645000.00000000
        PA
        USD
        686925.00000000
        0.186208837062
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
        
        200000.00000000
        PA
        
        232100.04000000
        0.062916735495
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAL0
        
          
        
        149000.00000000
        PA
        USD
        150782.16000000
        0.040873415093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        000000000
        
          
        
        267000.00000000
        PA
        USD
        272326.65000000
        0.073821201437
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELUS CORP
        L2TEUTQ8OSHMJWVLCE40
        TELUS Corp
        87971MBV4
        
          
        
        225000.00000000
        PA
        
        173571.18000000
        0.047050970011
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-11-13
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMERYS SA
        54930075MZSSIB2TGC64
        Imerys SA
        000000000
        
          
        
        100000.00000000
        PA
        
        111475.06000000
        0.030218206185
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-07-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAD6
        
          
        
        865000.00000000
        PA
        USD
        868624.35000000
        0.235463158361
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
        
        495000.00000000
        PA
        USD
        497054.25000000
        0.134739445863
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        59396.70000000
        0.016101016024
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2067000.00000000
            NZD
            1469538.61000000
            USD
            2022-01-14
            59396.70000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -18790.95000000
        -0.00509377435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            4940000.00000000
            CNY
            756321.45000000
            USD
            2021-12-17
            -18790.95000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        224000.00000000
        PA
        
        347479.50000000
        0.094193330564
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY UP
        N/A
        Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
        00654AAA4
        
          
        
        1081000.00000000
        PA
        USD
        1162183.10000000
        0.315039871171
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2024-12-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABH1
        
          
        
        415000.00000000
        PA
        USD
        457479.40000000
        0.124011656373
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
        
        395000.00000000
        PA
        USD
        393518.75000000
        0.106673463332
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ENTERPRISE STONE & L
        549300O5DQ5Y61B8VF38
        New Enterprise Stone & Lime Co Inc
        644274AG7
        
          
        
        407000.00000000
        PA
        USD
        435567.33000000
        0.118071821496
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERSTE GROUP BANK AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        113774.11000000
        0.030841423315
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2030-06-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        800000.00000000
        PA
        USD
        879248.00000000
        0.238342974224
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        520000.00000000
        PA
        USD
        535241.20000000
        0.145091009061
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        000000000
        
          
        
        100000.00000000
        PA
        
        110835.08000000
        0.030044723008
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-01-16
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AE7
        
          
        
        66000.00000000
        PA
        USD
        66102.80000000
        0.017918878355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROUPE ACM
        96950090CGKLVXEKWF10
        Groupe des Assurances du Credit Mutuel SADIR
        000000000
        
          
        
        100000.00000000
        PA
        
        113664.32000000
        0.030811661888
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2042-04-21
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) MAR22
        000000000
        
          
        
        49.00000000
        NC
        USD
        198071.33000000
        0.053692371095
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT US Long Bond Future
                USH2 COMDTY
              
            
            2022-03-22
            7746053.67000000
            USD
            198071.33000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -29441.50000000
        -0.00798088215
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            745538.27000000
            USD
            1004000.00000000
            AUD
            2022-01-14
            -29441.50000000
          
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109BP5
        
          
        
        106000.00000000
        PA
        USD
        111423.84000000
        0.030204321676
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBV9
        
          
        
        60000.00000000
        PA
        USD
        82758.89000000
        0.022433943536
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF PENNSYLVAN
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania/The
        91481CAD2
        
          
        
        35000.00000000
        PA
        USD
        34729.69000000
        0.009414383209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAG6
        
          
        
        134000.00000000
        PA
        USD
        143588.75000000
        0.038923454747
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE LUX SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        000000000
        
          
        
        125000.00000000
        PA
        
        135114.19000000
        0.036626205467
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROUP 1 AUTOMOTIVE INC
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905AN9
        
          
        
        555000.00000000
        PA
        USD
        549039.30000000
        0.148831341929
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        150000.00000000
        PA
        USD
        151144.50000000
        0.040971636748
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
        
        470000.00000000
        PA
        USD
        471438.20000000
        0.127795551142
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        167676.79000000
        0.045453142727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            10217213.34000000
            AUD
            7455040.80000000
            USD
            2022-01-14
            167676.79000000
          
        
        
          N
          N
          N
        
      
      
        Q-PARK HOLDING BV
        2549003839B7HE3NDP48
        Q-Park Holding I BV
        000000000
        
          
        
        380000.00000000
        PA
        
        407643.38000000
        0.110502310624
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIEBOLD NIXDORF INC
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253657AA8
        
          
        
        374000.00000000
        PA
        USD
        396961.06000000
        0.107606590736
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-15
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAS3
        
          
        
        129000.00000000
        PA
        USD
        137012.36000000
        0.037140753675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPIRE COMMUNITIES CORP
        549300JM1L6KK2QFP273
        Empire Communities Corp
        29163VAC7
        
          
        
        490000.00000000
        PA
        USD
        501995.20000000
        0.136078818507
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        109971.47000000
        0.029810619119
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2041-08-13
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        Guara Norte Sarl
        400666AA1
        
          
        
        196458.00000000
        PA
        USD
        186660.64000000
        0.050599207627
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2034-06-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        111847.50000000
        0.030319165707
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-02-12
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        235750.00000000
        0.063906151817
        Long
        DBT
        NUSS
        RU
        Y
        
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL BANK PSQC/THE
        2138004FUUD4I7X8H721
        Commercial Bank PSQC/The
        000000000
        
          
        
        272000.00000000
        PA
        USD
        274886.46000000
        0.074515104328
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-03-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER (BC) BIDC
        213800CCW2O2WZ7YV169
        Summer BC Bidco B LLC
        865632AA1
        
          
        
        540000.00000000
        PA
        USD
        544050.00000000
        0.147478862763
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        304000.00000000
        PA
        USD
        323760.00000000
        0.087763544910
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
        
        665000.00000000
        PA
        USD
        661379.08000000
        0.179283952897
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA VEND FIN IV
        635400ZZNJSEA4CAJR23
        Virgin Media Vendor Financing Notes IV DAC
        92770QAA5
        
          
        
        1000000.00000000
        PA
        USD
        985480.00000000
        0.267139913015
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTRI HOLDINGS, LP
        N/A
        LTRI HOLDINGS, LP
        000000000
        
          
        
        615.00000000
        NS
        USD
        176867.85000000
        0.047944617916
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TOLL ROAD INV PART II
        N/A
        Toll Road Investors Partnership II LP
        88948ABM8
        
          
        
        2000000.00000000
        PA
        USD
        655375.78000000
        0.177656602733
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2043-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UZBEK INDUSTRIAL AND CON
        213800C2NIFPFTXYIU69
        Uzbek Industrial and Construction Bank ATB
        000000000
        
          
        
        269000.00000000
        PA
        USD
        274783.50000000
        0.074487194350
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2024-12-02
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AU0
        
          
        
        183000.00000000
        PA
        USD
        200785.28000000
        0.054428057630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAH6
        
          
        
        480000.00000000
        PA
        USD
        523200.00000000
        0.141826929506
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-11-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAM1
        
          
        
        110000.00000000
        PA
        USD
        109929.60000000
        0.029799269170
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        421924BN0
        
          
        
        204000.00000000
        PA
        USD
        204000.00000000
        0.055299490862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL/GATES CORP
        N/A
        Gates Global LLC / Gates Corp
        36740LAA0
        
          
        
        560000.00000000
        PA
        USD
        574000.00000000
        0.155597587034
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICAJA BANCO SA
        5493007SJLLCTM6J6M37
        Unicaja Banco SA
        000000000
        
          
        
        100000.00000000
        PA
        
        113188.91000000
        0.030682789677
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-12-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT MAR22
        000000000
        
          
        
        -123.00000000
        NC
        USD
        -393694.35000000
        -0.10672106426
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYH2 COMDTY
              
            
            2022-03-22
            -17673852.53000000
            USD
            -393694.35000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
        03881CAG6
        
          
        
        200000.00000000
        PA
        USD
        199249.60000000
        0.054011771738
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        150000.00000000
        PA
        
        184441.16000000
        0.049997560010
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-07-03
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        15000.00000000
        PA
        USD
        15562.50000000
        0.004218619247
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAG4
        
          
        
        89000.00000000
        PA
        USD
        89240.03000000
        0.024190824625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
        
        545000.00000000
        PA
        USD
        556663.00000000
        0.150897943539
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        570000.00000000
        PA
        USD
        613491.00000000
        0.166302646807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        2035000.00000000
        PA
        USD
        2085122.05000000
        0.565226410545
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CE4
        
          
        
        400000.00000000
        PA
        USD
        448899.05000000
        0.121685729968
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2048-01-11
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        989000.00000000
        PA
        
        1168529.62000000
        0.316760260018
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2026-12-08
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        JBS USA LUX SA / JBS USA Finance Inc
        472141AA8
        
          
        
        1055000.00000000
        PA
        USD
        1137817.50000000
        0.308434943355
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        100934.95000000
        0.027361036006
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECH INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAA2
        
          
        
        410000.00000000
        PA
        USD
        425252.00000000
        0.115275583766
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10896.43000000
        0.002953759956
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1047617.89000000
            USD
            119549073.00000000
            JPY
            2022-01-14
            10896.43000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
        
        920000.00000000
        PA
        USD
        1135804.40000000
        0.307889240389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12770RAA1
        
          
        
        434000.00000000
        PA
        USD
        450791.46000000
        0.122198716780
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAJ4
        
          
        
        92000.00000000
        PA
        USD
        98831.07000000
        0.026790724766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAA8
        
          
        
        301424.65000000
        PA
        USD
        302615.52000000
        0.082031785211
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTE OYJ
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        200000.00000000
        PA
        
        226168.63000000
        0.061308872980
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2028-03-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        800000.00000000
        PA
        USD
        809920.00000000
        0.219549821761
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        3160000.00000000
        PA
        
        3821554.53000000
        1.035931469668
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2032-03-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AS8
        
          
        
        440000.00000000
        PA
        USD
        458150.00000000
        0.124193439895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAIOIL TRSRY CENTER
        549300NH03B9E8VGJR89
        Thaioil Treasury Center Co Ltd
        88322YAD3
        
          
        
        355000.00000000
        PA
        USD
        405391.02000000
        0.109891750030
        Long
        DBT
        CORP
        TH
        Y
        
        2
        
          2048-11-20
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3074.33000000
        0.000833376881
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            115392.01000000
            USD
            666000.00000000
            BRL
            2021-12-02
            3074.33000000
          
        
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage securities trust
        N/A
        Arbor Multifamily Mortgage Securities Trust 2020-MF1
        03882KAJ1
        
          
        
        550000.00000000
        PA
        USD
        567801.03000000
        0.153917195442
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2054-10-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        355000.00000000
        PA
        USD
        371053.10000000
        0.100583566240
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SARENS FINANCE CO NV
        549300B68EWZ6IHPCL79
        Sarens Finance Co NV
        000000000
        
          
        
        210000.00000000
        PA
        
        232539.57000000
        0.063035881501
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2027-02-21
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAA4
        
          
        
        105965.49000000
        PA
        USD
        105995.85000000
        0.028732924208
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AY6
        
          
        
        106000.00000000
        PA
        USD
        101490.22000000
        0.027511556340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        250000.00000000
        PA
        
        257832.10000000
        0.069892077735
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3018.67000000
        0.000818288794
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            372718.61000000
            USD
            2400000.00000000
            CNY
            2022-01-14
            3018.67000000
          
        
        
          N
          N
          N
        
      
      
        AVIVA PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        175000.00000000
        PA
        
        252388.75000000
        0.068416516541
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2055-06-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        N/A
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        68622TAB7
        
          
        
        675000.00000000
        PA
        USD
        689343.75000000
        0.186864501981
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-04-30
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -359.36000000
        -0.00009741384
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            448729000.00000000
            KRW
            377311.48000000
            USD
            2021-12-13
            -359.36000000
          
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AN9
        
          
        
        773000.00000000
        PA
        USD
        794257.50000000
        0.215304094920
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        6016.27000000
        0.001630866019
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            2708000.00000000
            BRL
            487708.24000000
            USD
            2021-12-02
            6016.27000000
          
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        1345000.00000000
        PA
        USD
        1358974.55000000
        0.368385297598
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-8 Ltd
        69357XAE1
        
          
        
        105000.00000000
        PA
        USD
        104615.39000000
        0.028358714722
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2037-08-09
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAF4
        
          
        
        3633619.02000000
        PA
        USD
        329565.97000000
        0.089337403659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONOVIA SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
        
        100000.00000000
        PA
        
        110614.27000000
        0.029984866731
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2041-06-14
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AJ0
        
          
        
        879000.00000000
        PA
        USD
        870851.67000000
        0.236066931214
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        34386.54000000
        0.009321363502
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            1405000.00000000
            AUD
            1036494.07000000
            USD
            2022-01-14
            34386.54000000
          
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAB1
        
          
        
        1018000.00000000
        PA
        USD
        1028541.39000000
        0.278812819598
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        88034QAC1
        
          
        
        323000.00000000
        PA
        USD
        318310.04000000
        0.086286191904
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2030-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        JPN 10Y BOND(OSE) DEC21
        000000000
        
          
        
        -6.00000000
        NC
        
        -5918.52000000
        -0.00160436834
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                TSE Japanese 10 Year Bond Futures
                JBZ1 Comdty
              
            
            2021-12-13
            -910971000.00000000
            JPY
            -5918.52000000
          
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
        
        875000.00000000
        PA
        USD
        855312.50000000
        0.231854636168
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        760000.00000000
        PA
        USD
        812599.60000000
        0.220276196838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bancorp Commercial Mortgage Trust
        N/A
        Bancorp Commercial Mortgage 2019-CRE6 Trust
        05973BAA5
        
          
        
        6132.32000000
        PA
        USD
        6127.63000000
        0.001661053035
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBS0
        
          
        
        460000.00000000
        PA
        USD
        493350.00000000
        0.133735312828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        119416.30000000
        0.032370885248
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            19251000.00000000
            NOK
            2247228.03000000
            USD
            2022-01-14
            119416.30000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        981000.00000000
        PA
        USD
        913801.50000000
        0.247709596565
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2033-03-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        2405.72000000
        0.000652132799
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            354975000.00000000
            KRW
            300966.55000000
            USD
            2022-02-11
            2405.72000000
          
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        112027.59000000
        0.030367983772
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2033-09-09
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORNOCH DEBT MERGER SUB
        N/A
        Dornoch Debt Merger Sub Inc
        25830JAA9
        
          
        
        440000.00000000
        PA
        USD
        433400.00000000
        0.117484310489
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERSYS
        7ZS3DE5PN30BYUJFWP05
        EnerSys
        29275YAC6
        
          
        
        360000.00000000
        PA
        USD
        370800.00000000
        0.100514956920
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAF5
        
          
        
        200000.00000000
        PA
        USD
        216041.49000000
        0.058563649030
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
        
        480000.00000000
        PA
        USD
        521760.00000000
        0.141436580158
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
        
        450000.00000000
        PA
        USD
        395167.50000000
        0.107120399781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID GAS PLC
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        120028.31000000
        0.032536786431
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4802.54000000
        -0.00130185302
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            144306.47000000
            USD
            104804.35000000
            GBP
            2022-01-14
            -4802.54000000
          
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        282000.00000000
        PA
        USD
        279063.72000000
        0.075647458991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -59717.69000000
        -0.01618802868
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1853807.87000000
            USD
            2290756.50000000
            CAD
            2022-01-14
            -59717.69000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        16887.02000000
        0.004577664746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            675932.07000000
            AUD
            498991.37000000
            USD
            2022-01-14
            16887.02000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -25365.67000000
        -0.00687602272
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2106292.83000000
            USD
            1831770.83000000
            EUR
            2022-01-14
            -25365.67000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHX1
        
          
        
        719995.00000000
        PA
        USD
        91259.73000000
        0.024738316692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
        
        275000.00000000
        PA
        USD
        341478.50000000
        0.092566603874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AF1
        
          
        
        215000.00000000
        PA
        USD
        229512.50000000
        0.062215315669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9.35000000
        -0.00000253455
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            416.72000000
            USD
            358.59000000
            EUR
            2022-01-14
            -9.35000000
          
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0406C6
        
          
        
        150000.00000000
        PA
        USD
        159843.75000000
        0.043329794081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        62021.86000000
        0.016812633727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2418513.22000000
            EUR
            2809499.74000000
            USD
            2022-01-14
            62021.86000000
          
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
        
        1137000.00000000
        PA
        USD
        1079968.08000000
        0.292753357704
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        647000.00000000
        PA
        
        640971.40000000
        0.173751921948
        Long
        DBT
        NUSS
        RS
        Y
        
        2
        
          2036-09-23
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
        
        865000.00000000
        PA
        USD
        845407.75000000
        0.229169696795
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        000000000
        
          
        
        100000.00000000
        PA
        
        119425.56000000
        0.032373395411
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2039-12-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        285000.00000000
        PA
        USD
        292837.50000000
        0.079381199291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735BG4
        
          
        
        86000.00000000
        PA
        USD
        89889.86000000
        0.024366977900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
        
        238000.00000000
        PA
        USD
        255731.00000000
        0.069322520087
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-04-09
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        144000.00000000
        PA
        USD
        143196.27000000
        0.038817062864
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        220000.00000000
        PA
        USD
        217956.20000000
        0.059082680834
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        241.17000000
        0.000065375383
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99627.00000000
            GBP
            132853.58000000
            USD
            2022-01-14
            241.17000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AK0
        
          
        
        432000.00000000
        PA
        USD
        417208.32000000
        0.113095135684
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2027-12-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2235.21000000
        -0.00060591164
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            23461395.00000000
            JPY
            205497.25000000
            USD
            2022-01-14
            -2235.21000000
          
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
        
        380000.00000000
        PA
        USD
        399999.40000000
        0.108430211594
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454LAW0
        
          
        
        250000.00000000
        PA
        USD
        252500.00000000
        0.068446673739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        000000000
        
          
        
        100000.00000000
        PA
        
        111437.86000000
        0.030208122160
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-11-19
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBERDROLA FINANZAS SAU
        5493004PZNZWWBOUV388
        Iberdrola Finanzas SA
        000000000
        
          
        
        100000.00000000
        PA
        
        112693.08000000
        0.030548382096
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-11-16
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAG5
        
          
        
        437500.00000000
        PA
        USD
        445176.03000000
        0.120676508839
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAP3
        
          
        
        44000.00000000
        PA
        USD
        49308.40000000
        0.013366320662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FINANCE SA
        N/A
        Camelot Finance SA
        13323AAB6
        
          
        
        580000.00000000
        PA
        USD
        601750.00000000
        0.163119944247
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRM ESCROW ISSUER LLC
        N/A
        SRM Escrow Issuer LLC
        85236FAA1
        
          
        
        680000.00000000
        PA
        USD
        703677.60000000
        0.190750063781
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB TREASURY OYJ
        5493003HHOCW6FIMH724
        SBB Treasury Oyj
        000000000
        
          
        
        100000.00000000
        PA
        
        110266.11000000
        0.029890488933
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2029-11-26
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8330.11000000
        -0.00225809236
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            336278.76000000
            USD
            7092000.00000000
            MXN
            2022-01-14
            -8330.11000000
          
        
        
          N
          N
          N
        
      
      
        DS SMITH PLC
        39RSBE4RCI4M15BLWH36
        DS Smith PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        139403.29000000
        0.037788877262
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-26
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -1265.19000000
        -0.00034296256
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            31578000.00000000
            TWD
            1134348.73000000
            USD
            2022-01-21
            -1265.19000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2557.52000000
        0.000693282126
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            99768.00000000
            EUR
            115895.90000000
            USD
            2022-01-14
            2557.52000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -29023.62000000
        -0.00786760494
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            865276.60000000
            USD
            1067756.77000000
            CAD
            2022-01-14
            -29023.62000000
          
        
        
          N
          N
          N
        
      
      
        Peru LNG Srl
        254900F70J1LOALV5K70
        Peru LNG Srl
        000000000
        
          
        
        518000.00000000
        PA
        USD
        441206.50000000
        0.119600464780
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-03-22
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6628.58000000
        -0.00179684852
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            192748.72000000
            USD
            59883000.00000000
            HUF
            2022-01-14
            -6628.58000000
          
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBD1
        
          
        
        380000.00000000
        PA
        USD
        406421.40000000
        0.110171061253
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AV4
        
          
        
        1260000.00000000
        PA
        USD
        1259130.60000000
        0.341320005438
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        367000.00000000
        PA
        USD
        376560.35000000
        0.102076449186
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2021-BN35
        N/A
        BANK 2021-BNK35
        06540CBL0
        
          
        
        1309273.39000000
        PA
        USD
        104137.51000000
        0.028229172954
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-06-15
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IPOTEKA-BANK ATIB
        213800UWVX5JSNXJS434
        Ipoteka-Bank ATIB
        000000000
        
          
        
        900000.00000000
        PA
        USD
        912942.00000000
        0.247476606799
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2025-11-19
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        510000.00000000
        PA
        USD
        550575.60000000
        0.149247795888
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-01
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800WRY6FRL9IXLT77
        MDGH - GMTN BV
        55276VAJ1
        
          
        
        1086000.00000000
        PA
        USD
        1126453.50000000
        0.305354436423
        Long
        DBT
        CORP
        AE
        Y
        
        2
        
          2029-11-07
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAB3
        
          
        
        555000.00000000
        PA
        USD
        533937.75000000
        0.144737675133
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP/AON GLOBAL HOLD
        N/A
        Aon Corp / Aon Global Holdings PLC
        03740LAC6
        
          
        
        25000.00000000
        PA
        USD
        25164.03000000
        0.006821362975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-02
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        MASSACHUSETTS ST EDUCTNL FING AUTH
        57563RRZ4
        
          
        
        150000.00000000
        PA
        USD
        152619.59000000
        0.041371498150
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-07-01
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAQ2
        
          
        
        141000.00000000
        PA
        USD
        159903.03000000
        0.043345863462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032XAD6
        
          
        
        700000.00000000
        PA
        USD
        745738.00000000
        0.202151626062
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-11
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        American Builders & Contractors Supply Co Inc
        024747AF4
        
          
        
        1815000.00000000
        PA
        USD
        1830881.25000000
        0.496307847817
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        757000.00000000
        PA
        USD
        748483.75000000
        0.202895932813
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6310.20000000
        -0.00171054336
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            829153.58000000
            USD
            618173.04000000
            GBP
            2022-01-14
            -6310.20000000
          
        
        
          N
          N
          N
        
      
      
        PAYSAFE FIN PLC/PAYSAFE
        N/A
        Paysafe Finance PLC / Paysafe Holdings US Corp
        70452AAA1
        
          
        
        660000.00000000
        PA
        USD
        608850.00000000
        0.165044583390
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AB9
        
          
        
        625000.00000000
        PA
        USD
        631062.50000000
        0.171065857609
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        770000.00000000
        PA
        USD
        798289.80000000
        0.216397154415
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        360000.00000000
        PA
        USD
        369900.00000000
        0.100270988578
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18517.28000000
        -0.00501958900
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            353485.68000000
            USD
            491000.00000000
            NZD
            2022-01-14
            -18517.28000000
          
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EBE4
        
          
        
        5530087.02000000
        PA
        USD
        363665.71000000
        0.098581022584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        111145.49000000
        0.030128867689
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-09-14
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        65368.82000000
        0.017719914040
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            496226030.00000000
            JPY
            4459065.46000000
            USD
            2022-01-14
            65368.82000000
          
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        BPCRE 2021-FL1 Ltd
        05601GAE6
        
          
        
        338000.00000000
        PA
        USD
        337786.99000000
        0.091565924347
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-02-15
          Floating
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SC FNCE I
        549300SM0PJC1F3RPL91
        Thermo Fisher Scientific Finance I BV
        000000000
        
          
        
        100000.00000000
        PA
        
        119461.62000000
        0.032383170409
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-10-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        110709GJ5
        
          
        
        115000.00000000
        PA
        
        95961.02000000
        0.026012723277
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2050-06-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -322.99000000
        -0.00008755481
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            15626.77000000
            USD
            13471.41000000
            EUR
            2022-01-14
            -322.99000000
          
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        000000000
        
          
        
        635400.00000000
        PA
        USD
        652873.50000000
        0.176978294841
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WLP1
        
          
        
        148026.09000000
        PA
        USD
        152265.86000000
        0.041275610459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KQF6
        
          
        
        23247.17000000
        PA
        USD
        26656.06000000
        0.007225816403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        554250000.00000000
        PA
        
        6538517.18000000
        1.772434662009
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        113613.38000000
        0.030797853280
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-02-17
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAH4
        
          
        
        1165000.00000000
        PA
        USD
        1188300.00000000
        0.322119534274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAG7
        
          
        
        258000.00000000
        PA
        USD
        257999.82000000
        0.069937542591
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAB5
        
          
        
        445000.00000000
        PA
        USD
        427200.00000000
        0.115803639688
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        000000000
        
          
        
        100000.00000000
        PA
        
        134365.37000000
        0.036423218385
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AG1
        
          
        
        275000.00000000
        PA
        USD
        274760.75000000
        0.074481027372
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICA TENEDORA SA DE CV
        N/A
        ICA TENEDORA SA DE CV
        000000000
        
          
        
        110829.00000000
        NS
        USD
        87867.23000000
        0.023818691580
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
        
        666000.00000000
        PA
        USD
        646466.22000000
        0.175241435420
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AN4
        
          
        
        1435000.00000000
        PA
        USD
        1539037.50000000
        0.417196030236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804FX7
        
          
        
        375000.00000000
        PA
        USD
        404039.35000000
        0.109525344820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BB2
        
          
        
        930000.00000000
        PA
        USD
        889982.10000000
        0.241252730425
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AM8
        
          
        
        200000.00000000
        PA
        USD
        193500.00000000
        0.052453193538
        Long
        DBT
        NUSS
        HU
        Y
        
        2
        
          2031-09-22
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        108304.92000000
        0.029358857519
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2031-01-14
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBE4
        
          
        
        535000.00000000
        PA
        USD
        529869.35000000
        0.143634829797
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZZ0
        
          
        
        896340.00000000
        PA
        USD
        115638.88000000
        0.031346917587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTUM (ZURICH INS)
        724500RPEZI5VVQQWE89
        Argentum Netherlands BV for Zurich Insurance Co Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        127200.72000000
        0.034481054183
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICTORIA'S SECRET & CO
        5493006T3O70U3UWVF17
        Victoria's Secret & Co
        926400AA0
        
          
        
        610000.00000000
        PA
        USD
        602228.60000000
        0.163249681190
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3863.47000000
        0.001047293744
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            140328.41000000
            EUR
            163279.26000000
            USD
            2022-01-14
            3863.47000000
          
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
        
        535000.00000000
        PA
        USD
        550381.25000000
        0.149195112280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        000000000
        
          
        
        100000.00000000
        PA
        
        117036.91000000
        0.031725889878
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-07-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2667.07000000
        -0.00072297849
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            162135.24000000
            USD
            3590000.00000000
            CZK
            2022-01-14
            -2667.07000000
          
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
        
        315000.00000000
        PA
        USD
        313031.25000000
        0.084855238965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
        67884XCP0
        
          
        
        346000.00000000
        PA
        USD
        390644.93000000
        0.105894439887
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        000000000
        
          
        
        527580.05000000
        PA
        USD
        538527.34000000
        0.145981802537
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUL8
        
          
        
        3762303.90000000
        PA
        USD
        161623.31000000
        0.043812189973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B28 Mortgage Trust
        08163GAZ3
        
          
        
        2353292.98000000
        PA
        USD
        223845.23000000
        0.060679055151
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNEOS HEALTH INC
        549300F1ZGKDS8P6GU13
        Syneos Health Inc
        87166BAA0
        
          
        
        1166000.00000000
        PA
        USD
        1148731.54000000
        0.311393476959
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2718.48000000
        0.000736914509
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            107615.38000000
            GBP
            145964.14000000
            USD
            2022-01-14
            2718.48000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SJ8
        
          
        
        115500.00000000
        PA
        USD
        126973.30000000
        0.034419406093
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        186000.00000000
        0.050420124021
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIVION INVESTMENTS
        529900SJ7X71ESJK9N76
        Vivion Investments Sarl
        000000000
        
          
        
        400000.00000000
        PA
        
        430894.71000000
        0.116805186658
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-08-08
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3650.05000000
        -0.00098944071
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            133129.29000000
            USD
            97273.16000000
            GBP
            2022-01-14
            -3650.05000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -779.46000000
        -0.00021129284
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            172787.48000000
            USD
            129223.52000000
            GBP
            2022-01-14
            -779.46000000
          
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -64277.14000000
        -0.01742398586
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            1231143.99000000
            USD
            1636000.00000000
            AUD
            2022-01-14
            -64277.14000000
          
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBJ6
        
          
        
        350000.00000000
        PA
        USD
        360379.25000000
        0.097690142364
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2174.09000000
        0.000589343480
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99669.00000000
            EUR
            115400.01000000
            USD
            2022-01-14
            2174.09000000
          
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
        
        210000.00000000
        PA
        
        164091.54000000
        0.044481267729
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2025-06-24
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36485MAK5
        
          
        
        245000.00000000
        PA
        USD
        239487.50000000
        0.064919298127
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-02-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        180 MEDICAL INC
        254900ZB648OPWVFVX59
        180 Medical Inc
        682357AA6
        
          
        
        765000.00000000
        PA
        USD
        751199.40000000
        0.203632080177
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-10-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1533.59000000
        0.000415719344
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            199528.80000000
            CAD
            157801.91000000
            USD
            2022-01-14
            1533.59000000
          
        
        
          N
          N
          N
        
      
      
        GRAY ESCROW II INC
        N/A
        Gray Escrow II Inc
        389286AA3
        
          
        
        1060000.00000000
        PA
        USD
        1062268.40000000
        0.287955400388
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AK0
        
          
        
        478000.00000000
        PA
        USD
        506459.16000000
        0.137288890640
        Long
        DBT
        NUSS
        KE
        Y
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avation Capital SA
        54930056OEYSV06OMD90
        Avation Capital SA
        05351CAA5
        
          
        
        355605.00000000
        PA
        USD
        295152.15000000
        0.080008645205
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-10-31
          Fixed
          8.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        000000000
        
          
        
        120000.00000000
        PA
        
        159640.28000000
        0.043274638260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-24
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        520000.00000000
        PA
        USD
        513500.00000000
        0.139197492930
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        000000000
        
          
        
        110000.00000000
        PA
        
        123067.37000000
        0.033360602464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-22
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAD9
        
          
        
        325000.00000000
        PA
        USD
        301528.50000000
        0.081737120247
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-09-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACREC 2021-FL1 Ltd
        N/A
        ACREC 2021-FL1 Ltd
        00500RAG0
        
          
        
        229500.00000000
        PA
        USD
        229774.00000000
        0.062286202026
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-10-16
          Floating
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        285000.00000000
        PA
        USD
        322762.50000000
        0.087493146664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        Parkland Corp
        70137WAL2
        
          
        
        865000.00000000
        PA
        USD
        852604.55000000
        0.231120576088
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2030-05-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11487.25000000
        -0.00311391704
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            617126.68000000
            USD
            849133.82000000
            AUD
            2022-01-14
            -11487.25000000
          
        
        
          N
          N
          N
        
      
      
        WABTEC TRANSPORTATION
        213800W8WKL7DR8NFE48
        Wabtec Transportation Netherlands BV
        000000000
        
          
        
        200000.00000000
        PA
        
        229482.08000000
        0.062207069539
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-12-03
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WATCO COS LLC/FINANCE CO
        N/A
        Watco Cos LLC / Watco Finance Corp
        941130AB2
        
          
        
        655000.00000000
        PA
        USD
        686348.30000000
        0.186052507570
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
        
        100000.00000000
        PA
        
        113117.23000000
        0.030663358954
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-11-29
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONG DUONG FIN HLDGS BV
        549300995KGQFMWSV879
        Mong Duong Finance Holdings BV
        000000000
        
          
        
        592000.00000000
        PA
        USD
        571280.00000000
        0.154860260489
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-07
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        31300000.00000000
        PA
        
        271771.56000000
        0.073670729896
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2050-09-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        26767.29000000
        0.007255968180
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            1838083.52000000
            AUD
            1337768.95000000
            USD
            2022-01-14
            26767.29000000
          
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAB2
        
          
        
        88875.93000000
        PA
        USD
        88937.27000000
        0.024108753675
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        195000.00000000
        PA
        USD
        204379.06000000
        0.055402244906
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        202000.00000000
        PA
        USD
        192912.02000000
        0.052293806310
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNTHOS SA
        259400WX4QZCOHJVWM18
        Synthos SA
        000000000
        
          
        
        147000.00000000
        PA
        
        159627.49000000
        0.043271171199
        Long
        DBT
        CORP
        PL
        Y
        
        2
        
          2028-06-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2020-FL4 Ltd
        58003UAC2
        
          
        
        154000.00000000
        PA
        USD
        155107.12000000
        0.042045807672
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Floating
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appvion Holding Corp
        549300KG8GQ03SX7CT73
        APPVION HLDG CORP
        03835B126
        
          
        
        274.00000000
        NS
        USD
        2.74000000
        0.000000742748
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                APPVION HLDG
                APPVION HLDG
                
                  
                
              
            
            1.00000000
            13.22300000
            USD
            2023-06-13
            XXXX
            2.74000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCD5
        
          
        
        550000.00000000
        PA
        USD
        594000.00000000
        0.161019105746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAE5
        
          
        
        650000.00000000
        PA
        USD
        611838.50000000
        0.165854693823
        Long
        DBT
        CORP
        MA
        Y
        
        2
        
          2051-06-23
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        627494.00000000
        PA
        USD
        176645.84000000
        0.047884436347
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AX7
        
          
        
        360000.00000000
        PA
        USD
        345780.00000000
        0.093732637011
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHRIVER MIDSTREAM FIN
        549300SOLNLY3BL6GF18
        Northriver Midstream Finance LP
        66679NAA8
        
          
        
        805000.00000000
        PA
        USD
        830075.75000000
        0.225013560550
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-02-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AW4
        
          
        
        364000.00000000
        PA
        USD
        366298.66000000
        0.099294751968
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-11-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAY1
        
          
        
        295000.00000000
        PA
        USD
        144550.00000000
        0.039184026491
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2025-07-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
        
        111000.00000000
        PA
        USD
        112354.39000000
        0.030456571388
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) MAR22
        000000000
        
          
        
        -40.00000000
        NC
        USD
        -19766.00000000
        -0.00535808694
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUH2 COMDTY
              
            
            2022-03-31
            -8729609.04000000
            USD
            -19766.00000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        11743.39000000
        0.003183350431
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            387691.74000000
            GBP
            527795.63000000
            USD
            2022-01-14
            11743.39000000
          
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAS0
        
          
        
        99000.00000000
        PA
        USD
        97997.16000000
        0.026564671833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTCR AP Finance Inc
        N/A
        GTCR AP Finance Inc
        40060QAA3
        
          
        
        220000.00000000
        PA
        USD
        225076.50000000
        0.061012822819
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -122334.93000000
        -0.03316205560
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3117958.87000000
            USD
            4200000.00000000
            AUD
            2022-01-14
            -122334.93000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2267.50000000
        0.000614664683
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            154289.70000000
            USD
            1000000.00000000
            CNY
            2022-01-14
            2267.50000000
          
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAD6
        
          
        
        1071000.00000000
        PA
        USD
        1096251.50000000
        0.297167401016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd
        549300R32WTQNHNN5055
        Bacardi Ltd
        067316AG4
        
          
        
        153000.00000000
        PA
        USD
        190014.56000000
        0.051508374629
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2038-05-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
        
        485000.00000000
        PA
        USD
        415887.50000000
        0.112737093167
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        172000.00000000
        0.046625060923
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        410000.00000000
        PA
        USD
        420875.25000000
        0.114089152164
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAR AL-ARKAN SUKUK CO LT
        5493000UYHRBXEIYUQ69
        Dar Al-Arkan Sukuk Co Ltd
        000000000
        
          
        
        850000.00000000
        PA
        USD
        869125.00000000
        0.235598872528
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-26
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        Meituan
        58533EAB9
        
          
        
        200000.00000000
        PA
        USD
        192106.00000000
        0.052075313684
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-10-28
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Videotron Ltd
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAG9
        
          
        
        280000.00000000
        PA
        USD
        299331.20000000
        0.081141485094
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-06-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -16316.63000000
        -0.00442304574
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            742233.01000000
            USD
            639000.00000000
            EUR
            2022-01-14
            -16316.63000000
          
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157DAG4
        
          
        
        755000.00000000
        PA
        USD
        762550.00000000
        0.206708954692
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        539481AJ0
        
          
        
        262000.00000000
        PA
        
        215424.73000000
        0.058396460236
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-12
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -140032.48000000
        -0.03795943553
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            46093000.00000000
            CNY
            7076158.55000000
            USD
            2022-01-14
            -140032.48000000
          
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAC4
        
          
        
        1055000.00000000
        PA
        USD
        1054646.58000000
        0.285889308401
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AG3
        
          
        
        750000.00000000
        PA
        USD
        731250.00000000
        0.198224277907
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2NA8
        
          
        
        670491.00000000
        PA
        USD
        56058.28000000
        0.015196050699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1379.71000000
        0.000374006179
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            99729.00000000
            EUR
            114673.79000000
            USD
            2022-01-14
            1379.71000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAB8
        
          
        
        485000.00000000
        PA
        USD
        513193.05000000
        0.139114286172
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
        
        500000.00000000
        PA
        
        540960.31000000
        0.146641322156
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
        
        78000.00000000
        PA
        USD
        85967.02000000
        0.023303590377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        147000.00000000
        PA
        
        234801.72000000
        0.063649095929
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2049-01-22
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK29
        06541TBF5
        
          
        
        516973.00000000
        PA
        USD
        509786.04000000
        0.138190727749
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crest Ltd
        549300MJZTHEPDTYM573
        CREST 2004-1 Ltd
        22608WAR0
        
          
        
        3372294.18000000
        PA
        USD
        33.72000000
        0.000009140680
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2040-01-28
          Fixed
          7.00000000
          Y
          N
          Y
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
        
        167000.00000000
        PA
        USD
        177495.12000000
        0.048114655718
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84L4
        
          
        
        901677.00000000
        PA
        USD
        80195.06000000
        0.021738950920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4668.87000000
        -0.00126561830
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            149037.49000000
            USD
            108459.02000000
            GBP
            2022-01-14
            -4668.87000000
          
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
        
        495000.00000000
        PA
        USD
        506216.70000000
        0.137223165569
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-08-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHLAND I/L BOND
        529900AQBND3S6YJLY83
        Deutsche Bundesrepublik Inflation Linked Bond
        000000000
        
          
        
        2459678.60000000
        PA
        
        3473458.19000000
        0.941570928623
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-04-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4D82
        
          
        
        15572000.00000000
        PA
        USD
        305670.57000000
        0.082859935748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        98953GAD7
        
          
        
        1115000.00000000
        PA
        USD
        1113723.33000000
        0.301903593679
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2030-02-28
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7297.40000000
        -0.00197814953
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            331929.42000000
            USD
            455148.75000000
            AUD
            2022-01-14
            -7297.40000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SK5
        
          
        
        11476000.00000000
        PA
        USD
        12958914.38000000
        3.512849839926
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1650.24000000
        -0.00044734035
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            40721.31000000
            USD
            54779.40000000
            AUD
            2022-01-14
            -1650.24000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFX2
        
          
        
        493000.00000000
        PA
        USD
        530899.26000000
        0.143914013614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2021-FL6 Ltd
        55283TAE8
        
          
        
        450000.00000000
        PA
        USD
        449966.25000000
        0.121975022207
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-16
          Floating
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBN1
        
          
        
        1305000.00000000
        PA
        USD
        1445522.40000000
        0.391846337011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAB9
        
          
        
        820000.00000000
        PA
        USD
        845415.90000000
        0.229171906064
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4XB3
        
          
        
        36576000.00000000
        PA
        USD
        360547.92000000
        0.097735864742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAE8
        
          
        
        830000.00000000
        PA
        USD
        827925.00000000
        0.224430543982
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
        
        774000.00000000
        PA
        USD
        703852.38000000
        0.190797442433
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARENA LUX FIN SARL
        222100KX2LPK5KRSIG74
        Arena Luxembourg Finance Sarl
        000000000
        
          
        
        390000.00000000
        PA
        
        412965.06000000
        0.111944890009
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-02-01
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZR7
        
          
        
        485000.00000000
        PA
        USD
        536943.50000000
        0.145552461627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F-BRASILE SPA/F-BRASILE
        N/A
        F-Brasile SpA / F-Brasile US LLC
        30191BAB7
        
          
        
        725000.00000000
        PA
        USD
        710500.00000000
        0.192599452244
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2026-08-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LTD
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAG6
        
          
        
        234000.00000000
        PA
        USD
        228150.00000000
        0.061845974707
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2027-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAP9
        
          
        
        280000.00000000
        PA
        USD
        272395.20000000
        0.073839783693
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2029-08-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1033527.47000000
        0.280164425899
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            48686252.01000000
            EUR
            56342053.16000000
            USD
            2022-01-14
            1033527.47000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANC
        N/A
        Credit Acceptance Corp
        225310AN1
        
          
        
        775000.00000000
        PA
        USD
        790500.00000000
        0.214285527092
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-12-31
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4758.38000000
        -0.00128988231
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            255540.28000000
            USD
            351607.55000000
            AUD
            2022-01-14
            -4758.38000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2047.31000000
        -0.00055497647
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1109185.34000000
            EUR
            1258008.73000000
            USD
            2022-01-14
            -2047.31000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AH3
        
          
        
        1150000.00000000
        PA
        USD
        1262136.50000000
        0.342134832593
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        43488.75000000
        0.011788753594
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            1360000.00000000
            EUR
            1588475.10000000
            USD
            2022-01-14
            43488.75000000
          
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AX3
        
          
        
        450000.00000000
        PA
        USD
        441126.00000000
        0.119578643167
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        000000000
        
          
        
        1187000.00000000
        PA
        USD
        1258220.00000000
        0.341073163691
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -13526.55000000
        -0.00366672219
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            735211.18000000
            USD
            602285000.00000000
            CLP
            2022-02-18
            -13526.55000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAJ9
        
          
        
        755000.00000000
        PA
        USD
        753909.03000000
        0.204366595665
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAD1
        
          
        
        1100000.00000000
        PA
        USD
        1077175.00000000
        0.291996220930
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800WRY6FRL9IXLT77
        MDGH - GMTN BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        206750.00000000
        0.056044949685
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2024-11-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B18 Mortgage Trust
        08163AAF0
        
          
        
        3390774.30000000
        PA
        USD
        362678.91000000
        0.098313524850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        37043.80000000
        0.010041682743
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            1098671.62000000
            AUD
            820664.52000000
            USD
            2022-01-14
            37043.80000000
          
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        238000.00000000
        PA
        USD
        239490.37000000
        0.064920076115
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AF4
        
          
        
        119000.00000000
        PA
        USD
        120228.16000000
        0.032590960957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-08
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        11057.26000000
        0.002997357099
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            894475000.00000000
            KRW
            763888.30000000
            USD
            2021-12-13
            11057.26000000
          
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        000000000
        
          
        
        100000.00000000
        PA
        
        101876.46000000
        0.027616256710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        15008000.00000000
        PA
        
        2621179.66000000
        0.710538728711
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2023-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        2138001LVYC87DDHT482
        Virgin Media Finance PLC
        92769VAJ8
        
          
        
        800000.00000000
        PA
        USD
        776000.00000000
        0.210354926026
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VGP NV
        315700NENYPIXFR94T49
        VGP NV
        000000000
        
          
        
        100000.00000000
        PA
        
        111520.42000000
        0.030230502190
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2029-04-08
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AF3
        
          
        
        825000.00000000
        PA
        USD
        848718.75000000
        0.230067229218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAJ7
        
          
        
        400000.00000000
        PA
        USD
        238600.00000000
        0.064678718234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -24673.16000000
        -0.00668829993
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            731872.77000000
            USD
            2913000.00000000
            PLN
            2022-01-14
            -24673.16000000
          
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20338HAB9
        
          
        
        1005000.00000000
        PA
        USD
        902399.55000000
        0.244618802301
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        200000.00000000
        PA
        USD
        216920.00000000
        0.058801791950
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78471RAC0
        
          
        
        505000.00000000
        PA
        USD
        506262.50000000
        0.137235580847
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BM3
        
          
        
        37189000.00000000
        PA
        
        807171.30000000
        0.218804715337
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-05-21
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAMGOLD CORP
        254900E7II30XAB9LA72
        IAMGOLD Corp
        450913AF5
        
          
        
        745000.00000000
        PA
        USD
        722396.70000000
        0.195824361327
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAK8
        
          
        
        515000.00000000
        PA
        USD
        526839.85000000
        0.142813605250
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKET
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00775PAA5
        
          
        
        975000.00000000
        PA
        USD
        997659.00000000
        0.270441346835
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EC4
        
          
        
        150000.00000000
        PA
        USD
        149214.90000000
        0.040448568623
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAC9
        
          
        
        285000.00000000
        PA
        USD
        299250.00000000
        0.081119473728
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        CS000033 US 10YR PAYER 1.75
        000000000
        
          
        
        20100000.00000000
        NC
        USD
        468939.83000000
        0.127118303157
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            Put
            Purchased
            
              
                
                  
                    Merrill Lynch International
                    GGDZP1UYGU9STUHRDP48
                  
                  
                    Merrill Lynch International
                    GGDZP1UYGU9STUHRDP48
                    IRS Swap
                    N/A
                    
                      
                    
                    20100000.00000000
                    OU
                    Notional Amount
                    N/A
                    468939.83000000
                    0.13000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-09-21
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  20100000.00000000
                  USD
                
              
            
            1.00000000
            1.75000000
            USD
            2022-09-19
            XXXX
            295074.83000000
          
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage Trust
        N/A
        STWD 2021-FL2 Ltd
        78486BAG9
        
          
        
        100000.00000000
        PA
        USD
        99917.72000000
        0.027085289432
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
        
        280000.00000000
        PA
        
        311324.22000000
        0.084392504211
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-01-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN NATIONAL GA
        N/A
        Penn National Gaming Inc
        707569AV1
        
          
        
        510000.00000000
        PA
        USD
        481287.00000000
        0.130465323817
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7440.52000000
        -0.00201694592
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            376646.82000000
            USD
            325000.00000000
            EUR
            2022-01-14
            -7440.52000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        30242.43000000
        0.008197995007
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2912000.00000000
            PLN
            737199.27000000
            USD
            2022-01-14
            30242.43000000
          
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        1007000.00000000
        PA
        USD
        1057350.00000000
        0.286622140507
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2025-06-30
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBL8
        
          
        
        204000.00000000
        PA
        USD
        203013.05000000
        0.055031952467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        133000.00000000
        PA
        USD
        137053.70000000
        0.037151959955
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2033-04-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AC4
        
          
        
        313000.00000000
        PA
        USD
        314673.91000000
        0.085300524562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
        
        484000.00000000
        PA
        USD
        505175.00000000
        0.136940785767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZU4
        
          
        
        731897.00000000
        PA
        USD
        104610.33000000
        0.028357343078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022618
        
          
        
        250000.00000000
        PA
        USD
        255664.06000000
        0.069304374263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        100000.00000000
        PA
        
        121375.98000000
        0.032902107337
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4BT6
        
          
        
        2699427.00000000
        PA
        USD
        132762.14000000
        0.035988621312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        000000000
        
          
        
        100000.00000000
        PA
        
        108535.69000000
        0.029421413712
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-09-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3650R Commercial Mortgage Trust
        N/A
        3650R 2021-PF1 Commercial Mortgage Trust
        88581EAF8
        
          
        
        3814847.00000000
        PA
        USD
        280181.44000000
        0.075950445985
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-15
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        15197.54000000
        0.004119687374
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            556000.00000000
            NZD
            394510.02000000
            USD
            2022-01-14
            15197.54000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        1070000.00000000
        PA
        USD
        1078501.15000000
        0.292355708282
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        247000.00000000
        PA
        USD
        247321.10000000
        0.067042798576
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030611
        
          
        
        250000.00000000
        PA
        USD
        259329.84000000
        0.070298079007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        100000.00000000
        PA
        
        116395.58000000
        0.031552040748
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-12-10
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        7074.22000000
        0.001917650805
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            39500000.00000000
            TWD
            1427642.04000000
            USD
            2022-02-18
            7074.22000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4785.48000000
        -0.00129722846
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            175520.20000000
            USD
            218000.00000000
            CAD
            2022-01-14
            -4785.48000000
          
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio
        55291X109
        
          
        
        6870897.42700000
        NS
        USD
        6870897.43000000
        1.862534949253
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAN6
        
          
        
        1515000.00000000
        PA
        USD
        1537740.15000000
        0.416844349871
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCG8
        
          
        
        350000.00000000
        PA
        USD
        364955.50000000
        0.098930653615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3413.00000000
        0.000925182168
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1621121.36000000
            USD
            1430023.46000000
            EUR
            2022-01-14
            3413.00000000
          
        
        
          N
          N
          N
        
      
      
        Verscend Escrow Corp
        N/A
        Verscend Escrow Corp
        92535WAA8
        
          
        
        510000.00000000
        PA
        USD
        535599.45000000
        0.145188122015
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AC8
        
          
        
        767000.00000000
        PA
        USD
        783889.34000000
        0.212493536247
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAG5
        
          
        
        186000.00000000
        PA
        USD
        199891.36000000
        0.054185737430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAA3
        
          
        
        93191.33000000
        PA
        USD
        92765.59000000
        0.025146519100
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1030500.00000000
        0.279343751636
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA EASTERN LAND
        N/A
        CANPACK SA / Eastern PA Land Investment Holding LLC
        13805AAA5
        
          
        
        350000.00000000
        PA
        USD
        347515.00000000
        0.094202953760
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED ENERGY FIN
        549300PUNIS0USNSL750
        Consolidated Energy Finance SA
        20914UAF3
        
          
        
        650000.00000000
        PA
        USD
        619508.50000000
        0.167933846250
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2028-10-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAL8
        
          
        
        960000.00000000
        PA
        USD
        931276.80000000
        0.252446729863
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO RESERVAS REP DOMIN
        549300CKQT0JZ2EGNC56
        Banco de Reservas de la Republica Dominicana
        000000000
        
          
        
        1074000.00000000
        PA
        USD
        1119655.74000000
        0.303511727271
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AG6
        
          
        
        540000.00000000
        PA
        USD
        535167.00000000
        0.145070895227
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -57454.16000000
        -0.01557444017
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2531553.95000000
            USD
            2177867.60000000
            EUR
            2022-01-14
            -57454.16000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2887.18000000
        -0.00078264501
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            58441.44000000
            USD
            500000.00000000
            SEK
            2022-01-14
            -2887.18000000
          
        
        
          N
          N
          N
        
      
      
        INFINEON TECHNOLOGIES AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        100000.00000000
        PA
        
        120824.58000000
        0.032752636067
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2029-06-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        USD
        558900.00000000
        0.151504340407
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUTELSAT SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        000000000
        
          
        
        100000.00000000
        PA
        
        114538.91000000
        0.031048742190
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-13
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX FUNDING LTD
        549300S728CF0BBRC295
        Oryx Funding Ltd
        67114NAA9
        
          
        
        200000.00000000
        PA
        USD
        208424.00000000
        0.056498730801
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-02-03
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT PIPELINES LTD
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        000000000
        
          
        
        110000.00000000
        PA
        
        122020.26000000
        0.033076756141
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2029-03-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMO WATER HOLDINGS INC
        9845008F9A5F2E1D4832
        Primo Water Holdings Inc
        74168LAA4
        
          
        
        515000.00000000
        PA
        USD
        509705.80000000
        0.138168976616
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CITY PROPERTIES SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        000000000
        
          
        
        100000.00000000
        PA
        
        109463.84000000
        0.029673012842
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4515.06000000
        0.001223924113
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            684336.62000000
            USD
            4400000.00000000
            CNY
            2022-01-14
            4515.06000000
          
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
        
        225000.00000000
        PA
        USD
        228656.25000000
        0.061983206899
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-06-15
          Fixed
          12.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -55267.78000000
        -0.01498176517
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            17700000.00000000
            CNY
            2715794.67000000
            USD
            2022-01-14
            -55267.78000000
          
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        375000.00000000
        PA
        USD
        350625.00000000
        0.095045999919
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0326C3
        
          
        
        25000.00000000
        PA
        USD
        26283.20000000
        0.007124743030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACH PROPERTY FINANCE
        5299006REENAMLK8A121
        Peach Property Finance GmbH
        000000000
        
          
        
        225000.00000000
        PA
        
        260276.14000000
        0.070554598165
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2025-11-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SPCM SA
        7846ELAD9
        
          
        
        205000.00000000
        PA
        USD
        200387.50000000
        0.054320229045
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-03-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AB3
        
          
        
        630000.00000000
        PA
        USD
        659925.00000000
        0.178889786801
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAZ8
        
          
        
        150000.00000000
        PA
        USD
        154771.93000000
        0.041954945729
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2041-10-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAA3
        
          
        
        445000.00000000
        PA
        USD
        459462.50000000
        0.124549227060
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        193000.00000000
        PA
        USD
        218328.99000000
        0.059183735232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        LSF11 A5 HoldCo LLC
        50221DAA7
        
          
        
        445000.00000000
        PA
        USD
        433318.75000000
        0.117462285569
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
        
        550000.00000000
        PA
        USD
        549312.50000000
        0.148905399874
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        25555.82000000
        0.006927567816
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            6344000.00000000
            SEK
            730428.33000000
            USD
            2022-01-14
            25555.82000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT LOGEMENT SA
        969500FYPDQY3Y12Z881
        Credit Logement SA
        000000000
        
          
        
        100000.00000000
        PA
        
        112855.48000000
        0.030592404828
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2034-02-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        215479.11000000
        0.058411201345
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2030-09-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS SARL
        549300WGY8GPJM4PQR36
        Highland Holdings Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        113772.52000000
        0.030840992304
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-12-15
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
        
        77000.00000000
        PA
        USD
        83081.23000000
        0.022521322153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA BANQUE POSTALE
        96950066U5XAAIRCPA78
        La Banque Postale SA
        000000000
        
          
        
        100000.00000000
        PA
        
        111591.13000000
        0.030249669969
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-26
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEEKLEY HOMES LLC/ FINAN
        N/A
        Weekley Homes LLC / Weekley Finance Corp
        948565AD8
        
          
        
        638000.00000000
        PA
        USD
        656712.54000000
        0.178018966201
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AD5
        
          
        
        225000.00000000
        PA
        USD
        247500.00000000
        0.067091294061
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AD4
        
          
        
        410000.00000000
        PA
        USD
        397130.10000000
        0.107652413412
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITCH LTD
        5493002D70VTFFLT8L43
        Switch Ltd
        87105NAA8
        
          
        
        1206000.00000000
        PA
        USD
        1193940.00000000
        0.323648402551
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        759000.00000000
        PA
        USD
        802263.00000000
        0.217474193322
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDSBANKINN HF
        549300TLZPT6JELDWM92
        Landsbankinn HF
        000000000
        
          
        
        100000.00000000
        PA
        
        112322.00000000
        0.030447791238
        Long
        DBT
        CORP
        IS
        N
        
        2
        
          2025-05-23
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2255.73000000
        -0.00061147412
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            112668.39000000
            USD
            154803.54000000
            AUD
            2022-01-14
            -2255.73000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        2930000.00000000
        PA
        
        3611317.14000000
        0.978941172476
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2030-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        449934AD0
        
          
        
        710000.00000000
        PA
        USD
        725975.00000000
        0.196794352347
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
        
        200000.00000000
        PA
        USD
        204250.00000000
        0.055367259846
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0204C0
        
          
        
        25000.00000000
        PA
        USD
        25633.79000000
        0.006948703607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -7034.56000000
        -0.00190689993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            77214000.00000000
            JPY
            676635.53000000
            USD
            2022-01-14
            -7034.56000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3090.99000000
        0.000837893006
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            126000.00000000
            EUR
            146229.43000000
            USD
            2022-01-14
            3090.99000000
          
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
        
        2497750000.00000000
        PA
        
        2052292.13000000
        0.556327009265
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2029-06-10
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONOVIA SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
        
        100000.00000000
        PA
        
        107588.72000000
        0.029164712934
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2051-09-01
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
        
        428000.00000000
        PA
        
        482579.76000000
        0.130815759943
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2026-03-30
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AH0
        
          
        
        160000.00000000
        PA
        USD
        147400.00000000
        0.039956592907
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        184000.00000000
        PA
        USD
        185861.42000000
        0.050382558318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander, S.A.
        5493006QMFDDMYWIAM13
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        108.51000000
        0.000029414449
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              5493006QMFDDMYWIAM13
            
            97090.27000000
            USD
            557783.60000000
            BRL
            2022-03-03
            108.51000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2489.04000000
        0.000674718846
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99288.00000000
            EUR
            115282.13000000
            USD
            2022-01-14
            2489.04000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        000000000
        
          
        
        270000.00000000
        PA
        
        296224.81000000
        0.080299417518
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        455000.00000000
        PA
        USD
        220675.00000000
        0.059819682088
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -7367.07000000
        -0.00199703539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            109624863.00000000
            JPY
            963276.07000000
            USD
            2022-01-14
            -7367.07000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        112829.17000000
        0.030585272820
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
        
        320000.00000000
        PA
        
        353519.30000000
        0.095830575000
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE LUX SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        000000000
        
          
        
        140000.00000000
        PA
        
        155908.41000000
        0.042263018108
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-04-06
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAC0
        
          
        
        200000.00000000
        PA
        USD
        188928.00000000
        0.051213834361
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-10-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AR9
        
          
        
        930000.00000000
        PA
        USD
        969990.00000000
        0.262940946773
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
        
        365000.00000000
        PA
        USD
        357535.75000000
        0.096919337941
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2029-04-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AM8
        
          
        
        152000.00000000
        PA
        USD
        146534.61000000
        0.039722006503
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-11-25
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -9621.60000000
        -0.00260818422
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            105169871.00000000
            JPY
            921576.04000000
            USD
            2022-01-14
            -9621.60000000
          
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAP6
        
          
        
        365000.00000000
        PA
        USD
        335026.20000000
        0.090817540615
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -41637.80000000
        -0.01128700559
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1471423.77000000
            USD
            48170000.00000000
            THB
            2022-02-18
            -41637.80000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401WV48
        
          
        
        31282.59000000
        PA
        USD
        35808.90000000
        0.009706931070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT PIPELINES LTD
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        132507.25000000
        0.035919526767
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        000000000
        
          
        
        110000.00000000
        PA
        
        122259.36000000
        0.033141570397
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-09-28
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
        
        482000.00000000
        PA
        USD
        497665.00000000
        0.134905005490
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-06-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        70273.85000000
        0.019049549637
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            2882346.18000000
            CAD
            2327689.25000000
            USD
            2022-01-14
            70273.85000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15673.54000000
        -0.00424871951
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            693469.41000000
            USD
            596641.12000000
            EUR
            2022-01-14
            -15673.54000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        334350.00000000
        0.090634239068
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELFIUS BANK SA/NV
        A5GWLFH3KM7YV2SFQL84
        Belfius Bank SA
        000000000
        
          
        
        100000.00000000
        PA
        
        111165.67000000
        0.030134338001
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2034-04-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CBF7
        
          
        
        2890463.68000000
        PA
        USD
        3232388.97000000
        0.876222864267
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        16280.48000000
        0.004413246348
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            670000.00000000
            EUR
            777413.46000000
            USD
            2022-01-14
            16280.48000000
          
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAH9
        
          
        
        665000.00000000
        PA
        USD
        652847.13000000
        0.176971146568
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontera Energy Corp
        A25574TZFLBNK7NWQT47
        Frontera Energy Corp
        35905B107
        
          
        
        16354.00000000
        NS
        USD
        87657.44000000
        0.023761822560
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        EMPRESA NACIONAL DEL PET
        549300YP3P0JZBLIV197
        Empresa Nacional del Petroleo
        000000000
        
          
        
        600000.00000000
        PA
        USD
        615000.00000000
        0.166711700394
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2026-08-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage securities trust
        N/A
        Arbor Multifamily Mortgage Securities Trust 2021-MF2
        03881VAJ8
        
          
        
        490000.00000000
        PA
        USD
        503265.87000000
        0.136423266566
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2054-06-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        112525.91000000
        0.030503066332
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-22
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        109000.00000000
        PA
        USD
        109293.97000000
        0.029626965173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEG NETHERLANDS BV
        213800JCR9B7CYW7U265
        Lseg Netherlands BV
        000000000
        
          
        
        100000.00000000
        PA
        
        112601.79000000
        0.030523635574
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5231.66000000
        -0.00141817712
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            230909.92000000
            USD
            198657.05000000
            EUR
            2022-01-14
            -5231.66000000
          
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBL3
        
          
        
        945000.00000000
        PA
        USD
        904837.50000000
        0.245279671879
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAC9
        
          
        
        93191.33000000
        PA
        USD
        93388.09000000
        0.025315263870
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BE1
        
          
        
        572000.00000000
        PA
        USD
        580602.88000000
        0.157387468908
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        000000000
        
          
        
        100000.00000000
        PA
        
        110019.55000000
        0.029823652450
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-06-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        270700.00000000
        PA
        USD
        260723.35000000
        0.070675826034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AF0
        
          
        
        1000000.00000000
        PA
        USD
        1017500.00000000
        0.275819764473
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OIL CO OF THE AZER
        2549002HARR1VE257O76
        State Oil Co of the Azerbaijan Republic
        000000000
        
          
        
        700000.00000000
        PA
        USD
        834813.00000000
        0.226297715026
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAL0
        
          
        
        225000.00000000
        PA
        USD
        223031.25000000
        0.060458404761
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money UK PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        288032.58000000
        0.078078701106
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-11
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        43240.08000000
        0.011721345141
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1513323.72000000
            EUR
            1762405.15000000
            USD
            2022-01-14
            43240.08000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        22620.51000000
        0.006131875912
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            1071000.00000000
            GBP
            1448216.91000000
            USD
            2022-01-14
            22620.51000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        350000.00000000
        PA
        USD
        328650.00000000
        0.089089106235
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -42090.30000000
        -0.01140966745
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1493165.21000000
            USD
            2127000.00000000
            NZD
            2022-01-14
            -42090.30000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Inc
        61692CBK3
        
          
        
        3135571.04000000
        PA
        USD
        265902.07000000
        0.072079652403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        1083000.00000000
        PA
        USD
        996100.08000000
        0.270018761137
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-08-26
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        Nexstar Media Inc
        65343HAA9
        
          
        
        405000.00000000
        PA
        USD
        420187.50000000
        0.113902719690
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAA2
        
          
        
        855000.00000000
        PA
        USD
        798356.25000000
        0.216415167411
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAN4
        
          
        
        215000.00000000
        PA
        USD
        214972.05000000
        0.058273749581
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2029-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        459000.00000000
        PA
        USD
        426984.75000000
        0.115745290593
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
        
        100000.00000000
        PA
        
        124873.55000000
        0.033850214398
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        490000.00000000
        PA
        USD
        461212.50000000
        0.125023609948
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAX8
        
          
        
        81000.00000000
        PA
        USD
        83713.25000000
        0.022692647565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK HAPOALIM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
        
        200000.00000000
        PA
        USD
        198944.00000000
        0.053928930932
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2032-01-21
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
        
        365000.00000000
        PA
        USD
        391462.50000000
        0.106116063440
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        420000.00000000
        PA
        USD
        414750.00000000
        0.112428744290
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIMAS CORP
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215AH3
        
          
        
        2039000.00000000
        PA
        USD
        2039000.00000000
        0.552723832689
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
        
        120000.00000000
        PA
        USD
        178275.38000000
        0.048326165428
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        535000.00000000
        PA
        USD
        572450.00000000
        0.155177419334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAB7
        
          
        
        305000.00000000
        PA
        USD
        241108.60000000
        0.065358739326
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2032-03-26
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAP6
        
          
        
        1034540.11000000
        PA
        USD
        96526.63000000
        0.026166046537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YBC3
        
          
        
        67000.00000000
        PA
        USD
        65933.48000000
        0.017872979778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3970.24000000
        -0.00107623652
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            181005.09000000
            USD
            133000.00000000
            GBP
            2022-01-14
            -3970.24000000
          
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-7 Ltd
        69290LAE7
        
          
        
        212489.40000000
        PA
        USD
        211183.87000000
        0.057246865144
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SPCM SA
        7846ELAE7
        
          
        
        705000.00000000
        PA
        USD
        673275.00000000
        0.182508650541
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2030-03-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        45000.00000000
        PA
        USD
        49440.92000000
        0.013402243645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1670.97000000
        0.000452959756
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            212812.39000000
            USD
            1370000.00000000
            CNY
            2022-01-14
            1670.97000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        2138001LVYC87DDHT482
        Virgin Media Finance PLC
        000000000
        
          
        
        355000.00000000
        PA
        
        398821.22000000
        0.108110835348
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning LLC
        549300T466HKRLVCD610
        Ascend Learning LLC
        043502AB9
        
          
        
        450000.00000000
        PA
        USD
        458113.50000000
        0.124183545623
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-08-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
        
        970000.00000000
        PA
        
        1073103.67000000
        0.290892581341
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2035-07-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION BONDCO DAC
        635400KFD3IETNQLA755
        Motion Bondco DAC
        61978XAA5
        
          
        
        630000.00000000
        PA
        USD
        628425.00000000
        0.170350894829
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2027-11-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAC7
        
          
        
        1055000.00000000
        PA
        USD
        1144253.00000000
        0.310179452538
        Long
        DBT
        NUSS
        N/A
        Y
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAB3
        
          
        
        879000.00000000
        PA
        USD
        873506.25000000
        0.236786523971
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAF4
        
          
        
        675000.00000000
        PA
        USD
        651550.50000000
        0.176619661378
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAL3
        
          
        
        567000.00000000
        PA
        USD
        620865.00000000
        0.168301560756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2535.01000000
        -0.00068718020
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            25014020.00000000
            JPY
            218944.74000000
            USD
            2022-01-14
            -2535.01000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17060.55000000
        -0.00462470455
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            454486.57000000
            USD
            328622.65000000
            GBP
            2022-01-14
            -17060.55000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        825000.00000000
        PA
        USD
        855236.25000000
        0.231833966628
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
        
        875000.00000000
        PA
        USD
        861953.75000000
        0.233654919225
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAE4
        
          
        
        1025000.00000000
        PA
        USD
        973750.00000000
        0.263960192291
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAB4
        
          
        
        646000.00000000
        PA
        USD
        626393.90000000
        0.169800312497
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAB6
        
          
        
        585000.00000000
        PA
        USD
        587925.00000000
        0.159372319437
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AG2
        
          
        
        142000.00000000
        PA
        USD
        211557.68000000
        0.057348196039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402KJ21
        
          
        
        3484.41000000
        PA
        USD
        3867.81000000
        0.001048470214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -19134.02000000
        -0.00518677237
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            2919093.06000000
            USD
            16303134.75000000
            BRL
            2021-12-02
            -19134.02000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -16162.06000000
        -0.00438114553
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            747925.99000000
            USD
            644147.40000000
            EUR
            2022-01-14
            -16162.06000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        10781.30000000
        0.002922550984
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3219000.00000000
            SEK
            368439.66000000
            USD
            2022-01-14
            10781.30000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        15375000.00000000
        PA
        USD
        13593662.03000000
        3.684914653020
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL PROS INC
        N/A
        Wheel Pros Inc
        96289WAA7
        
          
        
        430000.00000000
        PA
        USD
        418923.20000000
        0.113559998384
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447TXX6
        
          
        
        215000.00000000
        PA
        USD
        238305.53000000
        0.064598894503
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVAR SOLUTIONS USA INC
        5493008FTB9VZW6CVA82
        Univar Solutions USA Inc/Washington
        91337CAA4
        
          
        
        637000.00000000
        PA
        USD
        665665.00000000
        0.180445762671
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05968AAA4
        
          
        
        600000.00000000
        PA
        USD
        603072.00000000
        0.163478306634
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2022-02-08
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
        
        480000.00000000
        PA
        USD
        528000.00000000
        0.143128093997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAG5
        
          
        
        213000.00000000
        PA
        USD
        212935.67000000
        0.057721735967
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYNE USA INC
        N/A
        Boyne USA Inc
        103557AC8
        
          
        
        775000.00000000
        PA
        USD
        780812.50000000
        0.211659478966
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENI SPA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        140000.00000000
        PA
        
        157880.82000000
        0.042797690994
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-02-11
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -46118.75000000
        -0.01250168330
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1518853.86000000
            USD
            31848392.55000000
            MXN
            2022-01-14
            -46118.75000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDT6
        
          
        
        38000.00000000
        PA
        USD
        41819.46000000
        0.011336249245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX21
        
          
        
        320000.00000000
        PA
        USD
        281081.60000000
        0.076194457700
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2032-01-15
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAE2
        
          
        
        375000.00000000
        PA
        USD
        375113.44000000
        0.101684226704
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -23820.28000000
        -0.00645710468
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            745918.48000000
            USD
            922000.00000000
            CAD
            2022-01-14
            -23820.28000000
          
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AE4
        
          
        
        1370000.00000000
        PA
        USD
        1505287.50000000
        0.408047217410
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          5.25000000
          N