| US TREASURY N/B |
11,610,000 |
11,610,000 |
0 |
3.33% |
$114.29K |
| US TREASURY N/B |
8,500,000 |
8,500,000 |
0 |
2.33% |
$224.45K |
| US TREASURY N/B |
7,300,000 |
7,300,000 |
0 |
2.16% |
$118.62K |
| Urzad Rady Ministrow |
36,060,000 |
36,060,000 |
0 |
2.16% |
$600.85K |
| US TREASURY N/B |
5,350,000 |
5,350,000 |
0 |
1.57% |
$70.22K |
| US TREASURY N/B |
5,381,000 |
5,381,000 |
0 |
1.55% |
$178.25K |
| US TREASURY N/B |
4,980,000 |
4,980,000 |
0 |
1.38% |
$70.03K |
| SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041 |
121,850,000 |
121,850,000 |
0 |
1.27% |
-$24.81K |
| RRC 4.75 02/15/30 144A |
4,000,000 |
4,000,000 |
0 |
1.13% |
$55.68K |
| INTL BK RECON/DEV SR UNSEC 6.75% 07-13-29 |
324,200,000 |
324,200,000 |
0 |
1.12% |
$62.52K |
| US TREASURY N/B |
3,950,000 |
3,950,000 |
0 |
1.09% |
$130.23K |
| US TREASURY N/B |
3,680,000 |
3,680,000 |
0 |
1.08% |
$121.90K |
| EUROPEAN BK RECON & DEV 6.3% 10-26-27 |
311,600,000 |
311,600,000 |
0 |
1.07% |
$63.32K |
| URI 3.75 01/15/32 |
4,010,000 |
4,010,000 |
0 |
1.05% |
$32.05K |
| American Airlines Inc/AAdvantage Loyalty IP Ltd |
3,620,000 |
3,620,000 |
0 |
1.05% |
-$51.00K |
| SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049 |
4,030,000 |
4,030,000 |
0 |
0.87% |
-$65.49K |
| WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS |
2,340,000 |
2,340,000 |
0 |
0.84% |
$106.23K |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 |
2,980,000 |
2,980,000 |
0 |
0.84% |
$66.35K |
| BNP Paribas SA |
2,730,000 |
2,730,000 |
0 |
0.81% |
-$17.06K |
| Credit Agricole SA |
2,090,000 |
2,090,000 |
0 |
0.80% |
$83.91K |
| AT&T, Inc. |
2,070,000 |
2,070,000 |
0 |
0.77% |
$90.38K |
| SASOL FING USA LLC 5.5% 03/18/2031 |
3,080,000 |
3,080,000 |
0 |
0.76% |
-$16.21K |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 |
3,020,000 |
3,020,000 |
0 |
0.75% |
-$30.42K |
| Republic of Indonesia, The Government of, The |
42,084,000,000 |
42,084,000,000 |
0 |
0.74% |
-$54.07K |
| United Airlines Pass Through Certificates, Series 2015-1 |
2,550,000 |
2,550,000 |
0 |
0.71% |
-$10.23K |
| CONTINENTAL RESO |
2,830,000 |
2,830,000 |
0 |
0.68% |
$12.68K |
| BANK OF AMER CRP |
2,840,000 |
2,840,000 |
0 |
0.66% |
$4.93K |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 01/28 5.125 |
2,268,000 |
2,268,000 |
0 |
0.65% |
$33.70K |
| WILLIAMS COS INC |
2,200,000 |
2,200,000 |
0 |
0.64% |
$32.35K |
| Gatwick Airport Finance PLC |
1,700,000 |
1,700,000 |
0 |
0.64% |
$66.73K |
| TEVA PHARM. FIN. NE 3.15% |
2,200,000 |
2,200,000 |
0 |
0.63% |
$20.62K |
| CELLNEX FINANCE CO SA 2% 02/15/2033 REGS |
2,200,000 |
2,200,000 |
0 |
0.61% |
$46.71K |
| MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31 |
2,280,000 |
2,280,000 |
0 |
0.59% |
$55.81K |
| US TREASURY N/B |
1,970,000 |
1,970,000 |
0 |
0.58% |
$50.79K |
| B3 SA - BRASIL BOLSA BALCAO 144A 4.125000% 09/20/2031 |
2,160,000 |
2,160,000 |
0 |
0.58% |
$53.07K |
| Allianz SE |
2,200,000 |
2,200,000 |
0 |
0.57% |
$10.82K |
| Telecom Italia SpA/Milano |
1,750,000 |
1,750,000 |
0 |
0.55% |
$72.60K |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 |
1,860,000 |
1,860,000 |
0 |
0.54% |
$937 |
| EXPAND ENRGY |
1,890,000 |
1,890,000 |
0 |
0.53% |
$34.70K |
| PRXNA 3.832 02/08/51 144A |
2,770,000 |
2,770,000 |
0 |
0.53% |
-$16.80K |
| ZIGGO 5 01/15/32 144a |
2,000,000 |
2,000,000 |
0 |
0.51% |
-$29.63K |
| DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A |
1,620,000 |
1,620,000 |
0 |
0.50% |
$15.65K |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625 |
2,250,000 |
2,250,000 |
0 |
0.49% |
$11.25K |
| FORD MOTOR CO |
2,000,000 |
2,000,000 |
0 |
0.49% |
-$15.94K |
| AIR LEASE CORP |
1,460,000 |
1,460,000 |
0 |
0.47% |
$53.77K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. |
1,800,000 |
1,800,000 |
0 |
0.46% |
$14.93K |
| WFC V5.875 PERP U |
1,510,000 |
1,510,000 |
0 |
0.45% |
$2.99K |
| Verisure Holding AB |
1,330,000 |
1,330,000 |
0 |
0.44% |
$57.24K |
| Pinewood Finco PLC |
1,140,000 |
1,140,000 |
0 |
0.43% |
$35.52K |
| ENERGY TRANS |
1,440,000 |
1,440,000 |
0 |
0.43% |
$10.00K |
| UNSEAM 4.625 06/01/28 144a |
1,500,000 |
1,500,000 |
0 |
0.42% |
$3.90K |
| T-MOBILE USA INC |
1,480,000 |
1,480,000 |
0 |
0.42% |
$27.11K |
| Glencore Finance (Canada) Limited |
1,400,000 |
1,400,000 |
0 |
0.42% |
$21.99K |
| ROCKIES EXPRESS PIPELINE REGD P/P 6.87500000 |
1,430,000 |
1,430,000 |
0 |
0.41% |
$37.74K |
| DVN 5.2 09/15/34 |
1,440,000 |
1,440,000 |
0 |
0.41% |
$22.90K |
| TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 08/26 5.5 |
1,400,000 |
1,400,000 |
0 |
0.41% |
-$1.77K |
| UNITED GROUP BV 5.25% 02/01/2030 144A |
1,280,000 |
1,280,000 |
0 |
0.40% |
$44.48K |
| MORGAN STANLEY 5.789%/VAR 11/18/2033 |
1,000,000 |
1,000,000 |
0 |
0.39% |
$23.07K |
| Premier Foods Finance PLC |
1,030,000 |
1,030,000 |
0 |
0.39% |
$50.62K |
| Lorca Telecom Bondco SA |
1,210,000 |
1,210,000 |
0 |
0.39% |
$50.97K |
| The Goldman Sachs Group, Inc. |
1,340,000 |
1,340,000 |
0 |
0.38% |
$21.36K |
| B&M European Value Retail SA |
1,090,000 |
1,090,000 |
0 |
0.38% |
$19.56K |
| TMNL Holding BV |
1,220,000 |
1,220,000 |
0 |
0.38% |
$29.69K |
| US TREASURY N/B |
1,230,000 |
1,230,000 |
0 |
0.37% |
$26.14K |
| Vertical Midco GmbH |
1,180,000 |
1,180,000 |
0 |
0.37% |
$46.32K |
| ENTERPRISE PRODU |
1,440,000 |
1,440,000 |
0 |
0.37% |
$22.54K |
| Cooperatieve Rabobank UA |
1,200,000 |
1,200,000 |
0 |
0.37% |
$55.87K |
| NATWEST GROUP PLC 4.500000% MATURITY: PERPETUAL |
1,060,000 |
1,060,000 |
0 |
0.37% |
$46.07K |
| NSLT 2021-CA D 144A 4.44% 04-20-62 |
1,400,000 |
1,400,000 |
0 |
0.37% |
$80.73K |
| Caesars Entertainment Inc |
1,230,000 |
1,230,000 |
0 |
0.36% |
-$9.15K |
| VMED O2 UK Financing I PLC |
1,080,000 |
1,080,000 |
0 |
0.35% |
$26.23K |
| PAN AMERICAN ENERGY LLC/ARGENTINA 144A 8.500000% 04/30/2032 |
1,100,000 |
1,100,000 |
0 |
0.35% |
$10.51K |
| WESTERN MIDSTRM |
1,380,000 |
1,380,000 |
0 |
0.35% |
-$1.19K |
| US TREASURY N/B |
1,280,000 |
1,280,000 |
0 |
0.35% |
$41.80K |
| BX TRUST BX 2021 SDMF F 144A |
1,177,401 |
1,177,401 |
0 |
0.34% |
$9.89K |
| IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR REG S SF 5.25% 03-22-30 |
1,060,000 |
1,060,000 |
0 |
0.32% |
$54.48K |
| FREEPORT-MC C&G |
1,140,000 |
1,140,000 |
0 |
0.32% |
$6.65K |
| Ecopetrol SA |
1,030,000 |
1,030,000 |
0 |
0.31% |
$16.57K |
| VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 |
1,050,000 |
1,050,000 |
0 |
0.31% |
$273 |
| TARGA RES PRTNRS |
1,000,000 |
1,000,000 |
0 |
0.30% |
$10.94K |
| DOMREP 4 7/8 09/23/32 |
1,100,000 |
1,100,000 |
0 |
0.30% |
$16.50K |
| JPMBB 2015-C30 AS |
1,040,000 |
1,040,000 |
0 |
0.29% |
$12.54K |
| VIKING CRUISES LTD REGD 144A P/P 5.87500000 |
1,000,000 |
1,000,000 |
0 |
0.29% |
$2.20K |
| RIAL 2022-FL8 D |
1,000,000 |
1,000,000 |
0 |
0.29% |
$36.63K |
| US TREASURY N/B |
1,170,000 |
1,170,000 |
0 |
0.29% |
$33.45K |
| US TREASURY N/B |
1,000,000 |
1,000,000 |
0 |
0.29% |
$7.03K |
| FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1 |
960,000 |
960,000 |
0 |
0.29% |
-$8.83K |
| KZOKZ 5 3/8 04/24/30 |
980,000 |
980,000 |
0 |
0.29% |
$15.81K |
| NIGERIA REPUBLIC 6.5% 11/28/2027 144A |
1,010,000 |
1,010,000 |
0 |
0.29% |
$11.36K |
| KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A |
1,130,000 |
1,130,000 |
0 |
0.28% |
$23.86K |
| Pinnacle Bidco PLC |
700,000 |
700,000 |
0 |
0.28% |
$24.93K |
| AXL 5 10/01/29 |
1,090,000 |
1,090,000 |
0 |
0.28% |
-$57.34K |
| OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029 |
1,000,000 |
1,000,000 |
0 |
0.28% |
$13.91K |
| SUZANO AUSTRIA |
950,000 |
950,000 |
0 |
0.27% |
$16.69K |
| GRIFOLS WORLDWIDE OPERATIONS U USD 2019 TERM LOAN B |
932,676 |
932,676 |
0 |
0.27% |
-$5.13K |
| AERCAP IRELAND |
900,000 |
900,000 |
0 |
0.27% |
-$5.25K |
| REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75 |
940,000 |
940,000 |
0 |
0.27% |
-$10.58K |
| OTEXCN 4.125 02/15/30 144A |
1,000,000 |
1,000,000 |
0 |
0.27% |
$5.20K |
| CHENIERE ENERGYP |
950,000 |
950,000 |
0 |
0.26% |
$12.63K |
| JPMORGAN CHASE |
1,270,000 |
1,270,000 |
0 |
0.26% |
$10.24K |
| DEVON ENERGY |
870,000 |
870,000 |
0 |
0.26% |
-$1.37K |
| Nidda Healthcare Holding GmbH |
792,715 |
792,715 |
0 |
0.26% |
$30.39K |
| CSAIL 2016-C7 Commercial Mortgage Trust |
930,000 |
930,000 |
0 |
0.26% |
$12.30K |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1 |
870,000 |
870,000 |
0 |
0.25% |
-$10.54K |
| CSC HOLDINGS LLC REGD 144A P/P 6.50000000 |
1,030,000 |
1,030,000 |
0 |
0.25% |
-$10.99K |
| TeamSystem SpA |
780,000 |
780,000 |
0 |
0.25% |
$31.48K |
| Boost Newco Borrower, LLC |
790,000 |
790,000 |
0 |
0.24% |
-$5.07K |
| WELLS FARGO CO |
940,000 |
940,000 |
0 |
0.24% |
$11.69K |
| WELLS FARGO CO |
780,000 |
780,000 |
0 |
0.23% |
$13.70K |
| Fannie Mae Connecticut Avenue Securities |
750,000 |
750,000 |
0 |
0.22% |
-$7.37K |
| Goldstory SAS |
680,000 |
680,000 |
0 |
0.22% |
$22.28K |
| PETRPE 5.625 06/19/47 144A |
1,200,000 |
1,200,000 |
0 |
0.22% |
-$15.19K |
| ALTICE FRANCE SAS SR GLBL 144A 29 |
820,000 |
820,000 |
0 |
0.22% |
$71.93K |
| Techem Verwaltungsgesellschaft 675 mbH |
670,000 |
670,000 |
0 |
0.22% |
$17.91K |
| Boels Topholding BV |
660,000 |
660,000 |
0 |
0.22% |
$18.13K |
| RAY Financing LLC |
650,000 |
650,000 |
0 |
0.21% |
$14.83K |
| WESTERN MIDSTREAM OPERAT SR UNSECURED 06/25 3.95 |
710,000 |
710,000 |
0 |
0.21% |
$2.48K |
| Fannie Mae Connecticut Avenue Securities |
670,000 |
670,000 |
0 |
0.21% |
-$11.02K |
| TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 |
740,000 |
740,000 |
0 |
0.20% |
$12.12K |
| Banijay Entertainment SAS |
590,000 |
590,000 |
0 |
0.20% |
$21.69K |
| BANK OF AMER CRP |
660,000 |
660,000 |
0 |
0.20% |
$7.29K |
| DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75 |
662,000 |
662,000 |
0 |
0.20% |
-$1.55K |
| AERCAP IRELAND |
720,000 |
720,000 |
0 |
0.19% |
$10.60K |
| Pampa Energia SA |
610,000 |
610,000 |
0 |
0.18% |
$210 |
| AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A |
580,000 |
580,000 |
0 |
0.17% |
-$8.52K |
| TEVA PHARMACEUTICALS NE REGD SER . 8.12500000 |
520,000 |
520,000 |
0 |
0.17% |
$903 |
| Republic of Indonesia, The Government of, The |
9,470,000,000 |
9,470,000,000 |
0 |
0.17% |
-$12.57K |
| SCHW V4 PERP H |
640,000 |
640,000 |
0 |
0.17% |
$15.39K |
| US TREASURY N/B |
750,000 |
750,000 |
0 |
0.17% |
$19.80K |
| Teva Pharmaceutical Finance Netherlands II BV |
450,000 |
450,000 |
0 |
0.16% |
$6.08K |
| PEU Fin PLC |
470,000 |
470,000 |
0 |
0.15% |
$16.06K |
| OCCIDENTAL PETE |
520,000 |
520,000 |
0 |
0.15% |
$3.67K |
| Royal Caribbean Cruises Ltd. |
500,000 |
500,000 |
0 |
0.15% |
-$1.31K |
| COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A |
500,000 |
500,000 |
0 |
0.15% |
$5.46K |
| OTEXCN 3.875 02/15/28 144A |
510,000 |
510,000 |
0 |
0.14% |
$2.25K |
| Peu (Fin) PLC |
430,000 |
430,000 |
0 |
0.14% |
$14.69K |
| CIGNA GROUP/THE |
510,000 |
510,000 |
0 |
0.14% |
$13.12K |
| Goldman Sachs Group, Inc., The |
540,000 |
540,000 |
0 |
0.14% |
$6.49K |
| CHARTER COMM OPT |
670,000 |
670,000 |
0 |
0.14% |
$2.77K |
| STACR 2022-DNA6 M2 |
420,000 |
420,000 |
0 |
0.14% |
-$8.57K |
| CT Investment GmbH |
420,000 |
420,000 |
0 |
0.13% |
$15.03K |
| WESTERN GAS PART |
500,000 |
500,000 |
0 |
0.13% |
$4.09K |
| IPD 3 BV |
370,000 |
370,000 |
0 |
0.12% |
$17.01K |
| Energy Transfer L.P. |
380,000 |
380,000 |
0 |
0.12% |
-$175 |
| DEVON ENERGY |
470,000 |
470,000 |
0 |
0.12% |
$5.25K |
| KROGER CO |
380,000 |
380,000 |
0 |
0.11% |
$3.74K |
| SOUTHERN NATURAL GAS SR UNSECURED 03/32 8 |
300,000 |
300,000 |
0 |
0.10% |
$3.64K |
| AZELIS FINANCE NV /EUR/ REGD 144A P/P 4.75000000 |
310,000 |
310,000 |
0 |
0.10% |
$10.14K |
| Fannie Mae Connecticut Avenue Securities |
270,000 |
270,000 |
0 |
0.09% |
-$1.11K |
| IPD 3 BV |
260,000 |
260,000 |
0 |
0.09% |
$9.83K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A |
280,000 |
280,000 |
0 |
0.08% |
$2.80K |
| Afflelou |
230,000 |
230,000 |
0 |
0.08% |
$7.62K |
| US TREASURY N/B |
240,000 |
240,000 |
0 |
0.07% |
$7.69K |
| ESSENDI SA /EUR/ REGD 144A P/P 6.37500000 |
180,000 |
180,000 |
0 |
0.06% |
$3.91K |
| Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV |
140,000 |
140,000 |
0 |
0.06% |
$4.76K |
| ARDAGH METAL PACKAGING SR UNSECURED 144A 09/29 4 |
200,000 |
200,000 |
0 |
0.05% |
-$1.41K |
| K2016470219 (South Africa) Ltd |
4,042,071 |
4,042,071 |
0 |
0.00% |
$184 |
| Edcon Holdings Ltd. |
139,301,400 |
139,301,400 |
0 |
0.00% |
$0 |