0001219360-22-000009.txt : 20220325 0001219360-22-000009.hdr.sgml : 20220325 20220325103950 ACCESSION NUMBER: 0001219360-22-000009 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220325 PERIOD START: 20220731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIMCO HIGH INCOME FUND CENTRAL INDEX KEY: 0001219360 IRS NUMBER: 383676799 FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21311 FILM NUMBER: 22768900 BUSINESS ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-739-3000 MAIL ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 NPORT-P 1 primary_doc.xml NPORT-P false 0001219360 XXXXXXXX PIMCO High Income Fund 811-21311 0001219360 TYNS8LL5KA936NJZN198 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2022-07-31 2022-01-31 N 1424368327.370000 665704770.250000 758663557.120000 0.000000 0.000000 287793636.790000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 58050000.000000 9207358.670000 ARS CAD EUR GBP PEN USD N N/A N/A 000000000 1.000000 NC -45696.200000 -0.0060233 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4729013.380000 PEN 1174822.590000 USD 2022-04-28 -45696.200000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 1072000.000000 PA USD 1050120.270000 0.1384177 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N ATHENAHEALTH GROUP INC N/A 944ZGWII7 443894.450000 PA USD 442414.950000 0.0583153 Long LON CORP US N 2 2029-01-26 Floating 4 N N N N N N ATHENAHEALTH GROUP INC N/A 944ZGYII3 2618977.250000 PA USD 2610248.200000 0.3440601 Long LON CORP US N 2 2029-01-26 Floating 4 N N N N N N ATLANTIC MARINE CORPS COMMUNITIES LLC N/A 048677AH1 4295238.100000 PA USD 4170403.450000 0.5497061 Long DBT CORP US N 2 2048-02-15 Fixed 5.383 N N N N N N AVOCA CLO XIII 13X N/A ACI0B8BB9 2150000.000000 PA 1485388.010000 0.1957908 Long ABS-CBDO CORP IE N 2 2034-04-15 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC 119007.170000 0.0156865 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) JAGUAR LAND ROVER AUTOMO Y Single Leg Swap 2026-06-21 168663.260000 EUR 0.000000 EUR 2400000.000000 EUR -49656.090000 N N N N/A N/A 000000000 1.000000 NC -354624.110000 -0.0467434 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-12-21 0.000000 EUR -1924059.010000 EUR 15900000.000000 EUR 1569434.900000 N N N N/A N/A 000000000 414000.000000 NC USD 280679.990000 0.0369968 N/A DE US N 3 None N/A Call Purchased SEQUA CORPORATION SEQUA CORPORATION 144A N/A 0.000000 USD 2024-04-28 XXXX 280679.990000 N N N N/A N/A 000000000 1381000.000000 NC USD 424751.410000 0.0559870 N/A DE US N 3 None N/A Call Purchased SEQUA CORPORATION SEQUA CORPORATION 144A N/A 0.000000 USD 2024-04-28 XXXX 424751.400000 N N N BANC OF AMERICA ALT LOAN TRUST 2006-5 N/A 05950BAM6 3218444.090000 PA USD 319951.640000 0.0421732 Long ABS-O CORP US N 2 2046-06-25 Floating 5.49229 Y N N N N N N/A N/A 000000000 1.000000 NC 949691.010000 0.1251800 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 65952875.000000 EUR 75044470.900000 USD 2022-02-02 949691.010000 N N N N/A N/A 000000000 1.000000 NC -191844.700000 -0.0252873 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 78046875.000000 EUR 87538957.010000 USD 2022-03-02 -191844.700000 N N N BANC OF AMERICA ALT LOAN TRUST 2007-2 N/A 059475AQ6 2552714.050000 PA USD 429259.540000 0.0565812 Long ABS-O CORP US N 2 2037-06-25 Floating 6.53229 Y N N N N N N/A N/A 000000000 1.000000 NC 210845.240000 0.0277918 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 22287442.000000 GBP 30185214.150000 USD 2022-02-02 210845.240000 N N N N/A N/A 000000000 1.000000 NC -68349.720000 -0.0090093 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20926442.000000 GBP 28070463.110000 USD 2022-03-02 -68349.720000 N N N BANC OF AMERICA ALT LOAN TRUST 2007-2 N/A 059475AS2 2350479.010000 PA USD 1796245.700000 0.2367654 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.46771 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-5 N/A 059523AG5 321481.640000 PA USD 320373.010000 0.0422288 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2009-R5 N/A 05952BAL6 4318502.430000 PA USD 2578674.970000 0.3398984 Long ABS-MBS CORP US N 2 2036-10-26 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 468486.600000 0.0617518 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-06-17 0.000000 EUR -1059123.100000 EUR 24100000.000000 EUR 1527609.700000 N N N N/A N/A 000000000 1.000000 NC 77057.190000 0.0101570 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-03-16 0.000000 EUR -61403.840000 EUR 3200000.000000 EUR 138461.030000 N N N N/A N/A 000000000 1.000000 NC -294747.340000 -0.0388510 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2024-09-11 3618.400000 EUR 0.000000 EUR 25600000.000000 EUR -298365.740000 N N N N/A N/A 000000000 1.000000 NC -4099.640000 -0.0005404 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2050-06-17 1316604.370000 EUR 0.000000 EUR 7700000.000000 EUR -1320704.010000 N N N N/A N/A 000000000 1.000000 NC 9509861.490000 1.2535067 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2029-02-26 263650.570000 EUR 0.000000 EUR 263700000.000000 EUR 9246210.920000 N N N N/A N/A 000000000 1.000000 NC -14559903.980000 -1.9191590 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2049-08-19 273571.960000 EUR 0.000000 EUR 65900000.000000 EUR -14833475.940000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1T7K79 1400000.000000 PA 1499663.980000 0.1976726 Long DBT CORP IT N 2 2026-01-09 Fixed 1.875 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1J7WJ1 9492000.000000 PA 10501892.970000 1.3842676 Long DBT CORP IT N 2 2025-04-28 Fixed 2.625 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BJSF9FII4 2131000.000000 PA 2396051.230000 0.3158265 Long DBT CORP IT N 2 2024-09-24 Fixed 3.625 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI0ZY1X9 1700000.000000 PA 1459614.770000 0.1923936 Long DBT CORP IT N 2 2028-01-18 Floating 5.375 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1J42S1 1197000.000000 PA 1075916.910000 0.1418179 Long DBT CORP IT N 2 2030-01-22 Floating 8 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1DBG64 800000.000000 PA 794092.450000 0.1046703 Long DBT CORP IT N 2 2029-07-23 Fixed 10.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 392590.570000 0.0517479 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-17 38832.090000 USD 0.000000 USD 14250000.000000 USD 353758.480000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1R35P7 2900000.000000 PA 2654558.120000 0.3499006 Long DBT CORP IT N 2 2030-09-10 Floating 8.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 2255321.780000 0.2972768 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-12-18 0.000000 USD -204686.000000 USD 72000000.000000 USD 2460007.780000 N N N N/A N/A 000000000 1.000000 NC USD 699867.900000 0.0922505 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-16 517080.860000 USD 0.000000 USD 7300000.000000 USD 182787.040000 N N N N/A N/A 000000000 1.000000 NC USD 8905759.200000 1.1738792 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-02-01 1726611.010000 USD 0.000000 USD 219700000.000000 USD 7179148.190000 N N N N/A N/A 000000000 1.000000 NC USD 4602.390000 0.0006066 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-06-19 0.000000 USD -375866.290000 USD 17400000.000000 USD 380468.680000 N N N N/A N/A 000000000 1.000000 NC USD 8759.420000 0.0011546 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-12-16 666.230000 USD 0.000000 USD 127000.000000 USD 8093.190000 N N N N/A N/A 000000000 1.000000 NC USD 6829593.480000 0.9002172 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2032-02-09 580679.000000 USD 0.000000 USD 139800000.000000 USD 6248914.480000 N N N N/A N/A 000000000 1.000000 NC USD 524297.000000 0.0691082 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-08-25 0.000000 USD 0.000000 USD 27135000.000000 USD 524297.000000 N N N N/A N/A 000000000 1.000000 NC USD 27064219.310000 3.5673684 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2052-02-01 0.000000 USD -8680458.980000 USD 446900000.000000 USD 35744678.290000 N N N N/A N/A 000000000 1.000000 NC USD 2683703.170000 0.3537423 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-24 0.000000 USD -127366.530000 USD 55100000.000000 USD 2811069.700000 N N N N/A N/A 000000000 1.000000 NC USD 536495.370000 0.0707161 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-02-07 0.000000 USD -164547.840000 USD 42480000.000000 USD 701043.210000 N N N N/A N/A 000000000 1.000000 NC USD -256828.620000 -0.0338529 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-18 0.000000 USD -256299.240000 USD 35600000.000000 USD -529.380000 N N N N/A N/A 000000000 1.000000 NC USD 347355.090000 0.0457853 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-12-15 2124286.000000 USD 0.000000 USD 29200000.000000 USD -1776930.910000 N N N N/A N/A 000000000 1.000000 NC USD 6657703.010000 0.8775601 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-06-19 1627460.950000 USD 0.000000 USD 76500000.000000 USD 5030242.060000 N N N N/A N/A 000000000 1.000000 NC USD 238289.300000 0.0314092 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-06-19 59198.000000 USD 0.000000 USD 2700000.000000 USD 179091.300000 N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 1000000.000000 PA 251249.760000 0.0331175 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N N/A N/A 000000000 1.000000 NC USD -76185.060000 -0.0100420 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-19 0.000000 USD -31923.170000 USD 1900000.000000 USD -44261.890000 N N N N/A N/A 000000000 1.000000 NC USD 175220770.810000 23.0960677 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2044-06-20 110476534.230000 USD 0.000000 USD 617800000.000000 USD 64744236.580000 N N N N/A N/A 000000000 1.000000 NC 1223969.820000 0.1613330 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-16 0.000000 GBP -157289.560000 GBP 20400000.000000 GBP 1381259.380000 N N N N/A N/A 000000000 1.000000 NC 179134.120000 0.0236119 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-18 0.000000 GBP -24483.080000 GBP 1700000.000000 GBP 203617.200000 N N N N/A N/A 000000000 1.000000 NC 374920.480000 0.0494187 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-23 0.000000 GBP -23973.470000 GBP 3600000.000000 GBP 398893.950000 N N N N/A N/A 000000000 1.000000 NC 18295.610000 0.0024116 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 617000.000000 GBP 848098.580000 USD 2022-02-02 18295.610000 N N N N/A N/A 000000000 537548.000000 NC USD 13318289.250000 1.7555003 N/A DE US N 3 None N/A Call Purchased WINDSTREAM HOLDINGS INC WINDSTREAM *BACKSTOP COMMITMENT* N/A 0.000000 USD 2055-09-21 XXXX 8863503.430000 N N N BANK OF AMERICA MTGE SECS-2006-A N/A 05949CRS7 8141.620000 PA USD 8074.810000 0.0010644 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.68642 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBN4 2600000.000000 PA USD 2768220.000000 0.3648825 Long DBT CORP GB N 2 2025-12-15 Floating 6.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 931ZUKII2 1800000.000000 PA 2493927.780000 0.3287277 Long DBT CORP GB N 2 2024-09-15 Floating 5.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1FNQ32 400000.000000 PA 572994.420000 0.0755271 Long DBT CORP GB N 2 2025-12-15 Floating 6.375 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 1600000.000000 PA 2332186.940000 0.3074085 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 754306.000000 NS USD 2308176.360000 0.3042436 Long EC CORP US N 1 N N N BCAP LLC TRUST 2009-RR4 N/A 05531RAM9 4565638.070000 PA USD 2573157.550000 0.3391711 Long ABS-MBS CORP US N 2 2037-05-26 Fixed 6 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAP6 1264740.030000 PA USD 1961923.670000 0.2586036 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.79727 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAS0 378197.790000 PA USD 273501.070000 0.0360505 Long ABS-MBS CORP US N 2 2036-06-26 Floating 0 N N N N N N COMPEER FINANCIAL ACA 54930020HTACTODKHT04 20453QAA0 2100000.000000 NS USD 2142000.000000 0.2823397 Long EP CORP US N 2 N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2D3 8406.020000 PA USD 8358.260000 0.0011017 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.47697 N N N N N N BELLE HAVEN ABS CDO LTD 2006-1A N/A 078452AA7 185946964.480000 PA USD 440880.250000 0.0581130 Long ABS-CBDO CORP KY N 2 2046-07-05 Floating 0.45913 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023AU9 1909000.000000 PA USD 2324287.030000 0.3063672 Long DBT CORP US N 2 2033-02-15 Fixed 6.125 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 962000.000000 PA USD 1159403.660000 0.1528224 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 822000.000000 PA USD 1035587.480000 0.1365021 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 1112000.000000 PA USD 1413473.000000 0.1863116 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 5748000.000000 PA USD 5830196.400000 0.7684854 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 3396000.000000 PA USD 3519733.260000 0.4639404 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 285000.000000 PA USD 303555.820000 0.0400121 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 15000.000000 PA USD 14271.530000 0.0018811 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 28470RAH5 400000.000000 PA USD 414454.000000 0.0546297 Long DBT CORP US N 2 2025-07-01 Fixed 6.25 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 6577490.150000 PA USD 6549831.800000 0.8633415 Long LON CORP US N 2 2024-12-23 Floating 2.855 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES 2018-2A N/A 14317QAC5 4200000.000000 PA USD 2652790.560000 0.3496676 Long ABS-CBDO CORP KY N 2 2031-10-15 Variable 0 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A N/A ACI18MPH2 800000.000000 PA 405671.900000 0.0534721 Long ABS-CBDO CORP IE N 2 2027-04-15 Variable 0 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC N/A ACI18FBB5 2200000.000000 PA 1371253.870000 0.1807467 Long ABS-CBDO CORP IE N 2 2032-01-25 Variable 0 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAS7 1227000.000000 PA USD 1217797.500000 0.1605194 Long LON CORP PA N 2 2028-10-18 Floating 4 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAP3 2487373.740000 PA 2790947.820000 0.3678783 Long LON CORP PA N 2 2025-06-30 Floating 3.75 N N N N N N CBL & ASSOCIATES HOLDCO II LLC N/A 12511CAC4 192376.000000 PA USD 375726.290000 0.0495249 Long DBT CORP US N 2 2028-11-15 Fixed 7 N N N Y N CBL & Associates Properties Inc USD XXXX N N N CGG SA 969500FCVQ5SLAAUJV59 ACI1WM066 1000000.000000 PA 1136791.310000 0.1498419 Long DBT CORP FR N 2 2027-04-01 Fixed 7.75 N N N N N N CGG SA 969500FCVQ5SLAAUJV59 12531TAF6 7789000.000000 PA USD 7799437.260000 1.0280535 Long DBT CORP FR N 2 2027-04-01 Fixed 8.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 551000.000000 PA USD 564189.780000 0.0743666 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 5900000.000000 PA USD 5233390.920000 0.6898198 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 2100000.000000 PA USD 1811301.770000 0.2387499 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 2000000.000000 PA USD 1835719.840000 0.2419685 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 200000.000000 PA USD 189714.960000 0.0250066 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPE3 9401.530000 PA USD 9435.880000 0.0012438 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.92593 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAN2 47714.710000 PA USD 44409.590000 0.0058537 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.78028 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-S1 N/A 16162WQY8 889.150000 PA USD 700.380000 0.0000923 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.5 Y N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DX3 900000.000000 PA USD 913959.000000 0.1204701 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 000000000 1100000.000000 PA USD 1126950.000000 0.1485447 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.5 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 000000000 600000.000000 PA USD 618000.000000 0.0814593 Long DBT NUSS CL N 2 2052-01-31 Fixed 4 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 7770000.000000 PA USD 8045058.000000 1.0604291 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CIFC FUNDING LTD 2014-2RA N/A 125475AA1 4000000.000000 PA USD 1774970.800000 0.2339611 Long ABS-CBDO CORP KY N 2 2030-04-24 Fixed 0 N N N N N N CIFC FUNDING LTD 2014-3A N/A 12549TAA7 3000000.000000 PA USD 1103158.200000 0.1454087 Long ABS-CBDO CORP KY N 2 2026-07-22 Floating 0 N N N N N N CITIGROUP COMMERCIAL MTGE TRUST 2007-C6 N/A 17311QBN9 2626357.910000 PA USD 1181168.490000 0.1556913 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.66914 Y N N N N N CITIGROUP COMMERCIAL MTGE TRUST 2007-C6 N/A 17311QAE0 896805.140000 PA USD 403562.310000 0.0531940 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.66914 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2009-9 N/A 17315XAH4 2623796.230000 PA USD 2042496.010000 0.2692239 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2014-6 N/A 17322WAK0 10727188.430000 PA USD 7031939.120000 0.9268886 Long ABS-MBS CORP US N 2 2035-11-25 Variable 2.69565 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR8 N/A 17313FAR3 46909.430000 PA USD 45182.250000 0.0059555 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.99146 Y N N N N N CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3 N/A 14986DAJ9 150108.650000 PA USD 144228.340000 0.0190109 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.688 Y N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 ACI0Z1129 34625919.000000 PA 143522.970000 0.0189179 Long DBT MUN AR N 2 2028-02-22 Floating 37.9058 N N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 BD8QV0II3 47730490.000000 PA 196132.160000 0.0258524 Long DBT MUN AR N 2 2024-03-29 Floating 37.4131 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486HN2 11000000.000000 PA USD 13692174.100000 1.8047825 Long DBT MUN US N 2 2040-01-01 Fixed 6.257 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486MK2 6705000.000000 PA USD 9306868.550000 1.2267499 Long DBT MUN US N 2 2040-01-01 Fixed 7.517 N N N N N N CLAVEAU RE LTD N/A 182896AA8 1200000.000000 PA USD 1149540.000000 0.1515223 Long DBT CORP BM N 2 2028-07-08 Floating 17.25 N N N N N N COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 N/A 20173WAH1 2979697.780000 PA USD 516232.640000 0.0680453 Long ABS-MBS CORP US N 2 2049-12-10 Variable 6.67299 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 373000.000000 NS USD 366472.500000 0.0483052 Long EP CORP US N 2 N N N CORK STREET CLO DESIGNATED ACTIVITY CO 1A N/A ACI0QPJC5 1150560.870000 PA 967587.150000 0.1275389 Long ABS-CBDO CORP IE N 2 2028-11-27 Fixed 0 N N N N N N CORSAIR INTERNATIONAL LIMITED 213800F3PS68ENYG4O41 ACI236343 1000000.000000 PA 1109060.630000 0.1461867 Long DBT CORP JE N 3 2027-01-28 Floating 4.85 N N N N N N COSAINT RE PTE LTD N/A 22112CAA0 1000000.000000 PA USD 1026000.000000 0.1352383 Long DBT CORP SG N 2 2028-04-03 Floating 9.426 N N N N N N COTY INC 549300BO9IWPF3S48F93 ACI1YJLH4 7300000.000000 PA 8224970.930000 1.0841436 Long DBT CORP US N 2 2026-04-15 Fixed 3.875 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 5600000.000000 PA USD 5632144.000000 0.7423799 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N COTY INC, HFC PRESTIGE PRODUCTS INC AND HFC PRESTIGE INTERNATIONAL US LLC N/A 222070AG9 5100000.000000 PA USD 5031124.500000 0.6631588 Long DBT CORP US N 2 2029-01-15 Fixed 4.75 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 2323979.610000 PA USD 1453800.070000 0.1916272 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J2 N/A 12667F6B6 2483368.740000 PA USD 194603.730000 0.0256510 Long ABS-O CORP US N 2 2035-04-25 Floating 4.89229 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB N/A 021467AA3 652631.100000 PA USD 463566.610000 0.0611033 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAN6 2882914.330000 PA USD 1505401.930000 0.1984289 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 115430.470000 PA USD 116105.210000 0.0153040 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.09386 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8 N/A 23245LAD2 1402516.710000 PA USD 852692.010000 0.1123944 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9 N/A 23245GAD3 1983039.690000 PA USD 1970284.380000 0.2597056 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.60771 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-11 N/A 12666TAL0 12141884.590000 PA USD 11356746.620000 1.4969469 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.37771 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB5 N/A 170256AD3 272877.620000 PA USD 263509.810000 0.0347336 Long ABS-MBS CORP US N 2 2036-09-20 Floating 2.81336 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 18994.490000 PA USD 18253.750000 0.0024060 Long ABS-MBS CORP US N 2 2047-09-25 Floating 2.9287 Y N N N N N COUNTRYWIDE HOME LOANS MORTGAGE PASS-THROUGH TRUST 2006-18 N/A 12543WAD0 1715192.620000 PA USD 174965.430000 0.0230624 Long ABS-O CORP US N 2 2036-12-25 Floating 5.24229 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 F22797RT7 250000.000000 PA USD 271693.750000 0.0358123 Long DBT CORP FR N 2 2024-01-23 Floating 7.875 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 400000.000000 PA USD 416956.000000 0.0549595 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 200000.000000 PA USD 213780.000000 0.0281786 Long DBT CORP CH N 2 2025-09-12 Floating 7.25 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470RY1 1337847.720000 PA USD 1063731.150000 0.1402117 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 Y N N N N N CVC CORDATUS LOAN FUND VI DAC 6A N/A ACI17ZRB5 2500000.000000 PA 1163149.710000 0.1533162 Long ABS-CBDO CORP IE N 2 2032-04-15 Variable 0 N N N N N N IHEARTMEDIA INC N/A 45174J509 178528.000000 NS USD 3597339.200000 0.4741698 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A 45174J608 138545.000000 NS USD 2512513.580000 0.3311775 Long EC CORP US N 3 N N N DISH DBS CORPORATION N/A 25470XBE4 2000000.000000 PA USD 1943750.000000 0.2562081 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N DISH DBS CORPORATION N/A 25470XBF1 3180000.000000 PA USD 3048967.780000 0.4018882 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAB5 5100000.000000 PA USD 4759776.710000 0.6273921 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N Y N DISH NETWORK CORPORATION USD XXXX N N N DISTRICT OF COLUMBIA 549300HWFOZXPKGOX654 25483VEC4 9740000.000000 PA USD 13063896.750000 1.7219685 Long DBT MUN US N 2 2035-10-01 Fixed 7.625 N N N N N N DTEK FINANCE PLC 549300VBCR9V58ZYQ356 ACI1XVP76 2196303.000000 PA USD 1119543.490000 0.1475684 Long DBT CORP GB N 2 2027-12-31 Fixed 5 N N Y N N N DUKE FUNDING LTD 2003-5A N/A 264402AB4 14956728.100000 PA USD 3865147.590000 0.5094699 Long ABS-CBDO CORP KY N 2 2033-08-07 Floating 0.78438 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JAC4 2100000.000000 PA USD 1636309.500000 0.2156840 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120PQ6 1800000.000000 PA 1761765.560000 0.2322205 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EL PASO DOWNTOWN DEVELOPMENT CORP N/A 283738AE2 7455000.000000 PA USD 11054768.270000 1.4571428 Long DBT MUN US N 2 2043-08-15 Fixed 7.25 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 24694737.940000 PA USD 19208974.770000 2.5319588 Long LON CORP US N 2 2025-10-10 Floating 3.855 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373TAA2 3318000.000000 PA USD 1731382.170000 0.2282156 Long DBT CORP US N 2 2026-10-15 Fixed 8.75 N N N N N N ERIE TOBACCO ASSET SECURITIZATION CORP N/A 295095BF9 370000.000000 PA USD 371484.630000 0.0489659 Long DBT MUN US N 2 2028-06-01 Fixed 6 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01VU93 3347179.920000 PA 4157045.310000 0.5479453 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.44463 N N N N N N EUROSAIL PLC 2007-3X N/A G3299SAF2 988083.340000 PA 1281704.690000 0.1689431 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.09463 N N N N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A 30162RAC5 125000.000000 PA USD 78750.000000 0.0103801 Long DBT CORP US N 2 2026-07-15 Fixed 11.5 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 90015LAF4 200000.000000 PA USD 207728.000000 0.0273809 Long DBT CORP TR N 2 2024-01-24 Fixed 8.25 N N N N N N AMH NEW FINANCE INC N/A 931WQR908 162396.000000 NS USD 1133524.080000 0.1494112 Long EC CORP US Y 3 N N N FANNIE MAE 2004-35 N/A 31393XU96 203000.350000 PA USD 231752.910000 0.0305476 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 10 N N N N N N FANNIE MAE REMICS 2012-93 N/A 3136A8JY7 128460.600000 PA USD 8535.040000 0.0011250 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2020-34 N/A 3136BAHR8 4620528.950000 PA USD 705539.060000 0.0929980 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS 2020-47 N/A 3136BATP9 4289985.310000 PA USD 624245.200000 0.0822825 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 5.99229 N N N N N N FANNIE MAE-2020-38 N/A 3136BADX9 2660122.470000 PA USD 434218.440000 0.0572349 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4 N N N N N N FERROGLOBE FINANCE COMPANY PLC / GLOBE SPECIALTY METALS INC N/A ACI1ZL3W5 2750000.000000 PA USD 2860000.000000 0.3769802 Long DBT CORP GB Y 2 2025-12-31 Fixed 9.375 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AP0 2040000.000000 PA USD 2065561.200000 0.2722642 Long DBT CORP CA N 2 2024-03-01 Fixed 6.5 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AR6 1348000.000000 PA USD 1393730.900000 0.1837094 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875 N N N N N N FLY LEASING (FLY WILLOW FUNDING LTD) N/A G3643LAB9 5202296.570000 PA USD 5218553.750000 0.6878641 Long LON CORP LU N 2 2025-10-08 Floating 7 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 71345.000000 NS 17942996.440000 2.3650887 Long EP CORP GB N 2 N N N NMG PARENT N/A 967DUC905 90604.000000 NS USD 13136673.960000 1.7315613 Long EC CORP US Y 3 N N N NOBLE CORPORATION N/A 000000000 116046.000000 NS USD 2865175.740000 0.3776624 Long EC CORP KY Y 2 N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 000000000 1879.000000 NS USD 46392.510000 0.0061151 Long EC CORP KY N 2 N N N OCP CLO LTD 2016-11A N/A 67092H209 8700.000000 NS USD 6492325.320000 0.8557615 Long EP CORP KY N 2 N N N FORBES ENERGY SERVICES LLC N/A 962XCSII2 953990.700000 PA USD 95.400000 0.0000126 Long LON CORP US N 3 2022-06-30 Fixed 5.2961 N N Y N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BS8 15515000.000000 PA USD 20528594.680000 2.7058996 Long DBT CORP US N 2 2097-05-15 Fixed 7.7 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 510000.000000 PA USD 524529.900000 0.0691389 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FREDDIE MAC 2611 N/A 31393QYH9 32451.410000 PA USD 38296.890000 0.0050480 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 12.7874 N N N N N N FREDDIE MAC 2820 N/A 31395CFD8 726417.050000 PA USD 113605.230000 0.0149744 Long ABS-MBS USGSE US N 2 2033-06-15 Floating 5 N N N N N N FREDDIE MAC 3003 N/A 31395WSK4 569575.690000 PA USD 84991.910000 0.0112029 Long ABS-MBS USGSE US N 2 2035-07-15 Floating 5.99371 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAH1 13479563.010000 PA USD 8292627.160000 1.0930615 Long ABS-MBS USGSE US N 3 2055-11-25 Floating 6.16987 N N N N N N FREDDIE MAC REMICS 4150 N/A 3137AXYZ0 877254.260000 PA USD 105105.850000 0.0138541 Long ABS-MBS USGSE US N 2 2042-02-15 Floating 6.09371 N N N N N N FREDDIE MAC REMICS 4990 N/A 3137FUS70 4736470.280000 PA USD 741842.550000 0.0977832 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 5.99229 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES-DNA1 N/A 3137G0EZ8 4300513.140000 PA USD 4868377.410000 0.6417069 Long ABS-MBS USGSE US N 2 2027-10-25 Floating 9.30771 N N N N N N FREDDIE MAC-3203 N/A 31397AR21 344824.800000 PA USD 70478.950000 0.0092899 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 7.03371 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A 30291XAJ1 1700129.700000 PA USD 1428108.950000 0.1882408 Long ABS-MBS USGSE US N 2 2046-02-25 None 0 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A 30291XAC6 1700323.670000 PA USD 379.170000 0.0000500 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 0.1 N N N N N N FRESH MARKET INC/THE 529900QM5ZSBEBR6CS58 35804HAA4 9300000.000000 PA USD 9498322.500000 1.2519857 Long DBT CORP US N 2 2023-05-01 Fixed 9.75 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAB6 1916000.000000 PA USD 1852072.660000 0.2441240 Long DBT CORP US N 2 2030-01-15 Fixed 6 N N N N N N GATEWAY CASINOS & ENTERTAINMENT LIMITED 549300JSKBQMMD1B3U44 943ZHKII3 1625620.410000 PA 1280456.630000 0.1687786 Long LON CORP CA N 3 2027-10-18 Floating 8.75 N N N N N N GATEWAY CASINOS & ENTERTAINMENT LIMITED 549300JSKBQMMD1B3U44 943ZERII1 7451125.500000 PA USD 7465096.360000 0.9839836 Long LON CORP CA N 2 2027-10-15 Fixed 8.75 N N Y N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A 37185LAM4 1473000.000000 PA USD 1485063.870000 0.1957481 Long DBT CORP US N 2 2027-01-15 Fixed 8 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAG6 600000.000000 PA USD 483450.000000 0.0637241 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAH4 600000.000000 PA USD 452256.000000 0.0596124 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAJ0 200000.000000 PA USD 149070.200000 0.0196491 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GLACIER FUNDING CDO III LTD 2005-3A N/A 37638XAA7 6435406.290000 PA USD 1096052.660000 0.1444721 Long ABS-CBDO CORP KY N 2 2035-08-04 Floating 0.415 N N N N N N GLG EURO CLO 1A N/A ACI11ZRZ8 4150000.000000 PA 2969956.370000 0.3914736 Long ABS-CBDO CORP IE N 2 2030-10-15 Fixed 0 N N N N N N SEQUA CORPORATION 549300JLD7TQRZ92KO78 000000000 53631.000000 NS USD 58125277.800000 7.6615651 Long EP CORP US N 3 N N N STICHTING AK RABOBANK CERTIFICATEN N/A BJBQCWII7 14494300.000000 NS 21096072.900000 2.7806996 Long EP CORP NL N 2 N N N AXIS ENERGY SERVICES HOLDINGS LLC N/A 942WZK900 6206.670000 NS USD 91402.530000 0.0120479 Long EC CORP US Y 3 N N N GOLDEN NUGGET LLC (AKA: POSTER FINANCIAL GROUP INC) N/A 944YPHII3 2000000.000000 PA USD 2010000.000000 0.2649406 Long LON CORP US N 2 2029-01-27 Floating 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134 N/A 38378GBX5 198616.920000 PA USD 33982.620000 0.0044793 Long ABS-MBS USGSE US N 2 2042-09-20 Fixed 5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96 N/A 38378HFA9 109332.650000 PA USD 15287.610000 0.0020151 Long ABS-MBS USGSE US N 2 2042-07-20 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96 N/A 38378HFV3 50456.740000 PA USD 6072.040000 0.0008004 Long ABS-MBS USGSE US N 2 2042-06-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42 N/A 38378JJZ6 638564.280000 PA USD 91238.000000 0.0120262 Long ABS-MBS USGSE US N 2 2043-03-20 Fixed 3.5 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3H77 122226.000000 PA 167650.340000 0.0220982 Long DBT NUSS GR N 2 2033-01-30 Fixed 3.9 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3HB8 95790.000000 PA 143831.470000 0.0189586 Long DBT NUSS GR N 2 2037-01-30 Fixed 4 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3HC6 119485.000000 PA 194499.640000 0.0256372 Long DBT NUSS GR N 2 2042-01-30 Fixed 4.2 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI1LSSZ1 55000.000000 PA 65373.760000 0.0086170 Long DBT NUSS GR N 2 2027-04-22 Fixed 2 N N N N N N GROSVENOR PLACE CLO BV 2015-1A N/A 39927WAV9 1000000.000000 PA 584815.670000 0.0770853 Long ABS-CBDO CORP NL N 2 2029-04-30 Variable 0 N N N N N N GS INVESTMENTS LIMITED 2221002OQ5WL5CL13X65 370837AA4 1000000.000000 PA USD 142500.000000 0.0187831 Long DBT CORP KY N 2 2022-03-20 Floating 12 N N N N N N GS INVESTMENTS LIMITED 2221002OQ5WL5CL13X65 000000000 1500000.000000 PA USD 213750.000000 0.0281747 Long DBT CORP KY N 2 2022-03-20 Floating 11.052 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 4767245.350000 PA USD 4977140.820000 0.6560431 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAG7 166253.620000 PA USD 159932.660000 0.0210809 Long ABS-MBS CORP US N 2 2036-08-19 Floating 3.25506 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 5816.950000 PA USD 5830.810000 0.0007686 Long ABS-MBS CORP US N 2 2036-08-19 Floating 2.53949 Y N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 197677AH0 3462000.000000 PA USD 4464941.400000 0.5885295 Long DBT CORP US N 2 2095-11-15 Fixed 7.5 N N N N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106AC2 8694000.000000 PA USD 9142917.990000 1.2051394 Long DBT CORP US N 2 2030-10-01 Fixed 4.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 300000.000000 PA USD 322861.500000 0.0425568 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 600000.000000 PA 847275.370000 0.1116804 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC) 549300V3NU625PJUVA84 91325V108 261443.000000 NS USD 3153002.580000 0.4156012 Long EC CORP US N 1 N N N VALARIS LIMITED N/A G9460G101 2307.000000 NS USD 95717.430000 0.0126166 Long EC CORP BM N 2 N N N IM PASTOR FTH 3 N/A B0BL9JII2 3386958.080000 PA 3512468.610000 0.4629829 Long ABS-MBS CORP ES N 2 2043-03-22 Floating 0 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 734782.000000 NS USD 21029460.840000 2.7719194 Long EC CORP US N 1 N N N INTELSAT (LUXEMBOURG) SA 54930027UF5LR7S2XC75 458204AQ7 15504000.000000 PA USD 96900.000000 0.0127725 Long DBT CORP LU N 2 2023-06-01 Fixed 8.125 Y Y N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 45827AAD5 23000.000000 PA USD 3549.360000 0.0004678 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAP0 5413000.000000 PA USD 2368133.370000 0.3121466 Long DBT CORP LU N 2 2023-08-01 Fixed 5.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAY1 4215000.000000 PA USD 1866591.680000 0.2460378 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 13574000.000000 PA USD 6126489.160000 0.8075402 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 17000.000000 PA USD 17286.880000 0.0022786 Long DBT CORP LU N 2 2024-02-15 Fixed 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBC8 16312000.000000 PA USD 15904200.000000 2.0963524 Long DBT CORP LU N 2 2030-01-27 Fixed 6.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAM7 1520660.410000 PA USD 1519947.220000 0.2003461 Long LON CORP LU N 2 2022-10-13 Floating 3.6 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 941CXNII2 6273905.210000 PA USD 6263853.030000 0.8256463 Long LON CORP LU N 3 2028-12-01 Floating 4.75 N N N N N N INTER MEDIA AND COMMUNICATION SPA 81560082CE2ED97AFD36 ACI239TV9 3300000.000000 PA 3716098.480000 0.4898236 Long DBT CORP IT N 2 2027-02-09 Fixed 6.75 N N N N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 942UCF009 1009.170000 NS USD 0.000000 0.0000000 Long EC CORP US N 3 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI11JRN1 800000.000000 PA 859800.790000 0.1133314 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.625 N N N N N N JACKSON PARK TRUST 2019-LIC N/A 46868RAN4 2311000.000000 PA USD 2027563.710000 0.2672557 Long ABS-MBS CORP US N 2 2039-10-14 Variable 3.2424 N N N N N N JAY PARK CLO LTD 2016-1A N/A 47206WAC6 7502600.000000 PA USD 3741237.510000 0.4931372 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 0 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AR0 3117919.240000 PA USD 3279931.620000 0.4323319 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.30786 Y N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 88291.000000 NS USD 8.830000 0.0000012 Long EC CORP US Y 3 N N N JP MORGAN MORTGAGE TRUST 2006-S4 N/A 46629SAJ1 13666699.570000 PA USD 3726578.240000 0.4912049 Long ABS-O CORP US N 2 2037-01-25 Floating 6.51229 Y N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAB1 3863208.520000 PA USD 3279896.480000 0.4323272 Long ABS-MBS CORP US N 2 2037-07-27 Floating 2.8816 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 944BMK007 16312000.000000 PA USD 16312000.000000 2.1501050 Long ABS-CBDO CORP US N 2 2029-12-01 Fixed 6.5 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7 N/A 50180CAG5 175417.820000 PA USD 112699.910000 0.0148551 Long ABS-MBS CORP US N 2 2038-11-15 Fixed 5.407 Y N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAG0 313040.500000 PA USD 126468.360000 0.0166700 Long ABS-MBS CORP US N 2 2040-02-15 Variable 5.5335 Y N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAC5 105274.120000 PA USD 65796.330000 0.0086727 Long LON CORP US N 3 2024-06-28 Floating 3.1043 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 497877.670000 PA USD 238981.280000 0.0315004 Long LON CORP US N 2 2025-06-30 Fixed 1.1043 N N Y N N N LEHMAN XS TRUST 2007-7N N/A 52524GAA0 1717129.840000 PA USD 1659139.960000 0.2186933 Long ABS-MBS CORP US N 2 2047-06-25 Floating 0.32771 Y N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 909000.000000 PA USD 999522.770000 0.1317483 Long DBT CORP GB N 2 2026-06-27 Floating 6.75 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808H1 3115000.000000 PA 5087716.040000 0.6706182 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI080964 716000.000000 PA 859692.290000 0.1133171 Long DBT CORP GB N 2 2025-06-27 Floating 4.947 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LONG BEACH MORTGAGE LOAD TR 2006-1 N/A 542514RL0 1066231.070000 PA USD 979549.470000 0.1291156 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.48771 N N N N N N AA BOND CO LIMITED 2138002EPF6QVRZBMC58 ACI1JGR32 895000.000000 PA 1312394.630000 0.1729884 Long DBT CORP JE N 2 2050-07-31 Fixed 5.5 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 156686AJ6 1122000.000000 PA USD 1247288.130000 0.1644066 Long DBT CORP US N 2 2025-12-01 Fixed 7.2 N N N N N N MARLETTE FUNDING TRUST 2018-4A N/A 57109G104 24359.000000 PA USD 2056826.470000 0.2711129 Long ABS-O CORP US N 3 2028-12-15 Fixed 0 N N N N N N MARLETTE FUNDING TRUST 2019-1A N/A 57109X107 6700.000000 PA USD 461926.930000 0.0608872 Long ABS-O CORP US N 3 2029-04-16 Fixed 0 N N N N N N MARLETTE FUNDING TRUST 2019-2 N/A 57109H102 9700.000000 PA USD 865066.300000 0.1140255 Long ABS-O CORP US N 3 2029-07-16 Fixed 0 N N N N N N MAVENIR SYSTEMS INC 549300Q70CXM8TJLTD42 57767EAE2 3000000.000000 PA USD 3001251.000000 0.3955986 Long LON CORP US N 2 2028-08-18 Floating 5.25 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A 59021AAC2 705026.840000 PA USD 474840.580000 0.0625893 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.42771 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAL9 6900000.000000 PA USD 7100479.500000 0.9359230 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N ACE SECURITIES CORP 2006-CW1 N/A 00441QAD1 1890213.880000 PA USD 1761403.550000 0.2321728 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.38771 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAA8 5923727.570000 PA USD 2938609.010000 0.3873417 Long ABS-MBS CORP US N 2 2046-09-25 Variable 5.965 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-16AX N/A 617487AF0 706825.740000 PA USD 349669.100000 0.0460903 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.59513 Y N N N N N MOUNTAIN STATES TELEPHONE & TELEGRAPH COMPANY N/A 624284BD6 5130000.000000 PA USD 6345912.600000 0.8364626 Long DBT CORP US N 2 2030-05-01 Fixed 7.375 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 55328HAK7 7680750.000000 PA USD 7470727.570000 0.9847259 Long LON CORP US N 2 2028-08-17 Floating 4.75 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 6580000.000000 PA USD 7459877.600000 0.9832957 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25 N N N N N N NEW ALBERTSONS LP N/A 01310QCW3 4021000.000000 PA USD 4462365.070000 0.5881899 Long DBT CORP US N 2 2028-02-23 Fixed 6.57 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2006-2 N/A 007034AQ4 3235336.090000 PA USD 1385873.680000 0.1826737 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.44771 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 40000.000000 PA USD 42240.000000 0.0055677 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N NGD HOLDINGS BV 984500ED2ABF0UF46690 ACI1XVPP6 846067.000000 PA USD 697582.240000 0.0919492 Long DBT CORP NL N 2 2026-12-31 Fixed 6.75 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 8700000.000000 PA USD 9433190.590000 1.2434006 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAC5 35064.000000 PA USD 39008.700000 0.0051418 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAA9 25050.000000 PA USD 27868.130000 0.0036733 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOMURA ASSET ACCEPTANCE CORP 2006-AR2 N/A 65535VUK2 3364384.640000 PA USD 3117650.760000 0.4109414 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.25256 Y N N N N N NOMURA RESECURITIZATION TRUST 2014-3R N/A 65540LAX1 4349205.750000 PA USD 4084167.760000 0.5383392 Long ABS-MBS CORP US N 2 2035-07-26 Variable 3.63855 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 7912.000000 PA USD 4292.340000 0.0005658 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AC1 3164998.000000 PA USD 1717043.060000 0.2263256 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAC9 1085498.510000 PA USD 1074654.380000 0.1416515 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAD7 15430823.000000 PA USD 3221184.300000 0.4245883 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 3371361.000000 PA USD 16856.810000 0.0022219 Long DBT CORP KY N 2 2022-03-07 None 0 N N N N N N OI MOVEL SA 254900M3NQMOCMEIGF93 ACI1ZJ987 7164000.000000 PA USD 7307280.000000 0.9631817 Long DBT CORP BR N 2 2026-07-30 Fixed 8.75 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 P7354PAA2 4510000.000000 PA USD 3757213.350000 0.4952430 Long DBT CORP BR N 2 2025-07-27 Fixed 10 N N Y N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAC2 32000.000000 PA USD 33575.040000 0.0044256 Long DBT CORP US N 2 2025-06-01 Fixed 7.375 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 7809000.000000 PA USD 7699401.540000 1.0148677 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 2300000.000000 PA USD 2182297.590000 0.2876514 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 1203000.000000 PA USD 1159433.860000 0.1528264 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HD2 200000.000000 PA USD 195306.230000 0.0257436 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 2682500.000000 PA USD 2795430.780000 0.3684692 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 3488000.000000 PA USD 3419238.370000 0.4506941 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 1053500.000000 PA USD 1078221.050000 0.1421217 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 1426000.000000 PA USD 1217673.240000 0.1605030 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 600000.000000 PA USD 551041.730000 0.0726335 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PEOPLE'S FINANCE REALTY MTGE SEC 2006-1 N/A 71103XAC8 20358401.050000 PA USD 5619714.700000 0.7407416 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.26771 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 P7721BAE1 6318000.000000 PA USD 5470535.070000 0.7210780 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 ACI07KN16 200000.000000 PA 291870.080000 0.0384718 Long DBT CORP NL N 2 2034-01-16 Fixed 6.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 B71QWNII2 7102000.000000 PA 10324925.900000 1.3609413 Long DBT CORP NL N 2 2026-12-14 Fixed 6.25 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 150000.000000 PA USD 139225.500000 0.0183515 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 6894000.000000 PA USD 5914845.180000 0.7796431 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 10479000.000000 PA USD 9007119.660000 1.1872396 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAA3 2389000.000000 PA USD 2368824.900000 0.3122378 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAC0 4100000.000000 PA USD 4353052.000000 0.5737812 Long DBT CORP US N 2 2025-09-01 Fixed 7.375 N N N N N N PRESS GANEY (AKA: AZALEA TOPCO INC) 549300HC42NZULO53062 29102TAB8 146625.000000 PA USD 146090.410000 0.0192564 Long LON CORP US N 2 2026-07-24 Floating 3.7985 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 933NSTII1 6714230.430000 PA 7354526.850000 0.9694093 Long LON CORP ES N 2 2022-11-30 Fixed 4.5 N N Y N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI22XZ24 1000000.000000 PA 1126019.670000 0.1484221 Long DBT CORP NL N 2 2026-01-19 Fixed 1.207 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 270895000.000000 PA 1041693.020000 0.1373069 Long DBT NUSS AR N 2 2025-04-12 Floating 37.9216 N N N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514L2G1 9300000.000000 PA USD 8393250.000000 1.1063247 Long DBT MUN PR N 2 2035-07-01 Fixed 8 Y Y N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 1500000.000000 PA USD 1367010.000000 0.1801873 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAE3 6832263.570000 PA USD 3917734.710000 0.5164015 Long ABS-MBS CORP US N 2 2037-09-25 Variable 6.998 Y N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAF0 5911168.790000 PA USD 3388391.900000 0.4466281 Long ABS-MBS CORP US N 2 2037-09-25 Variable 7.238 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 1270000.000000 PA USD 1690482.050000 0.2228245 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 1172000.000000 PA USD 1097097.480000 0.1446098 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75 N N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A8 N/A 761119AJ5 799120.760000 PA USD 348000.310000 0.0458704 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-R1 N/A 76113MAB1 174634.430000 PA USD 63069.140000 0.0083132 Long ABS-MBS CORP US N 2 2046-01-25 Floating 0.50771 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AF3 4659310.050000 PA USD 2657995.210000 0.3503537 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 Y N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 10078799.340000 PA USD 10756397.020000 1.4178141 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 237042.000000 PA USD 261754.810000 0.0345022 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S5ZS2 300000.000000 PA 367193.680000 0.0484003 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61G3 600000.000000 PA 892973.170000 0.1177039 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 3379000.000000 PA USD 3490709.740000 0.4601148 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SASOL FINANCING LIMITED 378900A5BC68CC18C276 937HWVII0 5286922.630000 PA USD 5126292.120000 0.6757029 Long LON CORP ZA N 3 2022-11-23 Floating 0.6585 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 312682.860000 PA USD 312547.190000 0.0411972 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N SCHENCK PROCESS (PLATIN 1426 GMBH) 213800NMYXIGFN77O655 BGGC6YII2 600000.000000 PA 673524.210000 0.0887781 Long DBT CORP DE N 2 2023-06-15 Fixed 6.875 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 1082195.870000 PA USD 1071040.920000 0.1411752 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 700000.000000 PA USD 687862.000000 0.0906679 Long DBT CORP KY N 2 2031-01-15 Fixed 4.125 N N N N N N SEGOVIA EUROPEAN CLO 1 2014-1A N/A ACI0QFG97 1100000.000000 PA 789796.820000 0.1041041 Long ABS-CBDO CORP NL N 2 2035-04-15 Fixed 0 N N N N N N SHERWOOD FUNDING CDO LTD 2004-1A N/A 82437RAA9 31782353.230000 PA USD 7260773.940000 0.9570516 Long ABS-CBDO CORP KY N 2 2039-11-06 Floating 0.46371 N N N N N N BRIGHTHOUSE HOLDINGS LLC N/A 10924BAA5 70000.000000 NS USD 79347.800000 0.0104589 Long EP CORP US N 2 N N N SLM STUDENT LOAN TRUST-2007-4 N/A 78444A107 1595.000000 PA USD 687099.200000 0.0905674 Long ABS-O CORP US N 3 2042-01-25 Fixed 0 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W96J3 100000.000000 PA 113229.640000 0.0149249 Long DBT CORP NL N 2 2024-07-01 Fixed 4.875 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-A N/A 78448P100 4508.000000 PA USD 1743449.940000 0.2298063 Long ABS-O CORP US N 3 2048-10-15 Fixed 0 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 300000.000000 PA USD 307624.500000 0.0405484 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBU2 200000.000000 PA USD 213500.000000 0.0281417 Long DBT CORP FR N 2 2028-04-06 Floating 6.75 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBV0 900000.000000 PA USD 950125.500000 0.1252372 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N SOUTH COAST FUNDING 3A N/A 83743SAN6 21258421.820000 PA USD 2440445.570000 0.3216782 Long ABS-CBDO CORP KY N 2 2038-08-10 Floating 0.74563 N N N N N N SOUTH COAST FUNDING 3A N/A 83743SAA4 3863161.170000 PA USD 443487.040000 0.0584566 Long ABS-CBDO CORP KY N 2 2038-08-10 Floating 0.74563 N N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PHB8 409322.000000 PA USD 365898.790000 0.0482296 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.08271 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 27410000.000000 PA USD 16142055.990000 2.1277045 Long DBT CORP US N 2 2067-01-15 Floating 1.99129 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAY1 1400000.000000 PA USD 1397907.000000 0.1842599 Long DBT CORP US N 2 2027-01-15 Fixed 4.375 N N N N N N STEENBOK LUX FINCO 2 SARL N/A 935YNTII0 14452738.880000 PA 13622787.980000 1.7956366 Long LON CORP LU N 2 2022-12-29 Fixed 10.75 N N Y N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-23 N/A 863579L48 115774.770000 PA USD 84651.000000 0.0111580 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.90087 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-3 N/A 86363GAF1 333829.620000 PA USD 208155.450000 0.0274372 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.08356 Y N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR6 N/A 86360UAC0 6607360.980000 PA USD 5401131.730000 0.7119299 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.48771 Y N N N N N STUBHUB (PUG LLC) N/A 74530DAC9 1973497.850000 PA USD 1962396.920000 0.2586660 Long LON CORP US N 2 2027-02-12 Floating 3.605 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAC8 200000.000000 PA USD 220446.450000 0.0290573 Long DBT CORP NL N 2 2028-04-24 Fixed 5.182 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87164GAM5 17369328.320000 PA USD 17350725.770000 2.2870207 Long LON CORP US N 2 2023-03-09 Floating 6 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87164GAN3 609000.000000 PA USD 608365.420000 0.0801894 Long LON CORP US N 2 2024-03-11 Floating 10 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 943ZZEII7 18785000.000000 PA USD 18675586.020000 2.4616522 Long LON CORP US N 3 2028-10-15 Floating 4.5 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAE8 9517146.070000 PA USD 9181666.670000 1.2102469 Long LON CORP US N 2 2024-02-06 Floating 3.75 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAB9 66200000.000000 PA USD 7055562.900000 0.9300025 Long DBT MUN US N 2 2047-06-01 None 0 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A 88880NAT6 1285000.000000 PA USD 1335189.400000 0.1759930 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 2347024.000000 PA USD 2628798.290000 0.3465052 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 5669062.000000 PA USD 6590751.820000 0.8687352 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BF5 80000.000000 PA USD 61725.600000 0.0081361 Long DBT CORP KY N 2 2026-01-15 Fixed 7.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 162000.000000 PA USD 122533.560000 0.0161513 Long DBT CORP KY N 2 2027-02-01 Fixed 8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 96000.000000 PA USD 74998.080000 0.0098856 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PONTUS LIMITED N/A 89382PAA3 143380.000000 PA USD 141506.740000 0.0186522 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A 89383JAA6 156000.000000 PA USD 151570.380000 0.0199787 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 116000.000000 PA USD 115734.940000 0.0152552 Long DBT CORP US N 2 2024-09-15 Fixed 6.25 N N N N N N ANCESTRY.COM 2549009ADY4208OH2Y47 039524AA1 1600000.000000 PA USD 1514872.000000 0.1996772 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1J9SD5 1471000.000000 PA 1275431.900000 0.1681163 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UMBS PASS THRU POOLS N/A 01F030645 100000.000000 PA USD 101757.810000 0.0134128 Long ABS-MBS USGSE US N 2 2051-04-14 Fixed 3 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 700000.000000 PA USD 696059.000000 0.0917484 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796T25 3000000.000000 PA USD 2999428.320000 0.3953584 Long DBT UST US N 2 2022-03-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796U23 2000000.000000 PA USD 1999188.000000 0.2635155 Long DBT UST US N 2 2022-04-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796D30 3647000.000000 PA USD 3646929.500000 0.4807063 Long DBT UST US N 2 2022-02-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796R84 951000.000000 PA USD 950987.880000 0.1253509 Long DBT UST US N 2 2022-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796S26 2057000.000000 PA USD 2056949.990000 0.2711291 Long DBT UST US N 2 2022-03-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796G45 18000000.000000 PA USD 17993630.710000 2.3717628 Long DBT UST US N 2 2022-04-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796N47 800000.000000 PA USD 799806.810000 0.1054235 Long DBT UST US N 2 2022-04-07 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796P29 6100000.000000 PA USD 6098410.950000 0.8038391 Long DBT UST US N 2 2022-04-14 None 0 N N N N N N APIDOS CDO 2014-18A N/A 03765EAE8 3000000.000000 PA USD 1080.000000 0.0001424 Long ABS-CBDO CORP KY N 2 2026-07-22 Fixed 0 N N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE INC 549300E0AN7M2AQHSY29 03762UAD7 5200000.000000 PA USD 4961320.000000 0.6539578 Long DBT CORP US N 2 2029-06-15 Fixed 4.625 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 7563000.000000 PA USD 6929371.860000 0.9133691 Long DBT CORP US N 2 2030-01-15 Fixed 6 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAN4 1879579.810000 PA USD 1858695.800000 0.2449970 Long LON CORP US N 2 2026-06-26 Floating 5.1042 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 77000.000000 PA USD 78638.950000 0.0103655 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N VALARIS LIMITED N/A 000000000 16000.000000 PA USD 16662.880000 0.0021964 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N N N N N VALARIS LIMITED N/A 91889FAA9 12000.000000 PA USD 12497.160000 0.0016473 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N Y N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 89000.000000 PA USD 113520.390000 0.0149633 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 60000.000000 PA USD 77456.700000 0.0102097 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 120000000.000000 PA 11384225.380000 1.5005689 Long DBT CORP BR N 2 2049-12-29 Variable 3.20163 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 452000.000000 PA USD 27120.000000 0.0035747 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AP5 34000.000000 PA USD 2040.000000 0.0002689 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A 92346LAE3 2130000.000000 PA USD 2175731.100000 0.2867858 Long DBT CORP US N 2 2025-09-01 Fixed 7.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 8659000.000000 PA USD 9686347.060000 1.2767694 Long DBT CORP BM N 2 2025-05-15 Fixed 13 N N N N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 92918XAA3 7250000.000000 PA USD 6760705.480000 0.8911370 Long DBT CORP US N 2 2026-05-09 Fixed 8.5 N N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAC7 77090.100000 PA USD 69761.810000 0.0091954 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.28743 Y N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE2 N/A 93934JAC8 172816.510000 PA USD 157554.290000 0.0207674 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.40771 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-2 N/A 93936HAK2 7967149.140000 PA USD 2538621.330000 0.3346188 Long ABS-O CORP US N 2 2037-04-25 Floating 6.57229 N N N N N N WASHINGTON MUTUAL MTGE P/T 2006-3 N/A 93934FNT5 4662442.640000 PA USD 3952357.750000 0.5209652 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.5 Y N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 97789LAC0 13252000.000000 PA USD 11546268.820000 1.5219280 Long DBT CORP US N 2 2024-11-15 Fixed 8.5 N N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 97789LAB2 9113000.000000 PA USD 7990187.270000 1.0531965 Long DBT CORP US N 2 2026-11-15 Fixed 9 N N N N N N WEST MARINE (RISING TIDE HOLDINGS INC) N/A 76770EAB3 1293500.000000 PA USD 1292152.170000 0.1703202 Long LON CORP US N 2 2028-06-01 Floating 5.5 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 7776545.860000 PA USD 2410729.220000 0.3177612 Long LON CORP US N 2 2029-03-15 Fixed 15 N N Y N N N WINDSTREAM SERVICES II LLC 549300KT9GVEBYCD2N29 97381JAE3 2673991.570000 PA USD 2684853.320000 0.3538939 Long LON CORP US N 2 2027-09-21 Floating 7.25 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 97382WAA1 8129000.000000 PA USD 8211306.130000 1.0823425 Long DBT CORP US N 2 2028-08-15 Fixed 7.75 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 800000.000000 PA USD 789028.000000 0.1040028 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAH9 2800000.000000 PA USD 2565990.000000 0.3382263 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAE6 400000.000000 PA USD 362576.000000 0.0477916 Long DBT CORP KY N 2 2029-12-15 Fixed 5.125 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 G98149AD2 400000.000000 PA USD 370908.000000 0.0488898 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) N/A 938QUEII9 2068800.000000 PA USD 2070740.530000 0.2729469 Long LON CORP US N 2 2027-09-01 Floating 6.25 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) N/A 938QVBII4 6500000.000000 PA USD 6571097.000000 0.8661445 Long LON CORP US N 2 2027-09-01 Floating 6.25 N N N N N N N/A N/A 000000000 -96331.000000 PA -108110.990000 -0.0142502 Short RA GB N 2 Reverse repurchase N -0.4200000 2022-02-04 100000.000000 EUR 100787.400000 EUR CDS N N N N/A N/A 000000000 -1060962.000000 PA -1190235.110000 -0.1568864 Short RA GB N 2 Reverse repurchase N -0.5000000 2023-10-21 1000000.000000 EUR 1000826.440000 EUR CDS N N N N/A N/A 000000000 -1024104.000000 PA -1149634.510000 -0.1515348 Short RA GB N 2 Reverse repurchase N -0.3200000 2023-11-05 1130000.000000 EUR 1130933.880000 EUR CDS N N N N/A N/A 000000000 9564000.000000 PA USD 9564000.000000 1.2606427 Long RA US N 2 Repurchase N 0.0000001 2022-02-01 9812100.000000 USD 9755373.800000 USD UST N N N N/A N/A 000000000 -3926237.130000 PA USD -3927654.940000 -0.5177091 Short RA US N 2 Reverse repurchase N 0.5200000 2022-03-21 4528000.000000 USD 4442698.680000 USD CDS N N N N/A N/A 000000000 -1907721.000000 PA USD -1910550.960000 -0.2518321 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-01 3014093.000000 USD 1802711.810000 USD CDS N N N N/A N/A 000000000 -8893269.220000 PA USD -8907621.960000 -1.1741247 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-19 8878238.100000 USD 9889345.890000 USD CDS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1WSBF1 13500000.000000 PA 100455.390000 0.0132411 Long DBT NUSS AR N 2 2023-08-13 Fixed 1.45 N N N N N N N/A N/A 000000000 -1617419.000000 PA USD -1619818.320000 -0.2135103 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-01 1483588.030000 USD 1468766.990000 USD CDS N N N N/A N/A 000000000 -908437.500000 PA USD -909779.960000 -0.1199192 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-02 1025000.000000 USD 1051663.880000 USD CDS N N N N/A N/A 000000000 -3615539.000000 PA USD -3620832.270000 -0.4772664 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-03 3830000.000000 USD 4024628.100000 USD CDS N N N N/A N/A 000000000 -629956.000000 PA USD -630698.100000 -0.0831331 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-28 700000.000000 USD 687862.000000 USD CDS N N N N/A N/A 000000000 -8323265.880000 PA USD -8333380.960000 -1.0984333 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-29 9208000.000000 USD 9135265.910000 USD CDS N N N N/A N/A 000000000 -8098699.060000 PA USD -8108068.800000 -1.0687346 Short RA US N 2 Reverse repurchase N 0.3500000 2023-10-05 9029000.000000 USD 9130629.130000 USD CDS N N N N/A N/A 000000000 -1940302.000000 PA USD -1940709.930000 -0.2558074 Short RA US N 2 Reverse repurchase N 0.4000000 2024-01-13 6554359.000000 USD 2377628.670000 USD N N N N/A N/A 000000000 -6321733.000000 PA -7095497.570000 -0.9352664 Short RA LU N 2 Reverse repurchase N -0.3800000 2022-02-02 7300000.000000 EUR 7321170.000000 EUR CDS N N N N/A N/A 000000000 -888134.000000 PA -997732.650000 -0.1315124 Short RA LU N 2 Reverse repurchase N -0.3800000 2022-04-28 1000000.000000 EUR 1011875.000000 EUR CDS N N N N/A N/A 000000000 -301708.650000 PA -338950.020000 -0.0446774 Short RA LU N 2 Reverse repurchase N -0.5000000 2022-04-29 300000.000000 EUR 326844.600000 EUR CDS N N N N/A N/A 000000000 -567520.000000 PA -637473.850000 -0.0840262 Short RA LU N 2 Reverse repurchase N -0.4000000 2022-05-10 600000.000000 EUR 599514.000000 EUR CDS N N N N/A N/A 000000000 -6548287.000000 PA -7356675.260000 -0.9696925 Short RA LU N 2 Reverse repurchase N -0.3800000 2022-05-12 7300000.000000 EUR 7321170.000000 EUR CDS N N N N/A N/A 000000000 -411802.000000 PA -455520.570000 -0.0600427 Short RA LU N 2 Reverse repurchase N -3.0000000 2023-08-05 500000.000000 EUR 382125.000000 EUR CDS N N N N/A N/A 000000000 -292118.000000 PA -326749.400000 -0.0430692 Short RA LU N 2 Reverse repurchase N -0.8500000 2023-08-05 300000.000000 EUR 244434.000000 EUR CDS N N N N/A N/A 000000000 -7924864.000000 PA -8892873.310000 -1.1721807 Short RA LU N 2 Reverse repurchase N -0.4000000 2023-10-21 8579000.000000 EUR 8448753.620000 EUR CDS N N N N/A N/A 000000000 -1586527.000000 PA -1780626.070000 -0.2347065 Short RA LU N 2 Reverse repurchase N -0.4000000 2023-11-05 1800000.000000 EUR 1674302.400000 EUR CDS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI22DS59 108579000.000000 PA 405848.150000 0.0534953 Long DBT NUSS AR N 2 2022-04-29 None 0 N N N N N N N/A N/A 000000000 -585774.000000 PA -787989.320000 -0.1038659 Short RA GB N 2 Reverse repurchase N 0.6000000 2022-04-19 600000.000000 GBP 629991.600000 GBP CDS N N N N/A N/A 000000000 -3862123.000000 PA -5197293.040000 -0.6850617 Short RA GB N 2 Reverse repurchase N 0.2500000 2023-11-05 4000000.000000 GBP 4252427.800000 GBP CDS N N N N/A N/A 000000000 -6740068.000000 PA -9066379.270000 -1.1950507 Short RA GB N 2 Reverse repurchase N 0.3500000 2024-01-13 7300000.000000 GBP 7891956.700000 GBP CDS N N N N/A N/A 000000000 -909969.000000 PA -1223986.390000 -0.1613352 Short RA GB N 2 Reverse repurchase N 0.4200000 2024-01-20 850000.000000 GBP 926766.900000 GBP CDS N N N N/A N/A 000000000 -3572895.000000 PA -4806259.250000 -0.6335190 Short RA GB N 2 Reverse repurchase N 0.4500000 2022-05-04 3100000.000000 GBP 3764754.700000 GBP CDS N N N N/A N/A 000000000 -1856187.490000 PA USD -1856342.170000 -0.2446868 Short RA US N 2 Reverse repurchase N 0.1200000 2024-01-07 1802000.000000 USD 1861574.120000 USD CDS N N N CAYENNE AVIATION LLC N/A 942UCF900 6055.000000 NS USD 1858146.750000 0.2449246 Long EP CORP US N 3 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 9018800.000000 PA USD 2705640.000000 0.3566338 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A 000000000 -3754471.000000 PA USD -3754909.020000 -0.4949392 Short RA US N 2 Reverse repurchase N 0.3500000 2022-03-22 3524500.000000 USD 3807044.000000 USD CDS N N N N/A N/A 000000000 -3053239.200000 PA USD -3064688.850000 -0.4039604 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-01 3000000.000000 USD 3969435.000000 USD CDS N N N N/A N/A 000000000 -1486544.000000 PA USD -1490239.710000 -0.1964303 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-07 1700000.000000 USD 1702278.000000 USD CDS N N N N/A N/A 000000000 -4031230.830000 PA USD -4036244.120000 -0.5320224 Short RA US N 2 Reverse repurchase N 0.8140000 2022-02-23 11163204.160000 USD 2661122.880000 USD PLCMO N N N N/A N/A 000000000 -2035702.770000 PA USD -2039406.620000 -0.2688167 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-01 2000000.000000 USD 2237290.000000 USD CDS N N N N/A N/A 000000000 -1429905.000000 PA USD -1432659.240000 -0.1888406 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-02 1565000.000000 USD 1583879.820000 USD CDS N N N N/A N/A 000000000 -270300.000000 PA USD -270851.860000 -0.0357013 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-07 300000.000000 USD 307624.500000 USD CDS N N N N/A N/A 000000000 -3090526.000000 PA USD -3091041.090000 -0.4074340 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-08 4076000.000000 USD 3573796.040000 USD CDS N N N N/A N/A 000000000 -2519440.000000 PA USD -2524478.880000 -0.3327547 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-10 2800000.000000 USD 2565990.000000 USD CDS N N N N/A N/A 000000000 -1182350.000000 PA USD -1184599.750000 -0.1561436 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-17 1300000.000000 USD 1347365.500000 USD CDS N N N N/A N/A 000000000 -1211784.000000 PA USD -1211985.960000 -0.1597534 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-21 1509000.000000 USD 1323076.110000 USD CDS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 8535000.000000 PA USD 2581837.500000 0.3403152 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N N/A N/A 000000000 -6468948.830000 PA USD -6482760.040000 -0.8545007 Short RA US N 2 Reverse repurchase N 0.4200000 2022-02-02 5905000.000000 USD 7813171.220000 USD CDS N N N N/A N/A 000000000 -743958.400000 PA USD -745660.200000 -0.0982864 Short RA US N 2 Reverse repurchase N 0.4500000 2022-02-02 900000.000000 USD 901206.000000 USD CDS N N N N/A N/A 000000000 -1105664.530000 PA USD -1108966.780000 -0.1461743 Short RA US N 2 Reverse repurchase N 0.4800000 2022-02-04 1200000.000000 USD 1127321.320000 USD CDS N N N N/A N/A 000000000 -2127228.600000 PA USD -2129743.460000 -0.2807241 Short RA US N 2 Reverse repurchase N 0.2800000 2022-03-02 2166000.000000 USD 2257186.610000 USD CDS N N N N/A N/A 000000000 -2758756.170000 PA USD -2759947.240000 -0.3637921 Short RA US N 2 Reverse repurchase N 0.2800000 2022-03-09 2713000.000000 USD 2833496.240000 USD CDS N N N N/A N/A 000000000 -6195695.840000 PA USD -6205337.680000 -0.8179333 Short RA US N 2 Reverse repurchase N 0.3000000 2022-03-09 6499000.000000 USD 6530183.880000 USD CDS N N N N/A N/A 000000000 -3537925.660000 PA USD -3540732.410000 -0.4667083 Short RA US N 2 Reverse repurchase N 0.2800000 2022-03-10 3736000.000000 USD 3661829.550000 USD CDS N N N N/A N/A 000000000 -1598650.000000 PA USD -1599123.380000 -0.2107824 Short RA US N 2 Reverse repurchase N 0.2600000 2022-03-17 1200000.000000 USD 1597305.880000 USD CDS N N N N/A N/A 000000000 -4324074.000000 PA USD -4325385.640000 -0.5701345 Short RA US N 2 Reverse repurchase N 0.2600000 2022-03-21 4000000.000000 USD 4337099.120000 USD CDS N N N N/A N/A 000000000 -434088.000000 PA USD -434290.580000 -0.0572444 Short RA US N 2 Reverse repurchase N 0.4000000 2022-03-24 500000.000000 USD 527847.500000 USD CDS N N N N/A N/A 000000000 -3558927.480000 PA USD -3563577.810000 -0.4697196 Short RA US N 2 Reverse repurchase N 0.4200000 2022-04-12 3257531.740000 USD 3476535.600000 USD CDS N N N N/A N/A 000000000 -1041051.140000 PA USD -1041051.140000 -0.1372222 Short RA US N 2 Reverse repurchase N 0.4700000 2022-05-05 1200000.000000 USD 1127321.320000 USD CDS N N N N/A N/A 000000000 -6839837.380000 PA USD -6839837.380000 -0.9015675 Short RA US N 2 Reverse repurchase N 0.4400000 2022-05-06 5905000.000000 USD 7813171.220000 USD CDS N N N N/A N/A 000000000 -750311.280000 PA USD -750311.280000 -0.0988995 Short RA US N 2 Reverse repurchase N 0.4900000 2022-05-06 900000.000000 USD 901206.000000 USD CDS N N N N/A N/A 000000000 -4857468.750000 PA USD -4858488.820000 -0.6404035 Short RA US N 2 Reverse repurchase N 0.2800000 2022-02-03 4500000.000000 USD 4879236.510000 USD CDS N N N N/A N/A 000000000 -3941875.000000 PA USD -3949396.780000 -0.5205749 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-03 4400000.000000 USD 4386584.000000 USD CDS N N N N/A N/A 000000000 -5195461.380000 PA USD -5206139.500000 -0.6862277 Short RA US N 2 Reverse repurchase N 0.4900000 2022-03-03 5746000.000000 USD 5868533.450000 USD CDS N N N N/A N/A 000000000 -272223.000000 PA USD -272371.210000 -0.0359016 Short RA US N 2 Reverse repurchase N 0.4900000 2022-03-14 298000.000000 USD 295483.390000 USD CDS N N N N/A N/A 000000000 -4907945.420000 PA USD -4917230.980000 -0.6481463 Short RA US N 2 Reverse repurchase N 0.4900000 2022-03-15 4841973.500000 USD 5167499.380000 USD CDS N N N N/A N/A 000000000 -944821.640000 PA USD -946056.210000 -0.1247008 Short RA US N 2 Reverse repurchase N 0.4900000 2022-04-01 909000.000000 USD 999522.770000 USD CDS N N N N/A N/A 000000000 -4277255.480000 PA USD -4278536.280000 -0.5639592 Short RA US N 2 Reverse repurchase N 0.4900000 2022-04-14 5200000.000000 USD 4961320.000000 USD CDS N N N N/A N/A 000000000 -4396479.920000 PA USD -4399412.130000 -0.5798920 Short RA US N 2 Reverse repurchase N 0.4900000 2022-04-18 5100000.000000 USD 5031124.500000 USD CDS N N N N/A N/A 000000000 -2147227.450000 PA USD -2147509.570000 -0.2830659 Short RA US N 2 Reverse repurchase N 0.4300000 2022-04-21 2300000.000000 USD 2182297.590000 USD CDS N N N N/A N/A 000000000 -10346989.690000 PA USD -10347607.650000 -1.3639310 Short RA US N 2 Reverse repurchase N 0.4300000 2022-05-02 9875000.000000 USD 10609903.160000 USD CDS N N N N/A N/A 000000000 -4745906.600000 PA USD -4745906.600000 -0.6255638 Short RA US N 2 Reverse repurchase N 0.4500000 2022-05-09 4500000.000000 USD 4879236.510000 USD CDS N N N N/A N/A 000000000 -3885712.100000 PA USD -3885712.100000 -0.5121805 Short RA US N 2 Reverse repurchase N 0.8000000 2022-08-05 4400000.000000 USD 4386584.000000 USD CDS N N N N/A N/A 000000000 -1852339.990000 PA USD -1857801.820000 -0.2448792 Short RA US N 2 Reverse repurchase N 0.5500000 2022-04-25 2096000.000000 USD 2172367.760000 USD CDS N N N N/A N/A 000000000 -6342407.430000 PA USD -6351212.800000 -0.8371613 Short RA US N 2 Reverse repurchase N 0.4900000 2022-02-16 7563000.000000 USD 6929371.860000 USD CDS N N N N/A N/A 000000000 -2698920.000000 PA USD -2699378.820000 -0.3558085 Short RA US N 2 Reverse repurchase N 0.5100000 2022-02-17 3528000.000000 USD 3093315.120000 USD CDS N N N N/A N/A 000000000 -1704037.500000 PA USD -1705417.300000 -0.2247932 Short RA US N 2 Reverse repurchase N 0.5300000 2022-05-12 2000000.000000 USD 1943750.000000 USD CDS N N N N/A N/A 000000000 -1653908.330000 PA USD -1655055.040000 -0.2181549 Short RA US N 2 Reverse repurchase N 0.5200000 2022-04-18 1916000.000000 USD 1852072.660000 USD CDS N N N N/A N/A 000000000 -1803737.630000 PA USD -1804248.690000 -0.2378203 Short RA US N 2 Reverse repurchase N 0.5100000 2022-03-21 2040000.000000 USD 2065561.200000 USD CDS N N N N/A N/A 000000000 -1193111.600000 PA USD -1193439.040000 -0.1573087 Short RA US N 2 Reverse repurchase N 0.5200000 2022-03-21 1170000.000000 USD 1326452.400000 USD CDS N N N N/A N/A 000000000 -3135843.750000 PA USD -3139502.230000 -0.4138217 Short RA US N 2 Reverse repurchase N 0.4000000 2022-03-01 3250000.000000 USD 3204386.610000 USD CDS N N N N/A N/A 000000000 -981751.000000 PA USD -983837.220000 -0.1296808 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-01 1200000.000000 USD 935706.000000 USD CDS N N N N/A N/A 000000000 -1675318.000000 PA USD -1675760.100000 -0.2208840 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-07 1690000.000000 USD 1915986.800000 USD CDS N N N N/A N/A 000000000 -1913998.000000 PA USD -1917267.750000 -0.2527174 Short RA US N 2 Reverse repurchase N 0.5000000 2022-04-01 2151000.000000 USD 1944229.220000 USD CDS N N N N/A N/A 000000000 -3726377.600000 PA USD -3729049.790000 -0.4915307 Short RA US N 2 Reverse repurchase N 0.5000000 2022-04-19 3720000.000000 USD 4217438.400000 USD CDS N N N N/A N/A 000000000 -13750179.140000 PA USD -13772351.330000 -1.8153508 Short RA US N 2 Reverse repurchase N 0.5500000 2022-04-27 16497000.000000 USD 15691581.220000 USD CDS N N N N/A N/A 000000000 -1357300.780000 PA USD -1358047.300000 -0.1790059 Short RA US N 2 Reverse repurchase N 0.5500000 2022-05-04 1600000.000000 USD 1514872.000000 USD CDS N N N N/A N/A 000000000 -13444919.000000 PA USD -13451174.620000 -1.7730161 Short RA US N 2 Reverse repurchase N 0.6700000 2022-07-06 16192000.000000 USD 15090858.320000 USD CDS N N N N/A N/A 000000000 -700865.000000 PA USD -701191.100000 -0.0924249 Short RA US N 2 Reverse repurchase N 0.6700000 2022-07-08 800000.000000 USD 789028.000000 USD CDS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0QD081 38100000.000000 PA 69530.080000 0.0091648 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N N/A N/A 000000000 -13672136.860000 PA USD -13713377.310000 -1.8075773 Short RA US N 2 Reverse repurchase N 0.6500000 2022-03-25 16278062.000000 USD 16336817.180000 USD CDS N N N N/A N/A 000000000 -2117622.000000 PA USD -2117819.640000 -0.2791524 Short RA US N 2 Reverse repurchase N 0.5600000 2022-04-29 2800000.000000 USD 2439598.000000 USD CDS N N N N/A N/A 000000000 -3467755.000000 PA USD -3468639.280000 -0.4572057 Short RA US N 2 Reverse repurchase N 0.5100000 2022-04-14 3904000.000000 USD 3959827.200000 USD CDS N N N N/A N/A 000000000 -1739043.980000 PA USD -1739422.710000 -0.2292755 Short RA US N 2 Reverse repurchase N 0.5600000 2022-03-16 14057791.100000 USD 2133763.710000 USD AMBS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 1326304.000000 PA USD 505984.980000 0.0666945 Long DBT NUSS AR N 2 2038-01-09 Variable 2 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 163236.000000 PA USD 57989.590000 0.0076437 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 658187.000000 PA USD 224112.670000 0.0295406 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A 000000000 1.000000 NC -11769.900000 -0.0015514 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2650462.660000 USD 1962000.000000 GBP 2022-02-02 -11769.900000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 387987.000000 PA USD 120663.960000 0.0159049 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N N/A N/A 000000000 1.000000 NC 30905.820000 0.0040737 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 893244.550000 USD 3610137.180000 PEN 2022-07-26 30905.820000 N N N N/A N/A 000000000 1.000000 NC 18910.920000 0.0024927 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1598028.070000 CAD 1276052.060000 USD 2022-02-17 18910.920000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 9486055.000000 PA USD 3396007.690000 0.4476320 Long DBT NUSS AR N 2 2041-07-09 Variable 2.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 114993.000000 PA USD 36510.280000 0.0048125 Long DBT NUSS AR N 2 2046-07-09 Variable 1.125 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 P0761DAQ6 84000.000000 PA 163.820000 0.0000216 Long DBT NUSS AR N 2 2022-10-04 Floating 34.1625 N N N N N N N/A N/A 000000000 1.000000 NC -8158.950000 -0.0010754 N/A DFE GB N 2 BNP Paribas S.A. N/A 794925.140000 USD 585000.000000 GBP 2022-02-02 -8158.950000 N N N N/A N/A 000000000 1.000000 NC 232747.330000 0.0306787 N/A DFE N/A N 2 BNP Paribas S.A. N/A 12094000.000000 EUR 13819755.750000 USD 2022-02-02 232747.330000 N N N N/A N/A 000000000 1.000000 NC 10255.840000 0.0013518 N/A DFE GB N 2 BNP Paribas S.A. N/A 569000.000000 GBP 775503.640000 USD 2022-02-02 10255.840000 N N N N/A N/A 000000000 1.000000 NC USD 78285.390000 0.0103189 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2024-12-21 0.000000 USD -8216.680000 USD 2000000.000000 USD 86502.070000 N N N ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC N/A 04570XAC3 425000.000000 PA USD 448219.880000 0.0590804 Long DBT CORP US N 2 2025-09-01 Fixed 9 N N N N N N 2022-03-08 PIMCO High Income Fund /s/ Jason Nagler Jason Nagler Assistant Treasurer