BOUGHT BRL/SOLD USD

0001510599-21-000058.txt : 20211124 0001510599-21-000058.hdr.sgml : 20211124 20211124132212 ACCESSION NUMBER: 0001510599-21-000058 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211124 PERIOD START: 20220630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIMCO Dynamic Income Fund CENTRAL INDEX KEY: 0001510599 IRS NUMBER: 274580758 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22673 FILM NUMBER: 211444474 BUSINESS ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-739-4000 MAIL ADDRESS: STREET 1: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 NPORT-P 1 primary_doc.xml NPORT-P false 0001510599 XXXXXXXX PIMCO Dynamic Income Fund 811-22673 0001510599 F0MWMXS5YG3P711FB044 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2022-06-30 2021-09-30 N 3354405008.940000 1563422077.060000 1790982931.880000 0.000000 0.000000 1303503780.190000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 17072000.000000 0.000000 0.000000 34737078.870000 ZAR BRL CAD CHF EUR GBP MXN PEN ARS USD PLN N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -3772.580000 -0.0002106 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 123948.890000 USD 654450.140000 BRL 2021-10-04 -3772.580000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 4305.490000 0.0002404 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2253084.000000 USD 14635457.100000 CNY 2021-12-15 4305.490000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -164130.970000 -0.0091643 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7852099.310000 USD 6637000.000000 EUR 2021-10-04 -164130.970000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -28514.780000 -0.0015921 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1874453.040000 USD 1370000.000000 GBP 2021-10-04 -28514.780000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 15170.260000 0.0008470 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 896475.540000 USD 68168000.000000 INR 2021-12-15 15170.260000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 11916.370000 0.0006654 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 899729.430000 USD 68168000.000000 INR 2021-12-15 11916.370000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 51825.580000 0.0028937 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1312152.630000 USD 101991000.000000 INR 2021-12-15 51825.580000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC -140901.870000 -0.0078673 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11200394.760000 USD 229073833.760000 MXN 2021-10-27 -140901.870000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -30757.340000 -0.0017173 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 439413.390000 USD 1689588.420000 PEN 2021-10-04 -30757.340000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -19976.770000 -0.0011154 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 285397.210000 USD 1097380.800000 PEN 2021-10-04 -19976.770000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -116.230000 -0.0000065 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2637.200000 USD 10424.840000 PEN 2021-10-12 -116.230000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -11027.540000 -0.0006157 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 241895.270000 USD 954857.400000 PEN 2021-10-19 -11027.540000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -70073.620000 -0.0039126 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1285770.900000 USD 5029035.740000 PEN 2021-10-27 -70073.620000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -61597.850000 -0.0034393 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2543946.070000 USD 10403467.440000 PEN 2022-05-05 -61597.850000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -2996.780000 -0.0001673 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 577292.080000 USD 2377692.900000 PEN 2021-11-23 -2996.780000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -16568.930000 -0.0009251 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1597340.420000 USD 6591105.770000 PEN 2022-03-08 -16568.930000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 7877.910000 0.0004399 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1352195.030000 USD 100399129.000000 RUB 2021-12-20 7877.910000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -71052.580000 -0.0039672 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1506754.000000 USD 21833453.090000 ZAR 2021-12-15 -71052.580000 N N N N/A N/A SOLD CLP/BOUGHT USD 000000000 1.000000 NC 72784.400000 0.0040639 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1054219196.000000 CLP 1371074.520000 USD 2021-10-20 72784.400000 N N N ASSET BACKED FUNDING CERT 2004-FF1 N/A ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 04542BHM7 610491.550000 PA USD 606191.980000 0.0338469 Long ABS-MBS CORP US N 2 2034-03-25 Floating 1.136 Y N N N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 64669.600000 0.0036108 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3210000.000000 EUR 3782972.800000 USD 2021-10-04 64669.600000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 54384.350000 0.0030366 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5312885.600000 PLN 1389188.000000 USD 2022-02-18 54384.350000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 5068.210000 0.0002830 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 593000.000000 PLN 154149.690000 USD 2021-11-15 5068.210000 N N N N/A N/A SOLD ZAR/BOUGHT USD 000000000 1.000000 NC 97359.640000 0.0054361 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 47789193.490000 ZAR 3239831.540000 USD 2021-12-15 97359.640000 N N N N/A N/A BOUGHT CLP/SOLD USD 000000000 1.000000 NC -70630.880000 -0.0039437 N/A DFE CL N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 1374219.730000 USD 1069857543.000000 CLP 2022-02-16 -70630.880000 N N N ASSOCIATED MATERIALS LLC / AMH NEW FINANCE INC N/A ASSOC MAT LLC/AMH NEW FI SR SECURED 144A 09/25 9 04570XAC3 6327000.000000 PA USD 6700261.370000 0.3741108 Long DBT CORP US N 2 2025-09-01 Fixed 9 N N N N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 14070.690000 0.0007856 N/A DFE RU N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 803123.070000 USD 59996506.000000 RUB 2021-11-22 14070.690000 N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 ASURION LLC 2021 SECOND LIEN TERM LOAN B4 04649VBA7 1107493.960000 PA USD 1104955.580000 0.0616955 Long LON CORP US N 2 2029-01-20 Floating 5.3341 N N N N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 ASURION LLC 2021 TERM LOAN B9 04649VAY6 5290630.520000 PA USD 5219207.010000 0.2914158 Long LON CORP US N 2 2027-07-31 Floating 3.3341 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/43 3.1 00206RKD3 3300000.000000 PA USD 3169629.710000 0.1769771 Long DBT CORP US N 2 2043-02-01 Fixed 3.1 N N N N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -3112.190000 -0.0001738 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 94815.160000 USD 499391.450000 BRL 2021-10-04 -3112.190000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -33572.160000 -0.0018745 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 965033.370000 USD 5072504.900000 BRL 2021-10-04 -33572.160000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 6574.610000 0.0003671 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2259471.000000 USD 14691577.750000 CNY 2021-12-15 6574.610000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 8859.670000 0.0004947 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2048086.000000 USD 13278746.740000 CNY 2021-10-22 8859.670000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/52 3.3 00206RKE1 3300000.000000 PA USD 3202589.250000 0.1788174 Long DBT CORP US N 2 2052-02-01 Fixed 3.3 N N N N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC -3681.530000 -0.0002056 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2635131.380000 USD 37930081084.000000 IDR 2021-12-15 -3681.530000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC -74938.840000 -0.0041842 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3389983.790000 USD 68597000.000000 MXN 2021-10-20 -74938.840000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -145465.660000 -0.0081221 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1542241.500000 USD 5780783.800000 PEN 2021-11-12 -145465.660000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -5375.030000 -0.0003001 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 809869.860000 USD 3344195.600000 PEN 2022-01-24 -5375.030000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/61 3.5 00206RKF8 2300000.000000 PA USD 2206012.850000 0.1231733 Long DBT CORP US N 2 2061-02-01 Fixed 3.5 N N N N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 32798.820000 0.0018313 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000777.380000 USD 75465520.000000 RUB 2021-10-22 32798.820000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 30946.040000 0.0017279 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 981743.010000 USD 73940466.000000 RUB 2021-10-22 30946.040000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 14480.270000 0.0008085 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 919424.870000 USD 68565190.000000 RUB 2021-11-22 14480.270000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 14490.260000 0.0008091 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1359035.240000 USD 101392183.000000 RUB 2021-12-20 14490.260000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 11429.620000 0.0006382 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1925998.630000 USD 143018880.000000 RUB 2021-12-20 11429.620000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -57086.980000 -0.0031875 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1162007.000000 USD 16803089.510000 ZAR 2021-12-15 -57086.980000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/41 3.5 00206RJZ6 1739000.000000 PA USD 1787753.560000 0.0998197 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N N/A N/A SOLD DOP/BOUGHT USD 000000000 1.000000 NC -29680.690000 -0.0016572 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 99810684.500000 DOP 1731733.030000 USD 2021-10-22 -29680.690000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/51 3.65 00206RKA9 1553000.000000 PA USD 1585720.450000 0.0885391 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N N/A N/A SOLD ZAR/BOUGHT USD 000000000 1.000000 NC -3337.860000 -0.0001864 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8391000.000000 ZAR 548428.760000 USD 2021-12-15 -3337.860000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/60 3.85 00206RKB7 1295000.000000 PA USD 1342220.580000 0.0749432 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC -1135.900000 -0.0000634 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 774578.000000 USD 11148501154.000000 IDR 2021-12-15 -1135.900000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 39400.450000 0.0021999 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1348141.890000 USD 103753000.000000 INR 2021-12-15 39400.450000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 16678.470000 0.0009312 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 515343.000000 USD 38845009.000000 RUB 2021-10-22 16678.470000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 2672.470000 0.0001492 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 153733.860000 USD 11482997.000000 RUB 2021-11-22 2672.470000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -73191.380000 -0.0040867 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1520667.000000 USD 22012509.440000 ZAR 2021-12-15 -73191.380000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 57767.240000 0.0032254 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2275000.000000 EUR 2693013.280000 USD 2021-10-04 57767.240000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 156954.270000 0.0087636 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7505000.000000 EUR 8850370.320000 USD 2021-10-04 156954.270000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 19685.540000 0.0010991 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1572000.000000 GBP 2137798.640000 USD 2021-10-04 19685.540000 N N N ATLANTIC AVIATION (AKA: KKR APPLE BIDCO LLC) 2549001SCJD3WEYJFM53 KKR APPLE BIDCO, LLC 2021 2ND LIEN TERM LOAN 938PNZII2 400000.000000 PA USD 407500.000000 0.0227529 Long LON CORP US N 2 2029-07-13 Floating 6.25 N N N N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 227770.340000 0.0127176 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7855006.250000 PEN 2123772.510000 USD 2021-12-09 227770.340000 N N N N/A N/A TRS IBOXHY/3ML INDX 12/20/21 BPS 000000000 1.000000 NC USD 3677.260000 0.0002053 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2021-12-20 0.000000 USD -85.180000 USD 600000.000000 USD 3762.440000 N N N N/A N/A TRS IBOXHY/3ML INDX 12/20/21 BPS 000000000 1.000000 NC USD 6627.320000 0.0003700 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2021-12-20 0.000000 USD -107.600000 USD 900000.000000 USD 6734.920000 N N N N/A N/A TRS IBOXHY/3ML INDX 12/20/21 MYC 000000000 1.000000 NC USD 4140.140000 0.0002312 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2021-12-20 0.000000 USD -96.390000 USD 600000.000000 USD 4236.530000 N N N N/A N/A JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE 000000000 1.000000 NC 263808.630000 0.0147298 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 441097.350000 EUR 0.000000 EUR 6600000.000000 EUR -177288.720000 N N N N/A N/A JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE 000000000 1.000000 NC 131904.280000 0.0073649 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) JAGUAR LAND ROVER AUTOMO SR UNSEC REGS Y Single Leg Swap 2026-06-21 234351.390000 EUR 0.000000 EUR 3300000.000000 EUR -102447.110000 N N N N/A N/A JAGUAR LAND ROVER AUTOMOTIVE SNR SE ICE 000000000 1.000000 NC 511315.210000 0.0285494 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) JAGUAR LAND ROVER AUTOMO SR UNSEC REGS Y Single Leg Swap 2026-12-22 800870.810000 EUR 0.000000 EUR 15013000.000000 EUR -289555.600000 N N N N/A N/A SOLD CHF/BOUGHT USD 000000000 1.000000 NC 51565.670000 0.0028792 N/A DFE CH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4005000.000000 CHF 4353579.820000 USD 2021-11-17 51565.670000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC -685.020000 -0.0000382 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 767922.000000 USD 11026591998.000000 IDR 2021-11-15 -685.020000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC 232.740000 0.0000130 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1534576.000000 USD 22057995424.000000 IDR 2021-11-15 232.740000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 7891.210000 0.0004406 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 900384.460000 USD 67916000.000000 INR 2021-12-15 7891.210000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC 219.090000 0.0000122 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 753344.000000 USD 10830073344.000000 IDR 2021-11-15 219.090000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC -65995.610000 -0.0036849 N/A DFE MX N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2716140.420000 USD 55056166.240000 MXN 2021-11-17 -65995.610000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 63470.310000 0.0035439 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5181477.800000 PLN 1366105.000000 USD 2021-11-15 63470.310000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 61648.590000 0.0034422 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5547881.660000 PLN 1456398.000000 USD 2021-11-15 61648.590000 N N N N/A N/A ROLLS-ROYCE PLC SNR SE ICE 000000000 1.000000 NC -865977.840000 -0.0483521 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 -3878768.940000 EUR 25500000.000000 EUR 3012791.100000 N N N N/A N/A ROLLS-ROYCE PLC SNR SE ICE 000000000 1.000000 NC -987977.020000 -0.0551640 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC CO GTD SR UNSEC REGS Y Single Leg Swap 2026-06-21 0.000000 EUR -1565654.080000 EUR 21400000.000000 EUR 577677.060000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 7582.860000 0.0004234 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2668220.000000 USD 17348179.430000 CNY 2021-12-15 7582.860000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC -5572.840000 -0.0003112 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1602135.000000 USD 23013067140.000000 IDR 2021-12-15 -5572.840000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 3666.350000 0.0002047 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 676336.790000 USD 50847000.000000 INR 2021-12-15 3666.350000 N N N N/A N/A BOUGHT INR/SOLD USD 000000000 1.000000 NC 11251.890000 0.0006283 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2626407.570000 USD 197230076.640000 INR 2021-12-15 11251.890000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 77889.900000 0.0043490 N/A DFE RU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2542253.150000 USD 191307092.000000 RUB 2021-10-22 77889.900000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -86545.620000 -0.0048323 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1483952.000000 USD 21244973.580000 ZAR 2021-12-13 -86545.620000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 3307941.220000 0.1846998 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 144811000.000000 EUR 171049749.660000 USD 2021-10-04 3307941.220000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 321999.250000 0.0179789 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 14008428.000000 GBP 19196957.820000 USD 2021-10-04 321999.250000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -592085.640000 -0.0330593 N/A DFE BR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18038323.920000 USD 95007852.110000 BRL 2021-10-04 -592085.640000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -573724.390000 -0.0320341 N/A DFE BR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 26902660.400000 USD 144038188.920000 BRL 2021-11-03 -573724.390000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -27635.260000 -0.0015430 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1077260.010000 USD 779000.000000 GBP 2021-10-04 -27635.260000 N N N N/A N/A SOLD BRL/BOUGHT USD 000000000 1.000000 NC 579470.220000 0.0323549 N/A DFE BR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 144038188.900000 BRL 27029121.580000 USD 2021-10-04 579470.220000 N N N N/A N/A SOLD ZAR/BOUGHT USD 000000000 1.000000 NC 96011.740000 0.0053608 N/A DFE ZA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 45946806.530000 ZAR 3118202.400000 USD 2021-12-13 96011.740000 N N N BALLYS CORPORATION 549300NS4D5IK406VT62 PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/29 5.625 74052HAA2 1594000.000000 PA USD 1612052.050000 0.0900093 Long DBT CORP US N 2 2029-09-01 Fixed 5.625 N N N N N N BALLYS CORPORATION 549300NS4D5IK406VT62 PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/31 5.875 74052HAB0 3176000.000000 PA USD 3213133.790000 0.1794062 Long DBT CORP US N 2 2031-09-01 Fixed 5.875 N N N N N N BALLYS CORPORATION 549300NS4D5IK406VT62 TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B 05875CAB0 1600000.000000 PA USD 1601875.200000 0.0894411 Long LON CORP US N 2 2028-08-06 Floating 3.75 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3 N/A BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 C 144A 05891HAE3 2919000.000000 PA USD 2804370.870000 0.1565828 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.234 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2006-5 N/A BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB17 05950BAS3 63264.970000 PA USD 62370.590000 0.0034825 Long ABS-MBS CORP US N 2 2046-06-25 Fixed 6 Y N N N N N N/A N/A IRS EUR -0.15000 03/18/20-10Y LCH 000000000 1.000000 NC 453523.440000 0.0253226 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 373344.300000 EUR 0.000000 EUR 20400000.000000 EUR 80179.140000 N N N BANC OF AMERICA ALT LOAN TRUST 2007-2 N/A BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 2A1 059475AF0 136583.520000 PA USD 134919.300000 0.0075333 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N N/A N/A IRS EUR 0.15000 06/17/20-10Y LCH 000000000 1.000000 NC -11012.720000 -0.0006149 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 -849.310000 EUR 1200000.000000 EUR -10163.410000 N N N N/A N/A IRS EUR 0.25000 03/18/20-30Y LCH 000000000 1.000000 NC 193285.880000 0.0107922 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2050-03-18 138837.840000 EUR 0.000000 EUR 2500000.000000 EUR 54448.040000 N N N N/A N/A IRS EUR 0.50000 06/17/20-30Y LCH 000000000 1.000000 NC -2189.360000 -0.0001222 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2050-06-17 0.000000 EUR -16176.800000 EUR 500000.000000 EUR 13987.440000 N N N BANC OF AMERICA FUNDING CORP 2004-D N/A BANC OF AMERICA FUNDING CORPOR BAFC 2004 D 5A2 05946XNF6 160437.990000 PA USD 166820.710000 0.0093145 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.81806 N N N N N N BANC OF AMERICA FUNDING CORP 2005-A N/A BANC OF AMERICA FUNDING CORPOR BAFC 2005 A 5M1 05946XRH8 4496440.210000 PA USD 4662520.730000 0.2603331 Long ABS-MBS CORP US N 2 2035-02-20 Floating 0.76338 N N N N N N N/A N/A IRS MXN 4.50000 03/05/21-2Y CME 000000000 1.000000 NC -251425.120000 -0.0140384 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-03-03 0.000000 MXN -7753.930000 MXN 229100000.000000 MXN -243671.190000 N N N N/A N/A IRS MXN 4.55000 03/01/21-2Y CME 000000000 1.000000 NC -364570.430000 -0.0203559 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-02-27 41439.190000 MXN 0.000000 MXN 346600000.000000 MXN -406009.620000 N N N BANC OF AMERICA FUNDING CORP 2006-B N/A BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 2A1 058928AD4 741565.060000 PA USD 741551.190000 0.0414047 Long ABS-MBS CORP US N 2 2036-03-20 Floating 2.95918 Y N N N N N N/A N/A IRS USD 1.15000 12/11/20-30Y CME 000000000 1.000000 NC USD 10033766.580000 0.5602380 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-12-12 0.000000 USD -3121930.310000 USD 61500000.000000 USD 13155696.890000 N N N BANC OF AMERICA FUNDING CORP 2006-J N/A BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A3 05951EAE7 110782.560000 PA USD 109236.300000 0.0060992 Long ABS-MBS CORP US N 2 2047-01-20 Floating 3.16209 Y N N N N N N/A N/A IRS USD 1.75000 12/15/21-10Y LCH 000000000 1.000000 NC USD -278428.480000 -0.0155461 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-12-15 0.000000 USD -254549.470000 USD 16600000.000000 USD -23879.010000 N N N N/A N/A IRS USD 1.75000 12/21/16-10Y CME 000000000 1.000000 NC USD 11435129.100000 0.6384834 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-12-21 7432549.780000 USD 0.000000 USD 303000000.000000 USD 4002579.320000 N N N N/A N/A IRS USD 2.25000 03/12/20-30Y CME 000000000 1.000000 NC USD -1640266.700000 -0.0915847 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-03-14 0.000000 USD -24734.870000 USD 17700000.000000 USD -1615531.830000 N N N N/A N/A IRS USD 2.50000 06/20/18-30Y CME 000000000 1.000000 NC USD -463442.150000 -0.0258764 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2048-06-22 287446.000000 USD 0.000000 USD 3100000.000000 USD -750888.150000 N N N N/A N/A IRS USD 2.50000 12/20/17-10Y CME 000000000 1.000000 NC USD 7582151.100000 0.4233514 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-12-20 1071466.780000 USD 0.000000 USD 91250000.000000 USD 6510684.320000 N N N N/A N/A IRS USD 2.75000 03/20/13-30Y CME 000000000 1.000000 NC USD -220209.600000 -0.0122955 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2043-03-20 0.000000 USD -4333.430000 USD 1300000.000000 USD -215876.170000 N N N N/A N/A IRS USD 2.75000 12/16/15-30Y CME 000000000 1.000000 NC USD -383498.120000 -0.0214127 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2045-12-18 0.000000 USD -32121.000000 USD 2000000.000000 USD -351377.120000 N N N N/A N/A IRS USD 2.75000 12/16/15-30Y LCH 000000000 1.000000 NC USD -354767.880000 -0.0198086 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2045-12-18 0.000000 USD -19624.130000 USD 1800000.000000 USD -335143.750000 N N N BANC OF AMERICA FUNDING CORP 2007-B N/A BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 05952EAA4 6623182.350000 PA USD 6570971.800000 0.3668919 Long ABS-MBS CORP US N 2 2047-04-20 Floating 0.50738 Y N N N N N N/A N/A IRS ZAR 5.87300 05/12/21-5Y CME 000000000 1.000000 NC -314749.780000 -0.0175741 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-05-12 0.000000 ZAR -15925.550000 ZAR 882000000.000000 ZAR -298824.230000 N N N N/A N/A OIS GBP SONIO/0.50000 09/16/20-10Y LCH 000000000 1.000000 NC 1260644.800000 0.0703884 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-16 334751.650000 GBP 0.000000 GBP 27000000.000000 GBP 925893.150000 N N N BANC OF AMERICA FUNDING CORP 2007-R1 N/A BANC OF AMERICA FUNDING CORPOR BAFC 2007 R1 A2 144A 05953BAB7 2894660.740000 PA USD 2503470.790000 0.1397819 Long ABS-MBS CORP US N 2 2047-08-25 Floating 0 Y N N N N N N/A N/A OIS GBP SONIO/0.75000 03/16/22-30Y LCH 000000000 1.000000 NC 834119.160000 0.0465733 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 -163277.180000 GBP 9300000.000000 GBP 997396.340000 N N N BANC OF AMERICA FUNDING CORP 2009-R6 N/A BANC OF AMERICA FUNDING CORPOR BAFC 2009 R6 2A2 144A 05955DAE5 2479927.370000 PA USD 2394082.200000 0.1336742 Long ABS-MBS CORP US N 2 2035-06-26 Variable 0 N N N N N N BANC OF AMERICA FUNDING CORP 2009-R6 N/A BANC OF AMERICA FUNDING CORPOR BAFC 2009 R6 4A2 144A 05955DAJ4 9686686.030000 PA USD 4409845.410000 0.2462249 Long ABS-MBS CORP US N 2 2036-07-26 Variable 6.6188 N N N N N N BANC OF AMERICA FUNDING TRUST 2014-R4 N/A BANC OF AMERICA FUNDING CORPOR BAFC 2014 R4 1A2 144A 05958SAB5 5984852.070000 PA USD 5444963.350000 0.3040210 Long ABS-MBS CORP US N 2 2036-05-26 Variable 0.406035 N N N N N N N/A N/A ZCS BRL 2.84 12/23/20-01/03/22 CME 000000000 1.000000 NC 4916.650000 0.0002745 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 1900000.000000 BRL 4916.650000 N N N N/A N/A ZCS BRL 2.8475 12/23/20-01/03/22 CME 000000000 1.000000 NC 4118.540000 0.0002300 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 1600000.000000 BRL 4118.540000 N N N N/A N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME 000000000 1.000000 NC 20675.060000 0.0011544 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 8100000.000000 BRL 20675.060000 N N N N/A N/A ZCS BRL 2.86 01/05/21-01/03/22 CME 000000000 1.000000 NC 53801.220000 0.0030040 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -21.940000 BRL 20700000.000000 BRL 53823.160000 N N N N/A N/A ZCS BRL 2.865 12/23/20-01/03/22 CME 000000000 1.000000 NC 7372.690000 0.0004117 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 2900000.000000 BRL 7372.690000 N N N N/A N/A ZCS BRL 2.87 12/22/20-01/03/22 CME 000000000 1.000000 NC 15158.080000 0.0008464 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 6000000.000000 BRL 15158.080000 N N N N/A N/A ZCS BRL 2.88 01/05/21-01/03/22 CME 000000000 1.000000 NC 26150.420000 0.0014601 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 10200000.000000 BRL 26150.420000 N N N N/A N/A ZCS BRL 2.88 12/22/20-01/03/22 CME 000000000 1.000000 NC 15048.770000 0.0008403 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 6000000.000000 BRL 15048.770000 N N N N/A N/A ZCS BRL 2.8825 12/22/20-01/03/22 CME 000000000 1.000000 NC 57582.160000 0.0032151 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 23000000.000000 BRL 57582.160000 N N N N/A N/A ZCS BRL 2.88375 12/22/20-01/03/22 CME 000000000 1.000000 NC 12256.350000 0.0006843 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 4900000.000000 BRL 12256.350000 N N N N/A N/A ZCS BRL 2.8863 12/22/20-01/03/22 CME 000000000 1.000000 NC 17726.210000 0.0009897 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 7100000.000000 BRL 17726.210000 N N N N/A N/A ZCS BRL 3.36 10/07/20-01/03/22 CME 000000000 1.000000 NC 33880.520000 0.0018917 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -45482.360000 BRL 30700000.000000 BRL 79362.880000 N N N N/A N/A ZCS BRL 4.64 04/08/21-01/03/22 CME 000000000 1.000000 NC -484774.850000 -0.0270675 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 53808.400000 BRL 0.000000 BRL 744100000.000000 BRL -538583.250000 N N N N/A N/A ZCS BRL 6.17 03/18/21-01/02/23 CME 000000000 1.000000 NC -727184.190000 -0.0406025 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL -33984.060000 BRL 184300000.000000 BRL -693200.130000 N N N N/A N/A ZCS BRL 7.655 05/12/21-01/02/24 CME 000000000 1.000000 NC -1804873.070000 -0.1007756 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 343400000.000000 BRL -1804873.070000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875 ACI1T7K79 2300000.000000 PA 2682531.850000 0.1497799 Long DBT CORP IT N 2 2026-01-09 Fixed 1.875 N N N N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC -586.200000 -0.0000327 N/A DFE CN N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2428715.000000 USD 15742420.600000 CNY 2021-12-15 -586.200000 N N N N/A N/A BOUGHT IDR/SOLD USD 000000000 1.000000 NC -2010.930000 -0.0001123 N/A DFE ID N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 802087.000000 USD 11532406886.000000 IDR 2021-12-15 -2010.930000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625 ACI1J7WJ1 1500000.000000 PA 1782071.520000 0.0995024 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 BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625 BJSF9FII4 17246000.000000 PA 20900643.070000 1.1669929 Long DBT CORP IT N 2 2024-09-24 Fixed 3.625 N N N N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 33272.490000 0.0018578 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1039959.180000 USD 78360924.000000 RUB 2021-10-22 33272.490000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 16781.740000 0.0009370 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 520074.150000 USD 39197989.000000 RUB 2021-10-22 16781.740000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 28662.290000 0.0016004 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1447984.240000 USD 108412028.000000 RUB 2021-11-22 28662.290000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -72697.040000 -0.0040591 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1614134.000000 USD 23434691.490000 ZAR 2021-12-13 -72697.040000 N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -17796.160000 -0.0009937 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 321987.840000 USD 4626000.000000 ZAR 2021-12-15 -17796.160000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR ACI0ZY1X9 4569000.000000 PA 4021956.550000 0.2245670 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 BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR ACI1J42S1 4529000.000000 PA 4229721.930000 0.2361676 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 BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5 ACI1DBG64 4076000.000000 PA 4841160.350000 0.2703075 Long DBT CORP IT N 2 2029-07-23 Fixed 10.5 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR ACI1R35P7 2214000.000000 PA 2107969.730000 0.1176990 Long DBT CORP IT N 2 2030-09-10 Floating 8.5 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 05971U2B2 2000000.000000 PA 475752.810000 0.0265638 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N N/A N/A WINDSTREAM HOLDINGS II, LLC 8725909B2 000000000 845636.000000 NC USD 20292755.000000 1.1330513 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 13690869.830000 N N N BANK OF AMERICA MTGE SECS-2005-L N/A BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 3A1 05949CPM2 223078.640000 PA USD 219378.640000 0.0122491 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.03587 Y N N N N N BANK OF AMERICA MTGE SECS-2006-B N/A BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 1A1 05950TAA3 93756.480000 PA USD 66042.050000 0.0036875 Long ABS-MBS CORP US N 2 2046-10-20 Floating 2.37172 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA 12/99 VAR 06738EBN4 1400000.000000 PA USD 1551382.000000 0.0866218 Long DBT CORP GB N 2 2025-12-15 Floating 6.125 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA REGS VAR ACI1FNQ32 1050000.000000 PA 1562907.960000 0.0872654 Long DBT CORP GB N 2 2025-12-15 Floating 6.375 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC JR SUBORDINA VAR ACI1CH093 5200000.000000 PA 7864578.740000 0.4391208 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC BARCLAYS PLC GBP XXXX N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK 18453H106 1495047.000000 NS USD 4051577.370000 0.2262209 Long EC CORP US N 1 N N N BCAP LLC TRUST 2009-RR11 N/A BCAP LLC TRUST BCAP 2009 RR11 7A2 144A 05532FAR3 3965546.150000 PA USD 3095546.170000 0.1728406 Long ABS-MBS CORP US N 2 2036-02-26 Floating 2.96257 N N N N N N BCAP LLC TRUST 2009-RR14 N/A BCAP LLC TRUST BCAP 2009 RR14 11A2 144A 05532LBX6 7615215.970000 PA USD 6850244.680000 0.3824852 Long ABS-MBS CORP US N 2 2037-04-26 Floating 3.06859 N N N N N N BCAP LLC TRUST 2009-RR14 N/A BCAP LLC TRUST BCAP 2009 RR14 9A3 144A 05532LBF5 888486.450000 PA USD 784041.490000 0.0437772 Long ABS-MBS CORP US N 2 2035-07-26 Floating 2.60722 N N N N N N BCAP LLC TRUST 2010-RR2 N/A BCAP LLC TRUST BCAP 2010 RR2 7A4 144A 05532VBR7 2725667.840000 PA USD 2498545.840000 0.1395070 Long ABS-MBS CORP US N 2 2036-06-26 Floating 3.00982 N N N N N N BCAP LLC TRUST 2010-RR3 N/A BCAP LLC TRUST BCAP 2010 RR3 14A6 144A 05532WGU3 2454360.900000 PA USD 2323654.400000 0.1297419 Long ABS-MBS CORP US N 2 2037-08-26 Variable 6 N N N N N N BCAP LLC TRUST 2010-RR3 N/A BCAP LLC TRUST BCAP 2010 RR3 7A6 144A 05532WDF9 3232129.590000 PA USD 3114509.810000 0.1738995 Long ABS-MBS CORP US N 2 2035-11-26 Floating 2.83762 N N N N N N BCAP LLC TRUST 2010-RR4 N/A BCAP LLC TRUST BCAP 2010 RR4 6A12 144A 05532XAL7 4550541.890000 PA USD 3591278.100000 0.2005200 Long ABS-MBS CORP US N 2 2035-12-26 Fixed 5.5 N N N N N N BCAP LLC TRUST 2010-RR7 N/A BCAP LLC TRUST BCAP 2010 RR7 2A13 144A 05533DAW6 4529658.280000 PA USD 4473914.490000 0.2498022 Long ABS-MBS CORP US N 2 2045-07-26 Floating 1.87278 N N N N N N BCP TRUST 2021-330N N/A BCP TRUST BCP 2021 330N E 144A 05553BAN5 4000000.000000 PA USD 3987350.400000 0.2226348 Long ABS-MBS CORP US N 2 2038-06-15 Floating 3.722 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-4 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1 07401CAV5 1878763.460000 PA USD 1890560.400000 0.1055599 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.29129 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A BEAR STEARNS ALT A TRUST BALTA 2005 7 26A1 07386HVX6 5418483.840000 PA USD 3103856.010000 0.1733046 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.92651 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-9 N/A BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 07386HYH8 12177995.530000 PA USD 9089509.730000 0.5075152 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.00101 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A BEAR STEARNS ALT A TRUST BALTA 2006 8 3A2 07387QAY6 3418395.380000 PA USD 3345674.830000 0.1868066 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0.486 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1 N/A BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 07389QAN8 2835990.080000 PA USD 1878738.210000 0.1048998 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 2.74141 Y N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000 09076AAA5 242918.420000 PA USD 183930.540000 0.0102698 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BMC SOFTWARE INC (BOXER PARENT COMPANY INC) 5493006T045HLTF7YX04 BANFF MERGER SUB INC 2021 SECOND LIEN TERM LOAN 944WCFII5 2600000.000000 PA USD 2631688.800000 0.1469410 Long LON CORP US N 2 2026-03-23 Floating 6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 05/40 5.705 097023CV5 2573000.000000 PA USD 3273689.500000 0.1827873 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 05/50 5.805 097023CW3 1715000.000000 PA USD 2290069.120000 0.1278666 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 05/60 5.93 097023CX1 2812000.000000 PA USD 3849027.270000 0.2149114 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 02/28 6 097751BX8 10441000.000000 PA USD 10572504.400000 0.5903185 Long DBT CORP CA N 2 2028-02-15 Fixed 6 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 03/25 7.5 097751BM2 5228000.000000 PA USD 5345630.000000 0.2984746 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 04/27 7.875 097751BT7 6482000.000000 PA USD 6728153.950000 0.3756682 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 06/26 7.125 000000000 8432000.000000 PA USD 8864140.000000 0.4949316 Long DBT CORP CA N 2 2026-06-15 Fixed 7.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 BOMBARDIER INC SR UNSECURED 144A 12/24 7.5 097751BR1 4026000.000000 PA USD 4192072.500000 0.2340655 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A DESARROLLADORA HOMEX SAB DE COMMON STOCK B01RQ2907 719113.000000 NS 2403.840000 0.0001342 Long EC CORP MX N 1 N N N BUFFALO THUNDER DEVELOPMENT AUTHORITY 54930030AKDVPHKOL630 BUFFALO THUNDER DEV AUTH 11/29 0 119818AD4 2482664.770000 PA USD 2003.360000 0.0001119 Long DBT CORP US Y 3 2029-11-15 Fixed 0 N N N N N N BUFFALO THUNDER DEVELOPMENT AUTHORITY 54930030AKDVPHKOL630 BUFFALO THUNDER DEV AUTH 12/22 FIXED 11 119818AC6 5598360.000000 PA USD 2855163.600000 0.1594188 Long DBT CORP US N 2 2022-12-09 Fixed 11 Y N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/28 6.25 12116LAA7 1200000.000000 PA USD 1273296.000000 0.0710948 Long DBT CORP US N 2 2028-04-15 Fixed 6.25 N N N N N N BX TRUST 2017-SLCT N/A BX TRUST BX 2017 SLCT E 144A 05607DAN7 13098500.000000 PA USD 13151575.120000 0.7343216 Long ABS-MBS CORP US N 2 2034-07-15 Floating 3.234 N N N N N N C-BASS CBO XVI CORP 16A N/A C BASS LTD CBCL 16A A 144A 12498YAA7 27234074.040000 PA USD 893658.910000 0.0498977 Long ABS-CBDO CORP KY N 2 2041-09-06 Floating 0.36763 N N N N N N CABINETWORKS (ACPRODUCTS HOLDINGS INC) N/A ACPRODUCTS INC 2021 TERM LOAN B 00488YAB2 1496250.000000 PA USD 1496517.830000 0.0835585 Long LON CORP US N 2 2028-05-17 Floating 4.75 N N N N N N CABINETWORKS (ACPRODUCTS HOLDINGS INC) N/A VICTORS MERGER CORP SR UNSECURED 144A 05/29 6.375 92641PAA4 3000000.000000 PA USD 2877210.000000 0.1606498 Long DBT CORP US N 2 2029-05-15 Fixed 6.375 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 CAESARS RESORT COLLECTION LLC 2020 TERM LOAN 12769LAD1 1388240.570000 PA USD 1391552.910000 0.0776977 Long LON CORP US N 2 2025-07-21 Floating 4.5 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 CAESARS RESORT COLLECTION LLC 2021 TERM LOAN 941XBQII3 200000.000000 PA USD 200354.200000 0.0111868 Long LON CORP US N 2 2025-07-21 Floating 0 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 CAESARS RESORT COLLECTION LLC TERM B LOANS 12769LAB5 3273541.620000 PA USD 3258025.030000 0.1819127 Long LON CORP US N 2 2024-12-23 Floating 2.8341 N N N N N N CALLON PETROLEUM COMPANY 549300EFOWPEB0WLZW21 CALLON PETROLEUM COMPANY GUAR 144A 08/28 8 13123XBD3 2600000.000000 PA USD 2571686.000000 0.1435908 Long DBT CORP US N 2 2028-08-01 Fixed 8 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 CARNIVAL CORP SECURED 144A 02/26 10.5 143658BG6 100000.000000 PA USD 116145.000000 0.0064850 Long DBT CORP PA N 2 2026-02-01 Fixed 10.5 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 CARNIVAL CORPORATION EUR TERM LOAN B P2121YAP3 9159370.280000 PA 10613840.470000 0.5926266 Long LON CORP PA N 2 2025-06-30 Floating 3.75 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 CARNIVAL CORPORATION USD TERM LOAN B P2121YAN8 1881000.000000 PA USD 1876297.500000 0.1047636 Long LON CORP PA N 2 2025-06-30 Floating 3.75 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 CARNIVAL CORPORATION 2021 EUR TERM LOAN A 942KESII3 5500000.000000 PA 6261650.390000 0.3496209 Long LON CORP PA N 3 2022-09-22 Floating 4.75 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 CARVANA CO COMPANY GUAR 144A 09/29 4.875 146869AH5 2900000.000000 PA USD 2875495.000000 0.1605540 Long DBT CORP US N 2 2029-09-01 Fixed 4.875 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 CENGAGE LEARNING INC 2021 TERM LOAN B 15134NAF3 5875000.000000 PA USD 5920167.000000 0.3305541 Long LON CORP US N 2 2026-06-29 Floating 5.75 N N N N N N CGG SA 969500FCVQ5SLAAUJV59 CGG SA SR SECURED 144A 04/27 7.75 ACI1WM066 13373000.000000 PA 15787258.560000 0.8814857 Long DBT CORP FR N 2 2027-04-01 Fixed 7.75 N N N N N N CGG SA 969500FCVQ5SLAAUJV59 CGG SA SR SECURED 144A 04/27 8.75 12531TAF6 18182000.000000 PA USD 18326274.170000 1.0232523 Long DBT CORP FR N 2 2027-04-01 Fixed 8.75 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 01/34 4.25 1248EPCP6 3600000.000000 PA USD 3570750.000000 0.1993738 Long DBT CORP US N 2 2034-01-15 Fixed 4.25 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25 1248EPCK7 1174000.000000 PA USD 1195836.400000 0.0667698 Long DBT CORP US N 2 2031-02-01 Fixed 4.25 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A2 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A1 16162WQH5 4519384.110000 PA USD 4195839.140000 0.2342758 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.83136 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12A3 161630BZ0 1258366.090000 PA USD 1275422.490000 0.0712135 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.00348 Y N N N N N CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1 N/A COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1 126694U97 5161510.870000 PA USD 3377745.360000 0.1885973 Long ABS-MBS CORP US N 2 2046-03-25 Floating 1.956 Y N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625 12543DBF6 4650000.000000 PA USD 4870875.000000 0.2719666 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8 12543DBC3 1328000.000000 PA USD 1409970.800000 0.0787261 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CITIGROUP COMMERCIAL MTGE TRUST 2007-C6 N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ 17311QBN9 256894.180000 PA USD 137438.390000 0.0076739 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.69718 Y N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF1 A2D 17307G4J4 1618359.590000 PA USD 981470.680000 0.0548007 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.923 Y N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2C 17309BAB3 410037.210000 PA USD 204564.730000 0.0114219 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.352 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2015-9 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 9 2A2 144A 17324MAD6 7864604.240000 PA USD 7585260.580000 0.4235250 Long ABS-MBS CORP US N 2 2036-02-25 Variable 2.78771 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 17307G3C0 151602.440000 PA USD 152423.370000 0.0085106 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.52 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 17313QAL2 2977059.230000 PA USD 2972530.830000 0.1659720 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.12406 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A 17311BAS2 13742435.580000 PA USD 9301638.980000 0.5193594 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.246 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2C 17311BAC7 10306726.430000 PA USD 5399476.500000 0.3014812 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.306 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-SHL1 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A 17312WAB2 2100000.000000 PA USD 2018321.130000 0.1126935 Long ABS-MBS CORP US N 2 2046-11-25 Floating 0.786 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-8 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 8 1A3A 17307GE61 1529647.400000 PA USD 1564965.430000 0.0873803 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.11904 Y N N N N N CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3 N/A CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ 14986DAJ9 437497.850000 PA USD 430952.750000 0.0240624 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.688 Y N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 CITY OF BUENOS AIRES UNSECURED 02/28 VAR ACI0Z1129 1874900.000000 PA 9271.620000 0.0005177 Long DBT MUN AR N 2 2028-02-22 Floating 37.8813 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 CHICAGO IL CHI 01/42 FIXED 7.75 167486D22 129000.000000 PA USD 146371.580000 0.0081727 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CLAVEAU RE LTD N/A CLAVEAU RE LTD UNSECURED 144A 07/28 VAR 182896AA8 2800000.000000 PA USD 2821700.000000 0.1575504 Long DBT CORP BM N 2 2028-07-08 Floating 17.25 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B 18452RAD7 3790330.790000 PA USD 3717537.490000 0.2075697 Long LON CORP US N 2 2026-08-21 Floating 3.6285 N N N N N N COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 N/A COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM 20173WAH1 6014374.360000 PA USD 2796684.080000 0.1561536 Long ABS-MBS CORP US N 2 2049-12-10 Variable 6.17106 N N N N N N CONSECO FINANCE SECUR CORP 2002-2 N/A CONSECO FINANCE SECURITIZATION CNF 2002 2 M2 20846QJZ2 7269854.120000 PA USD 6971180.890000 0.3892377 Long ABS-O CORP US N 2 2033-03-01 Variable 9.163 Y N N N N N CONSECO FINANCE SECURITIZATION 2000-2 N/A CONSECO FINANCE SECURITIZATION CNF 2000 2 A5 20846QCQ9 5630274.160000 PA USD 1723546.280000 0.0962347 Long ABS-O CORP US N 2 2030-12-01 Fixed 8.85 N N N N N N CONSECO FINANCE SECURITIZATION 2000-3 N/A CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A 20846QDJ4 4661638.240000 PA USD 1743027.560000 0.0973224 Long ABS-O CORP US N 2 2030-12-01 Variable 8.26 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR 369604BQ5 737000.000000 NS USD 723039.950000 0.0403711 Long EP CORP US N 2 N N N CORESTATE CAPITAL HOLDING SA 529900GNB86RB7HRX793 CORESTATE CAPITAL HOLD SR UNSECURED REGS 04/23 3.5 ACI11QWM1 100000.000000 PA 107784.460000 0.0060182 Long DBT CORP LU N 2 2023-04-15 Fixed 3.5 N N N N N N CORESTATE CAPITAL HOLDING SA 529900GNB86RB7HRX793 CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375 ACI0Z2W07 1800000.000000 PA 1922761.610000 0.1073579 Long DBT CORP LU N 2 2022-11-28 Fixed 1.375 N N N Y N CORESTATE CAPITAL HOLDING SA CORESTATE CAPITAL HOLDING S. EUR XXXX N N N CORK STREET CLO DESIGNATED ACTIVITY CO 1A N/A CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A ACI0QPJC5 2667264.000000 PA 2455976.750000 0.1371301 Long ABS-CBDO CORP IE N 2 2028-11-27 Fixed 0 N N N N N N CORONADO CDO LTD 1A N/A CORONADO CDO LTD CORON 1A B1 144A 21976RAB2 8153316.660000 PA USD 4477622.140000 0.2500092 Long ABS-CBDO CORP KY N 2 2038-09-04 Floating 1.6155 Y N N N N N CORONADO CDO LTD 1A N/A CORONADO CDO LTD CORON 1A B2 144A 21976RAE6 1254356.410000 PA USD 950006.900000 0.0530439 Long ABS-CBDO CORP KY N 2 2038-09-04 Fixed 6 Y N N N N N COTY INC 549300BO9IWPF3S48F93 COTY INC COMPANY GUAR REGS 04/23 4 ACI11TVC8 100000.000000 PA 116811.940000 0.0065222 Long DBT CORP US N 2 2023-04-15 Fixed 4 N N N N N N COTY INC 549300BO9IWPF3S48F93 COTY INC SR SECURED 144A 04/26 5 222070AE4 5357000.000000 PA USD 5479139.600000 0.3059292 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N COTY INC 549300BO9IWPF3S48F93 COTY INC TERM LOAN B 22207EBG8 18920531.940000 PA USD 18634358.890000 1.0404543 Long LON CORP US N 2 2025-04-07 Floating 2.3329 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A5 02146XAW8 158078.240000 PA USD 96108.120000 0.0053662 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-41CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A4 02149CAD3 9045131.570000 PA USD 6989117.990000 0.3902392 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.75 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A5 12668AFL4 387311.040000 PA USD 300034.990000 0.0167525 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 1A1 12668AGN9 9973600.740000 PA USD 9939583.780000 0.5549793 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.546 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1X2 12668ATS4 8970589.750000 PA USD 304569.910000 0.0170057 Long ABS-O CORP US N 2 2035-12-25 Floating 0.79711 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2X1 12668ATW5 4037584.500000 PA USD 229245.570000 0.0128000 Long ABS-O CORP US N 2 2035-12-25 Floating 1.71103 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-73CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 73CB 1A8 12668AU52 80707.520000 PA USD 81724.580000 0.0045631 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-73CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 73CB 2A3 12668AV51 151073.120000 PA USD 113946.640000 0.0063622 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J7 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J7 1A6 12667GF73 857840.790000 PA USD 646786.220000 0.0361135 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5 02147MAE1 7892128.700000 PA USD 2700601.210000 0.1507888 Long ABS-O CORP US N 2 2036-07-25 Floating 7.064 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 1A2 02148KAB0 1067291.030000 PA USD 922441.600000 0.0515048 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A7 02149JAG1 827115.500000 PA USD 451425.660000 0.0252055 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A27 02150GBD9 737134.700000 PA USD 1260695.090000 0.0703912 Long ABS-MBS CORP US N 2 2037-05-25 Floating 38.484 Y N N N N N AMERICAN AGCREDIT CORPORATION N/A AMER AGCREDIT ACA JR SUBORDINA 144A VAR 02369GAA3 2000000.000000 NS USD 2040000.000000 0.1139039 Long EP CORP US N 2 N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A31 02150EBG7 1778324.160000 PA USD 1279010.750000 0.0714139 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 02147BAJ4 5238580.330000 PA USD 3251833.550000 0.1815670 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 3A1 02150QAG1 111260.240000 PA USD 100754.350000 0.0056256 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.73089 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-J1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A3 02149MAR0 2674933.010000 PA USD 1523101.240000 0.0850428 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-J1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A8 02149MAW9 8681420.570000 PA USD 4943182.640000 0.2760039 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A2 02150PAC2 7729617.480000 PA USD 6249863.370000 0.3489628 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.336 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4 02147DAU5 7245690.640000 PA USD 6939865.980000 0.3874892 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.466 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A23 02146TAY3 269782.430000 PA USD 212273.560000 0.0118523 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A3 02151BAT5 8066666.170000 PA USD 4237301.160000 0.2365908 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A5 02148FAE5 1317339.980000 PA USD 1308410.520000 0.0730554 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 Y N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-BC2 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A 12669QAA7 7021516.730000 PA USD 7397587.760000 0.4130462 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.286 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-10 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 AF6 126670AF5 8521.100000 PA USD 8772.840000 0.0004898 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 4.915 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV7 1266732N1 3077435.090000 PA USD 2007695.260000 0.1121002 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.111 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-12 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A 12667AAA4 9991769.100000 PA USD 9963915.050000 0.5563378 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.346 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-17 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 12666VAD3 7655260.040000 PA USD 7194206.690000 0.4016904 Long ABS-MBS CORP US N 2 2047-03-25 Floating 0.326 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-8 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 M1 045427AE1 35232857.810000 PA USD 32110335.220000 1.7928890 Long ABS-MBS CORP US N 2 2046-01-25 Floating 0.346 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-9 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF3 12666RAC4 1053577.190000 PA USD 1079335.680000 0.0602650 Long ABS-MBS CORP US N 2 2046-10-25 Fixed 5.859 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-S6 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2006 S6 A6 126684AF6 908.660000 PA USD 908.240000 0.0000507 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.657 Y N N N N N COUNTRYWIDE HOME LOANS 2004-J8 N/A COUNTRYWIDE HOME LOANS CWHL 2004 J8 3A8 12669GDX6 61837.780000 PA USD 64694.780000 0.0036122 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.5 N N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 12669GUX7 147977.020000 PA USD 121450.020000 0.0067812 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.686 N N N N N N COUNTRYWIDE HOME LOANS 2005-24 N/A COUNTRYWIDE HOME LOANS CWHL 2005 24 A22 126694KN7 25142.980000 PA USD 18152.280000 0.0010135 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-24 N/A COUNTRYWIDE HOME LOANS CWHL 2005 24 A7 126694JX7 30440.630000 PA USD 22970.230000 0.0012825 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-HYB7 N/A COUNTRYWIDE HOME LOANS CWHL 2005 HYB7 6A1 126694MH8 7485284.310000 PA USD 6968764.510000 0.3891028 Long ABS-MBS CORP US N 2 2035-11-20 Variable 2.74246 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 126694YN2 566110.190000 PA USD 366509.760000 0.0204642 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.766 Y N N N N N COUNTRYWIDE HOME LOANS 2007-10 N/A COUNTRYWIDE HOME LOANS CWHL 2007 10 A18 12545CAT7 174593.900000 PA USD 123304.430000 0.0068847 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-11 N/A COUNTRYWIDE HOME LOANS CWHL 2007 11 A1 12544LAA9 3575636.490000 PA USD 2432006.700000 0.1357917 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-13 N/A COUNTRYWIDE HOME LOANS CWHL 2007 13 A14 17025JAP8 1570.480000 PA USD 1128.810000 0.0000630 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY3 N/A COUNTRYWIDE HOME LOANS CWHL 2007 HY3 4A1 12544WAG2 1827000.940000 PA USD 1915790.260000 0.1069686 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.2464 Y N N N N N CPR CUSTODIAL RECEIPT N/A CPR CUSTODIAL RCPT 01/45 1 12625SAA6 13000000.000000 PA USD 12187500.000000 0.6804922 Long DBT MUN US N 2 2045-01-01 Fixed 0 Y Y N N N N CREDIT BASED ASSET SRVC & SEC 2006-MH1 N/A CREDIT BASED ASSET SERVICING A CBASS 2006 MH1 M2 144A 1248P8AJ8 2307545.180000 PA USD 2333251.690000 0.1302777 Long ABS-O CORP US N 2 2036-10-25 Variable 6.25 N N N N N N CREDIT SUISSE GROUP (GUERNSEY) VII LIMITED 213800SZFMXTCMU6PK17 CSG GUERNSEY VII LTD COMPANY GUAR 144A REGS 11/21 3 ACI1XF0N3 1000000.000000 PA 1152905.200000 0.0643728 Long DBT CORP GG N 3 2021-11-12 Fixed 3 N N N Y N CREDIT SUISSE GROUP AG CREDIT SUISSE GROUP AG-REG CHF XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR 225401AJ7 800000.000000 PA USD 857400.000000 0.0478732 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR 225401AK4 400000.000000 PA USD 443440.000000 0.0247596 Long DBT CORP CH N 2 2025-09-12 Floating 7.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR H3698DBW3 400000.000000 PA USD 428700.000000 0.0239366 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-5R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5R A5 12640QAE3 10940818.000000 PA USD 4084936.020000 0.2280835 Long ABS-MBS CORP US N 2 2036-07-26 Fixed 6.5 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-C5 N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM 22546BAH3 17344.280000 PA USD 42336.790000 0.0023639 Long ABS-MBS CORP US N 2 2040-09-15 Variable 5.869 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2009-16R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2009 16R 10A3 144A 12642YGQ1 7254643.110000 PA USD 6735958.620000 0.3761040 Long ABS-MBS CORP US N 2 2037-07-26 Floating 3.09589 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2009-16R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2009 16R 11A3 144A 12642YGT5 14457538.980000 PA USD 4596991.380000 0.2566742 Long ABS-MBS CORP US N 2 2036-08-26 Fixed 7 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2009-1R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2009 1R 2A2 144A 12640XAG3 9822069.680000 PA USD 9756155.730000 0.5447375 Long ABS-MBS CORP US N 2 2035-04-26 Floating 2.98157 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERT 2006 N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 1A4A 225470M67 5404851.140000 PA USD 3737176.750000 0.2086662 Long ABS-MBS CORP US N 2 2036-04-25 Variable 6.396 Y N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2009-12R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2009 12R 16A1 144A 12642MBQ2 3053362.470000 PA USD 1708413.710000 0.0953897 Long ABS-MBS CORP US N 2 2036-08-27 Fixed 7 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2009-5R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2009 5R 2A4 144A 12641TAT3 4927935.980000 PA USD 4955491.030000 0.2766911 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.19307 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-4R N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2012 4R 5A2 144A 12646DAY2 37594071.490000 PA USD 19662146.760000 1.0978411 Long ABS-MBS CORP US N 2 2047-02-27 Variable 2.8466 N N N N N N CSAB MORTGAGE BACKED TR 2007-1 N/A CSAB MORTGAGE BACKED TRUST CSAB 2007 1 2A5 12629EBB0 2750310.270000 PA USD 2430641.160000 0.1357155 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.5 Y N N N N N CSMC 2021-ADV TRUST N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV D 144A 12660WAL9 5800000.000000 PA USD 5818151.100000 0.3248580 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.984 N N N N N N CSMC 2021-ADV TRUST N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV E 144A 12660WAN5 5000000.000000 PA USD 5020232.000000 0.2803060 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.984 N N N N N N CURO GROUP HOLDINGS CORP 54930007KH8KCGJ4YE72 CURO GROUP HOLDINGS CORP SR SECURED 144A 08/28 7.5 23131LAC1 1400000.000000 PA USD 1416114.000000 0.0790691 Long DBT CORP US N 2 2028-08-01 Fixed 7.5 N N N N N N IHEARTMEDIA INC N/A IHEARTMEDIA INC CLASS A COMMON STOCK 45174J509 349506.000000 NS USD 8744640.120000 0.4882593 Long EC CORP US N 1 N N N DEBUSSY DTC 1A N/A DEBUSSY DTC DBSSY 1A A 144A ACI06HWY2 462614.060000 PA 607182.130000 0.0339022 Long ABS-MBS CORP GB N 2 2025-07-12 Fixed 5.93 N N N N N N DEBUSSY DTC 1A N/A DEBUSSY DTC DBSSY 1A B 144A ACI06HWX4 5000000.000000 PA 1963835.780000 0.1096513 Long ABS-MBS CORP GB N 2 2025-07-12 Fixed 8.25 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5 ACI1PZ1S6 400000.000000 PA USD 440642.000000 0.0246034 Long DBT CORP IL N 2 2027-06-30 Fixed 6.5 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7 ACI1PZ0Y4 200000.000000 PA USD 222090.000000 0.0124005 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75 N N N N N N IHEARTMEDIA INC N/A IHEARTMEDIA INC CLASS B COMMON STOCK 45174J608 271220.000000 NS USD 6107331.960000 0.3410045 Long EC CORP US N 3 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC SR UNSECURED 01/26 7.375 247361ZZ4 1010000.000000 PA USD 1190415.170000 0.0664671 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELUXE CORPORATION KWGNKB8TX9LE5TV29231 DELUXE CORP COMPANY GUAR 144A 06/29 8 248019AU5 7100000.000000 PA USD 7428375.000000 0.4147653 Long DBT CORP US N 2 2029-06-01 Fixed 8 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2006-AR5 N/A DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR5 21A 25150NAT1 68971.070000 PA USD 56874.620000 0.0031756 Long ABS-MBS CORP US N 2 2021-10-25 Fixed 6 Y N N N N N DILOSK RMBS NO. 2 DA N/A DILOSK RMBS DILSK 2 E REGS ACI18N368 1100000.000000 PA 1277748.030000 0.0713434 Long ABS-MBS CORP IE N 2 2057-12-20 Floating 2.705 N N N N N N DIRECTV FINANCING LLC N/A DIRECTV FINANCING LLC TERM LOAN 25460HAB8 4000000.000000 PA USD 4007916.000000 0.2237830 Long LON CORP US N 2 2027-07-22 Floating 5.75 N N N N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875 25714PEE4 3500000.000000 PA USD 3433535.000000 0.1917123 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 25714PEF1 4000000.000000 PA USD 4090040.000000 0.2283685 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N DSSV SARL N/A DSSV DSSV PRL A ACI1DSVZ6 12212924.080000 PA 13994053.610000 0.7813616 Long ABS-MBS CORP LU N 3 2024-10-15 Floating 3 N N N N N N DTEK FINANCE PLC 549300VBCR9V58ZYQ356 DTEK FINANCE PLC COMPANY GUAR REGS 12/27 5 ACI1XVP76 15159246.000000 PA USD 9319449.660000 0.5203539 Long DBT CORP GB N 2 2027-12-31 Fixed 5 N N Y N N N DUFRY ONE BV 7245003K5MN9U7XW0808 DUFRY ONE BV COMPANY GUAR REGS 02/27 2 ACI1GQQH3 5456000.000000 PA 6038737.970000 0.3371745 Long DBT CORP NL N 2 2027-02-15 Fixed 2 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 DUFRY ONE BV COMPANY GUAR REGS 04/26 3.625 ACI1X5JS4 3000000.000000 PA 3235474.010000 0.1806535 Long DBT CORP NL N 2 2026-04-15 Fixed 3.625 N N N N N N DUKE FUNDING LTD 2004-6A N/A DUKE FUNDING LTD DUKEF 2004 6A A1S 144A 264407AA5 7676405.470000 PA USD 1010253.340000 0.0564078 Long ABS-CBDO CORP KY N 2 2039-04-08 Floating 0.63488 N N N N N N ECAF I LTD 2015-1A N/A ECAF LTD ECAF 2015 1A A2 144A 26827EAC9 1978329.680000 PA USD 1894543.460000 0.1057823 Long ABS-O CORP KY N 2 2040-06-15 Fixed 4.947 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR ACI1Q6J43 2740000.000000 PA USD 2305025.000000 0.1287017 Long DBT NUSS EC N 2 2030-07-31 Variable 5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/26 3.875 03846JAA8 2850000.000000 PA USD 2686313.100000 0.1499910 Long DBT NUSS EG N 2 2026-02-16 Fixed 3.875 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5 03846JAC4 7800000.000000 PA USD 6866886.000000 0.3834144 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 04/31 6.375 ACI1B3T03 2300000.000000 PA 2618670.860000 0.1462142 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EMC MORTGAGE LOAN TRUST 2004-AA N/A EMC MORTGAGE LOAN TRUST EMCM 2004 AA M2 144A 268668DE7 2176619.760000 PA USD 2179989.170000 0.1217203 Long ABS-MBS CORP US N 2 2042-04-25 Floating 3.461 N N N N N N ENACT HOLDINGS INC N/A ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5 37255LAA5 1300000.000000 PA USD 1420926.000000 0.0793378 Long DBT CORP US N 2 2025-08-15 Fixed 6.5 N N N N N N ENDURANCE INTERNATIONAL GROUP HOLDINGS INC 549300UTQC2651SB0W88 ENDURE DIGITAL INC SR UNSECURED 144A 02/29 6 29279XAA8 3800000.000000 PA USD 3615605.000000 0.2018782 Long DBT CORP US N 2 2029-02-15 Fixed 6 N N N N N N ENDURANCE INTERNATIONAL GROUP HOLDINGS INC 549300UTQC2651SB0W88 ENDURE DIGITAL INC TERM LOAN 942FJRII1 4000000.000000 PA USD 3982500.000000 0.2223639 Long LON CORP US N 2 2028-02-10 Floating 4.25 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 ENTERPRISE MERGER SUB INC INITIAL TERM LOANS 29373UAC5 52922680.430000 PA USD 47233492.280000 2.6372944 Long LON CORP US N 2 2025-10-10 Floating 3.8341 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75 29373TAA2 7996000.000000 PA USD 6506745.000000 0.3633058 Long DBT CORP US N 2 2026-10-15 Fixed 8.75 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75 S25221AC6 14400000.000000 PA USD 14898542.400000 0.8318640 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X C1A REGS G3299TAD5 5341395.800000 PA 6900071.910000 0.3852673 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.31713 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X D1A REGS G3299TAJ2 3293899.000000 PA 4150884.380000 0.2317657 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.81713 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X E1C REGS G3299TAF0 1178249.660000 PA 1594607.080000 0.0890353 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 3.56713 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X RESD REGS B2428WII0 1673.000000 PA 1659377.780000 0.0926518 Long ABS-MBS CORP GB N 2 2045-06-13 Variable 0 N N N N N N EXCEL FITNESS HOLDINGS INC 549300C2NQL773WZ9F32 EXCEL FITNESS HOLDINGS INC 2019 TERM LOAN 30065EAG3 1695685.280000 PA USD 1678728.430000 0.0937322 Long LON CORP US N 3 2025-10-07 Floating 6.25 N N N N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10 30162RAA9 267000.000000 PA USD 207330.840000 0.0115764 Long DBT CORP US N 2 2023-07-15 Fixed 10 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25 90015LAF4 600000.000000 PA USD 646099.200000 0.0360751 Long DBT CORP TR N 2 2024-01-24 Fixed 8.25 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A 30227FAN0 15021850.210000 PA USD 15246324.720000 0.8512825 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.784 N N N N N N FANNIE MAE 2003-49 N/A FANNIE MAE FNR 2003 49 SY 31393C2N2 258512.790000 PA USD 12209.150000 0.0006817 Long ABS-MBS USGSE US N 2 2023-06-25 Floating 7.014 N N N N N N FANNIE MAE 2007-109 N/A FANNIE MAE FNR 2007 109 PI 31396X2X1 99457.630000 PA USD 17845.790000 0.0009964 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 6.264 N N N N N N FANNIE MAE 2007-53 N/A FANNIE MAE FNR 2007 53 SL 31396WCX2 253120.590000 PA USD 38575.630000 0.0021539 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 6.634 N N N N N N FANNIE MAE 2008-10 N/A FANNIE MAE FNR 2008 10 LI 31396YKY7 1119696.480000 PA USD 214893.490000 0.0119986 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.894 N N N N N N FANNIE MAE 2010-134 N/A FANNIE MAE FNR 2010 134 BS 31398SPK3 3436997.580000 PA USD 422343.070000 0.0235816 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.984 N N N N N N FANNIE MAE 2011-63 N/A FANNIE MAE FNR 2011 63 CS 31397USG5 2724165.600000 PA USD 445632.900000 0.0248820 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 5.834 N N N N N N FANNIE MAE 2020-36 N/A FANNIE MAE FNR 2020 36 NI 3136B95E3 5610048.260000 PA USD 874154.910000 0.0488087 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 3.5 N N N N N N FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01 N/A FANNIE MAE CAS CAS 2017 C01 1B1 30711XEQ3 2460000.000000 PA USD 2694783.880000 0.1504640 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 5.836 N N N N N N FANNIE MAE REMICS 2006-113 N/A FANNIE MAE FNR 2006 113 BQ 31396LZ52 60303.990000 PA USD 8778.960000 0.0004902 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 6.564 N N N N N N FANNIE MAE REMICS 2007-88 N/A FANNIE MAE FNR 2007 88 MI 31396XUW2 471387.980000 PA USD 81764.880000 0.0045654 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 6.434 N N N N N N FANNIE MAE REMICS 2008-9 N/A FANNIE MAE FNR 2008 9 SA 31396YGT3 670940.640000 PA USD 138458.600000 0.0077309 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 6.914 N N N N N N FANNIE MAE REMICS 2011-111 N/A FANNIE MAE FNR 2011 111 PS 3136A2HD8 2898623.960000 PA USD 357035.980000 0.0199352 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 6.514 N N N N N N FANNIE MAE REMICS 2012-46 N/A FANNIE MAE FNR 2012 46 LS 3136A5J64 4972055.460000 PA USD 6511473.440000 0.3635698 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 12.1815 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT DISCOUNT NOT 10/21 0.00000 313385MS2 7700000.000000 PA USD 7699985.060000 0.4299307 Long DBT USGSE US N 2 2021-10-08 None 0 N N N N N N FEL ENERGY VI SA RL N/A FEL ENERGY VI SARL SR SECURED 144A 12/40 5.75 30260LAA3 5072546.790000 PA USD 5314989.160000 0.2967638 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75 N N N N N N MCDERMOTT INTERNATIONAL LTD 54930004RAXI4B3L4752 MCDERMOTT INTERNATIONAL LTD COMMON STOCK G5924V106 187616.000000 NS USD 93808.000000 0.0052378 Long EC CORP BM N 2 N N N FINTRAX INTERNATIONAL HOLDINGS LTD 635400QQAFC1SAQZNH38 FRANKLIN UK BIDCO LIMITED 2021 EUR TERM LOAN 942USBII3 2200000.000000 PA 2549643.980000 0.1423600 Long LON CORP GB N 2 2026-12-18 Floating 5.25 N N N N N N FIRST HORIZON ALT MTG SEC 2005-AA6 N/A FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 2A2 32051GPZ2 447699.740000 PA USD 68047.990000 0.0037995 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.31352 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-FA6 N/A FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A15 32052FAX4 857191.150000 PA USD 259606.080000 0.0144952 Long ABS-O CORP US N 2 2036-11-25 Floating 7.014 Y N N N N N FIRST HORIZON ASSET SECURITIES 2007-4 N/A FIRST HORIZON MORTGAGE PASS TH FHASI 2007 4 1A5 32056CAE9 271864.030000 PA USD 167637.450000 0.0093601 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 5.5 Y N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/24 6.5 335934AP0 3502000.000000 PA USD 3550152.500000 0.1982237 Long DBT CORP CA N 2 2024-03-01 Fixed 6.5 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L COMPANY GUAR 144A 03/26 6.875 335934AR6 2482000.000000 PA USD 2584382.500000 0.1442997 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 FIRST STUDENT BIDCO INC TERM LOAN B 33718FAD2 5041253.070000 PA USD 5019545.430000 0.2802676 Long LON CORP US N 2 2028-07-21 Floating 3.5 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 FIRST STUDENT BIDCO INC TERM LOAN C 33718FAB6 1860865.210000 PA USD 1852852.320000 0.1034545 Long LON CORP US N 2 2028-07-21 Floating 3.5 N N N N N N FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC N/A FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4 337120AA7 1200000.000000 PA USD 1185000.000000 0.0661648 Long DBT CORP US N 2 2029-07-31 Fixed 4 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2020-3 N/A FLAGSHIP CREDIT AUTO TRUST 12/27 0 33844T107 9000.000000 PA USD 2620155.790000 0.1462971 Long ABS-O CORP US N 3 2027-12-15 Fixed 0 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 FLOODSMART RE LTD UNSECURED 144A 03/24 VAR 33975CAG0 2194000.000000 PA USD 2095270.000000 0.1169899 Long DBT CORP BM N 2 2024-03-01 Floating 13 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 FLOODSMART RE LTD UNSECURED 144A 03/24 VAR 33975CAH8 627000.000000 PA USD 595650.000000 0.0332583 Long DBT CORP BM N 2 2024-03-01 Floating 16.75 N N N N N N FLY LEASING (FLY WILLOW FUNDING LTD) N/A FLY FUNDING II SARL 2020 TERM LOAN B G3643LAB9 9625000.000000 PA USD 9673125.000000 0.5401015 Long LON CORP LU N 2 2025-10-08 Floating 7 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR ACI07BWB4 1249.000000 NS 329848.960000 0.0184172 Long EP CORP GB N 2 N N N NMG PARENT N/A NEIMAN MARCUS USD COMMON STOCK EQUITY 967DUC905 182082.000000 NS USD 19553785.980000 1.0917907 Long EC CORP US Y 3 N N N NOBLE CORPORATION N/A NOBLE CORP COMMON STOCK USD.00001 000000000 58205.000000 NS USD 1575027.300000 0.0879421 Long EC CORP KY Y 1 N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 NOBLE CORP COMMON STOCK 000000000 4691.000000 NS USD 126938.460000 0.0070876 Long EC CORP KY N 2 N N N ASSOCIATED MATERIALS (NEW AMI I LLC) N/A ASSOCIATED MATERIALS GROUP INC 931WQR908 2416778.000000 NS USD 17038284.900000 0.9513371 Long EC CORP US Y 3 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 345397XU2 200000.000000 PA USD 213500.000000 0.0119208 Long DBT CORP US N 2 2026-01-08 Fixed 4.389 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 02/26 2.386 345397ZT3 400000.000000 PA 478413.340000 0.0267123 Long DBT CORP US N 2 2026-02-17 Fixed 2.386 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 345397A60 200000.000000 PA USD 217500.000000 0.0121442 Long DBT CORP US N 2 2025-06-16 Fixed 5.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 2.33 BL4KJTII3 300000.000000 PA 357846.720000 0.0199805 Long DBT CORP US N 2 2025-11-25 Fixed 2.33 N N N N N N FOREST CITY ENTERPRISES LP 54930078MCT017XXRD21 FOREST CITY ENTERPRISES L P TERM LOAN B 34555QAF7 6800000.000000 PA USD 6727750.000000 0.3756457 Long LON CORP US N 2 2025-12-08 Floating 3.5841 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 FORTRESS TRANS + INFRAST SR UNSECURED 144A 05/28 5.5 34960PAD3 2300000.000000 PA USD 2318492.000000 0.1294536 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5 34960PAB7 1013000.000000 PA USD 1044028.190000 0.0582936 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N AT&T MOBILITY II LLC N/A AT+T MOBILITY II LLC PREFERRED STOCK 7 04651L206 460023.000000 NS USD 12083029.440000 0.6746591 Long EP CORP US Y 3 N N N FREDDIE MAC 3181 N/A FREDDIE MAC FHR 3181 PS 31396URJ1 1418841.310000 PA USD 255737.490000 0.0142792 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.38625 N N N N N N FREDDIE MAC 3211 N/A FREDDIE MAC FHR 3211 SH 31397BA50 498738.870000 PA USD 95391.940000 0.0053262 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 6.49625 N N N N N N FREDDIE MAC 3311 N/A FREDDIE MAC FHR 3311 EI 31397H6H6 105305.180000 PA USD 15748.360000 0.0008793 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 6.32625 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A 35563CAB4 81317991.740000 PA USD 5471716.900000 0.3055147 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.7 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071 N/A FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3 3137FCLG7 23213000.000000 PA USD 2577063.160000 0.1438910 Long ABS-MBS USGSE US N 2 2045-11-25 Variable 2.07926 N N N N N N FREDDIE MAC REMICS 3050 N/A FREDDIE MAC FHR 3050 SA 31396EDX1 2625.550000 PA USD 2645.510000 0.0001477 Long ABS-MBS USGSE US N 2 2034-09-15 Floating 16.6656 N N N N N N FREDDIE MAC REMICS 3213 N/A FREDDIE MAC FHR 3213 LS 31397AZX4 827095.500000 PA USD 185995.580000 0.0103851 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 7.69625 N N N N N N FREDDIE MAC REMICS 3922 N/A FREDDIE MAC FHR 3922 GS 3137AFHT2 602120.490000 PA USD 870680.080000 0.0486146 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 14.292 N N N N N N FREDDIE MAC REMICS 4988 N/A FREDDIE MAC FHR 4988 VI 3137FUZ64 12330638.700000 PA USD 2180606.870000 0.1217548 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 4988 N/A FREDDIE MAC FHR 4988 WI 3137FURL0 13891846.900000 PA USD 1885821.000000 0.1052953 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 3 N N N N N N FREDDIE MAC REMICS 5000 N/A FREDDIE MAC FHR 5000 IA 3137FVFL1 11170665.810000 PA USD 1532722.590000 0.0855800 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 5 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA1 N/A FREDDIE MAC STACR STACR 2021 DNA1 B2 144A 35564KBE8 600000.000000 PA USD 616438.920000 0.0344190 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 4.8 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA3 N/A FREDDIE MAC STACR STACR 2021 HQA3 B1 144A 35564KKK4 2200000.000000 PA USD 2208557.560000 0.1233154 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 3.4 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA3 N/A FREDDIE MAC STACR STACR 2021 HQA3 B2 144A 35564KKL2 1800000.000000 PA USD 1820100.240000 0.1016258 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 6.3 N N N N N N FREDDIE MAC STACR TRUST 2020-DNA5 N/A FREDDIE MAC STACR STACR 2020 DNA5 B1 144A 35566ABD0 2500000.000000 PA USD 2676098.750000 0.1494207 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 4.85 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1 N/A FREDDIE MAC STACR STACR 2015 HQ1 B 3137G0EM7 2166020.340000 PA USD 2239036.020000 0.1250172 Long ABS-MBS USGSE US N 2 2025-03-25 Floating 10.75 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2016-DNA2 N/A FREDDIE MAC STACR STACR 2016 DNA2 B 3137G0JZ3 494544.120000 PA USD 574788.450000 0.0320935 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 10.586 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2016-HQA3 N/A FREDDIE MAC STACR STACR 2016 HQA3 B 3137G0LF4 2087377.180000 PA USD 2286009.070000 0.1276399 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 9.086 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2017-DNA2 N/A FREDDIE MAC STACR STACR 2017 DNA2 B1 3137G0PR4 2350000.000000 PA USD 2572570.850000 0.1436402 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 5.236 N N N N N N FREDDIE MAC-3136 N/A FREDDIE MAC FHR 3136 NS 31396NH41 427594.560000 PA USD 59156.040000 0.0033030 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 6.61625 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 FREEDOM MORTGAGE SR UNSECURED 144A 01/27 6.625 35640YAG2 2700000.000000 PA USD 2629125.000000 0.1467979 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N FREMF MORTGAGE TRUST 2014-K715 N/A FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A 30291XAJ1 5168477.670000 PA USD 4341521.240000 0.2424100 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 FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A 30291XAC6 5169404.870000 PA USD 1424.690000 0.0000795 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 0.1 N N N N N N FRESH MARKET INC/THE 529900QM5ZSBEBR6CS58 FRESH MARKET INC SR SECURED 144A 05/23 9.75 35804HAA4 8520000.000000 PA USD 8786250.000000 0.4905826 Long DBT CORP US N 2 2023-05-01 Fixed 9.75 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B 35906EAQ3 6126518.000000 PA USD 6132264.670000 0.3423966 Long LON CORP US N 2 2028-05-01 Floating 4.5 N N N N N N FRONTIER FINANCE PLC 213800XVLIFOCEEVIS52 FRONTIER FINANCE PLC COMPANY GUAR 144A 03/22 8 ACI0T8JS5 1968750.000000 PA 2708719.030000 0.1512420 Long DBT CORP GB N 2 2022-03-23 Fixed 8 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25 359678AC3 3262000.000000 PA USD 3510939.530000 0.1960342 Long DBT CORP US N 2 2028-02-15 Fixed 8.25 N N N N N N GAINWELL ACQUISITION CORP N/A GAINWELL ACQUISITION CORP. TERM LOAN B 59909TAC8 1597022.520000 PA USD 1603011.350000 0.0895046 Long LON CORP US N 2 2027-10-01 Floating 4.75 N N N N N N GARDA WORLD SECURITY CORPORATION 549300ZF1NDXLMCHNO20 GARDA WORLD SECURITY SR UNSECURED 144A 06/29 6 36485MAL3 1400000.000000 PA USD 1373631.000000 0.0766970 Long DBT CORP CA N 2 2029-06-01 Fixed 6 N N N N N N GC PASTOR HIPOTECARIO FTA 5 N/A PASTOR GC HIPOTECARIO GCPAS 5 A2 REGS 997AAZII7 8168645.660000 PA 8777558.660000 0.4900973 Long ABS-MBS CORP ES N 2 2046-06-21 Floating 0 N N N N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8 37185LAM4 700000.000000 PA USD 709670.500000 0.0396246 Long DBT CORP US N 2 2027-01-15 Fixed 8 N N N N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A GENESIS ENERGY LP/FIN COMPANY GUAR 10/25 6.5 37185LAJ1 1600000.000000 PA USD 1594112.000000 0.0890077 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375 37443GAG6 1402000.000000 PA USD 1323312.750000 0.0738875 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875 37443GAH4 1542000.000000 PA USD 1391562.480000 0.0776983 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75 37443GAJ0 516000.000000 PA USD 462787.500000 0.0258399 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GIBSON BRANDS INC (AKA: GIBSON GUITAR CORP) 549300KU4ACNZQGB7J14 GIBSON BRANDS INC 2021 TERM LOAN 37476YAB8 3400000.000000 PA USD 3400000.000000 0.1898399 Long LON CORP US N 3 2028-06-25 Floating 5.75 N N N N N N GLACIER FUNDING CDO III LTD 2005-3A N/A GLACIER FUNDING CDO GLCR 2005 3A A1 144A 37638XAA7 9650451.580000 PA USD 1727739.650000 0.0964688 Long ABS-CBDO CORP KY N 2 2035-08-04 Floating 0.39375 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/25 6.5 37960BAA3 3000000.000000 PA USD 3105000.000000 0.1733685 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N GMAC MORTGAGE CORPORATION LN TR 2007-HE2 N/A GMAC MORTGAGE CORPORATION LOAN GMACM 2007 HE2 A6 36186LAG8 1262319.710000 PA USD 1325348.850000 0.0740012 Long ABS-MBS CORP US N 2 2037-12-25 Variable 6.749 Y N N N N N STICHTING AK RABOBANK CERTIFICATEN N/A STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR BJBQCWII7 32944000.000000 NS 54976564.310000 3.0696308 Long EP CORP NL N 2 N N N GREEN TREE FINANCIAL CORP 1999-3 N/A CONSECO FINANCIAL CORP GT 1999 3 A8 393505X80 2857206.280000 PA USD 2790937.090000 0.1558327 Long ABS-O CORP US N 2 2031-02-01 Fixed 7.06 N N N N N N GREEN TREE FINANCIAL CORP 1999-5 N/A CONSECO FINANCIAL CORP GT 1999 5 A6 3935053Q3 6817323.940000 PA USD 3753296.780000 0.2095663 Long ABS-O CORP US N 2 2030-03-01 Variable 7.5 N N N N N N GREENPOINT MTGE FUNDING TR 2006-AR7 N/A GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 39538CAF9 3310837.000000 PA USD 3231116.020000 0.1804102 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.286 Y N N N N N GRIFOLS ESCROW ISSUER SA 959800HLB3PGTGSLVV62 GRIFOLS ESCROW ISSUER 10/28 3.875 ACI20T312 2800000.000000 PA 3285592.330000 0.1834519 Long DBT CORP ES N 2 2028-10-15 Fixed 3.875 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 GRUENENTHAL GMBH SR SECURED 144A 05/28 4.125 ACI1XC703 1040000.000000 PA 1265110.850000 0.0706378 Long DBT CORP DE N 2 2028-05-15 Fixed 4.125 N N N N N N GS MORTGAGE SECURITIES CORP II 2017-SLP N/A GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP F 144A 36255MAQ0 9500000.000000 PA USD 9353092.000000 0.5222323 Long ABS-MBS CORP US N 2 2032-10-10 Variable 4.74434 N N N N N N GS MORTGAGE SECURITIES CORP II 2017-SLP N/A GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP G 144A 36255MAS6 1700000.000000 PA USD 1650188.980000 0.0921387 Long ABS-MBS CORP US N 2 2032-10-10 Variable 4.74434 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 AIOS 144A 36260AAP1 52074680.210000 PA USD 155833.480000 0.0087010 Long ABS-O CORP US N 2 2059-07-25 Fixed 0.09028 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B 144A 36260AAU0 6871000.000000 PA USD 6407089.320000 0.3577415 Long ABS-MBS CORP US N 2 2059-07-25 Floating 3.81698 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B1 144A 36260AAJ5 1848000.000000 PA USD 1842767.020000 0.1028914 Long ABS-MBS CORP US N 2 2059-07-25 Floating 3.81698 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 B2 144A 36260AAK2 1081000.000000 PA USD 1046470.810000 0.0584300 Long ABS-MBS CORP US N 2 2059-07-25 Floating 3.81698 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 SA 144A 36260AAH9 63007.850000 PA USD 62927.830000 0.0035136 Long ABS-MBS CORP US N 2 2059-07-25 None 0 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 X 144A 36260AAQ9 57372593.910000 PA USD 285279.490000 0.0159287 Long ABS-O CORP US N 2 2059-07-25 Variable 0 N N N N N N GSAMP TRUST 2004-AR1 N/A GSAMP TRUST GSAMP 2004 AR1 M4 36228F6S0 1252520.690000 PA USD 1299105.190000 0.0725359 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.961 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 362341WX3 132836.210000 PA USD 92007.250000 0.0051372 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.41652 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-7F N/A GSR MORTGAGE LOAN TRUST GSR 2006 7F 4A1 36298NAY0 656162.300000 PA USD 336644.330000 0.0187966 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6.5 Y N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 GUARA NORTE SARL SR SECURED 144A 06/34 5.198 400666AA1 392916.000000 PA USD 395497.460000 0.0220827 Long DBT CORP LU N 2 2034-06-15 Fixed 5.198 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 GUARA NORTE SARL SR SECURED REGS 06/34 5.198 L4R02QAA8 8966343.120000 PA USD 9025251.990000 0.5039273 Long DBT CORP LU N 2 2034-06-15 Fixed 5.198 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-9 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B2 41161PSW4 5691867.150000 PA USD 5668985.840000 0.3165293 Long ABS-MBS CORP US N 2 2035-06-20 Floating 1.06238 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-9 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B4 41161PSY0 1313624.130000 PA USD 1259442.520000 0.0703213 Long ABS-MBS CORP US N 2 2035-06-20 Floating 1.43738 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-1 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 41161PA86 9065165.580000 PA USD 9098443.800000 0.5080140 Long ABS-MBS CORP US N 2 2036-03-19 Floating 0.56738 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 41161PYZ0 5410437.310000 PA USD 3886192.140000 0.2169866 Long ABS-MBS CORP US N 2 2036-01-19 Floating 0.58738 Y N N N N N TEXGEN POWER LLC 5493003XDLS9LCQ3SY55 TEXGEN POWER LLC 933KFF900 130864.000000 NS USD 5430856.000000 0.3032333 Long EC CORP US N 3 N N N HESS MIDSTREAM (GIP II BLUE HOLDING LP) N/A GIP II BLUE HOLDING LP TERM LOAN B 941WDHII3 7000000.000000 PA USD 7017500.000000 0.3918239 Long LON CORP US N 3 2028-09-22 Floating 5.5 N N N N N N HOUT BAY 2006-1 N/A HOUT BAY HOUT 2006 1A A1 144A 442451AA8 36404191.590000 PA USD 7575821.480000 0.4229980 Long ABS-CBDO CORP KY N 2 2041-07-05 Floating 1.62675 N N N N N N HOUT BAY 2006-1 N/A HOUT BAY HOUT 2006 1A A2 144A 442451AB6 4870529.650000 PA USD 531374.780000 0.0296694 Long ABS-CBDO CORP KY N 2 2041-07-05 Floating 1.82675 N N N N N N HOUT BAY 2006-1 N/A HOUT BAY HOUT 2006 1A B 144A 442451AC4 1690000.000000 PA USD 75385.830000 0.0042092 Long ABS-CBDO CORP KY N 2 2041-07-05 Floating 1.95675 N N N N N N HUARONG FINANCE 2017 CO LTD 5493006V07LYI3HE6G83 HUARONG FINANCE 2017 CO COMPANY GUAR REGS 11/47 4.95 ACI0YNJJ6 200000.000000 PA USD 174000.000000 0.0097153 Long DBT CORP VG N 2 2047-11-07 Fixed 4.95 N N N N N N HUARONG FINANCE 2019 CO LTD 549300M6T6OW4AGYHK10 HUARONG FINANCE 2019 COMPANY GUAR REGS 02/30 3.375 ACI1K6N02 200000.000000 PA USD 169500.000000 0.0094641 Long DBT CORP VG N 2 2030-02-24 Fixed 3.375 N N N N N N HUARONG FINANCE 2019 CO LTD 549300M6T6OW4AGYHK10 HUARONG FINANCE 2019 COMPANY GUAR REGS 09/30 3.625 ACI1RSZZ7 200000.000000 PA USD 172000.000000 0.0096037 Long DBT CORP VG N 2 2030-09-30 Fixed 3.625 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375 45174HBC0 3167700.000000 PA USD 3346358.280000 0.1868448 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 ILLINOIS ST ILS 07/35 FIXED 7.35 452152GS4 50000.000000 PA USD 63509.480000 0.0035461 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N IM PASTOR FTH 3 N/A PASTOR IM FTH/FTA IMPAS 3 A REGS B0BL9JII2 1155732.360000 PA 1243892.570000 0.0694531 Long ABS-MBS CORP ES N 2 2043-03-22 Floating 0 N N N N N N IMPAC CMB TR 2004-8 N/A IMPAC CMB TRUST IMM 2004 8 1A 45254NKQ9 93745.020000 PA USD 92391.620000 0.0051587 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.806 Y N N N N N IMPAC SECURED ASSETS CORP. 2007-2 N/A IMPAC SECURED ASSETS CORP. IMSA 2007 2 1A1A 452570AA2 3940.800000 PA USD 3739.850000 0.0002088 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.196 Y N N N N N IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC) 549300O2G0VI2955B626 BCPE EMPIRE HOLDINGS INC 2021 INCREMENTAL DDTL 05550HAH8 1228235.290000 PA USD 1225164.700000 0.0684074 Long LON CORP US N 2 2026-06-11 Floating 2 N N N N N N IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC) 549300O2G0VI2955B626 BCPE EMPIRE HOLDINGS INC 2021 INCREMENTAL TERM LOAN 05550HAJ4 2371764.710000 PA USD 2365835.300000 0.1320970 Long LON CORP US N 2 2026-06-11 Floating 4.5 N N N N N N INDYMAC HM EQ LN ASSET BACKED TR 2000-C N/A INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 C MF1 456606BJ0 506399.190000 PA USD 215191.600000 0.0120153 Long ABS-MBS CORP US N 2 2031-12-25 Variable 8.74 Y N N N N N INDYMAC IMSC MTGE LN TRUST 2007-AR1 N/A INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR1 2A1 456672AC8 3326969.760000 PA USD 2731346.690000 0.1525055 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.91362 Y N N N N N INDYMAC INDA MORTGAGE LOAN TR 2007-AR1 N/A INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR1 3A1 45669AAG9 21721.800000 PA USD 21611.700000 0.0012067 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.82865 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR15 N/A INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR15 1A1 45660LBE8 229234.560000 PA USD 231289.100000 0.0129141 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.1868 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR13 N/A INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR13 A2 45661XAB8 406651.440000 PA USD 326489.100000 0.0182296 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.386 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 45668GAD4 4122759.860000 PA USD 4163239.590000 0.2324556 Long ABS-MBS CORP US N 2 2046-11-25 Floating 0.486 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2007-FLX1 N/A INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 45668WAC1 2683509.020000 PA USD 2151149.130000 0.1201100 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.336 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 INNOPHOS HOLDINGS INC SR UNSECURED 144A 02/28 9.375 45774NAB4 369000.000000 PA USD 399346.560000 0.0222976 Long DBT CORP US N 2 2028-02-15 Fixed 9.375 N N N N N N INSTANT BRANDS HOLDINGS INC N/A INSTANT BRANDS HOLDINGS INC TERM LOAN 45783DAB5 4340068.750000 PA USD 4329218.580000 0.2417231 Long LON CORP US N 3 2028-04-12 Floating 5.75 N N N N N N UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC) 549300V3NU625PJUVA84 UNITI GROUP INC REIT USD.0001 91325V108 648881.000000 NS USD 8026657.970000 0.4481705 Long EC CORP US N 1 N N N INTELSAT (LUXEMBOURG) SA 54930027UF5LR7S2XC75 INTELSAT LUXEMBOURG SA COMPANY GUAR 06/23 8.125 458204AQ7 8785000.000000 PA USD 76868.750000 0.0042920 Long DBT CORP LU N 2 2023-06-01 Fixed 8.125 Y Y N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5 45827AAD5 434000.000000 PA USD 114656.290000 0.0064019 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5 45824TAP0 26054000.000000 PA USD 14571871.930000 0.8136243 Long DBT CORP LU N 2 2023-08-01 Fixed 5.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75 45824TAY1 15493000.000000 PA USD 8437410.340000 0.4711050 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5 45824TBA2 21036000.000000 PA USD 12026070.840000 0.6714788 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8 45824TAR6 295000.000000 PA USD 303112.500000 0.0169244 Long DBT CORP LU N 2 2024-02-15 Fixed 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HLDGS S A TERM LOAN B 3 L5137LAF2 300000.000000 PA USD 304125.000000 0.0169809 Long LON CORP LU N 2 2023-11-27 Floating 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 INTELSAT JACKSON HOLDINGS SA 2021 DIP TERM LOAN L5137LAM7 4469373.260000 PA USD 4435496.930000 0.2476571 Long LON CORP LU N 3 2022-10-13 Floating 3.6 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A URBI DESARROLLOS URBANOS SAB COMMON STOCK B0126X906 4776.000000 NS 2286.020000 0.0001276 Long EC CORP MX N 1 N N N INTERNET BRANDS INC (MH SUB I LLC) N/A MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM 45567YAJ4 259200.000000 PA USD 258835.560000 0.0144522 Long LON CORP US N 2 2024-09-13 Floating 3.5841 N N N N N N VALARIS LIMITED N/A VALARIS LTD COMMON STOCK USD.01 G9460G101 3530.000000 NS USD 123126.400000 0.0068748 Long EC CORP BM N 1 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 IVORY COAST SR UNSECURED 144A 01/32 4.875 ACI1T3TK0 8000000.000000 PA 9055953.630000 0.5056415 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 IVORY COAST SR UNSECURED 144A 03/48 6.625 ACI11JRN1 3700000.000000 PA 4324257.700000 0.2414461 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.625 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 REPUBLIC OF COTE DIVOIRE THE 2021 EUR TERM LOAN A 937JLBII2 1000000.000000 PA 1169933.410000 0.0653235 Long LON NUSS CI N 3 2027-03-19 Floating 5 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 JAGUAR LAND ROVER AUTOMO COMPANY GUAR REGS 01/26 4.5 BFWND1II6 4100000.000000 PA 4820473.140000 0.2691524 Long DBT CORP GB N 2 2026-01-15 Fixed 4.5 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 JAGUAR LAND ROVER AUTOMO COMPANY GUAR REGS 11/26 6.875 ACI1H1G62 1000000.000000 PA 1293186.470000 0.0722054 Long DBT CORP GB N 2 2026-11-15 Fixed 6.875 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 JAGUAR LAND ROVER AUTOMO SR UNSECURED 144A 01/28 5.875 47010BAK0 2000000.000000 PA USD 2011040.000000 0.1122869 Long DBT CORP GB N 2 2028-01-15 Fixed 5.875 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 JAGUAR LAND ROVER AUTOMO SR UNSECURED 144A 10/25 7.75 47010BAJ3 700000.000000 PA USD 756490.000000 0.0422388 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 JAZZ FINANCING LUX SARL USD TERM LOAN G5080AAF9 4987500.000000 PA USD 4999968.750000 0.2791746 Long LON CORP LU N 2 2028-05-05 Floating 4 N N N N N N JEFFERSON CAPITAL HOLDINGS LLC N/A JEFFERSON CAPITAL HOLDIN COMPANY GUAR 144A 08/26 6 472481AA8 7000000.000000 PA USD 7202300.000000 0.4021423 Long DBT CORP US N 2 2026-08-15 Fixed 6 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A6 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A7 466285AR4 188380.870000 PA USD 187158.690000 0.0104501 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.58569 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-S4 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S4 A4 466302AG1 4303574.270000 PA USD 4327339.470000 0.2416181 Long ABS-MBS CORP US N 2 2036-12-25 Variable 6.46 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A2 N/A J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A1 466278AC2 25004582.660000 PA USD 12829251.250000 0.7163246 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.486 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-CBX N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 CBX XA 46637WAE3 16354148.680000 PA USD 61125.270000 0.0034129 Long ABS-MBS CORP US N 2 2045-06-15 Variable 1.15637 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 VICI PROPERTIES INC REIT USD.01 925652109 594589.000000 NS USD 16892273.490000 0.9431845 Long EC CORP US N 1 N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 46628BBC3 431586.620000 PA USD 361240.550000 0.0201700 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.55411 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A4 N/A JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 1A1 46631JAA6 2307599.140000 PA USD 2087317.110000 0.1165459 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.22502 Y N N N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9 942UCF009 1534.500000 NS USD 0.000000 0.0000000 Long EC CORP US N 3 N N N KANTAR GROUP (SUMMER BC HOLDCO B SARL) 984500NRF59D5DB9B654 SUMMER BC HOLDCO B SARL 2021 USD TERM LOAN 942XGPII9 3300000.000000 PA USD 3308250.000000 0.1847170 Long LON CORP US N 2 2026-12-04 Floating 5.25 N N N N N N KENNEDY WILSON EUROPE REAL ESTATE LIMITED 213800WIL553Z1T6DZ52 KENNEDY WILSON EUR REAL SR UNSECURED REGS 06/22 3.95 ACI0DGFL3 59438.630000 PA 81490.750000 0.0045501 Long DBT CORP JE N 2 2022-06-30 Fixed 3.95 N N N N N N KGS-ALPHA SBA COOF TRUST SERIES 2012-5 N/A KGS ALPHA SBA COOF TRUST KSBA 2012 5 A 144A 48248JAA7 1073027.040000 PA USD 27164.710000 0.0015167 Long ABS-O CORP US N 3 2038-04-25 Variable 0.872456 N N N N N N KLOCKNER PENTAPLAST (KLEOPATRA HOLDINGS 2 SCA) 222100ALG258IKQWWE73 KLEOPATRA HOLDINGS 2 COMPANY GUAR 144A 09/26 6.5 ACI1VPRD6 200000.000000 PA 219472.330000 0.0122543 Long DBT CORP LU N 2 2026-09-01 Fixed 6.5 N N N N N N LANSDOWNE MORTGAGE SECURITIES NO.1 PLC N/A LANSDOWNE MORTGAGE SECURITIES LANSD 1 M1 REGS B12GGNII4 800000.000000 PA 733188.140000 0.0409378 Long ABS-MBS CORP IE N 2 2045-06-15 Floating 0 N N N N N N LAVENDER TRUST 2010-RR1A N/A LAVENDER TRUST LTS 2010 RR1A A4 144A 519440DG3 8547424.620000 PA USD 8706852.890000 0.4861494 Long ABS-MBS CORP US N 2 2036-11-26 Fixed 6 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2007 C2 XCL 144A 50180JAQ8 3852315.340000 PA USD 65.100000 0.0000036 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0.132967 N N N N N N LEALAND FINANCE COMPANY BV N/A LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL N5200EAC5 109491.640000 PA USD 65694.980000 0.0036681 Long LON CORP US N 3 2024-06-30 Floating 3.0841 N N N N N N LEALAND FINANCE COMPANY BV N/A LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL N5200EAB7 1689954.530000 PA USD 753085.990000 0.0420488 Long LON CORP US N 2 2025-06-30 Floating 1.0841 N N N N N N LEHMAN MORTGAGE TRUST 2006-4 N/A LEHMAN MORTGAGE TRUST LMT 2006 4 1A1 52520RAA0 654385.760000 PA USD 648751.430000 0.0362232 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N LEHMAN MORTGAGE TRUST 2006-5 N/A LEHMAN MORTGAGE TRUST LMT 2006 5 1A12 52520TAM0 443506.880000 PA USD 364181.900000 0.0203342 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N LEHMAN MORTGAGE TRUST 2007-8 N/A LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 52521YAC0 3163906.760000 PA USD 1586806.500000 0.0885998 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.5 Y N N N N N LEHMAN MORTGAGE TRUST 2007-8 N/A LEHMAN MORTGAGE TRUST LMT 2007 8 3A1 52521YAL0 31199359.530000 PA USD 12414933.380000 0.6931910 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 7.25 Y N N N N N WESTMORELAND MINING HOLDINGS LLC N/A WESTMORELAND MINING HOLDINGS L COMMON 935ZXN908 358.000000 NS USD 0.020000 0.0000000 Long EC CORP US Y 3 N N N LEHMAN XS TRUST 2006-11 N/A LEHMAN XS TRUST LXS 2006 11 2A4 52522WAH2 626223.100000 PA USD 671452.190000 0.0374907 Long ABS-MBS CORP US N 2 2046-06-24 Variable 6.67 Y N N N N N LEHMAN XS TRUST 2007-10H N/A LEHMAN XS TRUST LXS 2007 10H 1A3 525237AC7 22480426.780000 PA USD 17126762.600000 0.9562773 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.646 Y N N N N N LEHMAN XS TRUST 2007-14H N/A LEHMAN XS TRUST LXS 2007 14H A12 52525LAR1 3420040.590000 PA USD 3108551.160000 0.1735668 Long ABS-MBS CORP US N 2 2047-07-25 Floating 1.086 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/29 3.625 527298BS1 5128000.000000 PA USD 4974160.000000 0.2777335 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875 527298BQ5 100000.000000 PA USD 107055.000000 0.0059774 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LIFEMILES LTD 254900CGQFLUG99LJ840 LIFEMILES LTD 2021 TERM LOAN B G6368CAE9 5900000.000000 PA USD 5882789.700000 0.3284671 Long LON CORP BM N 2 2026-08-30 Floating 6.25 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 REGIONALCARE HOSPITAL PARTNERS 2018 TERM LOAN B 75915TAD4 86539.240000 PA USD 86501.340000 0.0048298 Long LON CORP US N 2 2025-11-16 Floating 3.8346 N N N N N N LONG BEACH MORTGAGE LOAD TR 2005-WL3 N/A LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL3 M2 542514PS7 15647342.510000 PA USD 15325306.120000 0.8556925 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.791 N N N N N N LONG BEACH MORTGAGE LOAD TR 2006-1 N/A LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3 542514RL0 8529850.910000 PA USD 7855406.690000 0.4386087 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.466 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4 156700BC9 222000.000000 PA USD 227117.100000 0.0126811 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N MARLETTE FUNDING TRUST 2019-3 N/A MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A 57109M101 12129.000000 PA USD 1317090.220000 0.0735401 Long ABS-O CORP US N 3 2029-09-17 Fixed 0 N N N N N N MARLETTE FUNDING TRUST 2020-1A N/A MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A 57109J108 4312.000000 PA USD 772942.080000 0.0431574 Long ABS-O CORP US N 3 2030-03-15 Fixed 0 N N N N N N MARLETTE FUNDING TRUST 2020-2A N/A MARLETTE FUNDING TRUST MFT 2020 2A CERT 144A 57108R101 8800.000000 PA USD 2420691.050000 0.1351599 Long ABS-O CORP US N 3 2030-09-16 Fixed 0 N N N N N N 21VIANET GROUP INC 529900672GYJQ3T38I58 21VIANET GROUP INC SR UNSECURED 144A 02/26 0.0000 90138VAA5 6900000.000000 PA USD 5751150.000000 0.3211170 Long DBT CORP KY N 2 2026-02-01 None 0 N N N Y N 21VIANET GROUP INC 21VIANET GROUP INC-ADR USD XXXX N N N 21VIANET GROUP INC 529900672GYJQ3T38I58 21VIANET GROUP INC SR UNSECURED REGS 10/21 7.875 ACI1B8HN5 200000.000000 PA USD 200000.090000 0.0111671 Long DBT CORP KY N 2 2021-10-15 Fixed 7.875 N N N N N N MASTR ALT LN TR 2006-2 N/A MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 5764342H6 26525430.930000 PA USD 2011922.110000 0.1123362 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.486 Y N N N N N MASTR ALT LN TR 2006-2 N/A MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A3 5764342K9 20068057.210000 PA USD 1482050.110000 0.0827507 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.436 Y N N N N N MASTR ASSET BACKED SEC TR 2006-FRE2 N/A MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4 57643GAD9 6404321.770000 PA USD 5080374.260000 0.2836640 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.386 N N N N N N MASTR ASSET BACKED SEC TR 2006-NC1 N/A MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 57643LNG7 307970.230000 PA USD 306070.890000 0.0170895 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.656 N N N N N N 510 LOAN ACQUISITION TRUST 2020-1 N/A 510 LOAN ACQUISITION TRUST FTLA 2020 1 A 144A 33831HAA6 7171171.960000 PA USD 7307414.190000 0.4080114 Long ABS-MBS CORP US N 2 2060-09-25 Fixed 5.107 N N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 12A1 57645NAC4 12454958.280000 PA USD 15136026.300000 0.8451240 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.486 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5 57645NAT7 4147721.280000 PA USD 5148164.930000 0.2874491 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.766 Y N N N N N MATCH GROUP HOLDINGS II LLC N/A MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625 57667JAA0 2700000.000000 PA USD 2671326.000000 0.1491542 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N MATTRESS FIRM INC N/A MATTRESS FIRM INC 2021 TERM LOAN B 57723CAR0 6400000.000000 PA USD 6398003.200000 0.3572342 Long LON CORP US N 2 2028-09-25 Floating 5 N N N N N N MAVENIR SYSTEMS INC 549300Q70CXM8TJLTD42 MAVENIR SYSTEMS INC 2021 TERM LOAN B 57767EAE2 4000000.000000 PA USD 4013332.000000 0.2240854 Long LON CORP US N 2 2028-08-13 Floating 5.25 N N N N N N MEDLINE INDUSTRIES INC BFU6OK7LIKHO5ZXU3397 MEDLINE INDUSTRIES INC BRIDGE TERM LOAN 938QJJII1 9110256.410000 PA USD 8997611.190000 0.5023840 Long LON CORP US N 3 2022-08-04 Floating 4.25 N N N N N N MEDLINE INDUSTRIES INC BFU6OK7LIKHO5ZXU3397 MEDLINE INDUSTRIES INC UNSECURED BRIDGE TERM LOAN 938QJHII5 9589743.590000 PA USD 9471169.670000 0.5288252 Long LON CORP US N 3 2022-08-04 Floating 6.25 N N N N N N MELCO RESORTS FINANCE LIMITED N/A MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75 58547DAE9 9700000.000000 PA USD 9933915.500000 0.5546628 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A3 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A3 1A 59023CAA0 2838047.750000 PA USD 2868133.330000 0.1601430 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.70402 Y N N N N N MF1 2020-FL4 LTD N/A MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 D 144A 58003UAJ7 7400000.000000 PA USD 7535050.000000 0.4207215 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 4.26448 N N N N N N MFA 2020-NQM2 TRUST N/A MFRA TRUST MFRA 2020 NQM2 B1 144A 552751AE9 14456000.000000 PA USD 14704891.840000 0.8210515 Long ABS-MBS CORP US N 2 2065-04-25 Variable 4.039 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75 55300RAG6 1000000.000000 PA USD 985000.000000 0.0549977 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A MGM GROWTH/MGM FINANCE COMPANY GUAR 01/28 4.5 55303XAF2 200000.000000 PA USD 218892.000000 0.0122219 Long DBT CORP US N 2 2028-01-15 Fixed 4.5 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A MGM GROWTH/MGM FINANCE COMPANY GUAR 02/27 5.75 55303XAJ4 300000.000000 PA USD 345375.000000 0.0192841 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A MGM GROWTH/MGM FINANCE COMPANY GUAR 09/26 4.5 55303XAB1 200000.000000 PA USD 217750.000000 0.0121581 Long DBT CORP US N 2 2026-09-01 Fixed 4.5 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875 55303XAL9 3400000.000000 PA USD 3625250.000000 0.2024168 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 06/25 4.625 55303XAK1 100000.000000 PA USD 107875.000000 0.0060232 Long DBT CORP US N 2 2025-06-15 Fixed 4.625 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 MGM RESORTS INTL COMPANY GUAR 10/28 4.75 552953CH2 3200000.000000 PA USD 3376000.000000 0.1884998 Long DBT CORP US N 2 2028-10-15 Fixed 4.75 N N N N N N AADVANTAGE LOYALTY IP LTD N/A AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN 02376CBJ3 3200000.000000 PA USD 3312457.600000 0.1849519 Long LON CORP KY N 2 2028-04-20 Floating 5.5 N N N N N N MID-STATE TRUST 2006-1 N/A MID STATE TRUST MDST 2006 1 M2 144A 59548PAC3 3819759.860000 PA USD 4103263.960000 0.2291068 Long ABS-O CORP US N 2 2040-10-15 Fixed 6.742 N N N N N N MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD N/A MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 599191AA1 100000.000000 PA USD 108871.000000 0.0060788 Long DBT CORP US N 2 2027-06-20 Fixed 6.5 N N N N N N MOHEGAN GAMING & ENTERTAINMENT 549300UB083Z2NRDHC48 MOHEGAN GAMING + ENT SECURED 144A 02/26 8 608328BH2 2000000.000000 PA USD 2087200.000000 0.1165394 Long DBT CORP US N 2 2026-02-01 Fixed 8 N N N N N N MOLY-COP (GRINDING MEDIA INC) 254900IYFJ03EGFQ8C34 GRINDING MEDIA INC 2021 TERM LOAN B 941WCKII7 1900000.000000 PA USD 1907125.000000 0.1064848 Long LON CORP US N 3 2028-09-22 Floating 5 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-WMC1 N/A MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M4 61744CLX2 1725037.060000 PA USD 1586167.260000 0.0885641 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.121 Y N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B 617526AD0 1401682.210000 PA USD 1032578.070000 0.0576543 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.186 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D 61753NAF7 5170799.340000 PA USD 3191357.890000 0.1781903 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.416 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 61752UAC9 25657588.840000 PA USD 17175759.570000 0.9590130 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.316 N N N N N N MORGAN STANLEY REREMIC TRUST 2009-R2 N/A MORGAN STANLEY REREMIC TRUST MSRR 2009 R2 1A1B 144A 61758MAD9 7969245.480000 PA USD 8611532.400000 0.4808272 Long ABS-MBS CORP US N 2 2036-04-26 Fixed 6 N N N N N N MORGAN STANLEY REREMIC TRUST 2010-R1 N/A MORGAN STANLEY REREMIC TRUST MSRR 2010 R1 2C 144A 61758QAQ1 10178100.090000 PA USD 10313462.710000 0.5758549 Long ABS-MBS CORP US N 2 2035-07-26 Floating 2.68111 N N N N N N MORGAN STANLEY REREMIC TRUST 2010-R2 N/A MORGAN STANLEY REREMIC TRUST MSRR 2010 R2 1B 144A 61758VAL1 1378944.610000 PA USD 1483634.640000 0.0828391 Long ABS-MBS CORP US N 2 2035-09-26 Floating 2.6617 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2010-1A N/A MORTGAGE EQUITY CONVERSION ASS MECA 2010 1A A 144A 61911BAA3 1482345.140000 PA USD 1458506.930000 0.0814361 Long ABS-MBS CORP US N 3 2060-07-25 Fixed 4 N N N N N N MULTIPLAN CORPORATION N/A MULTIPLAN CORP SR UNSECURED 144A 10/27 6 000000000 10500000.000000 PA USD 8961750.000000 0.5003817 Long DBT CORP US N 2 2027-10-15 Fixed 6 N N Y Y N MULTIPLAN CORPORATION MULTIPLAN CORP USD XXXX N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 MPH ACQUISITION HOLDINGS 09/28 5.5 553283AD4 3700000.000000 PA USD 3694912.500000 0.2063064 Long DBT CORP US N 2 2028-09-01 Fixed 5.5 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B 55328HAK7 7800000.000000 PA USD 7725790.800000 0.4313715 Long LON CORP US N 2 2028-08-17 Floating 4.75 N N N N N N NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5 N/A NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A5 1O 144A 63546CAA0 11600000.000000 PA USD 3666760.000000 0.2047345 Long ABS-O CORP US N 2 2038-03-25 Floating 0 N N N N N N NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6 N/A NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A6 1O 144A 63546EAA6 11700000.000000 PA USD 3720202.200000 0.2077185 Long ABS-O CORP US N 2 2038-03-25 Floating 0 N N N N N N NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6 N/A NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A6 1O 144A 63546GAA1 14500000.000000 PA USD 4182119.000000 0.2335097 Long ABS-O CORP US N 2 2038-03-25 Floating 0 N N N N N N NATIONAL HEALTH INVS INC 549300ZPKZIG6DKDEC02 NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 63633DAF1 200000.000000 PA USD 194684.520000 0.0108703 Long DBT CORP US N 2 2031-02-01 Fixed 3 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH N/A NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH F 144A 63874LAS3 1280360.000000 PA USD 1270932.580000 0.0709629 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.08375 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH N/A NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH G 144A 63874LAU8 555230.000000 PA USD 545598.540000 0.0304636 Long ABS-MBS CORP US N 2 2034-11-15 Floating 4.08375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC JR SUBORDINA 12/49 VAR 780099CK1 5775000.000000 PA USD 6829312.880000 0.3813165 Long DBT CORP GB N 2 2025-08-10 Floating 8 N N N N Y NATWEST GROUP PLC NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC JR SUBORDINA 12/99 VAR 780097BQ3 2800000.000000 PA USD 3140564.000000 0.1753542 Long DBT CORP GB N 2 2025-12-29 Floating 6 N N N N Y NATWEST GROUP PLC NATWEST GROUP PLC GBP XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL CORPORATION LTD SR SECURED 144A 02/26 10.25 62886HAY7 12139000.000000 PA USD 13949531.850000 0.7788758 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25 N N N N N N ACE SECURITIES CORP 2005-HE5 N/A ACE SECURITIES CORP. ACE 2005 HE5 M5 004421RJ4 4964366.320000 PA USD 3527347.580000 0.1969504 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.046 Y N N N N N NEW YORK MORTGAGE TRUST 2021-SP1 N/A NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A2 144A 62955RAB1 1000000.000000 PA USD 999210.900000 0.0557912 Long ABS-MBS CORP US N 2 2061-08-25 Fixed 3.5582 N N N N N N NEWGATE FUNDING PLC 2007-2X N/A NEWGATE FUNDING PLC NGATE 2007 2X M REGS B1YXNZII7 50862.680000 PA 65174.300000 0.0036390 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.26963 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A NEWGATE FUNDING PLC NGATE 2007 3X BA REGS B2NDQGII0 68009.370000 PA 89101.500000 0.0049750 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 1.31963 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A NEWGATE FUNDING PLC NGATE 2007 3X BB REGS B2NDQHII8 1374290.500000 PA 1545312.820000 0.0862829 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.706 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A NEWGATE FUNDING PLC NGATE 2007 3X CB REGS B2NDQJII4 2623645.500000 PA 2913724.810000 0.1626886 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.956 N N N N N N NGD HOLDINGS BV 984500ED2ABF0UF46690 NGD HOLDINGS BV SR SECURED 12/26 6.75 ACI1XVPP6 893000.000000 PA USD 867728.100000 0.0484498 Long DBT CORP NL N 2 2026-12-31 Fixed 6.75 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA 09/28 6.125 65412JAR4 1200000.000000 PA USD 1206276.000000 0.0673527 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.125 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375 65412JAS2 700000.000000 PA USD 707028.000000 0.0394771 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.375 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25 65412JAT0 3200000.000000 PA USD 3229456.000000 0.1803175 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 654744AD3 400000.000000 PA USD 450130.010000 0.0251331 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 NOBLE FINANCE CO SECURED 02/28 11 65505JAC5 87546.000000 PA USD 97176.060000 0.0054259 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 NOBLE FINANCE CO SECURED 144A 02/28 11 65505JAA9 62543.000000 PA USD 69422.730000 0.0038762 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOMURA HOME EQUITY LOAN INC 2006-HE3 N/A NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A4 65536QAE8 3500000.000000 PA USD 3283773.500000 0.1833504 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.366 N N N N N N NOMURA RESECURITIZATION TRUST 2014-8R N/A NOMURA RESECURITIZATION TRUST NMRR 2014 8R 2A4 144A 65540QAH5 3967553.990000 PA USD 3930319.690000 0.2194504 Long ABS-MBS CORP US N 2 2035-09-26 Variable 5.21454 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 NORFOLK SOUTHERN CORP SR UNSECURED 05/21 4.1 655844CJ5 100000.000000 PA USD 112792.940000 0.0062978 Long DBT CORP US N 2 2121-05-15 Fixed 4.1 N N N N N N NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1 N/A NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 2A1A 66988UAB6 257029.950000 PA USD 253018.020000 0.0141273 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.466 N N N N N N OAKWOOD MORTGAGE INVESTORS INC 1999-D N/A OAKWOOD MORTGAGE INVESTORS INC OAK 1999 D A1 67087TAQ4 1823611.220000 PA USD 1985514.340000 0.1108617 Long ABS-O CORP US N 2 2029-11-15 Fixed 7.84 N N N N N N OAKWOOD MORTGAGE INVESTORS INC 2000-C N/A OAKWOOD MORTGAGE INVESTORS INC OAK 2000 C M1 67087TBP5 1149097.730000 PA USD 1050943.640000 0.0586797 Long ABS-O CORP US N 2 2030-10-15 Fixed 8.49 Y N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72 G6711KAC9 3276140.250000 PA USD 3243378.850000 0.1810949 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 OI SA COMPANY GUAR 07/25 VAR P7354PAA2 11740000.000000 PA USD 11035013.000000 0.6161428 Long DBT CORP BR N 2 2025-07-27 Fixed 10 N N Y N N N OMAN GOVT 549300SZ20F0QTKNQC75 OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7 68205LAT0 2800000.000000 PA USD 2849501.200000 0.1591026 Long DBT NUSS OM N 2 2051-01-25 Fixed 7 N N N N N N ORIENT POINT CDO LTD N/A ORIENT POINT CDO LTD ORPT 2005 1A A1VB 144A 68619MAQ4 69610566.150000 PA USD 26709574.230000 1.4913361 Long ABS-CBDO CORP KY N 2 2045-10-03 Floating 0.40013 N N N N N N ORIENT POINT CDO LTD N/A ORIENT POINT CDO LTD ORPT 2005 1A A1VF 144A 68619MAL5 69234292.820000 PA USD 26565198.160000 1.4832748 Long ABS-CBDO CORP KY N 2 2045-10-03 Floating 0.40013 N N N N N N ADVANTAGE SALES & MARKETING INC 549300T4O24KQDED1182 ADVANTAGE SALES + MARKET SR SECURED 144A 11/28 6.5 00775PAA5 1200000.000000 PA USD 1252344.000000 0.0699250 Long DBT CORP US N 2 2028-11-15 Fixed 6.5 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A ORTHO CLINICAL INC/SA SR UNSECURED 144A 06/25 7.375 68752DAC2 128000.000000 PA USD 135239.040000 0.0075511 Long DBT CORP US N 2 2025-06-01 Fixed 7.375 N N N N N N AEGIS ASSET BACKED SEC TR 2004-3 N/A AEGIS ASSET BACKED SECURITIES AABST 2004 3 M3 00764MCH8 740219.190000 PA USD 773095.510000 0.0431660 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.186 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 694308HH3 18488000.000000 PA USD 18860487.530000 1.0530802 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 694308HS9 1447000.000000 PA USD 1503189.900000 0.0839310 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 694308HL4 433000.000000 PA USD 428172.180000 0.0239071 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45 694308GZ4 1774000.000000 PA USD 1771520.290000 0.0989133 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 694308HD2 107000.000000 PA USD 106991.700000 0.0059739 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45 694308JL2 3237000.000000 PA USD 3382198.810000 0.1888460 Long DBT CORP US N 2 2025-07-01 Fixed 3.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 694308JM0 10202000.000000 PA USD 11039541.760000 0.6163957 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 694308JQ1 3911000.000000 PA USD 3998028.630000 0.2232310 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 694308JN8 10191000.000000 PA USD 10861386.710000 0.6064484 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 694308HA8 58000.000000 PA USD 52654.940000 0.0029400 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 694308GY7 534000.000000 PA USD 524396.590000 0.0292798 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 694308HR1 4000.000000 PA USD 3866.880000 0.0002159 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 694308HY6 500000.000000 PA USD 482072.040000 0.0269166 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N PALISADES CDO LTD. 2004-1A N/A PALISADES CDO LTD PALIS 2004 1A B1 144A 696399AD6 6700000.000000 PA USD 3294436.900000 0.1839457 Long ABS-CBDO CORP KY N 2 2039-07-22 Floating 1.08825 N N N N N N PAREXEL (PHOENIX NEWCO INC) N/A PAREXEL INTERNATIONAL CORP 2021 1ST LIEN TERM LOAN 71911KAC8 55749.000000 PA USD 55826.440000 0.0031171 Long LON CORP US N 2 2028-08-11 Floating 4 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218 70462GAC2 200000.000000 PA USD 207454.370000 0.0115833 Long DBT CORP US N 2 2050-11-15 Fixed 3.218 N N N N N N PENNYMAC CORP EWN0I878407TKQNXZ933 PENNYMAC CORP COMPANY GUAR 144A 03/26 5.5 70932AAE3 7700000.000000 PA USD 7918977.990000 0.4421582 Long DBT CORP US N 2 2026-03-15 Fixed 5.5 N N N Y N PENNYMAC MORTGAGE INVESTMENT TRUST PENNYMAC MORTGAGE INVESTMENT TRUST USD XXXX N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU BONDS REGS 08/40 5.35 715638DC3 17000.000000 PA 3269.330000 0.0001825 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 P78024AC3 191000.000000 PA 47704.960000 0.0026636 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 PERU LNG SRL SR UNSECURED REGS 03/30 5.375 P7721BAE1 10188000.000000 PA USD 8271280.620000 0.4618291 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625 ACI07KN16 700000.000000 PA 1092438.390000 0.0609966 Long DBT CORP NL N 2 2034-01-16 Fixed 6.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25 71647NAK5 612000.000000 PA USD 707606.640000 0.0395094 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75 71647NBG3 5986000.000000 PA USD 6516209.950000 0.3638343 Long DBT CORP NL N 2 2050-06-03 Fixed 6.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85 71647NAN9 5790000.000000 PA USD 5981041.050000 0.3339530 Long DBT CORP NL N 2 2099-12-31 Fixed 6.85 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49 71654QDB5 200000.000000 PA USD 211610.000000 0.0118153 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/29 6.5 71654QCP5 11278000.000000 PA USD 11609742.370000 0.6482330 Long DBT CORP MX N 2 2029-01-23 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84 71654QDC3 9688000.000000 PA USD 10019523.360000 0.5594427 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95 71654QDE9 9959000.000000 PA USD 9667450.280000 0.5397846 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 71654QDD1 330000.000000 PA USD 312927.450000 0.0174724 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 71654QDF6 780000.000000 PA USD 682706.700000 0.0381191 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35 71654QCK6 1716000.000000 PA USD 1694000.880000 0.0945850 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5 71654QCG5 3176000.000000 PA USD 3358620.000000 0.1875294 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625 706451BG5 3900000.000000 PA USD 3706111.500000 0.2069317 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 71654QCC4 2720000.000000 PA USD 2376464.000000 0.1326905 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETRORIO LUXEMBOURG SARL 222100466T5WZDU1B498 PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125 71677WAA0 1780000.000000 PA USD 1795130.000000 0.1002316 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125 N N N N N N PETRORIO LUXEMBOURG SARL 222100466T5WZDU1B498 PETRORIO LUXEMBOURG SARL SR SECURED REGS 06/26 6.125 L75833AA8 2600000.000000 PA USD 2622100.000000 0.1464056 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 AIR CANADA 2021 TERM LOAN B C0102MAP0 2200000.000000 PA USD 2212375.000000 0.1235285 Long LON CORP CA N 2 2028-08-11 Floating 4.25 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 PINNACOL ASSURANCE SUBORDINATE 06/34 8.625 000000000 10200000.000000 PA USD 13187274.410000 0.7363149 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PMT CREDIT RISK TRANSFER TRUST 2021-1R N/A PMT CREDIT RISK TRANSFER TRUST PMTCR 2021 1R A 144A 69356UAA6 7160168.860000 PA USD 7319077.350000 0.4086626 Long ABS-MBS CORP US N 2 2024-02-27 Floating 2.99613 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 AIR CANADA SR SECURED 144A 08/26 3.875 008911BK4 900000.000000 PA USD 909270.000000 0.0507693 Long DBT CORP CA N 2 2026-08-15 Fixed 3.875 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 PRA GROUP INC COMPANY GUAR 144A 09/25 7.375 69354NAC0 1300000.000000 PA USD 1392625.000000 0.0777576 Long DBT CORP US N 2 2025-09-01 Fixed 7.375 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 AIR CANADA SR SECURED 144A 08/29 4.625 008911BJ7 700000.000000 PA 554042.320000 0.0309351 Long DBT CORP CA N 2 2029-08-15 Fixed 4.625 N N N N N N PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC N/A PREFERRED TERM XVIII SECURED 144A 09/35 VAR 74042WAA2 117467.740000 PA USD 114824.720000 0.0064113 Long DBT CORP KY N 2 2035-09-23 Floating 0.496 N N N N N N PRESS GANEY (AKA: AZALEA TOPCO INC) 549300HC42NZULO53062 EMERALD TOPCO INC TERM LOAN 29102TAB8 96285.000000 PA USD 95779.500000 0.0053479 Long LON CORP US N 2 2026-07-24 Floating 3.6285 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC N/A PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A2 144A 74143EAB8 1200000.000000 PA USD 1198811.280000 0.0669359 Long ABS-MBS CORP US N 2 2051-07-25 Fixed 3.721 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3 N/A PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A2 144A 74143JAB7 3900000.000000 PA USD 3896301.860000 0.2175510 Long ABS-MBS CORP US N 3 2051-09-25 Variable 3.967 N N N N N N PRIME HEALTHCARE SERVICES INC N/A PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25 74165HAB4 2200000.000000 PA USD 2362250.000000 0.1318968 Long DBT CORP US N 2 2025-11-01 Fixed 7.25 N N N N N N PROJECT ANFORA N/A PROJECT ANFORA SENIOR TERM LOAN 938BZJII6 18826509.420000 PA 21354085.580000 1.1923109 Long LON CORP US Y 3 2026-10-01 Floating 2.75 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PROSUS NV SR UNSECURED 144A 08/32 2.031 ACI1PPLN7 500000.000000 PA 578371.060000 0.0322935 Long DBT CORP NL N 2 2032-08-03 Fixed 2.031 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PROSUS NV SR UNSECURED 144A 08/50 4.027 74365PAD0 1500000.000000 PA USD 1408184.220000 0.0786263 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST N/A AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 00909DAA1 937148.380000 PA USD 1013860.250000 0.0566092 Long DBT CORP CA N 2 2030-10-01 Fixed 5.25 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PROSUS NV SR UNSECURED REGS 02/51 3.832 N7163RAQ6 7500000.000000 PA USD 6839845.280000 0.3819045 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PROSUS NV SR UNSECURED REGS 08/50 4.027 N7163RAD5 1200000.000000 PA USD 1126547.380000 0.0629011 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR P1910WRC5 717986000.000000 PA 3669208.880000 0.2048712 Long DBT NUSS AR N 2 2025-04-12 Floating 37.8958 N N N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 PUERTO RICO CMWLTH PRC 07/35 FIXED 8 74514L2G1 11700000.000000 PA USD 10120500.000000 0.5650808 Long DBT MUN PR N 2 2035-07-01 Fixed 8 Y Y N N N N QVC INC 549300WBLU5NKPX5X472 QVC INC SR SECURED 03/43 5.95 747262AM5 1314000.000000 PA USD 1381835.250000 0.0771551 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RBSSP RESECURITIZATION TRUST 2009-7 N/A RBSSP RESECURITIZATION TRUST RBSSP 2009 7 3A2 144A 75524MAK6 3950060.800000 PA USD 2890127.560000 0.1613710 Long ABS-MBS CORP US N 2 2036-03-26 Fixed 6 N N N N N N RBSSP RESECURITIZATION TRUST 2010-1 N/A RBSSP RESECURITIZATION TRUST RBSSP 2010 1 2A2 144A 74928YAD1 20022744.990000 PA USD 20085133.860000 1.1214587 Long ABS-MBS CORP US N 2 2045-07-26 Floating 1.96427 N N N N N N RBSSP RESECURITIZATION TRUST 2010-3 N/A RBSSP RESECURITIZATION TRUST RBSSP 2010 3 12A2 144A 74929FCN7 3602110.450000 PA USD 2770942.920000 0.1547163 Long ABS-MBS CORP US N 2 2037-05-26 Floating 2.78851 N N N N N N ALBA PLC 2006-2 N/A ALBA PLC ALBA 2006 2 C REGS ACI021MF3 6206160.000000 PA 7829305.360000 0.4371513 Long ABS-MBS CORP GB N 2 2038-12-15 Floating 0.32963 N N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QS10 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A 761118CW6 519138.630000 PA USD 511328.400000 0.0285502 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA1 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A31 761118TD0 153546.050000 PA USD 145048.540000 0.0080988 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.37655 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA5 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A1 75115BAA7 7856679.190000 PA USD 4177514.960000 0.2332526 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.446 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS6 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A13 74922EAN9 93348.430000 PA USD 89663.660000 0.0050064 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS6 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A15 74922EAQ2 100360.150000 PA USD 96398.600000 0.0053824 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO5 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO5 A1 761118QM3 3615882.200000 PA USD 3390024.430000 0.1892829 Long ABS-MBS CORP US N 2 2046-01-25 Floating 1.08738 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS12 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4 751151AD3 3565167.540000 PA USD 2237190.050000 0.1249141 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QH4 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A1 74922TAA4 9436734.090000 PA USD 9147324.550000 0.5107433 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.276 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS11 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS11 A1 74925GAA9 5943917.850000 PA USD 5810117.880000 0.3244095 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 7 Y N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX7 N/A RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 74924TAD6 10663799.040000 PA USD 9746307.100000 0.5441876 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.566 N N N N N N RESIDENTIAL ASSET SEC TRUST 2005-A9 N/A RESIDENTIAL ASSET SECURITIZATI RAST 2005 A9 A5 45660LTS8 628939.690000 PA USD 504009.190000 0.0281415 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.5 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A8 N/A RESIDENTIAL ASSET SECURITIZATI RAST 2007 A8 2A5 761128AH0 4126643.710000 PA USD 1617401.280000 0.0903080 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25 Y N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC 2005-S7 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 S7 A2 76111XZS5 84244.400000 PA USD 82604.680000 0.0046123 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.85 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA2 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 4A1 749574AG4 212436.980000 PA USD 165645.840000 0.0092489 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.19274 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-S4 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A14 74958YAN2 569297.360000 PA USD 557838.710000 0.0311471 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N ALKALI EUROPE III SARL N/A ALKALI EUROPE ALKL III DMD A ACI1DS1R7 6985577.620000 PA 8052093.650000 0.4495908 Long ABS-MBS CORP LU N 3 2022-07-15 Floating 3.8 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25 76716XAA0 3118559.200000 PA USD 3424536.640000 0.1912099 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED REGS 07/24 9.25 U76673AA7 102584.180000 PA USD 112649.230000 0.0062898 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 76716XAB8 1825839.540000 PA USD 2151331.950000 0.1201202 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 76716XAC6 311487.000000 PA USD 360233.160000 0.0201137 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N RIVERVIEW HECM TRUST-2007-1 N/A RIVERVIEW HECM TRUST RVMLT 2007 1 A 144A 769422AA4 4174527.420000 PA USD 3940002.890000 0.2199911 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.58 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5 77289KAA3 400000.000000 PA USD 406500.000000 0.0226970 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N ROCKFORD TOWER CLO LTD 2017-2 N/A ROCKFORD TOWER CLO LTD ROCKT 2017 2A SUB 144A 77340HAC3 11666667.000000 PA USD 8645844.560000 0.4827430 Long ABS-CBDO CORP KY N 2 2029-10-15 Variable 0 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375 ACI066P57 100000.000000 PA 135988.390000 0.0075929 Long DBT CORP GB N 2 2026-06-18 Fixed 3.375 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR 144A 02/26 4.625 ACI1S61C2 1000000.000000 PA 1286183.090000 0.0718144 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 77578JAB4 600000.000000 PA USD 607890.000000 0.0339417 Long DBT CORP GB N 2 2025-10-14 Fixed 3.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75 77578JAC2 700000.000000 PA USD 774375.000000 0.0432374 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75 ACI1S61B4 1000000.000000 PA 1500949.920000 0.0838059 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 ACI1S5ZS2 300000.000000 PA 385854.930000 0.0215443 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 ACI1S61G3 1100000.000000 PA 1651044.910000 0.0921865 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA UNSECURED 144A 04/41 2.75 ACI1X0DG7 2500000.000000 PA 2694594.390000 0.1504534 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA UNSECURED 144A 04/42 2.875 ACI1Z3VF1 3000000.000000 PA 3252657.310000 0.1816130 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA UNSECURED 144A 12/40 2.625 ACI1T3QG2 6300000.000000 PA 6814330.780000 0.3804799 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.625 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125 780153BC5 400000.000000 PA USD 435222.200000 0.0243007 Long DBT CORP LR N 2 2023-06-15 Fixed 9.125 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES LTD 2017 NON EXTENDED REVOLVER 937MWXII5 11300000.000000 PA USD 10890375.000000 0.6080669 Long LON CORP LR N 2 2022-10-12 Floating 1.49425 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5 780153AZ5 1372000.000000 PA USD 1567167.000000 0.0875032 Long DBT CORP LR N 2 2025-06-01 Fixed 11.5 N N N N N N RSA SECURITY (REDSTONE HOLDCO 2 LP) N/A REDSTONE HOLDCO 2 LP 2021 2ND LIEN TERM LOAN 75774EAK1 2000000.000000 PA USD 1955000.000000 0.1091579 Long LON CORP US N 2 2029-04-27 Floating 8.5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC COMPANY GUAR 11/31 8 36186CBY8 7000.000000 PA USD 10104.990000 0.0005642 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 SABRE GLBL INC SR SECURED 144A 09/25 7.375 78573NAF9 1000000.000000 PA USD 1067050.000000 0.0595790 Long DBT CORP US N 2 2025-09-01 Fixed 7.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 11/31 8 370425RZ5 3000.000000 PA USD 4263.680000 0.0002381 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N SASOL FINANCING LIMITED 378900A5BC68CC18C276 SASOL LTD REVOLVER 937HWVII0 11612451.490000 PA USD 11144793.450000 0.6222725 Long LON CORP ZA N 3 2022-11-23 Floating 0.617 N N N N N N ALTERNATIVE LOAN TRUST 2006-27CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 27CB A7 02147YAG0 244950.680000 PA USD 189823.260000 0.0105988 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6 Y N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ALTICE FINANCING SA 08/29 4.25 ACI1ZNKP7 1908000.000000 PA 2172833.440000 0.1213207 Long DBT CORP LU N 2 2029-08-15 Fixed 4.25 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A SAXON ASSET SECURITIES TRUST SAST 2004 1 M2 805564PP0 4683479.730000 PA USD 3171563.960000 0.1770851 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.781 N N N N N N SAXON ASSET SECURITIES TRUST 2005-3 N/A SAXON ASSET SECURITIES TRUST SAST 2005 3 M5 805564SW2 5547000.000000 PA USD 4450627.130000 0.2485019 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.061 Y N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ALTICE FINANCING SA SR SECURED 144A 08/29 5.75 02154CAH6 8252000.000000 PA USD 8004440.000000 0.4469300 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75 N N N N N N SCHENCK PROCESS (PLATIN 1426 GMBH) 213800NMYXIGFN77O655 PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875 BGGC6YII2 1200000.000000 PA 1402877.570000 0.0783300 Long DBT CORP DE N 2 2023-06-15 Fixed 6.875 N N N N N N SCHENCK PROCESS (PLATIN 1426 GMBH) 213800NMYXIGFN77O655 PLATIN 1426 GMBH SR SECURED REGS 06/23 6.875 ACI147DK5 940000.000000 PA 1098920.770000 0.0613585 Long DBT CORP DE N 2 2023-06-15 Fixed 6.875 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 SCIENTIFIC GAMES INTL INC TERM B 5 80875AAP6 1592266.700000 PA USD 1586595.050000 0.0885879 Long LON CORP US N 2 2024-08-14 Floating 2.8341 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091 81180WBC4 2100000.000000 PA USD 2208601.500000 0.1233178 Long DBT CORP KY N 2 2029-06-01 Fixed 4.091 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 N/A FREDDIE MAC SCRT SCRT 2020 2 BXS 144A 35563PRM3 5184794.660000 PA USD 3133366.880000 0.1749524 Long ABS-MBS CORP US N 2 2059-11-25 Variable 5.60703 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 N/A FREDDIE MAC SCRT SCRT 2020 2 M 144A 35563PRE1 2400000.000000 PA USD 2515254.480000 0.1404399 Long ABS-MBS CORP US N 2 2059-11-25 Variable 4.25 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1 N/A FREDDIE MAC SCRT SCRT 2021 1 BXS 144A 35563PWX3 1600000.000000 PA USD 1522708.000000 0.0850208 Long ABS-MBS CORP US N 2 2060-09-25 Fixed 15.2845 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1 N/A FREDDIE MAC SCRT SCRT 2021 1 M 144A 35563PWQ8 1500000.000000 PA USD 1571621.100000 0.0877519 Long ABS-MBS CORP US N 2 2060-09-25 Fixed 4.25 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-2 N/A FREDDIE MAC SCRT SCRT 2021 2 BXS 144A 35563P4Q9 1200000.000000 PA USD 1120844.160000 0.0625826 Long ABS-MBS CORP US N 2 2060-11-25 Variable 13.6116 N N N N N N SEQUA MEZZANINE HOLDINGS LLC N/A SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN 81733HAF3 33622743.330000 PA USD 33454629.610000 1.8679480 Long LON CORP US N 3 2024-04-28 Fixed 11.75 N N Y N N N SEQUA MEZZANINE HOLDINGS LLC N/A SEQUA MEZZANINE HOLDINGS LLC 2020 EXTENDED TERM LOAN 81733HAE6 13177664.080000 PA USD 13391801.120000 0.7477347 Long LON CORP US N 2 2023-11-28 Fixed 7.75 N N Y N N N SEQUOIA MORTGAGE TRUST 10 N/A SEQUOIA MORTGAGE TRUST SEMT 10 B1 81743VAG8 491137.270000 PA USD 476805.000000 0.0266225 Long ABS-MBS CORP US N 2 2027-10-20 Floating 1.28738 N N N N N N SEQUOIA MORTGAGE TRUST 2007-3 N/A SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A2 81744MAB8 171566.060000 PA USD 4334.620000 0.0002420 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.82738 Y N N N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST 2019-787E N/A SG COMMERCIAL MORTGAGE SECURIT SGCMS 2019 787E E 144A 78426RAF9 9000000.000000 PA USD 9332741.700000 0.5210961 Long ABS-MBS CORP US N 2 2041-02-15 Variable 4.65973 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 02156LAH4 6000000.000000 PA USD 5947005.000000 0.3320526 Long DBT CORP FR N 2 2029-10-15 Fixed 5.5 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875 82967NBM9 2700000.000000 PA USD 2640937.500000 0.1474574 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N SITKA HOLDINGS LLC N/A SITKA HOLDINGS L SR SECURED 144A 07/26 VAR 82987VAA4 3594000.000000 PA USD 3647669.060000 0.2036686 Long DBT CORP KY N 2 2026-07-06 Floating 5.25 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B 24736CBS2 1000000.000000 PA USD 1064562.000000 0.0594401 Long LON CORP US N 2 2027-10-20 Floating 4.75 N N N N N N SLM STUDENT LOAN TRUST 2013-M1 N/A SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A 78447T103 11090.000000 PA USD 11243646.230000 0.6277919 Long ABS-O CORP US N 3 2029-10-28 Fixed 0 N N N N N N SLM STUDENT LOAN TRUST-2007-4 N/A SLM STUDENT LOAN TRUST SLMA 2007 4 R 78444A107 9000.000000 PA USD 4722994.040000 0.2637096 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 UNITED GROUP BV SR SECURED REGS 07/24 4.875 ACI0W96J3 200000.000000 PA 234886.720000 0.0131150 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 SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A 78448P100 2500.000000 PA USD 988949.310000 0.0552182 Long ABS-O CORP US N 3 2048-10-15 Fixed 0 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB R 144A 78449DAF3 15028345.280000 PA USD 24713839.700000 1.3799037 Long ABS-O CORP US N 3 2054-09-15 Fixed 0 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR 83367TBV0 1600000.000000 PA USD 1735112.000000 0.0968804 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D R 144A 83404L101 9180000.000000 PA USD 1120016.270000 0.0625364 Long ABS-O CORP US N 3 2039-01-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A 83403Y104 9300000.000000 PA USD 1265706.750000 0.0706711 Long ABS-O CORP US N 2 2040-05-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A 83405D108 46600.000000 PA USD 833366.370000 0.0465312 Long ABS-O CORP US N 3 2040-07-25 Fixed 0 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A 78471C109 4003000.000000 PA USD 873881.800000 0.0487934 Long ABS-O CORP US N 3 2040-09-25 Fixed 0 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 023138AA8 184135.650000 PA USD 261129.210000 0.0145802 Long DBT CORP US N 2 2099-12-31 Fixed 5.1 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 3.875 ACI20N463 1100000.000000 PA 1277179.230000 0.0713116 Long DBT CORP US N 2 2028-10-01 Fixed 3.875 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25 681639AA8 1100000.000000 PA USD 1085408.500000 0.0606041 Long DBT CORP US N 2 2028-10-01 Fixed 4.25 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 5.375 ACI20N5P0 1700000.000000 PA 1956572.300000 0.1092457 Long DBT CORP US N 2 2029-10-01 Fixed 5.375 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 6.25 681639AB6 400000.000000 PA USD 396879.960000 0.0221599 Long DBT CORP US N 2 2029-10-01 Fixed 6.25 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 SOLENIS HOLDINGS LLC 2021 EUR TERM LOAN B 943FTLII2 1000000.000000 PA 1159653.050000 0.0647495 Long LON CORP US N 2 2028-09-21 Floating 4 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 SOLENIS HOLDINGS LLC 2021 TERM LOAN B 941WHMII8 2600000.000000 PA USD 2601393.600000 0.1452495 Long LON CORP US N 2 2028-09-21 Floating 4.25 N N N N N N SOLOSO CDO LTD 2007-1A N/A SOLOSO CDO LTD SLOSO 2007 1A A1LB 144A 83438JAC0 4800000.000000 PA USD 3936000.000000 0.2197676 Long ABS-CBDO CORP KY N 2 2037-10-07 Floating 0.458 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 SOTERA HEALTH HOLDINGS LLC 2021 TERM LOAN 83600VAE1 322874.000000 PA USD 321663.220000 0.0179601 Long LON CORP US N 3 2026-12-11 Floating 3.25 N N N N N N SOUND UNITED (DEI SALES INC) 5493000ZI2GDB6NYME53 DEI SALES INC 2021 TERM LOAN B 23319HAJ9 4869375.000000 PA USD 4832854.690000 0.2698437 Long LON CORP US N 3 2028-04-23 Floating 5.5841 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 N/A SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A4 83612TAE2 6715888.630000 PA USD 5801001.250000 0.3239004 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.366 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 836205BB9 2200000.000000 PA USD 2101484.000000 0.1173369 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH COAST FUNDING 7A N/A SOUTH COAST FUNDING SCF 7A A1AN 144A 83743YAS2 128770758.650000 PA USD 33106189.420000 1.8484927 Long ABS-CBDO CORP KY N 2 2041-01-06 Floating 0.45425 N N N N N N SOUTH COAST FUNDING 7A N/A SOUTH COAST FUNDING SCF 7A A1AV 144A 83743YAA1 9095815.460000 PA USD 2338479.580000 0.1305696 Long ABS-CBDO CORP KY N 2 2041-01-06 Floating 0.45425 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 02377AAA6 846237.590000 PA USD 863792.620000 0.0482301 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC 2020 TERM LOAN B 84857HAW0 992500.000000 PA USD 999943.750000 0.0558321 Long LON CORP US N 2 2025-01-15 Floating 6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 85205TAK6 1400000.000000 PA USD 1391411.000000 0.0776898 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR 00846NAA5 12900000.000000 PA USD 7615386.000000 0.4252071 Long DBT CORP US N 2 2067-01-15 Floating 1.87613 N N N N N N STAGWELL (MIDAS OPCO HOLDINGS LLC) N/A MIDAS OPCO HOLDINGS LLC 08/29 5.625 59565JAA9 2700000.000000 PA USD 2797200.000000 0.1561824 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 02376AAA7 251289.980000 PA USD 253885.600000 0.0141758 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N START IRELAND 2019-1 N/A START LTD. STARR 2019 1 A 144A 85573LAA9 846454.100000 PA USD 848702.960000 0.0473876 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STEENBOK LUX FINCO 2 SARL N/A STEENBOK LUX FINCO 2 SARL EUR 1ST LIEN FIXED RATE TL A1 935YNSII2 8626337.500000 PA 10237958.370000 0.5716391 Long LON CORP LU N 2 2022-12-31 Fixed 7.875 N N Y N N N STEENBOK LUX FINCO 2 SARL N/A STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2 935YNTII0 20030914.660000 PA 22171118.480000 1.2379302 Long LON CORP LU N 2 2022-12-31 Fixed 10.75 N N Y N N N STRUCTURED ADJ RATE MTG LN 2006-7 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 4A1 86361BAJ6 2520545.280000 PA USD 974233.350000 0.0543966 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.1871 Y N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 00253XAA9 500000.000000 PA USD 526250.000000 0.0293833 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-1 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3 86362TAF4 7092366.950000 PA USD 5964884.870000 0.3330509 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.00552 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-3 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 3A1 86363GAF1 1313122.880000 PA USD 832171.800000 0.0464645 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.06556 Y N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 3A2 86360KBK3 3299347.500000 PA USD 2111509.480000 0.1178967 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 2.74314 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A2 86363DAJ0 1007507.070000 PA USD 330582.720000 0.0184582 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.426 Y N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR6 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 86360UAF3 10487077.200000 PA USD 9195381.800000 0.5134265 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.466 Y N N N N N STRUCTURED ASSET SEC CORP 2003-BC1 N/A STRUCTURED ASSET SECURITIES CO SASC 2003 BC1 B1 86359AMC4 6075412.470000 PA USD 5347801.020000 0.2985959 Long ABS-MBS CORP US N 2 2032-05-25 Floating 6.086 Y N N N N N STUBHUB (PUG LLC) N/A PUG LLC 2021 INCREMENTAL TERM LOAN B 74530DAG0 1500000.000000 PA USD 1501875.000000 0.0838576 Long LON CORP US N 3 2027-02-12 Floating 4.75 N N N N N N STUBHUB (PUG LLC) N/A PUG LLC USD TERM LOAN 74530DAC9 483479.770000 PA USD 473810.170000 0.0264553 Long LON CORP US N 2 2027-02-12 Floating 3.5841 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5 86389QAF9 3000000.000000 PA USD 2946600.000000 0.1645242 Long DBT CORP VG N 2 2028-01-15 Fixed 6.5 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6 86389QAE2 3200000.000000 PA USD 3172320.000000 0.1771273 Long DBT CORP VG N 2 2025-07-15 Fixed 6 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS E 144A 78486DAJ9 9723500.000000 PA USD 9764850.160000 0.5452230 Long ABS-MBS CORP US N 2 2034-04-15 Floating 3.08375 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS F 144A 78486DAL4 6612000.000000 PA USD 6639672.540000 0.3707279 Long ABS-MBS CORP US N 2 2034-04-15 Floating 4.08375 N N N N N N SUNTRUST ALTERNATIVE LN TRUST 2006-1F N/A SUNTRUST ALTERNATIVE LOAN TRUS STALT 2006 1F 3S 86800RAG6 4150681.070000 PA USD 1192301.820000 0.0665725 Long ABS-O CORP US N 2 2036-04-25 Floating 7.064 Y N N N N N SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC) 54930054EVI5HWPPW113 SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN 86880NAX1 796000.000000 PA USD 798266.210000 0.0445714 Long LON CORP US N 2 2026-08-31 Floating 4.5 N N N N N N SYLVAMO CORPORATION 5493001AOYU1ZOWOC971 SYLVAMO CORPORATION TERM LOAN B 938QFNII6 1830000.000000 PA USD 1827712.500000 0.1020508 Long LON CORP US N 3 2028-08-18 Floating 5 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-4 N/A AMERICAN HOME MORTGAGE ASSETS AHMA 2007 4 A4 026934AD1 10671623.050000 PA USD 10293969.250000 0.5747665 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.666 Y N N N N N SYMPHONY CLO XIV LTD 2014-14A N/A SYMPHONY CLO LTD SYMP 2014 14A E 144A 87159QAW8 4400000.000000 PA USD 4385505.430000 0.2448658 Long ABS-CBDO CORP KY N 2 2026-07-14 Floating 4.73288 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B 87164GAM5 37429563.240000 PA USD 37474965.300000 2.0924245 Long LON CORP US N 2 2023-03-09 Floating 6 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 SYNIVERSE HLDGS INC SECOND LIEN TERM LOAN 87164GAN3 3613000.000000 PA USD 3617967.880000 0.2020102 Long LON CORP US N 2 2024-03-11 Floating 10 N N N N N N AMERICAN HOME MTGE ASSETS 2005-1 N/A AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11 02660VAE8 900323.720000 PA USD 897866.740000 0.0501326 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.626 N N N N N N TBW MTGE BACKED PASS THRU CERT 2006-2 N/A TBW MORTGAGE BACKED PASS THROU TBW 2006 2 5A1 878048AJ6 18539425.590000 PA USD 6635505.140000 0.3704952 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N TDA FTA 28 N/A TITULIZACION DE ACTIVOS TDA 28 A REGS B241Q4II4 9095599.730000 PA 6189770.460000 0.3456075 Long ABS-MBS CORP ES N 2 2050-10-28 Floating 0 N N N N N N AMERICAN HOME MTGE INV TRUST 2005-2 N/A AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 1A1 02660TEK5 3460143.830000 PA USD 3204780.030000 0.1789397 Long ABS-MBS CORP US N 2 2045-09-25 Floating 0.686 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 TEAM HEALTH INC DEL TERM LOAN B 87817JAE8 24093230.230000 PA USD 23559733.830000 1.3154639 Long LON CORP US N 2 2024-02-06 Floating 3.75 N N N N N N TELEPIZZA (FOODCO BONDCO SL) 959800QP38XCGBED7808 FOODCO BONDCO SAU SR SECURED REGS 05/26 6.25 ACI1BNB99 900000.000000 PA 994116.160000 0.0555067 Long DBT CORP ES N 2 2026-05-15 Fixed 6.25 N N N N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 TEMPUR SEALY INTL INC COMPANY GUAR 144A 10/31 3.875 88023UAJ0 2300000.000000 PA USD 2305750.000000 0.1287422 Long DBT CORP US N 2 2031-10-15 Fixed 3.875 N N N N N N AMERICAN HOME MTGE INVEST TR 2004-2 N/A AMERICAN HOME MORTGAGE INVESTM AHM 2004 2 M1 02660TBF9 9738682.380000 PA USD 9376828.000000 0.5235576 Long ABS-MBS CORP US N 2 2044-02-25 Floating 0.986 Y N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517 B41QB0II2 2879274.720000 PA 5073652.670000 0.2832887 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TEVA PHARMACEUTICAL FINANCE IV BV 549300P1YOE2RRPSGG38 TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65 88166JAA1 170000.000000 PA USD 170660.450000 0.0095289 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 TEVA PHARM FNC NL II COMPANY GUAR 01/25 6 ACI1QY638 200000.000000 PA 250865.000000 0.0140071 Long DBT CORP NL N 2 2025-01-31 Fixed 6 N N N N N N TEXGEN POWER LLC 5493003XDLS9LCQ3SY55 TEXGEN COMMITMENT 936MHFII2 20081250.000000 PA USD 20073694.430000 1.1208200 Long DBT CORP US N 3 2021-12-31 None 0 Y Y N N N N THYSSENKRUPP ELEVATOR (VERTICAL MIDCO GMBH) 254900K869UN2ZWVB351 TK ELEVATOR TOPCO GMBH EUR TERM LOAN B D9000BAE2 4700000.000000 PA 5462014.580000 0.3049730 Long LON CORP DE N 2 2027-07-29 Floating 3.625 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 88880LAB9 95900000.000000 PA USD 10397324.560000 0.5805373 Long DBT MUN US N 2 2047-06-01 None 0 N N N N N N TOLL ROAD INVESTORS PARTNERSHIP II LP N/A TOLL ROAD INV PART II INSURED 144A 02/43 0.00000 88948ABM8 32800000.000000 PA USD 10244021.540000 0.5719776 Long DBT CORP US N 2 2043-02-15 None 0 N N N N N N TOPAZ SOLAR FARMS LLC N/A TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 89054XAD7 5597830.000000 PA USD 6060782.800000 0.3384054 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOPAZ SOLAR FARMS LLC N/A TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 89054XAC9 27692098.000000 PA USD 33317186.110000 1.8602738 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TRANSDIGM INC COMPANY GUAR 11/27 5.5 893647BL0 88000.000000 PA USD 90535.280000 0.0050551 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5 893830BF5 70000.000000 PA USD 56839.300000 0.0031736 Long DBT CORP KY N 2 2026-01-15 Fixed 7.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 02/27 8 893830BL2 195000.000000 PA USD 153740.930000 0.0085842 Long DBT CORP KY N 2 2027-02-01 Fixed 8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25 893830BK4 243000.000000 PA USD 202753.130000 0.0113208 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PONTUS LIMITED N/A TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125 89382PAA3 269340.000000 PA USD 270191.110000 0.0150862 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875 89383JAA6 320000.000000 PA USD 318897.600000 0.0178057 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 TRIUMPH GROUP INC SECURED 144A 09/24 6.25 896818AQ4 134000.000000 PA USD 134131.990000 0.0074893 Long DBT CORP US N 2 2024-09-15 Fixed 6.25 N N N N N N TROPIC CDO CORP 2006-5A N/A TROPIC CDO CORP TROPC 2006 5A A1L2 144A 89708BAB9 3653064.900000 PA USD 3379085.030000 0.1886721 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 0.44613 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 03/25 4.25 900123CX6 2600000.000000 PA USD 2524639.000000 0.1409639 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625 900123CT5 3900000.000000 PA USD 4169107.800000 0.2327832 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMPANY GUAR 144A 01/28 6.25 90353TAG5 2100000.000000 PA USD 2254875.000000 0.1259015 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 90353TAK6 6900000.000000 PA USD 6960375.000000 0.3886344 Long DBT CORP US N 2 2029-08-15 Fixed 4.5 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375 ACI1J9SD5 3412000.000000 PA 3672547.990000 0.2050577 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED 144A 05/29 6.876 90372UAR5 6000000.000000 PA USD 6098010.000000 0.3404840 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.876 N N N N N N UNIGEL LUXEMBOURG SA N/A UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75 904752AB8 500000.000000 PA USD 538105.000000 0.0300452 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNIQUE PUB FINANCE CO PLC 213800FOMWLKHQTI5562 UNIQUE PUB FINANCE CO SR SECURED REGS 06/27 5.659 743541II7 273101.240000 PA 416959.850000 0.0232811 Long DBT CORP GB N 2 2027-06-30 Fixed 5.659 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 CAESARS ENTERTAINMENT INC COMMON STOCK 12769G100 1.000000 NS USD 112.280000 0.0000063 Long EC CORP US N 1 N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 90931GAA7 92747.500000 PA USD 103977.410000 0.0058056 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST N/A UNITED AIR 2020 1 B PTT PASS THRU CE 07/27 4.875 90932VAA3 2242200.000000 PA USD 2377817.220000 0.1327660 Long DBT CORP US N 2 2027-07-15 Fixed 4.875 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 90932LAG2 500000.000000 PA USD 513750.000000 0.0286854 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 UNITED AIRLINES, INC. 2021 TERM LOAN B 90932RAJ3 2587249.370000 PA USD 2610886.480000 0.1457795 Long LON CORP US N 2 2028-04-21 Floating 4.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 01/22 0.00000 912796Q85 13000000.000000 PA USD 12998324.430000 0.7257648 Long DBT UST US N 2 2022-01-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/22 0.00000 912796L80 1873000.000000 PA USD 1872692.640000 0.1045623 Long DBT UST US N 2 2022-02-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796F38 1556000.000000 PA USD 1555680.360000 0.0868618 Long DBT UST US N 2 2022-03-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796N39 14600000.000000 PA USD 14596329.720000 0.8149899 Long DBT UST US N 2 2022-03-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 12/21 0.00000 912796J59 7800000.000000 PA USD 7799651.180000 0.4354956 Long DBT UST US N 2 2021-12-09 None 0 N N N N N N ANCESTRY.COM 2549009ADY4208OH2Y47 ARCHES BUYER INC 2021 TERM LOAN B 03952HAD6 2393969.850000 PA USD 2384494.520000 0.1331389 Long LON CORP US N 2 2027-12-06 Floating 3.75 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 12/24 7.125 20341WAE5 6874000.000000 PA USD 7028665.000000 0.3924473 Long DBT CORP US N 2 2024-12-15 Fixed 7.125 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875 91327AAA0 19288000.000000 PA USD 20403810.800000 1.1392521 Long DBT CORP US N 2 2025-02-15 Fixed 7.875 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A UNITI GRP/UNITI HLD/CSL SR UNSECURED 144A 01/30 6 91327AAB8 17072000.000000 PA USD 16965300.000000 0.9472620 Long DBT CORP US N 2 2030-01-15 Fixed 6 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5 91327BAA8 6752000.000000 PA USD 6954560.000000 0.3883097 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125 914906AS1 1747000.000000 PA USD 1774689.950000 0.0990903 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV) 2549002VGA888UKFKS25 SIGMA BIDCO B.V. 2018 PLN TERM LOAN B 933XDYII4 31100000.000000 PA 7379627.880000 0.4120435 Long LON CORP NL N 2 2025-03-31 Floating 3.75 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 US RENAL CARE INC 2021 TERM LOAN B 90290PAQ7 4100000.000000 PA USD 4104485.400000 0.2291750 Long LON CORP US N 2 2026-06-26 Floating 6.5 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 US RENAL CARE INC SR UNSECURED 144A 07/27 10.625 07335BAA4 7189000.000000 PA USD 7650102.460000 0.4271455 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N VALARIS LIMITED N/A VALARIS LTD SR SECURED 04/28 8.25 000000000 24000.000000 PA USD 24937.680000 0.0013924 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N N N N N VALARIS LIMITED N/A VALARIS LTD SR SECURED 144A 04/28 8.25 91889FAA9 19000.000000 PA USD 19742.330000 0.0011023 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N Y N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875 91911TAH6 333000.000000 PA USD 444138.750000 0.0247986 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875 91911TAK9 110000.000000 PA USD 148967.500000 0.0083176 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VALE SA 254900SMTWBX7RU2SR20 VALE SA SUBORDINATED 12/49 VAR B011X9II2 270000000.000000 PA 28162220.410000 1.5724449 Long DBT CORP BR N 3 2049-12-29 Variable 2.76247 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 922646AS3 734000.000000 PA USD 79639.000000 0.0044467 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 P97475AP5 136000.000000 PA USD 14756.000000 0.0008239 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VERDE CDO LTD 2005-1A N/A VERDE CDO LTD VERDE 2005 1A A1 144A 923367AA4 82601843.230000 PA USD 24455266.910000 1.3654662 Long ABS-CBDO CORP KY N 2 2045-10-05 Floating 0.36313 N N N N N N VERITAS US INC 549300RFUWCPWS8FQ104 VERITAS US INC 2021 EUR TERM LOAN B G9341JAP5 1496231.160000 PA 1745917.010000 0.0974837 Long LON CORP US N 2 2025-09-01 Floating 5.75 N N N N N N VERITAS US INC 549300RFUWCPWS8FQ104 VERITAS US INC 2021 TERM LOAN B G9341JAN0 5537475.440000 PA USD 5572084.660000 0.3111188 Long LON CORP US N 2 2025-09-01 Floating 6 N N N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5 92346LAE3 3018000.000000 PA USD 3142492.500000 0.1754619 Long DBT CORP US N 2 2025-09-01 Fixed 7.5 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 VIAD CORP INITIAL TERM LOAN 92553BAL7 3800000.000000 PA USD 3800000.000000 0.2121740 Long LON CORP US N 3 2028-07-30 Floating 5.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 VIKING CRUISES LTD SR SECURED 144A 05/25 13 92676XAE7 6089000.000000 PA USD 7017572.500000 0.3918280 Long DBT CORP BM N 2 2025-05-15 Fixed 13 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 92682RAA0 11700000.000000 PA USD 11720650.500000 0.6544256 Long DBT CORP BM N 2 2029-02-15 Fixed 5.625 N N N N N N VNDO TRUST 2016-350P N/A VNO MORTGAGE TRUST VNDO 2016 350P D 144A 91831UAF4 5000000.000000 PA USD 5124029.500000 0.2861015 Long ABS-MBS CORP US N 2 2035-01-10 Variable 4.03272 N N N N N N VOC ESCROW LTD N/A VOC ESCROW LTD SR SECURED 144A 02/28 5 91832VAA2 300000.000000 PA USD 296413.500000 0.0165503 Long DBT CORP BM N 2 2028-02-15 Fixed 5 N N N N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5 000000000 8825000.000000 PA USD 8107968.750000 0.4527106 Long DBT CORP US N 2 2026-05-09 Fixed 8.5 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 92925VAK6 255442.270000 PA USD 255216.640000 0.0142501 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.09322 Y N N N N N WAMU MTGE P/T CERT 2007-HY3 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 3A3 933634AG2 2179548.950000 PA USD 2209033.890000 0.1233420 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.28693 Y N N N N N WAMU MTGE P/T CERT 2007-OA5 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B 93364BAB6 1959376.850000 PA USD 1622144.190000 0.0905728 Long ABS-MBS CORP US N 2 2047-06-25 Floating 0.84211 Y N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 1A1 93934NAA3 4165589.650000 PA USD 2747446.730000 0.1534044 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.686 Y N N N N N WASHINGTON MUTUAL 2004-AR8 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1 92922FTJ7 120260.560000 PA USD 119422.380000 0.0066680 Long ABS-MBS CORP US N 2 2044-06-25 Floating 0.926 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A 93363RAA4 260586.790000 PA USD 252062.940000 0.0140740 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.97211 Y N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE INC 549300E0AN7M2AQHSY29 APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625 03762UAD7 3700000.000000 PA USD 3593847.000000 0.2006634 Long DBT CORP US N 2 2029-06-15 Fixed 4.625 N N N N N N WASHINGTON MUTUAL 2007-OA6 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A 92927BAA0 13956895.700000 PA USD 12723388.050000 0.7104137 Long ABS-MBS CORP US N 2 2047-07-25 Floating 0.90211 N N N N N N WASHINGTON MUTUAL 2007-OA6 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A 92927BAC6 527114.870000 PA USD 501958.580000 0.0280270 Long ABS-MBS CORP US N 2 2047-07-25 Floating 1.513 Y N N N N N WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-3 N/A WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 3 A6 93936JAF9 1824063.120000 PA USD 1814347.430000 0.1013046 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OC1 N/A WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OC1 A1 93936FAA8 7558669.630000 PA USD 7771647.240000 0.4339320 Long ABS-MBS CORP US N 2 2047-01-25 Floating 0.326 Y N N N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 94984UAE6 2180622.140000 PA USD 2023601.650000 0.1129883 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.57302 Y N N N N N WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3 N/A WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1 94985GAA4 236153.350000 PA USD 239623.290000 0.0133794 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75 Y N N N N N WELLS FARGO MORTGAGE LOAN TRUST 2011-RR1 N/A WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2011 RR1 A3 144A 94987TAE6 5405777.920000 PA USD 4976356.980000 0.2778562 Long ABS-MBS CORP US N 2 2036-04-27 Floating 2.79988 N N N N N N WELLS FARGO MTGE BACKED SEC 2007-7 N/A WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A38 94985JBP4 42882.180000 PA USD 43231.150000 0.0024138 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-7 N/A WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A6 94985JAF7 41623.560000 PA USD 41962.230000 0.0023430 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 WOLVERINE ESCROW LLC SR SECURED 144A 11/24 8.5 97789LAC0 30756000.000000 PA USD 28641525.000000 1.5992070 Long DBT CORP US N 2 2024-11-15 Fixed 8.5 N N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 WOLVERINE ESCROW LLC SR SECURED 144A 11/26 9 97789LAB2 12137000.000000 PA USD 11226725.000000 0.6268471 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 RISING TIDE HOLDINGS INC TERM LOAN 76770EAB3 7800000.000000 PA USD 7850372.400000 0.4383276 Long LON CORP US N 2 2028-06-01 Floating 5.5 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A WESTMORELAND COAL CO PIK TERM LOAN 96106JAE9 30333.890000 PA USD 6294.280000 0.0003514 Long LON CORP US N 2 2029-03-15 Fixed 15 N N Y N N N WHLN - SV PORTFOLIO N/A PREYLOCK REITMAN SANTA CRUZ TERM LOAN 933BWMII7 5540000.000000 PA USD 5457549.840000 0.3047237 Long LON CORP US Y 3 2022-11-09 Floating 6.495 N N N N N N WINDSTREAM SERVICES II LLC 549300KT9GVEBYCD2N29 WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B 97381JAE3 3717701.290000 PA USD 3738033.400000 0.2087141 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 WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75 97382WAA1 26463000.000000 PA USD 27680694.950000 1.5455588 Long DBT CORP US N 2 2028-08-15 Fixed 7.75 N N N N N N WORLDWIDE EXPRESS INC N/A WORLDWIDE EXPS OPTN LLC 2021 1ST LIEN TERM LOAN 00435UAB4 1700000.000000 PA USD 1706964.900000 0.0953088 Long LON CORP US N 2 2028-07-26 Floating 5 N N N N N N WORLDWIDE PLAZA TRUST 2017-WWP N/A WORLDWIDE PLAZA TRUST WPT 2017 WWP D 144A 98162JAL0 8300000.000000 PA USD 8276964.180000 0.4621465 Long ABS-MBS CORP US N 2 2036-11-10 Variable 3.71539 N N N N N N WORLDWIDE PLAZA TRUST 2017-WWP N/A WORLDWIDE PLAZA TRUST WPT 2017 WWP E 144A 98162JAN6 1800000.000000 PA USD 1747321.740000 0.0975622 Long ABS-MBS CORP US N 2 2036-11-10 Variable 3.71539 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5 983130AV7 2900000.000000 PA USD 2961625.000000 0.1653631 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 983130AX3 4200000.000000 PA USD 4248048.000000 0.2371909 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5 98313RAG1 200000.000000 PA USD 194270.000000 0.0108471 Long DBT CORP KY N 2 2026-01-15 Fixed 5.5 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 98313RAH9 400000.000000 PA USD 381375.000000 0.0212942 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875 98313RAC0 200000.000000 PA USD 194663.000000 0.0108691 Long DBT CORP KY N 2 2024-10-01 Fixed 4.875 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125 98313RAE6 800000.000000 PA USD 753184.000000 0.0420542 Long DBT CORP KY N 2 2029-12-15 Fixed 5.125 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED REGS 01/26 5.5 G98149AG5 200000.000000 PA USD 194270.000000 0.0108471 Long DBT CORP KY N 2 2026-01-15 Fixed 5.5 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED REGS 08/28 5.625 G98149AH3 200000.000000 PA USD 190687.500000 0.0106471 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 WYNN MACAU LTD SR UNSECURED REGS 10/27 5.5 G98149AD2 500000.000000 PA USD 478265.000000 0.0267041 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 AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B 938QUEII9 3467000.000000 PA USD 3478919.550000 0.1942464 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 AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B 938QVBII4 2051000.000000 PA USD 2059331.160000 0.1149833 Long LON CORP US N 2 2027-09-01 Floating 6.25 N N N N N N N/A N/A BARCLAYS REV REPO EUR 000000000 -1106851.000000 PA -1281826.780000 -0.0715711 Short RA GB N 2 Reverse repurchase N -0.5500000 2021-10-01 1213000.000000 EUR 1199088.100000 EUR CDS N N N N/A N/A BARCLAYS REV REPO EUR 000000000 -611557.000000 PA -702167.670000 -0.0392057 Short RA GB N 2 Reverse repurchase N -1.2500000 2023-01-28 700000.000000 EUR 531954.500000 EUR CDS N N N N/A N/A BARCLAYS REV REPO EUR 000000000 -1271238.000000 PA -1470965.830000 -0.0821318 Short RA GB N 2 Reverse repurchase N -0.6500000 2023-08-03 1206000.000000 EUR 1236581.750000 EUR CDS N N N N/A N/A FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD 000000000 -38209458.600000 PA USD -38248877.470000 -2.1356361 Short RA US N 2 Reverse repurchase N 0.8073800 2022-02-16 74983382.470000 USD 47828537.860000 USD PLCMO N N N N/A N/A FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD 000000000 -9689232.590000 PA USD -9697461.960000 -0.5414603 Short RA US N 2 Reverse repurchase N 0.8046300 2022-02-24 14292895.670000 USD 13029692.410000 USD PLCMO N N N N/A N/A FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD 000000000 -35547147.230000 PA USD -35569320.750000 -1.9860223 Short RA US N 2 Reverse repurchase N 0.8020000 2022-03-03 65863773.040000 USD 47317716.380000 USD PLCMO N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 9949000.000000 PA USD 9949000.000000 0.5555050 Long RA US N 2 Repurchase N 0.0000001 2021-10-01 9922600.000000 USD 10148038.300000 USD UST N N N N/A N/A REPO STANDARD CHARTERED BANK L 000000000 3025975.000000 PA 3505137.860000 0.1957103 Long RA GB N 2 Repurchase N -0.4500000 2021-10-19 3000000.000000 EUR 2937056.790000 EUR N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -2570764.800000 PA USD -2573506.090000 -0.1436924 Short RA US N 2 Reverse repurchase N 0.4570000 2021-10-01 3000000.000000 USD 2921250.000000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -2313688.000000 PA USD -2313688.000000 -0.1291854 Short RA US N 2 Reverse repurchase N 0.4570000 2022-01-07 2700000.000000 USD 2629125.000000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -5593000.000000 PA USD -5600472.870000 -0.3127039 Short RA US N 2 Reverse repurchase N 0.6500000 2022-01-19 6800000.000000 USD 6919033.780000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -6063904.160000 PA USD -6069058.480000 -0.3388675 Short RA US N 2 Reverse repurchase N 0.6000000 2022-02-11 7600000.000000 USD 7565472.840000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -7700012.030000 PA USD -7708738.700000 -0.4304194 Short RA US N 2 Reverse repurchase N 0.8000000 2022-02-11 10280360.000000 USD 10278514.980000 USD PLCMO N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -5924002.380000 PA USD -5924180.090000 -0.3307781 Short RA US N 2 Reverse repurchase N 0.2700000 2022-01-27 5775438.360000 USD 5983440.450000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -15057451.130000 PA USD -15070626.400000 -0.8414724 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-31 15774000.000000 USD 16094089.870000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -22217454.440000 PA USD -22235660.420000 -1.2415339 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-03 22585000.000000 USD 24284347.800000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -5603923.000000 PA USD -5606040.820000 -0.3130148 Short RA US N 2 Reverse repurchase N 0.3600000 2023-08-24 6200000.000000 USD 6481000.000000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -1229633.230000 PA USD -1229765.420000 -0.0686643 Short RA US N 2 Reverse repurchase N 0.4300000 2021-10-12 1722000.000000 USD 1495277.500000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -15220107.910000 PA USD -15237864.700000 -0.8508102 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-05 31650135.650000 USD 18785066.730000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -1725195.440000 PA USD -1727088.360000 -0.0964324 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-12 1700000.000000 USD 1957183.000000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -2768926.750000 PA USD -2770757.370000 -0.1547060 Short RA US N 2 Reverse repurchase N 0.4900000 2022-02-16 3092435.000000 USD 3175205.220000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -47627226.410000 PA USD -47678954.870000 -2.6621669 Short RA US N 2 Reverse repurchase N 0.8500000 2022-02-16 71110482.970000 USD 62371742.220000 USD PLCMO N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -24724192.770000 PA USD -24736987.550000 -1.3811962 Short RA US N 2 Reverse repurchase N 0.8100000 2022-03-08 30927823.890000 USD 31708453.140000 USD PLCMO N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -11969562.500000 PA USD -11971042.100000 -0.6684063 Short RA US N 2 Reverse repurchase N 0.5100000 2022-03-21 13499000.000000 USD 13811830.100000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -847522.000000 PA USD -847925.750000 -0.0473442 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-13 1907000.000000 USD 1076665.330000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -6625415.000000 PA USD -6630654.750000 -0.3702243 Short RA US N 2 Reverse repurchase N 0.4500000 2021-10-01 7500000.000000 USD 7523575.000000 USD N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -5224094.690000 PA USD -5224094.690000 -0.2916887 Short RA US N 2 Reverse repurchase N 0.5000000 2021-10-01 5915000.000000 USD 6016587.500000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -10619400.000000 PA USD -10624972.370000 -0.5932481 Short RA US N 2 Reverse repurchase N 0.4100000 2021-10-12 12480000.000000 USD 13147665.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1324679.000000 PA USD -1325418.240000 -0.0740051 Short RA US N 2 Reverse repurchase N 0.4100000 2021-10-13 1509000.000000 USD 1569279.720000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -24153496.000000 PA USD -24162731.630000 -1.3491324 Short RA US N 2 Reverse repurchase N 0.4100000 2021-10-19 26694823.000000 USD 27563243.520000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -379100.000000 PA USD -379251.110000 -0.0211756 Short RA US N 2 Reverse repurchase N 0.4100000 2021-10-19 400000.000000 USD 440642.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -11999230.440000 PA USD -12012204.950000 -0.6707046 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-14 14314119.170000 USD 14037909.260000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -4384113.000000 PA USD -4388862.450000 -0.2450533 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-14 5100000.000000 USD 5276567.100000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -37677376.350000 PA USD -37730056.300000 -2.1066676 Short RA US N 2 Reverse repurchase N 0.8531300 2022-02-03 55185879.730000 USD 47294844.690000 USD PLCMO N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -11835606.540000 PA USD -11844904.070000 -0.6613633 Short RA US N 2 Reverse repurchase N 0.8080000 2022-02-25 15847921.010000 USD 15790350.030000 USD PLCMO N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -9487666.000000 PA USD -9491487.420000 -0.5299597 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-02 10830000.000000 USD 10984684.420000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -4634456.330000 PA USD -4643023.630000 -0.2592444 Short RA US N 2 Reverse repurchase N 0.5500000 2022-03-02 5246237.590000 USD 5467292.620000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -2516466.420000 PA USD -2517305.240000 -0.1405544 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-07 2716618.420000 USD 3002381.640000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1921425.000000 PA USD -1922065.480000 -0.1073190 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-07 2200000.000000 USD 2101484.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -12617577.000000 PA USD -12619813.930000 -0.7046306 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-17 14056000.000000 USD 14898561.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -98205.000000 PA USD -98224.100000 -0.0054844 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-17 102584.190000 USD 112649.240000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -9601662.630000 PA USD -9602750.730000 -0.5361721 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-23 11227000.000000 USD 11146057.060000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1157238.190000 PA USD -1157382.850000 -0.0646228 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-23 1393000.000000 USD 1345993.100000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -9628744.000000 PA USD -9628744.000000 -0.5376234 Short RA US N 2 Reverse repurchase N 0.5000000 2022-04-01 11200000.000000 USD 11218487.500000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -25247873.750000 PA USD -25263019.860000 -1.4105673 Short RA US N 2 Reverse repurchase N 0.5500000 2022-05-04 27544845.000000 USD 29451353.790000 USD CDS N N N N/A N/A REVERSE REPO UBS AG LONDON 000000000 -506665.350000 PA USD -507221.280000 -0.0283208 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-12 600000.000000 USD 646099.200000 USD CDS N N N N/A N/A REVERSE REPO UBS AG LONDON 000000000 -2835600.000000 PA USD -2836950.850000 -0.1584019 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-12 3200000.000000 USD 3310787.200000 USD CDS N N N N/A N/A REVERSE REPO UBS AG LONDON 000000000 -1432888.000000 PA USD -1433499.280000 -0.0800398 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-18 1600000.000000 USD 1670559.400000 USD CDS N N N N/A N/A REVERSE REPO UBS AG LONDON 000000000 -1337156.000000 PA USD -1337519.010000 -0.0746807 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-03 1500000.000000 USD 1551931.500000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -759497.000000 PA USD -759497.000000 -0.0424067 Short RA US N 2 Reverse repurchase N 0.3500000 2021-10-01 900000.000000 USD 898307.000000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -18085174.920000 PA USD -18088189.120000 -1.0099588 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-13 24094000.000000 USD 22394812.500000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -18467139.090000 PA USD -18476577.840000 -1.0316446 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-14 19672809.000000 USD 21684772.920000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -8843205.130000 PA USD -8850505.980000 -0.4941703 Short RA US N 2 Reverse repurchase N 0.4300000 2021-10-19 9266000.000000 USD 10147162.760000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -6003276.000000 PA USD -6007338.220000 -0.3354213 Short RA US N 2 Reverse repurchase N 0.4200000 2021-11-04 6616369.000000 USD 6893154.990000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -4637093.940000 PA USD -4642310.670000 -0.2592046 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-10 4875796.440000 USD 5198262.170000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -3953127.350000 PA USD -3957464.810000 -0.2209661 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-12 4754000.000000 USD 5008885.150000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -29404568.280000 PA USD -29455369.560000 -1.6446483 Short RA US N 2 Reverse repurchase N 0.8520000 2022-01-20 53337887.720000 USD 38335452.910000 USD PLCMO N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -6353265.680000 PA USD -6356645.610000 -0.3549250 Short RA US N 2 Reverse repurchase N 0.7980000 2022-03-07 10624623.710000 USD 8107725.100000 USD PLCMO N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -201869.000000 PA USD -201965.170000 -0.0112768 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-12 295000.000000 USD 261615.920000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -10383530.000000 PA USD -10387959.680000 -0.5800144 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-18 11429916.000000 USD 11870306.720000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -837433.000000 PA USD -837747.480000 -0.0467758 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-23 853000.000000 USD 974339.250000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -23184988.000000 PA USD -23193506.630000 -1.2950155 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-24 27049340.000000 USD 26934656.370000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -5769550.000000 PA USD -5771337.600000 -0.3222441 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-30 6209845.300000 USD 7003016.360000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -2058696.300000 PA USD -2059296.750000 -0.1149814 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-01 2414000.000000 USD 2378788.300000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -3412325.000000 PA USD -3413287.080000 -0.1905818 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-02 4000000.000000 USD 3794881.000000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -1340237.000000 PA USD -1340600.840000 -0.0748528 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-03 1400000.000000 USD 1551382.000000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -3070200.000000 PA USD -3070835.090000 -0.1714609 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-09 3200000.000000 USD 3444208.000000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -1261997.000000 PA USD -1262201.580000 -0.0704754 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-14 1510000.000000 USD 1527100.750000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -2651315.000000 PA USD -2651718.950000 -0.1480594 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-15 3176000.000000 USD 3213133.790000 USD CDS N N N N/A N/A REVRSE REPO BNP PARIBAS SA 000000000 -2807678.620000 PA -3012355.570000 -0.1681957 Short RA N/A N 2 Reverse repurchase N -0.5000000 2021-10-25 3000000.000000 CHF 3015300.000000 CHF CDS N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -473170.000000 PA -547660.950000 -0.0305788 Short RA LU N 2 Reverse repurchase N -0.3800000 2021-10-19 500000.000000 EUR 499306.000000 EUR N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -2058871.000000 PA -2383297.310000 -0.1330720 Short RA LU N 2 Reverse repurchase N -0.3200000 2021-10-19 2500000.000000 EUR 2381855.130000 EUR CDS N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -975359.000000 PA -1129556.750000 -0.0630691 Short RA LU N 2 Reverse repurchase N -0.2800000 2021-10-19 1040000.000000 EUR 1092166.400000 EUR CDS N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -1031138.000000 PA -1193792.790000 -0.0666557 Short RA LU N 2 Reverse repurchase N -0.3200000 2021-11-02 1000000.000000 EUR 1110358.000000 EUR CDS N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -5610743.840000 PA -6488292.060000 -0.3622755 Short RA LU N 2 Reverse repurchase N -0.4000000 2021-11-05 6300000.000000 EUR 5882791.320000 EUR N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -905888.000000 PA -1048013.810000 -0.0585161 Short RA LU N 2 Reverse repurchase N -0.3000000 2021-11-05 940000.000000 EUR 948695.000000 EUR CDS N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -11630498.000000 PA -13456351.650000 -0.7513389 Short RA LU N 2 Reverse repurchase N -0.2800000 2021-11-05 12700000.000000 EUR 12576735.980000 EUR N N N N/A N/A DEUTSCHE REVERSE REPO EUR ZCP 000000000 -679752.000000 PA -786531.370000 -0.0439162 Short RA LU N 2 Reverse repurchase N -0.2600000 2021-11-05 900000.000000 EUR 858217.500000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -629179.000000 PA -728047.500000 -0.0406507 Short RA LU N 2 Reverse repurchase N -0.5000000 2021-10-19 600000.000000 EUR 669842.400000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -6748741.000000 PA -7812499.880000 -0.4362130 Short RA LU N 2 Reverse repurchase N -0.3000000 2021-10-19 6946000.000000 EUR 7206855.050000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -8660784.000000 PA -10026554.720000 -0.5598353 Short RA LU N 2 Reverse repurchase N -0.2700000 2021-10-19 9800000.000000 EUR 9987670.000000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -319910.000000 PA -370374.010000 -0.0206799 Short RA LU N 2 Reverse repurchase N -0.2500000 2021-10-19 400000.000000 EUR 353860.400000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -203678.000000 PA -235909.210000 -0.0131721 Short RA LU N 2 Reverse repurchase N -0.4000000 2021-10-25 200000.000000 EUR 216571.000000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -1932982.000000 PA -2239047.740000 -0.1250178 Short RA LU N 2 Reverse repurchase N -0.3500000 2021-10-29 2300000.000000 EUR 2260690.700000 EUR N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -2917709.000000 PA -3378497.360000 -0.1886393 Short RA LU N 2 Reverse repurchase N -0.3000000 2021-11-15 3412000.000000 EUR 3170499.660000 EUR N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -911938.000000 PA -1050151.300000 -0.0586355 Short RA LU N 2 Reverse repurchase N -1.2500000 2023-04-20 1000000.000000 EUR 759935.000000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -755447.000000 PA -873861.960000 -0.0487923 Short RA LU N 2 Reverse repurchase N -1.0000000 2023-08-13 791000.000000 EUR 637743.750000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -2140397.000000 PA -2476319.520000 -0.1382659 Short RA LU N 2 Reverse repurchase N -1.0000000 2023-08-19 2238000.000000 EUR 1804387.500000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO EUR ZCP 000000000 -1025603.000000 PA -1187527.070000 -0.0663059 Short RA LU N 2 Reverse repurchase N -1.8000000 2023-09-23 1200000.000000 EUR 967500.000000 EUR CDS N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -728075.000000 PA -981943.510000 -0.0548271 Short RA GB N 2 Reverse repurchase N 0.4000000 2021-10-08 700000.000000 GBP 810775.000000 GBP N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -211122.000000 PA -284701.790000 -0.0158964 Short RA GB N 2 Reverse repurchase N 0.4000000 2021-10-19 200000.000000 GBP 224494.400000 GBP CDS N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -290481.000000 PA -391405.470000 -0.0218542 Short RA GB N 2 Reverse repurchase N 0.3500000 2021-11-02 273101.250000 GBP 309455.100000 GBP CDS N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -5237369.000000 PA -7077353.140000 -0.3951659 Short RA GB N 2 Reverse repurchase N 0.6862500 2021-11-04 6644205.000000 GBP 6220806.360000 GBP ABS N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -4074006.000000 PA -5509931.510000 -0.3076485 Short RA GB N 2 Reverse repurchase N 0.8862500 2021-11-04 5711156.100000 GBP 5475531.500000 GBP ABS N N N N/A N/A PARIBAS REVERSE REPO GBP ZCP 000000000 -1102518.000000 PA -1486143.540000 -0.0829792 Short RA GB N 2 Reverse repurchase N 0.3000000 2021-11-15 1050000.000000 GBP 1159943.400000 GBP CDS N N N N/A N/A REV REPO STANDARD CHARTERED BA ZCP 000000000 -5586966.000000 PA -6466541.760000 -0.3610610 Short RA LU N 2 Reverse repurchase N -0.4000000 2021-10-19 6000000.000000 EUR 5745066.120000 EUR N N N N/A N/A REV REPO STANDARD CHARTERED BA ZCP 000000000 -2217992.000000 PA -2567432.400000 -0.1433533 Short RA LU N 2 Reverse repurchase N -0.3500000 2021-10-19 2500000.000000 EUR 2326235.150000 EUR N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -677632.820000 PA USD -678253.980000 -0.0378705 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-20 800000.000000 USD 754052.800000 USD N N N N/A N/A REV REPO CREDIT AGRICOLE CIB ZCP 000000000 -3612248.820000 PA -4183739.480000 -0.2336002 Short RA LU N 2 Reverse repurchase N -0.0500000 2021-10-07 4129038.400000 EUR 3975707.760000 EUR ABS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -1067635.000000 PA -1235866.620000 -0.0690049 Short RA LU N 2 Reverse repurchase N -0.3000000 2021-10-14 1200000.000000 EUR 1211100.000000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -1156281.000000 PA -1338167.010000 -0.0747169 Short RA LU N 2 Reverse repurchase N -0.5000000 2021-10-29 1600000.000000 EUR 1240590.400000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -4544945.000000 PA -5260352.640000 -0.2937132 Short RA LU N 2 Reverse repurchase N -0.4500000 2021-10-29 5456000.000000 EUR 5213224.370000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -91139.000000 PA -105490.690000 -0.0058901 Short RA LU N 2 Reverse repurchase N -0.4200000 2021-10-29 100000.000000 EUR 101500.000000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -176750.000000 PA -204593.960000 -0.0114236 Short RA LU N 2 Reverse repurchase N -0.3900000 2021-10-29 200000.000000 EUR 205127.600000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -2575460.000000 PA -2981233.870000 -0.1664580 Short RA LU N 2 Reverse repurchase N -0.3800000 2021-10-29 2870000.000000 EUR 2937190.260000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -12165735.000000 PA -14085255.950000 -0.7864539 Short RA LU N 2 Reverse repurchase N -0.3000000 2021-11-02 12800000.000000 EUR 13391877.500000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -440110.000000 PA -507466.030000 -0.0283345 Short RA LU N 2 Reverse repurchase N -2.7500000 2023-08-03 569000.000000 EUR 432403.020000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -200578.000000 PA -232082.500000 -0.0129584 Short RA LU N 2 Reverse repurchase N -0.8000000 2023-08-13 200000.000000 EUR 164390.600000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -419790.000000 PA -485933.900000 -0.0271322 Short RA LU N 2 Reverse repurchase N -0.8000000 2023-09-01 400000.000000 EUR 446561.600000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -3769308.000000 PA -4364326.750000 -0.2436833 Short RA LU N 2 Reverse repurchase N -0.5000000 2023-09-01 4000000.000000 EUR 4060000.000000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -471924.330000 PA -546039.880000 -0.0304883 Short RA LU N 2 Reverse repurchase N -5.0000000 2023-09-23 600000.000000 EUR 455961.000000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -1486386.880000 PA -1721369.580000 -0.0961131 Short RA LU N 2 Reverse repurchase N -1.0000000 2023-09-23 1814000.000000 EUR 1491022.740000 EUR CDS N N N N/A N/A JPM CHASE REVERSE REPO EUR ZCP 000000000 -102588.560000 PA -118813.440000 -0.0066340 Short RA LU N 2 Reverse repurchase N -0.7500000 2023-09-23 100000.000000 EUR 100843.400000 EUR CDS N N N N/A N/A REVERSE REPO ROYAL BANK OF CAN 000000000 -3281163.000000 PA -3798895.440000 -0.2121123 Short RA N/A N 2 Reverse repurchase N -0.3500000 2021-11-15 3473000.000000 EUR 3544474.350000 EUR CDS N N N N/A N/A REVERSE REPO ROYAL BANK OF CAN 000000000 -1753653.890000 PA -2029799.960000 -0.1133344 Short RA N/A N 2 Reverse repurchase N -0.5500000 2023-08-13 1908000.000000 EUR 1875800.590000 EUR CDS N N N N/A N/A CITIGROUP REVERSE REPO 000000000 -6011980.000000 PA USD -6016702.740000 -0.3359442 Short RA US N 2 Reverse repurchase N 0.8080000 2022-02-28 9500000.000000 USD 9353092.000000 USD PLCMO N N N N/A N/A FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD 000000000 -22620079.710000 PA USD -22641839.810000 -1.2642130 Short RA US N 2 Reverse repurchase N 0.8053800 2022-02-18 35232858.010000 USD 32110335.400000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -7550563.560000 PA USD -7558453.900000 -0.4220282 Short RA US N 2 Reverse repurchase N 0.8550000 2022-02-18 14665381.500000 USD 10527760.580000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -1386000.000000 PA USD -1386893.200000 -0.0774375 Short RA US N 2 Reverse repurchase N 0.8000000 2022-03-02 1848000.000000 USD 1842767.020000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -6807480.000000 PA USD -6808505.380000 -0.3801547 Short RA US N 2 Reverse repurchase N 0.6025000 2022-03-22 8500000.000000 USD 8534442.000000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -2383144.580000 PA USD -2385838.860000 -0.1332139 Short RA US N 2 Reverse repurchase N 0.5500000 2022-01-19 2919000.000000 USD 2804370.870000 USD PLCMO N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -2783739.190000 PA USD -2785247.050000 -0.1555150 Short RA US N 2 Reverse repurchase N 0.5000000 2021-10-22 3653064.890000 USD 3379085.020000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -309960.000000 PA USD -310034.910000 -0.0173109 Short RA US N 2 Reverse repurchase N 0.3000000 2021-10-01 400000.000000 USD 375515.790000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -255319.000000 PA USD -255319.000000 -0.0142558 Short RA US N 2 Reverse repurchase N 0.3500000 2021-10-01 300000.000000 USD 296593.500000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -23502904.000000 PA USD -23510477.160000 -1.3127136 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-01 55274858.000000 USD 28628049.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -804005.490000 PA USD -804719.040000 -0.0449317 Short RA US N 2 Reverse repurchase N 0.4500000 2021-10-01 934985.330000 USD 952198.860000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -3482931.950000 PA USD -3482931.950000 -0.1944704 Short RA US N 2 Reverse repurchase N 0.5000000 2021-10-01 4000000.000000 USD 4127800.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -1826381.000000 PA USD -1826969.500000 -0.1020093 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-01 2740000.000000 USD 2305025.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -5014430.130000 PA USD -5015453.910000 -0.2800392 Short RA US N 2 Reverse repurchase N 0.3500000 2021-10-05 6265000.000000 USD 5611443.750000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -1925014.830000 PA USD -1925207.330000 -0.1074945 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-18 3792671.000000 USD 2331620.350000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -11461286.000000 PA USD -11462066.000000 -0.6399875 Short RA US N 2 Reverse repurchase N 0.3500000 2021-10-25 13200000.000000 USD 13085409.500000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -8481348.410000 PA USD -8490076.460000 -0.4740456 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-18 9691000.000000 USD 9765893.020000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -10082051.090000 PA USD -10094485.620000 -0.5636282 Short RA US N 2 Reverse repurchase N 0.6000000 2022-01-19 11740000.000000 USD 11035013.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -5965461.450000 PA USD -5972818.850000 -0.3334939 Short RA US N 2 Reverse repurchase N 0.6000000 2022-01-19 11366575.000000 USD 6987829.310000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -6447250.000000 PA USD -6451793.160000 -0.3602376 Short RA US N 2 Reverse repurchase N 0.6040000 2022-01-31 7400000.000000 USD 7535050.000000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -5883328.130000 PA USD -5887413.780000 -0.3287253 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-07 6900000.000000 USD 6960375.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -1324406.000000 PA USD -1325436.090000 -0.0740061 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-07 1500000.000000 USD 1533750.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -14724915.200000 PA USD -14736482.440000 -0.8228153 Short RA US N 2 Reverse repurchase N 0.8080000 2022-02-28 19462182.370000 USD 19141678.150000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -2329600.000000 PA USD -2330538.310000 -0.1301262 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-02 2800000.000000 USD 2849501.200000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -768400.000000 PA USD -768698.820000 -0.0429205 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-03 800000.000000 USD 897304.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -12544877.770000 PA USD -12552663.960000 -0.7008813 Short RA US N 2 Reverse repurchase N 0.7980000 2022-03-03 14456000.000000 USD 14704891.840000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -33160209.810000 PA USD -33180894.410000 -1.8526639 Short RA US N 2 Reverse repurchase N 0.8020000 2022-03-03 43513655.330000 USD 42085800.470000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -4476954.250000 PA USD -4478446.570000 -0.2500552 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-07 4962000.000000 USD 5153091.230000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -6832776.050000 PA USD -6835500.050000 -0.3816619 Short RA US N 2 Reverse repurchase N 0.5980000 2022-03-07 7904249.090000 USD 7992820.140000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -255768.540000 PA USD -255975.640000 -0.0142925 Short RA US N 2 Reverse repurchase N 0.5500000 2022-03-10 300000.000000 USD 296413.500000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -1157640.000000 PA USD -1157752.550000 -0.0646434 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-24 1200000.000000 USD 1273296.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -7775460.000000 PA USD -7775852.010000 -0.4341667 Short RA US N 2 Reverse repurchase N 0.6050000 2022-03-24 9000000.000000 USD 9332741.700000 USD PLCMO N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -5687478.180000 PA USD -5691791.180000 -0.3178026 Short RA US N 2 Reverse repurchase N 0.3000000 2023-07-02 5960000.000000 USD 6049484.900000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -6540300.000000 PA USD -6543642.820000 -0.3653660 Short RA US N 2 Reverse repurchase N 0.4000000 2023-08-16 12900000.000000 USD 7615386.000000 USD CDS N N N N/A N/A REVERSE REPO BARCLAYS REVERSE REPO 000000000 -142756.250000 PA USD -142845.470000 -0.0079758 Short RA US N 2 Reverse repurchase N 0.5000000 2023-08-17 8785000.000000 USD 76868.750000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -12136625.000000 PA USD -12158489.470000 -0.6788724 Short RA US N 2 Reverse repurchase N 0.7630000 2022-01-13 15100000.000000 USD 15325642.320000 USD PLCMO N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -3581129.660000 PA USD -3585308.800000 -0.2001867 Short RA US N 2 Reverse repurchase N 0.8573800 2022-02-16 6181022.070000 USD 4903236.680000 USD PLCMO N N N N/A N/A REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079 000000000 -3679425.600000 PA USD -3681530.230000 -0.2055592 Short RA US N 2 Reverse repurchase N 0.5720000 2021-11-29 4576400.000000 USD 4594943.570000 USD PLCMO N N N N/A N/A REPO SOCIETE GENERALE REPO 000000000 46900000.000000 PA USD 46900000.000000 2.6186738 Long RA US N 2 Repurchase N 0.0300000 2021-10-01 47888000.000000 USD 47792598.010000 USD UST N N N N/A N/A REVERSE REPO WARBURG 000000000 -314390.000000 PA -424125.510000 -0.0236812 Short RA GB N 2 Reverse repurchase N 0.9692500 2021-11-17 462613.990000 GBP 450632.290000 GBP ABS N N N N/A N/A JPM CHASE REVERSE REPO GBP ZCP 000000000 -3397431.000000 PA -4581247.130000 -0.2557951 Short RA GB N 2 Reverse repurchase N 0.3500000 2021-10-14 2879274.720000 GBP 3765512.800000 GBP CDS N N N N/A N/A JPM CHASE REVERSE REPO GBP ZCP 000000000 -5044041.000000 PA -6801274.960000 -0.3797510 Short RA GB N 2 Reverse repurchase N 0.3500000 2021-10-19 5000000.000000 GBP 5612360.000000 GBP CDS N N N N/A N/A JPM CHASE REVERSE REPO GBP ZCP 000000000 -977750.000000 PA -1317955.480000 -0.0735884 Short RA GB N 2 Reverse repurchase N 0.2500000 2021-11-02 1000000.000000 GBP 1113960.000000 GBP CDS N N N N/A N/A REV REPO CANADIAN IMPERIAL BA 000000000 -1185306.000000 PA -1597797.980000 -0.0892135 Short RA GB N 2 Reverse repurchase N 0.2500000 2021-10-29 1200000.000000 GBP 1326282.500000 GBP CDS N N N N/A N/A CIBC WORLD MARKETS CORP REVERSE REPO 000000000 -436067.600000 PA USD -436372.850000 -0.0243650 Short RA US N 2 Reverse repurchase N 0.3000000 2021-10-07 333000.000000 USD 444138.750000 USD CDS N N N N/A N/A REVERSE REPO CIBC 000000000 -2257895.400000 PA USD -2258387.120000 -0.1260976 Short RA US N 2 Reverse repurchase N 0.2800000 2021-10-12 2242200.000000 USD 2377817.220000 USD CDS N N N N/A N/A REVERSE REPO FIRST BOSTON REVERSE REPO 000000000 -1733722.590000 PA USD -1738225.450000 -0.0970543 Short RA US N 2 Reverse repurchase N 0.2500000 2022-09-22 1770000.000000 USD 1809386.520000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -305558.000000 PA USD -305558.000000 -0.0170609 Short RA US N 2 Reverse repurchase N 0.2500000 2021-10-01 272000.000000 USD 313408.850000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -5307996.750000 PA USD -5307996.750000 -0.2963734 Short RA US N 2 Reverse repurchase N 0.2300000 2021-10-01 5334000.000000 USD 5684882.410000 USD CDS N N N N/A N/A REVERSE REPO ROYAL BANK OF CAN 000000000 -12850436.240000 PA USD -12851198.040000 -0.7175500 Short RA US N 2 Reverse repurchase N 0.2700000 2022-01-20 12945546.790000 USD 13071908.580000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -145682.030000 PA USD -145798.210000 -0.0081407 Short RA US N 2 Reverse repurchase N 0.3300000 2021-10-06 122000.000000 USD 155223.520000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -148590.750000 PA USD -148643.580000 -0.0082996 Short RA US N 2 Reverse repurchase N 0.4000000 2022-03-01 110000.000000 USD 148967.500000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -476737.000000 PA USD -476747.730000 -0.0266193 Short RA US N 2 Reverse repurchase N 0.2700000 2021-10-22 361000.000000 USD 494131.880000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -185300.000000 PA USD -185548.350000 -0.0103601 Short RA US N 2 Reverse repurchase N 0.2500000 2023-03-22 200000.000000 USD 225065.000000 USD CDS N N N N/A N/A CIBC WORLD MARKETS CORP REVERSE REPO 000000000 -1534430.000000 PA USD -1536220.170000 -0.0857753 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-05 1799000.000000 USD 1867317.020000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -6571470.680000 PA USD -6593417.750000 -0.3681452 Short RA US N 2 Reverse repurchase N 0.6570000 2021-10-01 7700000.000000 USD 7918977.990000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -219937.500000 PA USD -220112.240000 -0.0122900 Short RA US N 2 Reverse repurchase N 0.4540000 2022-01-31 250000.000000 USD 258555.000000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -823038.330000 PA USD -823685.790000 -0.0459907 Short RA US N 2 Reverse repurchase N 0.4800000 2022-02-03 1309000.000000 USD 1065198.750000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -253593.120000 PA USD -253779.790000 -0.0141699 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-09 330000.000000 USD 312927.450000 USD CDS N N N N/A N/A REVERSE REPO BANK OF NEW YORK 000000000 -6560862.000000 PA USD -6560862.000000 -0.3663274 Short RA US N 2 Reverse repurchase N 0.6070000 2022-04-01 7700000.000000 USD 7918977.990000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -9685913.910000 PA USD -9691564.020000 -0.5411310 Short RA US N 2 Reverse repurchase N 0.3000000 2022-01-24 9750500.000000 USD 10351532.290000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -2130532.500000 PA USD -2131970.610000 -0.1190391 Short RA US N 2 Reverse repurchase N 0.5400000 2022-01-24 2700000.000000 USD 2640937.500000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -10456920.680000 PA USD -10462227.570000 -0.5841612 Short RA US N 2 Reverse repurchase N 0.2900000 2022-01-31 9202000.000000 USD 11304385.080000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -187388.000000 PA USD -187394.250000 -0.0104632 Short RA US N 2 Reverse repurchase N 0.3000000 2022-01-31 200000.000000 USD 194684.520000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -1859859.490000 PA USD -1860917.790000 -0.1039048 Short RA US N 2 Reverse repurchase N 0.4200000 2022-02-02 2000000.000000 USD 2115950.000000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -3223605.510000 PA USD -3225270.660000 -0.1800838 Short RA US N 2 Reverse repurchase N 0.4300000 2022-02-02 3790000.000000 USD 3667641.650000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -1946682.800000 PA USD -1948110.370000 -0.1087733 Short RA US N 2 Reverse repurchase N 0.4400000 2022-02-02 2680000.000000 USD 2348837.000000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -5931393.830000 PA USD -5935842.370000 -0.3314293 Short RA US N 2 Reverse repurchase N 0.4500000 2022-02-02 7132000.000000 USD 7231961.920000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -1921771.230000 PA USD -1922555.950000 -0.1073464 Short RA US N 2 Reverse repurchase N 0.4200000 2022-02-03 1932911.000000 USD 2325542.670000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -2469140.520000 PA USD -2470880.580000 -0.1379623 Short RA US N 2 Reverse repurchase N 0.4300000 2022-02-03 2775206.000000 USD 2800355.100000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -3091880.320000 PA USD -3094109.910000 -0.1727604 Short RA US N 2 Reverse repurchase N 0.4400000 2022-02-03 3500000.000000 USD 3529750.000000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -7647383.410000 PA USD -7662474.240000 -0.4278363 Short RA US N 2 Reverse repurchase N 0.4800000 2022-02-04 8466000.000000 USD 8855562.990000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -6245726.690000 PA USD -6249807.230000 -0.3489596 Short RA US N 2 Reverse repurchase N 0.4200000 2022-02-07 7000000.000000 USD 7202300.000000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -835504.400000 PA USD -836102.250000 -0.0466840 Short RA US N 2 Reverse repurchase N 0.4600000 2022-02-07 1059000.000000 USD 979575.000000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -10421447.640000 PA USD -10424284.590000 -0.5820427 Short RA US N 2 Reverse repurchase N 0.2800000 2022-02-28 11510000.000000 USD 11744213.280000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -367362.630000 PA USD -367519.780000 -0.0205206 Short RA US N 2 Reverse repurchase N 0.4400000 2022-02-28 386000.000000 USD 417150.200000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -3840897.080000 PA USD -3841763.420000 -0.2145059 Short RA US N 2 Reverse repurchase N 0.2800000 2022-03-02 4132500.000000 USD 4099441.340000 USD CDS N N N N/A N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR 000000000 -480013.000000 PA USD -480469.010000 -0.0268271 Short RA US N 2 Reverse repurchase N 0.3000000 2022-03-09 489000.000000 USD 533076.070000 USD CDS N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -5963594.000000 PA USD -5962889.970000 -0.3329395 Short RA US N 2 Reverse repurchase N -0.0500000 2021-10-06 881616000.000000 ARS 729230190.030000 ARS N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -470151.000000 PA USD -470339.060000 -0.0262615 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-08 1446952.000000 USD 557076.520000 USD N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -5459600.000000 PA USD -5461783.830000 -0.3049601 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-08 20471411.000000 USD 6702769.200000 USD N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -405137.000000 PA USD -405299.050000 -0.0226300 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-13 516000.000000 USD 462787.500000 USD N N N N/A N/A REVERSE REPO JPM CHASE 000000000 -965832.080000 PA USD -966516.210000 -0.0539657 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-24 1200000.000000 USD 1186374.000000 USD CDS N N N N/A N/A REVERSE REPO MERRILL LYNCH 000000000 -2936325.000000 PA USD -2937723.830000 -0.1640286 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-13 3000000.000000 USD 3088245.000000 USD CDS N N N N/A N/A REVERSE REPO NATEXIS BANQUE REVERSE REPO 000000000 -2524678.510000 PA USD -2527304.180000 -0.1411127 Short RA US N 2 Reverse repurchase N 0.4800000 2021-10-07 2700000.000000 USD 2824875.000000 USD CDS N N N N/A N/A REVERSE REPO NOMURA 000000000 -10725254.550000 PA USD -10728710.460000 -0.5990404 Short RA US N 2 Reverse repurchase N 0.4000000 2021-10-04 10977000.000000 USD 11571136.370000 USD CDS N N N N/A N/A REVERSE REPO NOMURA 000000000 -3287343.990000 PA USD -3289453.370000 -0.1836675 Short RA US N 2 Reverse repurchase N 0.3000000 2023-07-16 3295582.950000 USD 3317234.930000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -7138528.890000 PA USD -7150735.780000 -0.3992632 Short RA US N 2 Reverse repurchase N 0.5400000 2022-03-09 8232000.000000 USD 8653890.000000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -296924.980000 PA USD -297143.960000 -0.0165911 Short RA US N 2 Reverse repurchase N 0.4500000 2022-02-03 311487.000000 USD 360233.160000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -4494051.000000 PA USD -4497733.630000 -0.2511321 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-03 5128000.000000 USD 4974160.000000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -2026200.010000 PA USD -2027832.230000 -0.1132245 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-04 2000000.000000 USD 2243260.000000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -8885943.560000 PA USD -8892114.350000 -0.4964935 Short RA US N 2 Reverse repurchase N 0.5000000 2022-02-03 10441000.000000 USD 10572504.400000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -7001946.000000 PA USD -7004069.920000 -0.3910741 Short RA US N 2 Reverse repurchase N 0.3900000 2021-10-01 7288000.000000 USD 7709610.800000 USD CDS N N N N/A N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK 000000000 -758656.000000 PA USD -758765.580000 -0.0423659 Short RA US N 2 Reverse repurchase N 0.5200000 2022-03-21 1000000.000000 USD 931250.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -354928.130000 PA USD -355464.960000 -0.0198475 Short RA US N 2 Reverse repurchase N 0.5500000 2022-03-02 400000.000000 USD 411000.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -146208.950000 PA USD -146343.420000 -0.0081711 Short RA US N 2 Reverse repurchase N 0.4300000 2021-10-19 170000.000000 USD 170660.450000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -439893.370000 PA USD -439893.370000 -0.0245616 Short RA US N 2 Reverse repurchase N 0.5500000 2021-10-01 514000.000000 USD 525565.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1551696.540000 PA USD -1552734.450000 -0.0866973 Short RA US N 2 Reverse repurchase N 0.4300000 2021-11-08 2290000.000000 USD 1859170.850000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -7058038.750000 PA USD -7062940.170000 -0.3943611 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-20 8252000.000000 USD 8004440.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1007208.180000 PA USD -1007560.140000 -0.0562574 Short RA US N 2 Reverse repurchase N 0.3400000 2023-08-25 1100000.000000 USD 1202322.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -3344113.450000 PA USD -3345313.610000 -0.1867865 Short RA US N 2 Reverse repurchase N 0.3400000 2023-08-24 4155222.940000 USD 4113670.710000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -3196438.240000 PA USD -3197876.640000 -0.1785543 Short RA US N 2 Reverse repurchase N 0.4500000 2021-10-01 3700000.000000 USD 3694912.500000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -174038.000000 PA USD -174107.370000 -0.0097213 Short RA US N 2 Reverse repurchase N 0.4100000 2021-10-15 200000.000000 USD 200000.090000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -2140274.010000 PA USD -2141287.670000 -0.1195594 Short RA US N 2 Reverse repurchase N 0.5500000 2022-04-27 2238000.000000 USD 2579295.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -740105.630000 PA USD -740393.450000 -0.0413401 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-03 1085000.000000 USD 880873.530000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -1343000.000000 PA USD -1343279.790000 -0.0750024 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-16 1600000.000000 USD 1508105.600000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -736713.410000 PA USD -736866.890000 -0.0411432 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-16 800000.000000 USD 844000.000000 USD CDS N N N N/A N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO 000000000 -164205.000000 PA USD -164225.530000 -0.0091696 Short RA US N 2 Reverse repurchase N 0.5000000 2022-03-23 267000.000000 USD 207330.840000 USD CDS N N N N/A N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO 000000000 -1115887.890000 PA USD -1116693.810000 -0.0623509 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-26 1400000.000000 USD 1391411.000000 USD CDS N N N N/A N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO 000000000 -12548129.650000 PA USD -12587251.930000 -0.7028125 Short RA US N 2 Reverse repurchase N 0.6100000 2022-03-25 14500000.000000 USD 15279750.000000 USD CDS N N N N/A N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO 000000000 -3004624.580000 PA USD -3009901.700000 -0.1680586 Short RA US N 2 Reverse repurchase N 0.6500000 2022-03-25 3510000.000000 USD 3518540.170000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -217203.790000 PA USD -217479.820000 -0.0121430 Short RA US N 2 Reverse repurchase N 0.2500000 2023-04-01 233000.000000 USD 230402.120000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -9130601.880000 PA USD -9141254.240000 -0.5104043 Short RA US N 2 Reverse repurchase N 0.2500000 2023-04-16 8985000.000000 USD 9646433.920000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -98218.550000 PA USD -98253.360000 -0.0054860 Short RA US N 2 Reverse repurchase N 0.2200000 2023-08-04 92747.500000 USD 103977.410000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -90574.150000 PA USD -90600.570000 -0.0050587 Short RA US N 2 Reverse repurchase N 0.3000000 2023-08-27 100000.000000 USD 105250.000000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -273939.400000 PA USD -274032.610000 -0.0153007 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-27 300000.000000 USD 318433.000000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -96962.090000 PA USD -96979.870000 -0.0054149 Short RA US N 2 Reverse repurchase N 0.2200000 2023-09-01 100000.000000 USD 102225.230000 USD CDS N N N N/A N/A REVERSE REPO TORONTO DOMINIO 000000000 -1000598.450000 PA USD -1000702.670000 -0.0558745 Short RA US N 2 Reverse repurchase N 0.2500000 2023-09-16 1002000.000000 USD 1014560.770000 USD CDS N N N N/A N/A REVERSE REPO UBS AG LONDON 000000000 -2771600.000000 PA USD -2771894.780000 -0.1547695 Short RA US N 2 Reverse repurchase N 0.3500000 2023-09-20 3200000.000000 USD 3310787.200000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -2443798.120000 PA USD -2446411.630000 -0.1365960 Short RA US N 2 Reverse repurchase N 0.5000000 2022-01-14 2737219.000000 USD 2963593.010000 USD CDS N N N N/A N/A REVERSE REPO WARBURG REVERSE REPO 000000000 -1648206.150000 PA USD -1648718.930000 -0.0920567 Short RA US N 2 Reverse repurchase N 0.3500000 2023-08-30 1894000.000000 USD 1972127.500000 USD CDS N N N N/A N/A REVERSE REPO GOLDMAN 000000000 -6615268.310000 PA USD -6620703.860000 -0.3696687 Short RA US N 2 Reverse repurchase N 0.5800000 2021-10-12 104661587.420000 USD 8057567.560000 USD AMBS N N N N/A N/A REVERSE REPO GOLDMAN 000000000 -40221620.020000 PA USD -40229503.450000 -2.2462248 Short RA US N 2 Reverse repurchase N 0.7840000 2022-01-24 138844858.770000 USD 53274772.310000 USD PLCMO N N N N/A N/A REVERSE REPO WOOD GUNDY REVERSE REPO 000000000 -9537685.310000 PA USD -9540467.150000 -0.5326945 Short RA US N 2 Reverse repurchase N 0.5000000 2021-10-13 52330482.060000 USD 11843343.110000 USD AMBS N N N N/A N/A REVERSE REPO WOOD GUNDY REVERSE REPO 000000000 -52453.560000 PA USD -52491.400000 -0.0029309 Short RA US N 2 Reverse repurchase N 0.5300000 2021-10-13 453062.080000 USD 62679.370000 USD AMBS N N N N/A N/A REVERSE REPO WOOD GUNDY REVERSE REPO 000000000 -3632998.600000 PA USD -3633149.970000 -0.2028579 Short RA US N 2 Reverse repurchase N 0.5000000 2021-10-14 12029365.790000 USD 4528712.080000 USD AMBS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BILLS 02/22 0.00000 ACI1WPB75 25107311.090000 PA 138999.620000 0.0077611 Long DBT NUSS AR N 2 2022-02-28 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BILLS 03/22 0.00000 ACI1YNWV2 25403651.780000 PA 139959.010000 0.0078146 Long DBT NUSS AR N 2 2022-03-31 None 0 N N N N N N N/A N/A ABX.HE.AA.06-2 SP FBF 000000000 1.000000 NC USD -5571277.950000 -0.3110738 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 ABX.HE.AA.06-2 N/A N/A Y Single Leg Swap 2046-05-25 0.000000 USD -20998841.410000 USD 23625695.510000 USD 15427563.460000 N N N N/A N/A ATLANTIA SPA SNR SE ICE 000000000 1.000000 NC 132.780000 0.0000074 N/A DCR IT N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ATLANTIA SPA ATLANTIA SPA SR UNSEC Y Single Leg Swap 2025-12-21 0.000000 EUR -4472.810000 EUR 100000.000000 EUR 4605.590000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 7894.870000 0.0004408 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2226761.000000 USD 14425966.480000 CNY 2021-10-22 7894.870000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 13207.400000 0.0007374 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4563602.850000 USD 29545896.620000 CNY 2021-10-22 13207.400000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -63709.410000 -0.0035572 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18161218.070000 USD 13431428.000000 GBP 2021-10-04 -63709.410000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC -30390.850000 -0.0016969 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3324759.670000 USD 68597000.000000 MXN 2021-12-03 -30390.850000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC -50574.340000 -0.0028238 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 896775.810000 USD 3499846.950000 PEN 2021-10-19 -50574.340000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 07/30 VAR ACI1QL1T4 9811411.000000 PA USD 3318219.200000 0.1852736 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 7008.260000 0.0003913 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 348320.070000 USD 26087397.000000 RUB 2021-11-22 7008.260000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 37350.880000 0.0020855 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2105711.540000 USD 157338766.000000 RUB 2021-11-22 37350.880000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 10598.850000 0.0005918 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1018651.830000 USD 75978184.000000 RUB 2021-12-20 10598.850000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 10647.730000 0.0005945 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1023350.240000 USD 76328624.000000 RUB 2021-12-20 10647.730000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 07/35 VAR ACI1QL1M9 10660000.000000 PA USD 3384550.000000 0.1889772 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 63838.180000 0.0035644 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 13431428.000000 GBP 18162017.240000 USD 2021-11-02 63838.180000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA BONDS 10/26 15.5 ACI0QD081 163630000.000000 PA 426439.720000 0.0238104 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N N/A N/A SOLD MXN/BOUGHT USD 000000000 1.000000 NC 30705.760000 0.0017145 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 68597000.000000 MXN 3345750.710000 USD 2021-10-20 30705.760000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 65004.700000 0.0036296 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5697685.040000 PLN 1497415.000000 USD 2021-11-15 65004.700000 N N N N/A N/A SOLD PLN/BOUGHT USD 000000000 1.000000 NC 67478.750000 0.0037677 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6919772.780000 PLN 1805995.000000 USD 2022-02-18 67478.750000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR 040114HU7 21041910.000000 PA USD 8164261.080000 0.4558537 Long DBT NUSS AR N 2 2038-01-09 Variable 2 N N N N N N N/A N/A SOLD ZAR/BOUGHT USD 000000000 1.000000 NC 31876.140000 0.0017798 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18902000.000000 ZAR 1275171.430000 USD 2021-12-13 31876.140000 N N N N/A N/A SOLD ZAR/BOUGHT USD 000000000 1.000000 NC 31878.250000 0.0017799 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18902000.000000 ZAR 1274816.240000 USD 2021-12-15 31878.250000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -20549.370000 -0.0011474 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1268092.220000 USD 1077000.000000 EUR 2021-10-04 -20549.370000 N N N N/A N/A BOUGHT RUB/SOLD USD 000000000 1.000000 NC 14755.160000 0.0008239 N/A DFE RU N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 873779.250000 USD 65234174.000000 RUB 2021-11-22 14755.160000 N N N CAYENNE AVIATION LLC N/A VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5 942UCF900 9207.000000 NS USD 2722332.010000 0.1520021 Long EP CORP US N 3 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 040114HX1 1446952.000000 PA USD 557076.520000 0.0311045 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -28935.290000 -0.0016156 N/A DFE BR N 2 BNP Paribas S.A. N/A 889084.380000 USD 4684156.880000 BRL 2021-10-04 -28935.290000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -25277.950000 -0.0014114 N/A DFE BR N 2 BNP Paribas S.A. N/A 800175.940000 USD 4219900.740000 BRL 2021-10-04 -25277.950000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -25937.210000 -0.0014482 N/A DFE BR N 2 BNP Paribas S.A. N/A 800175.940000 USD 4216310.590000 BRL 2021-10-04 -25937.210000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -28370.980000 -0.0015841 N/A DFE BR N 2 BNP Paribas S.A. N/A 889084.380000 USD 4687230.000000 BRL 2021-10-04 -28370.980000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -28267.180000 -0.0015783 N/A DFE BR N 2 BNP Paribas S.A. N/A 889084.380000 USD 4687795.280000 BRL 2021-10-04 -28267.180000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -28640.720000 -0.0015992 N/A DFE BR N 2 BNP Paribas S.A. N/A 889084.370000 USD 4685761.000000 BRL 2021-10-04 -28640.720000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -3446.410000 -0.0001924 N/A DFE BR N 2 BNP Paribas S.A. N/A 115047.520000 USD 607751.740000 BRL 2021-10-04 -3446.410000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -29580.160000 -0.0016516 N/A DFE BR N 2 BNP Paribas S.A. N/A 889084.370000 USD 4680645.030000 BRL 2021-10-04 -29580.160000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -30296.950000 -0.0016916 N/A DFE BR N 2 BNP Paribas S.A. N/A 965033.370000 USD 5090340.840000 BRL 2021-10-04 -30296.950000 N N N N/A N/A BOUGHT BRL/SOLD USD 000000000 1.000000 NC -31013.570000 -0.0017317 N/A DFE BR N 2 BNP Paribas S.A. N/A 993984.370000 USD 5244098.220000 BRL 2021-10-04 -31013.570000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC -95489.300000 -0.0053317 N/A DFE CA N 2 BNP Paribas S.A. N/A 7932485.260000 USD 9927000.000000 CAD 2021-11-17 -95489.300000 N N N N/A N/A BOUGHT CHF/SOLD USD 000000000 1.000000 NC -24433.880000 -0.0013643 N/A DFE CH N 2 BNP Paribas S.A. N/A 3040677.510000 USD 2808000.000000 CHF 2021-11-17 -24433.880000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 9728.610000 0.0005432 N/A DFE CN N 2 BNP Paribas S.A. N/A 2032384.000000 USD 13182990.930000 CNY 2021-10-22 9728.610000 N N N N/A N/A BOUGHT CNH/SOLD USD 000000000 1.000000 NC 7232.040000 0.0004038 N/A DFE CN N 2 BNP Paribas S.A. N/A 2009546.000000 USD 13019442.000000 CNY 2021-10-22 7232.040000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -46119.040000 -0.0025751 N/A DFE N/A N 2 BNP Paribas S.A. N/A 3778322.440000 USD 3222000.000000 EUR 2021-10-04 -46119.040000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR 040114HS2 3983368.000000 PA USD 1461896.060000 0.0816253 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A BOUGHT ZAR/SOLD USD 000000000 1.000000 NC -73530.960000 -0.0041056 N/A DFE ZA N 2 BNP Paribas S.A. N/A 1307025.640000 USD 18753000.000000 ZAR 2021-12-13 -73530.960000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR 040114HT0 542980.000000 PA USD 178368.930000 0.0099593 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 307560.700000 0.0171727 N/A DFE N/A N 2 BNP Paribas S.A. N/A 12409000.000000 EUR 14681524.700000 USD 2021-10-04 307560.700000 N N N N/A N/A SOLD MXN/BOUGHT USD 000000000 1.000000 NC 10705.910000 0.0005978 N/A DFE MX N 2 BNP Paribas S.A. N/A 7991000.000000 MXN 395852.740000 USD 2021-11-08 10705.910000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR 040114HV5 16449580.000000 PA USD 6036995.860000 0.3370772 Long DBT NUSS AR N 2 2041-07-09 Variable 2.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR 040114HW3 114993.000000 PA USD 38465.160000 0.0021477 Long DBT NUSS AR N 2 2046-07-09 Variable 1.125 N N N N N N N/A N/A BOMBARDIER INC SNR S* ICE 000000000 1.000000 NC USD 226730.330000 0.0126595 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2024-06-21 0.000000 USD -5843.800000 USD 3000000.000000 USD 232574.130000 N N N N/A N/A BOMBARDIER INC SNR S* ICE 000000000 1.000000 NC USD 167032.980000 0.0093263 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 -7547.830000 USD 2100000.000000 USD 174580.810000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR P0761DAQ6 138000.000000 PA 517.730000 0.0000289 Long DBT NUSS AR N 2 2022-10-04 Floating 34.1187 N N N N N N 2021-11-05 PIMCO Dynamic Income Fund /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX NPORT-EX 2 dynamicincomefund.htm PIMCO DYNAMIC INCOME FUND test htm