NPORT-P false 0001219360 XXXXXXXX PIMCO High Income Fund 811-21311 0001219360 TYNS8LL5KA936NJZN198 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2025-06-30 2024-12-31 N 1088318020.260000 296293068.130000 792024952.130000 0.000000 0.000000 114978937.640000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 4630771.261935 0.000000 0.000000 15321739.690000 EUR USD PEN HKD GBP TRY DOP N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 1200000.000000 PA USD 1232566.910000 0.155622 Long DBT CORP FR N 2 2034-01-10 Floating 6.691 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAB1 1663000.000000 PA USD 1447997.880000 0.182822 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N N/A N/A 000000000 1.000000 NC 20058.870000 0.0025326 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 190803.000000 USD 8352401.330000 TRY 2025-05-02 20058.870000 N N N BHR 2018-PRME N/A 10482TAN2 1600000.000000 PA USD 1581948.000000 0.199735 Long ABS-MBS CORP US N 2 2035-06-15 Floating 6.97 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308GZ4 1203000.000000 PA USD 999367.560000 0.126179 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC N/A 76954LAA7 4440000.000000 PA USD 4472047.920000 0.564635 Long DBT CORP US N 2 2026-10-15 Floating 10.502 N N N N N N N/A N/A 000000000 1.000000 NC USD 9865278.960000 1.24558 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-15 2569937.000000 USD 0.000000 USD 59500000.000000 USD 7295341.960000 N N N N/A N/A 000000000 1.000000 NC USD -10851465.720000 -1.37009 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2051-12-15 2061196.670000 USD 0.000000 USD 29200000.000000 USD -12912662.390000 N N N N/A N/A 000000000 -2436770.430000 PA USD -2442261.290000 -0.308357 Short RA US N 2 Reverse repurchase N 5.070000 2025-04-15 3100000.000000 USD 2658462.470000 USD CDS N N N AMSURG LLC N/A 949ABFII9 11349190.660000 PA USD 11519428.520000 1.45443 Long LON CORP US N 2 2028-11-03 Fixed 12.5066 N N Y N N N N/A N/A 000000000 1.000000 NC 9696.010000 0.0012242 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 956772.000000 USD 36697946.830000 TRY 2025-03-17 9696.010000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 L26915AA3 1756154.000000 PA USD 1693137.050000 0.213773 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC 161.330000 0.0000204 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1217176.000000 DOP 20000.000000 USD 2025-02-14 161.330000 N N N N/A N/A 000000000 -2576992.850000 PA USD -2592290.880000 -0.327299 Short RA US N 2 Reverse repurchase N 4.970000 2025-01-21 2500000.000000 USD 2666532.330000 USD CDS N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 67117EAG3 27279624.000000 PA USD 3034858.170000 0.383177 Long DBT CORP BR N 2 2028-12-31 Fixed 8.5 N N Y N N N N/A N/A 000000000 1.000000 NC 3495.250000 0.0004413 N/A DFE PE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2697161.370000 PEN 720261.000000 USD 2025-02-14 3495.250000 N N N MORGAN STANLEY MORTGAGE TRUST-2006-16AX N/A 617487AF0 958609.750000 PA USD 351805.940000 0.0444185 Long ABS-MBS CORP US N 2 2036-11-25 Floating 6.10256 N N N N N N COUNTRYWIDE HOME LOANS MORTGAGE PASS-THROUGH TRUST 2006-18 N/A 12543WAD0 1651726.620000 PA USD 83855.680000 0.0105875 Long ABS-O CORP US N 2 2036-12-25 Floating 0.89678 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M N/A 63874FAE7 3340000.000000 PA USD 3022765.130000 0.38165 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.7904 N N N N N N N/A N/A 000000000 1.000000 NC 3781329.460000 0.477426 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2032-09-21 1297363.520000 GBP 0.000000 GBP 13400000.000000 GBP 2483965.940000 N N N MARINE ONE HOLDCO LLC N/A 902LVFII8 3250.000000 NS USD 20532.750000 0.0025924 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 34886.580000 0.0044047 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 364210.000000 USD 15865898.130000 TRY 2025-05-06 34886.580000 N N N N/A N/A 000000000 1.000000 NC 26876.090000 0.0033933 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 258693.000000 USD 10420930.120000 TRY 2025-02-03 26876.090000 N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 72002.860000 PA USD 62636.610000 0.0079084 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.67363 N N N N N N N/A N/A 000000000 -1678081.000000 PA USD -1682058.980000 -0.212374 Short RA US N 2 Reverse repurchase N 5.040000 2025-04-15 1700000.000000 USD 1795626.670000 USD CDS N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 9486055.000000 PA USD 5947756.490000 0.750956 Long DBT NUSS AR N 2 2041-07-09 Variable 3.5 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 1930228.000000 PA USD 1804763.180000 0.227867 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEU8 125400000.000000 PA 2108880.510000 0.266264 Long DBT MUN DO N 2 2026-01-30 Fixed 13 N N N N N N CVC CORDATUS LOAN FUND VI DAC 6A N/A ACI17ZRB5 3120000.000000 PA 1031575.210000 0.130245 Long ABS-CBDO CORP IE N 2 2032-04-15 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -146742.420000 -0.0185275 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-19 38491.070000 USD 0.000000 USD 2700000.000000 USD -185233.490000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 17054.000000 NS USD 428481.750000 0.0540995 Long EC CORP LU Y 3 N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 300000.000000 PA USD 303176.040000 0.0382786 Long DBT CORP GB N 2 2029-11-04 Fixed 6.404 N N N N N N EAST LANE RE VII LTD N/A 27332EAA9 250000.000000 PA USD 251025.000000 0.0316941 Long DBT CORP KY N 2 2026-03-31 Floating 13.5644 N N N N N N GENERAL SHOPPING INVESTMENTS LIMITED 2221002OQ5WL5CL13X65 000000000 1500000.000000 PA USD 93750.000000 0.0118367 Long DBT CORP KY N 2 2025-03-20 Floating 11.808 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2006-AR2 N/A 65535VUK2 2673566.390000 PA USD 2306032.020000 0.291156 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.0834 N N N N N N CITY OF DETROIT 549300BQRJP7MKKHOY28 251093S84 2300000.000000 PA USD 1779611.430000 0.224691 Long DBT MUN US N 2 2044-04-01 Variable 4 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2R3GV0 268206000.000000 PA 7502549.420000 0.947262 Long DBT NUSS TR N 2 2028-09-06 Fixed 50 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 21223139.240000 PA USD 19933196.840000 2.51674 Long LON CORP US N 2 2028-06-20 Floating 9.4715 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AR0 2564368.820000 PA USD 2040533.660000 0.257635 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.15625 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAJ9 600000.000000 PA USD 398507.940000 0.0503151 Long ABS-MBS CORP US N 2 2035-11-15 Floating 6.39409 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01VU93 3347179.920000 PA 3411161.710000 0.430689 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 6.17618 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAD8 100000.000000 PA USD 85436.680000 0.0107871 Long DBT CORP US N 2 2028-02-15 Fixed 5.95 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAM6 400000.000000 PA USD 417040.000000 0.0526549 Long DBT CORP BM N 2 2031-05-13 Floating 14.8356 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC N/A 91327BAA8 3100000.000000 PA USD 2816222.090000 0.355572 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAH1 12847655.190000 PA USD 8263934.810000 1.04339 Long ABS-MBS USGSE US N 3 2055-11-25 Floating 5.99195 N N N N N N N/A N/A 000000000 1.000000 NC 265.980000 0.0000336 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 39360419.100000 DOP 639000.000000 USD 2025-03-21 265.980000 N N N GENERAL SHOPPING INVESTMENTS LIMITED 2221002OQ5WL5CL13X65 370837AA4 1000000.000000 PA USD 62500.000000 0.0078912 Long DBT CORP KY N 2 2025-03-20 Floating 12 N N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAC7 53795.360000 PA USD 42197.080000 0.0053277 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.42502 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 3600000.000000 PA USD 3766475.050000 0.47555 Long DBT CORP IT N 2 2033-06-20 Fixed 6.625 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAF9 900000.000000 PA USD 936720.000000 0.118269 Long DBT CORP BM N 2 2027-04-05 Floating 12.2947 N N N N N N YOSEMITE RE LTD N/A 98740RAA7 840000.000000 PA USD 863436.000000 0.109016 Long DBT CORP BM N 2 2025-06-06 Floating 14.9094 N N N N N N EQUINITI (ARMOR HOLDCO INC) 254900X6HLK0YPTHHF09 04625PAA9 1900000.000000 PA USD 1927939.500000 0.243419 Long DBT CORP US N 2 2029-11-15 Fixed 8.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V91 300000.000000 PA 274822.330000 0.0346987 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 105777.900000 0.0133554 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-01-17 1005.650000 USD 0.000000 USD 2200000.000000 USD 104772.250000 N N N N/A N/A 000000000 1.000000 NC -2326.880000 -0.0002938 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 578474.860000 USD 3559355.810000 BRL 2025-01-03 -2326.880000 N N N CORK STREET CLO DESIGNATED ACTIVITY CO 1A N/A ACI0QPJC5 700297.340000 PA 128904.080000 0.0162753 Long ABS-CBDO CORP IE N 2 2028-11-27 Fixed 0 N N N N N N DBGS 2021-W52 MORTGAGE TRUST N/A 23308LAJ3 2760000.000000 PA USD 2289383.290000 0.289054 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.81198 N N N N N N IM PASTOR FTH 3 N/A B0BL9JII2 1937376.320000 PA 1765045.350000 0.222852 Long ABS-MBS CORP ES N 2 2043-03-22 Floating 2.979 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A 59021AAC2 575988.300000 PA USD 285972.090000 0.0361064 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.77322 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 3555000.000000 PA USD 2367630.000000 0.298934 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A 476920AA1 7383000.000000 PA USD 7852095.520000 0.991395 Long DBT CORP US N 2 2031-09-20 Fixed 9.875 N N N N N N INTER MEDIA AND COMMUNICATION SPA 81560082CE2ED97AFD36 ACI239TV9 785156.710000 PA 829619.240000 0.104747 Long DBT CORP IT N 2 2027-02-09 Fixed 6.75 N N N N N N INTEGRITY RE LTD N/A 45833UAM3 450000.000000 PA USD 414000.000000 0.0522711 Long DBT CORP BM N 2 2026-06-08 Floating 27.3253 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96 N/A 38378HFA9 62220.370000 PA USD 7155.030000 0.0009034 Long ABS-MBS USGSE US N 2 2042-07-20 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 670.190000 0.0000846 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5418702.700000 DOP 89000.000000 USD 2025-02-13 670.190000 N N N VIRIDIEN 969500FCVQ5SLAAUJV59 ACI1WLTT7 400000.000000 PA 414396.450000 0.0523211 Long DBT CORP FR N 2 2027-04-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CD2 39957.000000 PA USD 21796.540000 0.002752 Long DBT NUSS UA N 2 2030-02-01 Variable 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 8658048.000000 PA USD 6335706.710000 0.799938 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2014-6 N/A 17322WAK0 8970292.660000 PA USD 4554637.390000 0.575062 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.52939 N N N N N N MARLETTE FUNDING TRUST 2019-2 N/A 57109H102 9700.000000 PA USD 15030.880000 0.0018978 Long ABS-O CORP US N 3 2029-07-16 Fixed 0 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 16764435.890000 PA USD 163235312.230000 20.6099 Long STIV RF US N 1 N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 950814AE3 662046.000000 PA USD 546746.390000 0.0690315 Long DBT CORP US N 3 2026-11-15 Fixed 10.5 Y Y Y N N N CIFC FUNDING LTD 2014-2RA N/A 125475AA1 4000000.000000 PA USD 1038333.320000 0.131099 Long ABS-CBDO CORP KY N 2 2030-04-24 Fixed 0 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 55328HAK7 7151292.420000 PA USD 6172959.860000 0.77939 Long LON CORP US N 2 2028-09-01 Floating 9.0255 N N N N N N PEOPLE'S FINANCE REALTY MTGE SEC 2006-1 N/A 71103XAC8 19467732.100000 PA USD 3614612.750000 0.456376 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.61322 N N N N N N POLESTAR RE LTD N/A 73110JAB8 900000.000000 PA USD 937755.000000 0.1184 Long DBT CORP BM N 2 2027-01-07 Floating 17.5644 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAB5 5100000.000000 PA USD 4271239.240000 0.539281 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N Y N DISH NETWORK CORPORATION USD XXXX N N N GREEK GOVT 2138003EKTMKZ5598902 ACI1LSSZ1 55000.000000 PA 56761.510000 0.0071666 Long DBT NUSS GR N 2 2027-04-22 Fixed 2 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI28SXK1 886500.000000 NS 6249818.990000 0.789094 Long EC CORP IT N 1 N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAA8 6024745.910000 PA USD 1972547.000000 0.249051 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.465 N N N N N N N/A N/A 000000000 -18603328.000000 PA USD -18662755.300000 -2.35633 Short RA US N 2 Reverse repurchase N 5.000000 2025-03-11 21230000.000000 USD 19808435.700000 USD CDS N N N N/A N/A 000000000 1.000000 NC -29105.020000 -0.0036748 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1320393.050000 USD 1246000.000000 EUR 2025-01-15 -29105.020000 N N N COREWEAVE COMPUTE ACQUISITION CO II LLC N/A BA0004JK4 10800000.000000 PA USD 10829108.160000 1.36727 Long LON CORP US N 3 2029-05-16 Floating 6.0804 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAG3 490000.000000 PA USD 437570.000000 0.055247 Long LON CORP US N 2 2026-05-01 Floating 7.7215 N N N N N N N/A N/A 000000000 1.000000 NC 2875.240000 0.000363 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 205478.000000 USD 7823574.850000 TRY 2025-03-05 2875.240000 N N N COUNTRYWIDE ASSET-BACKED CERT 2006-11 N/A 12666TAL0 12403163.010000 PA USD 9699708.820000 1.22467 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.85822 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) 549300PND8ZZ4RWYRZ56 00187GAC3 1038837.460000 PA USD 1016762.160000 0.128375 Long LON CORP US N 2 2027-09-01 Floating 9.9715 N N N N N N ADLER FINANCING SA RL 213800BAQB59IVKP7S93 BQB469II8 5777000.000000 PA 6188872.410000 0.781399 Long DBT CORP LU N 2 2028-12-31 Fixed 12.5 N N Y N N N LEHMAN XS TRUST 2007-7N N/A 52524GAA0 1107545.790000 PA USD 1134585.410000 0.143251 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.89322 N N N N N N MEDIAPRO (SUBCALIDORA 2 SARL) N/A BA0007DG2 7000000.000000 PA 7269075.430000 0.917784 Long LON CORP ES N 3 2029-08-14 Floating 8.433 N N N N N N N/A N/A 000000000 1.000000 NC USD 2103176.000000 0.265544 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2053-06-21 915600.730000 USD 0.000000 USD 9700000.000000 USD 1187575.270000 N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AB7 700000.000000 PA USD 723100.000000 0.0912976 Long DBT CORP BM N 2 2031-02-26 Floating 16.0644 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 BL5F4LII6 6700000.000000 PA 1880809.690000 0.237469 Long DBT CORP LU N 2 2027-05-15 Fixed 8 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 1426683.310000 PA USD 219978.390000 0.0277742 Long LON CORP US N 3 2026-05-25 Floating 0 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAN4 400000.000000 PA USD 416360.000000 0.0525691 Long DBT CORP BM N 2 2031-05-13 Floating 15.8356 N N N N N N N/A N/A 000000000 1.000000 NC -32229.180000 -0.0040692 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 449969.000000 USD 2596186.140000 BRL 2025-02-04 -32229.180000 N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAH4 500000.000000 PA USD 496329.440000 0.0626659 Long DBT CORP US N 2 2029-10-23 Fixed 6.35 N N N N N N COUNTRYWIDE HOME LOANS 2006-HYB5 N/A 170256AD3 192281.320000 PA USD 168809.080000 0.0213136 Long ABS-MBS CORP US N 2 2036-09-20 Floating 4.41676 N N N N N N OCP CLO LTD 2016-11A N/A 67092H209 8700.000000 NS USD 4659234.450000 0.588269 Long EP CORP KY N 2 N N N POLESTAR RE LTD N/A 73110JAC6 300000.000000 PA USD 311970.000000 0.0393889 Long DBT CORP BM N 2 2028-01-07 Floating 14.8144 N N N N N N DISH DBS CORPORATION N/A 25470XBE4 6650000.000000 PA USD 6056992.900000 0.764748 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 ACI1WM066 1000000.000000 PA 1035991.120000 0.130803 Long DBT CORP FR N 2 2027-04-01 Fixed 7.75 N N N N N N N/A N/A 000000000 -9655074.000000 PA USD -9678638.940000 -1.22201 Short RA US N 2 Reverse repurchase N 5.170000 2025-04-15 10702000.000000 USD 11171331.750000 USD CDS N N N STRUCTURED ASSET MTGE INVEST 2006-AR6 N/A 86360UAC0 4342617.470000 PA USD 3419069.100000 0.431687 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.83322 N N N N N N N/A N/A 000000000 1.000000 NC USD -1475952.850000 -0.186352 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -969135.000000 USD 76900000.000000 USD -506817.850000 N N N N/A N/A 000000000 1.000000 NC USD 2461420.120000 0.310776 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-06-20 1269795.000000 USD 0.000000 USD 29000000.000000 USD 1191625.120000 N N N CITIGROUP MORTGAGE LOAN TRUST 2009-9 N/A 17315XAH4 2115661.330000 PA USD 1080664.570000 0.136443 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 N N N N N N ACE SECURITIES CORP 2006-CW1 N/A 00441QAD1 1448992.060000 PA USD 1146310.510000 0.144732 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.73322 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-23 N/A 863579L48 91375.100000 PA USD 50704.950000 0.0064019 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.52943 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J2 N/A 12667F6B6 1733386.820000 PA USD 49723.240000 0.006278 Long ABS-O CORP US N 2 2035-04-25 Floating 0.54678 N N N N N N COMPEER FINANCIAL ACA 54930020HTACTODKHT04 20453QAA0 2100000.000000 NS USD 2047500.270000 0.258515 Long EP CORP US N 2 N N N GHANA GOVT 213800PP4399SNNXZ126 374422AP8 487200.000000 PA USD 343961.370000 0.0434281 Long DBT NUSS GH N 2 2035-07-03 Variable 5 N N N N N N SANDERS RE III LTD N/A 80000XAC3 1545000.000000 PA USD 1516649.250000 0.19149 Long DBT CORP BM N 2 2029-04-09 Floating 17.3356 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2P7GW1 1000000.000000 PA 994477.890000 0.125561 Long DBT NUSS RO N 2 2037-05-30 Fixed 5.625 N N N N N N N/A N/A 000000000 -2224070.000000 PA USD -2237538.600000 -0.282509 Short RA US N 2 Reverse repurchase N 5.070000 2025-02-20 2800000.000000 USD 2627230.340000 USD CDS N N N CSMC TRUST 2017 N/A 12652FAA0 1200000.000000 PA USD 963507.000000 0.121651 Long ABS-MBS CORP US N 2 2032-11-10 Fixed 3.43134 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 F6628DAN4 3084343.430000 PA USD 2485209.720000 0.313779 Long LON CORP FR N 2 2028-08-15 Floating 10.1473 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 197677AH0 1746000.000000 PA USD 1841347.700000 0.232486 Long DBT CORP US N 2 2095-11-15 Fixed 7.5 N N N N N N J&J VENTURES GAMING LLC 549300BYPH8FLKS5ZS70 46604BAG3 1270000.000000 PA USD 1281103.930000 0.16175 Long LON CORP US N 3 2028-04-26 Floating 9.4715 N N N N N N N/A N/A 000000000 1.000000 NC USD -8116739.610000 -1.02481 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -2687337.000000 USD 112200000.000000 USD -5429402.610000 N N N SLM STUDENT LOAN TRUST-2007-4 N/A 78444A107 1595.000000 PA USD 376389.660000 0.0475224 Long ABS-O CORP US N 3 2042-01-25 Fixed 0 N N N N N N CLOVER HOLDINGS 2 LLC N/A BA0009JQ0 6800000.000000 PA USD 6885000.000000 0.869291 Long LON CORP US N 2 2031-11-01 Floating 8.4284 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAN6 2725772.300000 PA USD 1012588.970000 0.127848 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE2 N/A 93934JAC8 128649.720000 PA USD 99792.560000 0.0125997 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.75322 N N N N N N TORREY PINES RE LTD N/A 89141WAJ1 250000.000000 PA USD 258475.000000 0.0326347 Long DBT CORP BM N 2 2032-06-07 Floating 11.5753 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CY3 200000.000000 PA USD 189623.340000 0.0239416 Long DBT CORP DE N 2 2035-09-11 Floating 5.403 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAG9 1600000.000000 PA USD 1638148.480000 0.20683 Long ABS-MBS CORP US N 2 2037-07-05 Variable 8.45475 N N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAN2 31090.950000 PA USD 24678.150000 0.0031158 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.91412 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 1001000.000000 PA USD 858357.500000 0.108375 Long DBT CORP US N 2 2028-06-28 Fixed 10.625 N N N N N N N/A N/A 000000000 1.000000 NC 1428404.250000 0.180348 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2033-03-15 768375.100000 GBP 0.000000 GBP 6900000.000000 GBP 660029.150000 N N N STEENBOK LUX FINCO 2 SARL N/A 948FWKII5 23116862.110000 PA 7961910.410000 1.00526 Long LON CORP LU N 2 2026-06-30 Fixed 0 N N Y N N N BCAP LLC TRUST 2009-RR4 N/A 05531RAM9 4164560.040000 PA USD 1771580.310000 0.223677 Long ABS-MBS CORP US N 2 2037-05-26 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -3618.930000 -0.0004569 N/A DFE HK N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 28181958.450000 HKD 3626975.000000 USD 2025-02-20 -3618.930000 N N N MULTI-COLOR CORP (LABL INC.) 5493004FUZN8R6Y3VB98 50168QAF2 400000.000000 PA USD 370478.400000 0.0467761 Long DBT CORP US N 2 2031-10-01 Fixed 8.625 N N N N N N JETBLUE AIRWAYS CORPORATION 54930070J9H97ZO93T57 G5112TAB9 6103.620000 PA USD 6162.120000 0.000778 Long LON CORP US N 2 2029-08-27 Floating 9.8541 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAG7 79712.100000 PA USD 67120.710000 0.0084746 Long ABS-MBS CORP US N 2 2036-08-19 Floating 4.05787 N N N N N N YINSON BORONIA PRODUCTION BV 5493007X12FTT746N678 98584XAA3 1400000.000000 PA USD 1462247.500000 0.184621 Long DBT CORP NL N 2 2042-07-31 Fixed 8.947 N N N N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 222366.000000 NS USD 7343746.780000 0.927211 Long EC CORP LU Y 3 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134 N/A 38378GBX5 111737.600000 PA USD 14324.110000 0.0018085 Long ABS-MBS USGSE US N 2 2042-09-20 Fixed 5 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAN2 1300000.000000 PA USD 1139334.170000 0.143851 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.568 N N N N N N WASHINGTON MUTUAL MTGE P/T 2006-3 N/A 93934FNT5 4023973.300000 PA USD 2914252.410000 0.36795 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 56838.770000 0.0071764 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3547670.620000 BRL 631095.290000 USD 2025-01-03 56838.770000 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB N/A 021467AA3 593348.650000 PA USD 271068.190000 0.0342247 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.5 N N N N N N QLIK TECHNOLOGIES (PROJECT ALPHA INTERMEDIATE HOLDING INC) N/A BA000BKS9 1100000.000000 PA USD 1117880.500000 0.141142 Long LON CORP US N 2 2032-11-22 Floating 9.3154 N N N N N N N/A N/A 000000000 1.000000 NC -14439.530000 -0.0018231 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 656974.510000 USD 620000.000000 EUR 2025-01-15 -14439.530000 N N N N/A N/A 000000000 1.000000 NC 36857.140000 0.0046535 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2014166.000000 USD 76147559.800000 TRY 2025-02-21 36857.140000 N N N BANK OF AMERICA MTGE SECS-2006-A N/A 05949CRS7 4799.760000 PA USD 4335.440000 0.0005474 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.83608 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3HB8 95790.000000 PA 105308.460000 0.0132961 Long DBT NUSS GR N 2 2037-01-30 Fixed 4 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CB6 256023.000000 PA USD 141772.740000 0.0179 Long DBT NUSS UA N 2 2035-02-01 Variable 1.75 N N N N N N ATLANTIC MARINE CORPS COMMUNITIES LLC N/A 048677AH1 4060476.200000 PA USD 3349965.950000 0.422962 Long DBT CORP US N 2 2048-02-15 Fixed 5.383 N N N N N N CLAVEAU RE LTD N/A 182896AA8 933907.030000 PA USD 830943.780000 0.104914 Long DBT CORP BM N 2 2028-07-08 Floating 21.5644 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1 N/A 32027NTC5 3101900.710000 PA USD 2818367.440000 0.355843 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.32322 N N N N N N SHERWOOD FUNDING CDO LTD 2004-1A N/A 82437RAA9 31208115.490000 PA USD 6004379.000000 0.758105 Long ABS-CBDO CORP KY N 2 2039-11-06 Floating 8.11 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 945BECII5 352463.460000 PA 347452.110000 0.0438688 Long LON CORP ES N 2 2027-06-30 Fixed 6.189 N N Y N N N BANC OF AMERICA FUNDING CORP 2009-R5 N/A 05952BAL6 3747323.880000 PA USD 1436974.300000 0.18143 Long ABS-MBS CORP US N 2 2036-10-26 Fixed 6.25 N N N N N N N/A N/A 000000000 -261018.660000 PA USD -261656.700000 -0.0330364 Short RA US N 2 Reverse repurchase N 5.500000 2025-01-07 300000.000000 USD 303087.310000 USD CDS N N N DISH DBS CORPORATION N/A 25470XBF1 12450000.000000 PA USD 10668025.650000 1.34693 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 3255819.360000 0.411075 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-01 253276.800000 USD 0.000000 USD 43700000.000000 USD 3002542.560000 N N N ADLER GROUP SA 391200OYYFJ3DWAMEC69 ACI2RMKR2 1524031.000000 NS 1.570000 0.0000002 Long EP CORP LU N 3 N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 2121349.560000 PA USD 875213.460000 0.110503 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 N N N N N N BELLE HAVEN ABS CDO LTD 2006-1A N/A 078452AA7 185946964.480000 PA USD 461892.260000 0.0583179 Long ABS-CBDO CORP KY N 2 2046-07-05 Floating 8.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -92673.520000 -0.0117008 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2028-12-20 0.000000 USD -175578.930000 USD 900000.000000 USD 82905.410000 N N N BOI FINANCE BV 724500ZH3H2YACBUNF38 ACI23L5Y2 3300000.000000 PA 3335094.020000 0.421084 Long DBT MUN NL N 2 2027-02-16 Fixed 7.5 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3H77 122226.000000 PA 133981.400000 0.0169163 Long DBT NUSS GR N 2 2033-01-30 Fixed 3.9 N N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 950814AA1 27009981.000000 PA USD 22306017.510000 2.81633 Long DBT CORP US N 3 2026-11-15 Fixed 10.5 Y Y Y N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 163236.000000 PA USD 132955.720000 0.0167868 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC 18158.470000 0.0022927 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1065963.550000 CAD 760070.780000 USD 2025-01-15 18158.470000 N N N CITIGROUP COMMERCIAL MTGE TRUST 2007-C6 N/A 17311QBN9 183621.810000 PA USD 74366.830000 0.0093895 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.40952 N N N N N N LONG WALK REINSURANCE LTD N/A 54289CAA0 800000.000000 PA USD 814080.000000 0.102785 Long DBT CORP BM N 2 2031-01-30 Floating 14.0644 N N N N N N NEW ALBERTSONS LP N/A 01310QCW3 4021000.000000 PA USD 4027674.860000 0.508529 Long DBT CORP US N 2 2028-02-23 Fixed 6.57 N N N N N N N/A N/A 000000000 1.000000 NC 512555.090000 0.0647145 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2032-09-21 289801.650000 EUR 0.000000 EUR 3200000.000000 EUR 222753.440000 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 754306.000000 NS USD 1033399.220000 0.130476 Long EC CORP US N 1 N N N N/A N/A 000000000 -3934194.220000 PA USD -3954047.260000 -0.499233 Short RA US N 2 Reverse repurchase N 5.130000 2025-01-27 4360000.000000 USD 4555238.720000 USD CDS N N N CALI MORTGAGE TRUST 2019-101C N/A 129890AA7 3600000.000000 PA USD 3237353.640000 0.408744 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.957 N N N N N N IHEARTMEDIA INC N/A 45174J608 138545.000000 NS USD 246887.190000 0.0311716 Long EC CORP US N 3 N N N N/A N/A 000000000 -248761.140000 PA USD -249512.130000 -0.0315031 Short RA US N 2 Reverse repurchase N 4.940000 2025-02-18 276000.000000 USD 255036.640000 USD CDS N N N PERU LNG SRL 254900F70J1LOALV5K70 P7721BAE1 7975290.000000 PA USD 7355247.890000 0.928664 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N N/A N/A 000000000 -6994165.510000 PA USD -7005909.860000 -0.884557 Short RA US N 2 Reverse repurchase N 4.650000 2026-12-20 8106000.000000 USD 7942737.210000 USD CDS N N N WESTMET GROUP HOLDINGS LLC N/A 952XGJII0 88323.220000 NS USD 309131.270000 0.0390305 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 1645.690000 0.0002078 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 17919528.400000 DOP 293000.000000 USD 2025-03-06 1645.690000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEW4 79600000.000000 PA 1440308.940000 0.181852 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25 N N N N N N N/A N/A 000000000 1.000000 NC 5037.660000 0.000636 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 49725.000000 USD 2175095.810000 TRY 2025-05-05 5037.660000 N N N TITANIUM 2L BONDCO SA RL 636700S4QMU2DWYOSF67 ACI2R0R44 8544900.000000 PA 3013567.990000 0.380489 Long DBT CORP LU N 2 2031-01-14 Fixed 6.25 N N Y N N N THAMES WATER UTILITIES FINANCE PLC 213800ESMPQ4RQ7G8351 005048II6 100000.000000 PA 100890.890000 0.0127383 Long DBT CORP GB N 2 2032-02-09 Fixed 6.5 N N N N N N IHEARTMEDIA INC N/A 45174J509 178528.000000 NS USD 353485.440000 0.0446306 Long EC CORP US N 1 N N N N/A N/A 000000000 -992460.000000 PA USD -996226.390000 -0.125782 Short RA US N 2 Reverse repurchase N 5.060000 2025-01-06 8228240.040000 USD 1141018.720000 USD AMBS N N N FREDDIE MAC 2820 N/A 31395CFD8 399766.350000 PA USD 42169.790000 0.0053243 Long ABS-MBS USGSE US N 2 2033-06-15 Floating 5 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES-DNA1 N/A 3137G0EZ8 4282457.230000 PA USD 4384889.320000 0.55363 Long ABS-MBS USGSE US N 2 2027-10-25 Floating 13.8833 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 41068XAE0 1000000.000000 PA USD 974387.660000 0.123025 Long DBT CORP US N 2 2034-07-01 Fixed 6.375 N N N N N N YPF ENERGIA ELECTRICA SA 5493002XN8FRTYQLR778 98424MAB9 800000.000000 PA USD 791984.000000 0.0999948 Long DBT CORP AR N 2 2032-10-16 Fixed 7.875 N N N N N N CLOVER 2024 HOLDINGS INC N/A 955EHZ901 8803.000000 NS USD 180461.500000 0.0227848 Long EP CORP US Y 3 N N N FREDDIE MAC REMICS 4150 N/A 3137AXYZ0 505588.600000 PA USD 33317.930000 0.0042067 Long ABS-MBS USGSE US N 2 2042-02-15 Floating 1.48795 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-3 N/A 86363GAF1 263809.970000 PA USD 121045.750000 0.0152831 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.7828 N N N N N N N/A N/A 000000000 1.000000 NC -2646283.490000 -0.334116 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2050-06-17 1316604.370000 EUR 0.000000 EUR 7700000.000000 EUR -3962887.860000 N N N BENCHMARK MORTGAGE TRUST 2019-B12 N/A 08162FAZ6 1500000.000000 PA USD 1446392.700000 0.18262 Long ABS-MBS CORP US N 2 2052-08-15 Variable 3.44025 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAB9 66200000.000000 PA USD 6167297.920000 0.778675 Long DBT MUN US N 2 2047-06-01 None 0 N N N N N N FORWARD AIR CORPORATION (CLUE OPCO LLC) N/A 18948EAC0 400000.000000 PA USD 402144.000000 0.0507742 Long LON CORP US N 2 2030-12-19 Floating 9.0854 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 853217.000000 PA USD 937661.950000 0.118388 Long DBT CORP US N 2 2030-06-01 Fixed 13 N N Y N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440 N/A 46653DAC8 1750000.000000 PA USD 1327509.580000 0.16761 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.26248 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 87552.160000 NS USD 98496.180000 0.012436 Long EC CORP US Y 3 N N N N/A N/A 000000000 -3730203.610000 PA USD -3761923.170000 -0.474975 Short RA US N 2 Reverse repurchase N 5.030000 2025-01-23 4303000.000000 USD 3763026.370000 USD CDS N N N NOBLE FINANCE II LLC N/A 65505PAA5 1000000.000000 PA USD 1010981.190000 0.127645 Long DBT CORP US N 2 2030-04-15 Fixed 8 N N N N N N N/A N/A 000000000 1.000000 NC -28376.440000 -0.0035828 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1626423.110000 USD 1542000.000000 EUR 2025-01-15 -28376.440000 N N N RESIDENTIAL ASSET SEC TRUST 2006-A8 N/A 761119AJ5 788231.140000 PA USD 230822.140000 0.0291433 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 N N N N N N N/A N/A 000000000 -582586.000000 PA USD -583718.810000 -0.0736995 Short RA US N 2 Reverse repurchase N 5.030000 2025-03-18 600000.000000 USD 606030.250000 USD CDS N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CE0 149316.000000 PA USD 62152.790000 0.0078473 Long DBT NUSS UA N 2 2034-02-01 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC 27.490000 0.0000035 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 243442.400000 DOP 4000.000000 USD 2025-01-30 27.490000 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 1100000.000000 PA USD 1140775.310000 0.144033 Long DBT CORP US N 2 2029-05-01 Fixed 6.298 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 N/A 61762DAZ4 690619.630000 PA USD 648226.010000 0.0818441 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.708 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96 N/A 38378HFV3 29982.640000 PA USD 3577.830000 0.0004517 Long ABS-MBS USGSE US N 2 2042-06-20 Fixed 3.5 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAG5 1300000.000000 PA USD 1144549.120000 0.144509 Long ABS-MBS CORP US N 2 2035-11-15 Floating 6.04409 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 95221.000000 NS USD 2781405.410000 0.351177 Long EC CORP US N 1 N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE N/A 78397FAC7 1400000.000000 PA USD 1301097.700000 0.164275 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.937 N N N N N N MERCURY AGGREGATOR LP N/A BA000DCZ8 2372777.280000 PA USD 2372777.280000 0.299584 Long LON CORP CA N 1 2026-04-03 Fixed 0 N N Y N N N N/A N/A 000000000 1.000000 NC 654.200000 0.0000826 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5292479.700000 DOP 87000.000000 USD 2025-02-06 654.200000 N N N CLOVER HOLDINGS SPV III LLC N/A BA000CCJ6 222867.000000 PA USD 224259.920000 0.0283148 Long LON CORP US N 2 2027-12-18 Fixed 0 N N Y N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 2280000.000000 PA USD 2503221.990000 0.316053 Long DBT CORP US N 2 2032-02-01 Fixed 9.875 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPE3 6138.060000 PA USD 5769.210000 0.0007284 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.02267 N N N N N N N/A N/A 000000000 1.000000 NC USD 22101850.970000 2.79055 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-22 0.000000 USD -135267.370000 USD 55100000.000000 USD 22237118.340000 N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8 N/A 23245LAD2 1280526.220000 PA USD 537115.700000 0.0678155 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 3500000.000000 PA 981917.270000 0.123976 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N N/A N/A 000000000 1.000000 NC USD 94089990.330000 11.8797 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-02-01 0.000000 USD -4208155.230000 USD 223450000.000000 USD 98298145.560000 N N N N/A N/A 000000000 1.000000 NC 19875.930000 0.0025095 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 190804.000000 USD 8345194.550000 TRY 2025-05-02 19875.930000 N N N THAMES WATER UTILITIES HOLDINGS LIMITED 213800L6QBDNW1PDRB21 958GORII4 29000.000000 PA 33945.260000 0.0042859 Long DBT CORP GB N 3 2028-04-30 Fixed 9.75 N N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAB1 3906831.980000 PA USD 3192460.720000 0.403076 Long ABS-MBS CORP US N 2 2037-07-27 Floating 4.22164 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 000000000 19520.000000 NS USD 390.400000 0.0000493 Long EP CORP US N 2 N N N LEALAND FINANCE COMPANY BV N/A N5200EAC5 105274.120000 PA USD 53689.800000 0.0067788 Long LON CORP US N 2 2027-06-30 Floating 7.4715 N N N N N N N/A N/A 000000000 -4461109.850000 PA USD -4470844.980000 -0.564483 Short RA US N 2 Reverse repurchase N 4.910000 2025-03-17 5189794.000000 USD 5073969.860000 USD CDS N N N SEGOVIA EUROPEAN CLO 1 2014-1A N/A ACI0QFG97 1100000.000000 PA 480853.410000 0.0607119 Long ABS-CBDO CORP IE N 2 2035-04-15 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC 1948455.460000 0.246009 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-21 0.000000 GBP -6907.650000 GBP 2700000.000000 GBP 1955363.110000 N N N N/A N/A 000000000 -1131086.000000 PA USD -1132799.130000 -0.143026 Short RA US N 2 Reverse repurchase N 4.200000 2026-12-20 1855000.000000 USD 1235430.000000 USD CDS N N N N/A N/A 000000000 1.000000 NC USD 226676.860000 0.0286199 N/A DCR US N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A ESKOM HOLDINGS SOC LTD Y Single Leg Swap 2029-06-30 0.000000 USD 0.000000 USD 3300000.000000 USD 226676.860000 N N N N/A N/A 000000000 1.000000 NC 80118.410000 0.0101156 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 769542.000000 USD 34205372.360000 TRY 2025-05-20 80118.410000 N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514L4C8 1781259.440000 PA USD 1106607.430000 0.139719 Long DBT MUN PR N 2 2051-11-01 Fixed 0 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2006-2 N/A 007034AQ4 2964582.260000 PA USD 1213290.570000 0.153188 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.79322 N N N N N N N/A N/A 000000000 1.000000 NC -5560.030000 -0.000702 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 746547.950000 USD 715000.000000 EUR 2025-01-15 -5560.030000 N N N CLOVER 2024 HOLDINGS INC N/A 955EKAII3 6083.000000 NS USD 124701.500000 0.0157446 Long EP CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 7436.470000 0.0009389 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 487000.000000 EUR 512137.330000 USD 2025-01-15 7436.470000 N N N CITIGROUP MTGE LOAN TR INC 2007-AR8 N/A 17313FAR3 51912.320000 PA USD 45323.930000 0.0057225 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.22906 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797LZ8 577000.000000 PA USD 575103.890000 0.0726118 Long DBT UST US N 2 2025-01-30 None 0 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) 549300PND8ZZ4RWYRZ56 00187GAD1 7150000.000000 PA USD 6951873.500000 0.877734 Long LON CORP US N 2 2027-09-01 Floating 9.9715 N N N N N N NOMURA RESECURITIZATION TRUST 2014-3R N/A 65540LAX1 3933425.920000 PA USD 3375486.370000 0.426184 Long ABS-MBS CORP US N 2 2035-07-26 Variable 3.92491 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 262051AA3 1244242.000000 PA USD 1199594.240000 0.151459 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N NEW ORLEANS HOTEL TRUST 2019-HNLA N/A 647622AE9 1000000.000000 PA USD 957169.000000 0.120851 Long ABS-MBS CORP US N 2 2032-04-15 Floating 6.03371 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAA0 939000.000000 PA USD 851673.000000 0.107531 Long DBT CORP BM N 2 2025-04-22 Floating 14.3747 N N N N N N INGENICO TERMINALS (POSEIDON BIDCO) 254900LGX7YG7Y9YM766 953RGXII1 3000000.000000 PA 2029384.980000 0.256227 Long LON CORP FR N 2 2030-03-13 Floating 7.683 N N N N N N SYNIVERSE HOLDINGS LLC 549300CYZBHMZC8VLL59 87168TAB7 19391456.440000 PA USD 19474257.960000 2.45879 Long LON CORP US N 2 2027-05-13 Floating 11.3288 N N N N N N PAGAYA AI DEBT TRUST 2023-6 N/A 69547UAC2 2699307.710000 PA USD 2754785.500000 0.347816 Long ABS-O CORP US N 2 2031-06-16 Fixed 8.491 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 4500000.000000 PA USD 4370597.190000 0.551826 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75 N N N N N N FREDDIE MAC-3203 N/A 31397AR21 198317.820000 PA USD 24810.390000 0.0031325 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.42795 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 374422AN3 81773.310000 PA USD 63540.130000 0.0080225 Long DBT NUSS GH N 2 2030-01-03 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 114993.000000 PA USD 76642.830000 0.0096768 Long DBT NUSS AR N 2 2046-07-09 Variable 4.125 N N N N N N PRIME HEALTHCARE SERVICES INC N/A 74165HAC2 1800000.000000 PA USD 1753011.270000 0.221333 Long DBT CORP US N 2 2029-09-01 Fixed 9.375 N N N N N N N/A N/A 000000000 1.000000 NC 13908.390000 0.0017561 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 111232616.000000 DOP 1826000.000000 USD 2025-02-18 13908.390000 N N N WSTN TRUST 2023-MAUI N/A 92943AAE4 1600000.000000 PA USD 1630772.160000 0.205899 Long ABS-MBS CORP US N 2 2037-07-05 Variable 7.6899 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 2500000.000000 PA USD 2665489.430000 0.336541 Long DBT CORP FR N 2 2034-10-19 Floating 7.003 N N N N N N N/A N/A 000000000 1.000000 NC USD -595316.770000 -0.0751639 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-20 504925.590000 USD 0.000000 USD 52800000.000000 USD -1100242.360000 N N N TRUMAN CAPITAL MTGE LOAN TR 2004-1 N/A 897896AT3 2642719.080000 PA USD 2583130.260000 0.326143 Long ABS-MBS CORP US N 2 2034-01-25 Floating 8.57822 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 29279XAA8 1200000.000000 PA USD 732000.000000 0.0924213 Long DBT CORP US N 3 2029-02-15 Fixed 6 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPK908 200000.000000 PA USD 25000.000000 0.0031565 Long DBT CORP US N 2 2060-12-31 None 0 N N N N N N GLG EURO CLO 1A N/A ACI11ZRZ8 3377393.080000 PA 129455.690000 0.0163449 Long ABS-CBDO CORP IE N 2 2030-10-15 Fixed 0 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAJ3 1300000.000000 PA USD 1312654.850000 0.165734 Long ABS-MBS CORP US N 2 2037-07-05 Variable 9.83474 N N N N N N N/A N/A 000000000 1.000000 NC USD -841612.240000 -0.106261 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -312813.720000 USD 23400000.000000 USD -528798.520000 N N N UMBS PASS THRU POOLS N/A 01F030629 100000.000000 PA USD 84953.130000 0.0107261 Long ABS-MBS USGSE US N 2 2055-02-13 Fixed 3 N N N N N N OCS GROUP HOLDINGS LIMITED 54930002RKY3Y4LURL90 BA000BQB0 6350000.000000 PA 7884973.260000 0.995546 Long LON CORP GB N 3 2031-11-27 Floating 10.45 N N N N N N N/A N/A 000000000 1.000000 NC -8432.300000 -0.0010647 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 499660.650000 USD 474000.000000 EUR 2025-01-15 -8432.300000 N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AQ3 300000.000000 PA USD 318300.000000 0.0401881 Long DBT CORP BM N 2 2026-06-08 Floating 15.5447 N N N N N N N/A N/A 000000000 1.000000 NC 1389010.090000 0.175374 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2052-12-09 423822.140000 EUR 0.000000 EUR 26400000.000000 EUR 965187.950000 N N N N/A N/A 000000000 -3976227.810000 PA USD -3984745.770000 -0.503109 Short RA US N 2 Reverse repurchase N 4.820000 2025-03-17 4670000.000000 USD 4381212.380000 USD CDS N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HH3 4576000.000000 PA USD 3918887.540000 0.494793 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 1100000.000000 PA USD 1005672.780000 0.126975 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 600000.000000 PA USD 455233.080000 0.0574771 Long DBT CORP FR N 2 2029-01-15 Fixed 5.125 N N N N N N N/A N/A 000000000 1.000000 NC USD -47488636.910000 -5.99585 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2044-06-19 59600107.470000 USD 0.000000 USD 395600000.000000 USD -107088744.380000 N N N N/A N/A 000000000 1.000000 NC USD 600631.810000 0.075835 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -586596.650000 USD 31000000.000000 USD 1187228.460000 N N N GSPA MONETIZATION TRUST N/A 36298GAA7 3399580.230000 PA USD 3374110.340000 0.426011 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N N/A N/A 000000000 -2116304.370000 PA USD -2120598.710000 -0.267744 Short RA US N 2 Reverse repurchase N 4.870000 2025-03-18 2275000.000000 USD 2419547.240000 USD CDS N N N N/A N/A 000000000 1.000000 NC 1858.410000 0.0002346 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 106877.000000 USD 4075326.890000 TRY 2025-03-03 1858.410000 N N N N/A N/A 000000000 1.000000 NC -880.170000 -0.0001111 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 530763.100000 TRY 14069.640000 USD 2025-01-07 -880.170000 N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AF3 4524735.780000 PA USD 1807265.440000 0.228183 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 N N N N N N WESCO AIRCRAFT HOLDINGS INC 529900P5VTXZS191P208 948FMNII0 6726598.380000 PA USD 7200921.170000 0.909179 Long DBT CORP US N 3 2025-01-03 Fixed 12.937 N N Y N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDL3 1257000.000000 PA USD 1260277.000000 0.159121 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 374422AL7 44800.000000 PA USD 41858.880000 0.005285 Long DBT NUSS GH N 2 2026-07-03 None 0 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC N/A 91327BAB6 2800000.000000 PA USD 2627230.340000 0.331711 Long DBT CORP US N 2 2028-04-15 Fixed 4.75 N N N N N N N/A N/A 000000000 -2897598.000000 PA -3004925.180000 -0.379398 Short RA LU N 2 Reverse repurchase N 3.172000 2025-03-20 3300000.000000 EUR 3219669.750000 EUR N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HR1 600000.000000 PA USD 453875.100000 0.0573057 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N FREDDIE MAC 3003 N/A 31395WSK4 370168.790000 PA USD 24517.240000 0.0030955 Long ABS-MBS USGSE US N 2 2035-07-15 Floating 1.38795 N N N N N N N/A N/A 000000000 1.000000 NC USD 16137517.020000 2.0375 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-02-07 0.000000 USD -164564.000000 USD 42480000.000000 USD 16302081.020000 N N N FORWARD AIR CORPORATION N/A 36267QAA2 5070000.000000 PA USD 5344613.510000 0.674804 Long DBT CORP US N 2 2031-10-15 Fixed 9.5 N N N N N N N/A N/A 000000000 -1069645.350000 PA USD -1073800.580000 -0.135577 Short RA US N 2 Reverse repurchase N 5.220000 2025-01-03 1200000.000000 USD 1221308.200000 USD CDS N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAE3 6303410.290000 PA USD 2520300.730000 0.31821 Long ABS-MBS CORP US N 2 2037-09-25 Variable 6.998 N N N N N N BRIGHTHOUSE HOLDINGS LLC N/A 10924BAA5 70000.000000 NS USD 61026.000000 0.0077051 Long EP CORP US N 2 N N N RESIDENTIAL ASSET SEC TRUST 2006-R1 N/A 76113MAB1 165120.700000 PA USD 46738.800000 0.0059012 Long ABS-MBS CORP US N 2 2046-01-25 Floating 4.85322 N N N N N N MNSN HOLDINGS INC N/A 55339C109 3757.000000 NS USD 15028.000000 0.0018974 Long EC CORP US Y 3 N N N FANNIE MAE-2020-38 N/A 3136BADX9 1787669.480000 PA USD 333165.280000 0.042065 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 27410000.000000 PA USD 19414365.950000 2.45123 Long DBT CORP US N 2 2067-01-15 Floating 6.66751 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2JSF94 1100000.000000 PA 1188384.810000 0.150044 Long DBT NUSS RO N 2 2033-09-18 Fixed 6.375 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 945BEBII7 11661231.610000 PA 11958490.690000 1.50986 Long LON CORP ES N 2 2026-12-31 Floating 8.439 N N N N N N N/A N/A 000000000 1.000000 NC 66049.750000 0.0083394 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3811000.000000 GBP 4836543.150000 USD 2025-01-15 66049.750000 N N N FANNIE MAE REMICS 2012-93 N/A 3136A8JY7 32703.250000 PA USD 918.280000 0.0001159 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.5 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAR2 800000.000000 PA USD 800021.620000 0.10101 Long DBT CORP ES N 2 2035-03-13 Floating 6.033 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-A N/A 78448P100 4508.000000 PA USD 1196988.720000 0.15113 Long ABS-O CORP US N 3 2048-10-15 Fixed 0 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 2900000.000000 PA USD 2149248.580000 0.271361 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42 N/A 38378JJZ6 403838.620000 PA USD 70323.080000 0.0088789 Long ABS-MBS USGSE US N 2 2043-03-20 Fixed 3.5 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 1700000.000000 PA USD 1717124.590000 0.216802 Long DBT CORP US N 2 2030-08-02 Floating 5.935 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 000000000 4283.000000 NS USD 2141500.000000 0.270383 Long EP CORP US N 2 N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PHB8 8070000.000000 PA USD 6302910.490000 0.795797 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.42822 N N N N N N N/A N/A 000000000 1.000000 NC USD -4915420.760000 -0.620614 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-21 0.000000 USD -5500639.400000 USD 53300000.000000 USD 585218.640000 N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 120000000.000000 PA 6958731.600000 0.8786 Long DBT CORP BR N 2 2049-12-29 Variable 1.35655 N N N N N N EUROSAIL PLC 2007-3X N/A G3299SAF2 988083.340000 PA 1024803.630000 0.12939 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 8.82618 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531TAF6 6389000.000000 PA USD 6288588.560000 0.793989 Long DBT CORP FR N 2 2027-04-01 Fixed 8.75 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 2694489.010000 PA USD 1684055.630000 0.212627 Long LON CORP US N 2 2029-03-15 Fixed 8 N N Y N N N N/A N/A 000000000 1.000000 NC -4736790.630000 -0.598061 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-02-26 65487.720000 EUR 0.000000 EUR 65500000.000000 EUR -4802278.350000 N N N STEINHOFF TOPCO BV N/A 948ECV905 27368641.600000 NS 28.350000 0.0000036 Long EC CORP NL Y 3 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BS8 8045000.000000 PA USD 8340191.320000 1.05302 Long DBT CORP US N 2 2097-05-15 Fixed 7.7 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES 2018-2A N/A 14317QAC5 4200000.000000 PA USD 1138041.870000 0.143688 Long ABS-CBDO CORP KY N 2 2031-10-15 Variable 0 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875CG5 1700000.000000 PA USD 1795200.000000 0.22666 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2006-5 N/A 05950BAM6 2089469.520000 PA USD 99407.770000 0.0125511 Long ABS-O CORP US N 2 2046-06-25 Floating 1.14678 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 374422AM5 338800.000000 PA USD 293301.870000 0.0370319 Long DBT NUSS GH N 2 2029-07-03 Variable 5 N N N N N N VERITAS US INC 549300RFUWCPWS8FQ104 BA000CCH0 672954.000000 PA USD 670851.020000 0.0847007 Long LON CORP US N 2 2029-12-09 Fixed 15 N N Y N N N N/A N/A 000000000 1.000000 NC -8820.330000 -0.0011136 N/A DFE PE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3267301.840000 PEN 858867.000000 USD 2025-03-19 -8820.330000 N N N UNICORN BAY (HONG KONG) INVESTMENTS LIMITED N/A BA00077Z7 52929153.360000 PA 6821057.100000 0.861217 Long LON CORP HK N 3 2026-12-31 Fixed 13 N N N N N N N/A N/A 000000000 -787075.080000 PA USD -788086.470000 -0.0995027 Short RA US N 2 Reverse repurchase N 5.140000 2025-03-24 900000.000000 USD 924677.770000 USD CDS N N N UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC) 549300V3NU625PJUVA84 91325V108 193839.000000 NS USD 1066114.500000 0.134606 Long EC CORP US N 1 N N N TORREY PINES RE LTD N/A 89141WAH5 250000.000000 PA USD 262575.000000 0.0331524 Long DBT CORP BM N 2 2032-06-07 Floating 10.3356 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A N/A ACI18MPH2 800000.000000 PA 169112.910000 0.021352 Long ABS-CBDO CORP IE N 2 2027-04-15 Variable 0 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2007-2 N/A 059475AQ6 1864210.530000 PA USD 185098.770000 0.0233703 Long ABS-O CORP US N 2 2037-06-25 Floating 2.18678 N N N N N N N/A N/A 000000000 -964045.800000 PA USD -972923.590000 -0.12284 Short RA US N 2 Reverse repurchase N 5.180000 2025-03-06 1100000.000000 USD 1111055.450000 USD CDS N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 8363000.000000 PA USD 7353968.930000 0.928502 Long DBT CORP US N 2 2030-01-15 Fixed 6 N N N N N N GREEK GOVT 2138003EKTMKZ5598902 ACI0Z3HC6 119485.000000 PA 131646.370000 0.0166215 Long DBT NUSS GR N 2 2042-01-30 Fixed 4.2 N N N N N N FREDDIE MAC REMICS 4990 N/A 3137FUS70 3016500.030000 PA USD 328053.130000 0.0414195 Long ABS-MBS USGSE US N 2 2050-06-25 Floating 1.41673 N N N N N N AMSURG (AMBULATORY TOPCO LLC) N/A 902RDL901 603876.000000 NS USD 27667698.530000 3.49329 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 56714.540000 0.0071607 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3021501.000000 USD 114283743.070000 TRY 2025-02-21 56714.540000 N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 4989794.000000 PA USD 4866321.550000 0.614415 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N N/A N/A 000000000 -6340354.170000 PA USD -6416702.600000 -0.810164 Short RA US N 2 Reverse repurchase N 5.100000 2025-01-09 6000000.000000 USD 6365797.740000 USD CDS N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 1098000.000000 PA USD 755663.110000 0.095409 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2007-2 N/A 059475AS2 1716521.180000 PA USD 1237097.500000 0.156194 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.81322 N N N N N N N/A N/A 000000000 1.000000 NC 3730468.240000 0.471004 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2049-08-19 75554.020000 EUR 0.000000 EUR 18200000.000000 EUR 3654914.220000 N N N STEENBOK LUX FINCO 2 SARL N/A 948FWLII3 2503344.750000 PA 574810.030000 0.0725747 Long LON CORP LU N 2 2026-06-30 Fixed 0 N N Y N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1200000.000000 PA USD 904814.400000 0.114241 Long DBT CORP FR N 2 2029-10-15 Fixed 5.5 N N N N N N CHILE ELECTRICITY LUX MPC II SARL N/A 16882LAA0 1300000.000000 PA USD 1264939.000000 0.15971 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 BXC8GV902 282619.000000 NS 88118.000000 0.0111257 Long EC CORP ES N 1 N N N N/A N/A 000000000 1.000000 NC 173.050000 0.0000218 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1196253.660000 USD 1719000.000000 CAD 2025-01-15 173.050000 N N N CITIGROUP COMMERCIAL MTGE TRUST 2007-C6 N/A 17311QAE0 62700.130000 PA USD 25393.550000 0.0032062 Long ABS-MBS CORP US N 2 2049-12-10 Variable 5.40952 N N N N N N WINDSTREAM HOLDINGS II LLC N/A 952YSX903 537548.000000 NS USD 13058831.490000 1.64879 Long EC CORP US N 3 N N N EL PASO DOWNTOWN DEVELOPMENT CORP N/A 283738AE2 7285000.000000 PA USD 7884763.120000 0.99552 Long DBT MUN US N 2 2043-08-15 Fixed 7.25 N N N N N N N/A N/A 000000000 123.000000 NC USD 274.480000 0.0000347 N/A DE LU N 3 LUXEMBOURG STOCK EXCHANGE 22210053OF4F2MYKUV22 Call Purchased INTELSAT SA INTELSAT SA/LUXEMBOURG N/A 60.150000 USD 2027-02-17 XXXX -448.150000 N N N FANNIE MAE REMICS 2020-47 N/A 3136BATP9 2854879.710000 PA USD 294772.040000 0.0372175 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.41673 N N N N N N N/A N/A 000000000 1.000000 NC USD -409155.040000 -0.0516594 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-12-20 279034.630000 USD 0.000000 USD 36700000.000000 USD -688189.670000 N N N N/A N/A 000000000 1.000000 NC 19731.420000 0.0024913 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 190804.000000 USD 8339470.430000 TRY 2025-05-02 19731.420000 N N N BANC OF AMERICA FUNDING CORP 2007-5 N/A 059523AG5 263054.230000 PA USD 215388.460000 0.0271947 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N N/A N/A 000000000 -3767175.030000 PA USD -3807397.050000 -0.480717 Short RA US N 2 Reverse repurchase N 5.220000 2025-01-09 3708000.000000 USD 3867709.020000 USD CDS N N N DUKE FUNDING LTD 2003-5A N/A 264402AB4 13522518.430000 PA USD 1755533.910000 0.221651 Long ABS-CBDO CORP KY N 2 2033-08-07 Floating 8.64 N N N N N N N/A N/A 000000000 -20899991.000000 PA USD -20928205.500000 -2.64237 Short RA US N 2 Reverse repurchase N 4.850000 2025-04-22 33400704.200000 USD 24569095.080000 USD CDS N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBC8 12212000.000000 PA USD 11294541.500000 1.42603 Long DBT CORP LU N 2 2030-03-15 Fixed 6.5 N N N N N N SYNIVERSE CORPORATION N/A 936UVD902 2973557.580000 NS USD 2941921.900000 0.371443 Long EP CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 4693.070000 0.0005925 N/A DCR IT N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 BANCA MONTE DEI PASCHI DI SIENA SPA BANCA MONTE DEI PASCHI S Y Single Leg Swap 2025-06-20 0.000000 EUR -4025.960000 EUR 200000.000000 EUR 8719.030000 N N N N/A N/A 000000000 1.000000 NC USD -4174027.130000 -0.527007 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-19 1073955.800000 USD 0.000000 USD 76500000.000000 USD -5247982.930000 N N N N/A N/A 000000000 1.000000 NC 36082.880000 0.0045558 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 299753.000000 USD 13350998.620000 TRY 2025-05-06 36082.880000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 260000.000000 PA USD 250957.850000 0.0316856 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375 N N N N N N FANNIE MAE 2004-35 N/A 31393XU96 99779.360000 PA USD 104537.480000 0.0131988 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 10 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAN0 1000000.000000 PA USD 1060300.000000 0.133872 Long DBT CORP BM N 2 2028-12-07 Floating 13.5644 N N N N N N N/A N/A 000000000 1.000000 NC -1832.370000 -0.0002314 N/A DFE HK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 24575816.210000 HKD 3164193.490000 USD 2025-02-20 -1832.370000 N N N N/A N/A 000000000 -6927827.600000 PA USD -7010663.250000 -0.885157 Short RA US N 2 Reverse repurchase N 5.030000 2025-01-10 9700000.000000 USD 8674626.050000 USD CDS N N N N/A N/A 000000000 1.000000 NC USD 12873654.110000 1.62541 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-15 0.000000 USD -247026.870000 USD 35600000.000000 USD 13120680.980000 N N N N/A N/A 000000000 1.000000 NC 1234789.180000 0.155903 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 71423555.000000 EUR 75254357.370000 USD 2025-01-15 1234789.180000 N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 13991.290000 PA USD 12620.620000 0.0015935 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.93713 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP N/A 12651QAQ2 950000.000000 PA USD 931007.700000 0.117548 Long ABS-MBS CORP US N 2 2032-07-15 Floating 9.044 N N N N N N N/A N/A 000000000 1.000000 NC USD 1487423.140000 0.1878 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-06-16 426963.820000 USD 0.000000 USD 7300000.000000 USD 1060459.320000 N N N N/A N/A 000000000 1.000000 NC 47029.870000 0.0059379 N/A DFE TR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2413757.000000 USD 91360702.450000 TRY 2025-02-21 47029.870000 N N N THE STEPSTONE GROUP MIDCO 2 GMBH N/A BA000BNR8 8000000.000000 PA 8206498.710000 1.03614 Long LON CORP US N 2 2031-12-04 Floating 7.339 N N N N N N NEW ORLEANS HOTEL TRUST 2019-HNLA N/A 647622AL3 1400000.000000 PA USD 1328102.860000 0.167684 Long ABS-MBS CORP US N 2 2032-04-15 Floating 8.1337 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CF7 126183.000000 PA USD 74921.160000 0.0094594 Long DBT NUSS UA N 2 2035-02-01 Variable 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 1326304.000000 PA USD 929739.100000 0.117388 Long DBT NUSS AR N 2 2038-01-09 Variable 5 N N N N N N N/A N/A 000000000 1.000000 NC -15048.300000 -0.0019 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 949833.060000 USD 902000.000000 EUR 2025-01-15 -15048.300000 N N N N/A N/A 000000000 -1624255.000000 PA USD -1626334.050000 -0.205339 Short RA US N 2 Reverse repurchase N 5.120000 2025-03-24 2342242.000000 USD 1955257.350000 USD CDS N N N INTEGRITY RE LTD N/A 45833UAL5 450000.000000 PA USD 486292.500000 0.0613986 Long DBT CORP BM N 2 2026-06-08 Floating 21.2947 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 1000000.000000 PA USD 811786.300000 0.102495 Long DBT CORP FR N 2 2027-02-01 Fixed 8.125 N N N N N N GLACIER FUNDING CDO III LTD 2005-3A N/A 37638XAA7 6310380.070000 PA USD 597182.820000 0.0753995 Long ABS-CBDO CORP KY N 2 2035-08-04 Floating 8.27 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1FL2Y4 2000000.000000 PA 1573973.650000 0.198728 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CC4 292598.000000 PA USD 159100.160000 0.0200878 Long DBT NUSS UA N 2 2036-02-01 Variable 1.75 N N N N N N N/A N/A 000000000 1.000000 NC 14056.820000 0.0017748 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 642000.000000 EUR 679391.430000 USD 2025-01-15 14056.820000 N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 8700000.000000 PA USD 8183636.990000 1.03325 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAF0 5453613.100000 PA USD 2179431.770000 0.275172 Long ABS-MBS CORP US N 2 2037-09-25 Variable 7.238 N N N N N N STICHTING AK RABOBANK CERTIFICATEN N/A BJBQCWII7 668475.000000 NS 769591.260000 0.0971676 Long EP CORP NL N 2 N N N KENNEDY WILSON EUROPE REAL ESTATE LIMITED 213800WIL553Z1T6DZ52 ACI0HXJ38 315789.450000 PA 325438.470000 0.0410894 Long DBT CORP JE N 2 2025-11-12 Fixed 3.25 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S4 N/A 46629SAJ1 13215035.250000 PA USD 1685880.370000 0.212857 Long ABS-O CORP US N 2 2037-01-25 Floating 2.16678 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1J42S1 830000.000000 PA 862603.210000 0.108911 Long DBT CORP IT N 2 2030-01-22 Floating 8 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAL6 1700000.000000 PA USD 1585260.200000 0.200153 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.872 N N N N N N NGD HOLDINGS BV 984500ED2ABF0UF46690 ACI1XVPP6 746530.000000 PA USD 589758.700000 0.0744621 Long DBT CORP NL N 2 2026-12-31 Fixed 6.75 N N N N N N N/A N/A 000000000 -733392.000000 PA -760706.890000 -0.0960458 Short RA LU N 2 Reverse repurchase N 3.220000 2026-12-18 793111.850000 EUR 809021.670000 EUR CDS N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PER5 91200000.000000 PA 1527129.510000 0.192813 Long DBT MUN DO N 2 2025-12-05 Fixed 13 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 570990.000000 PA USD 229823.480000 0.0290172 Long LON CORP US N 2 2027-12-31 Fixed 8.4715 N N Y N N N QWEST CORPORATION 549300R2L4N683OO1509 624284BD6 5130000.000000 PA USD 4272058.800000 0.539384 Long DBT CORP US N 2 2030-05-01 Fixed 7.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 25804476.460000 3.25804 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-02-09 491484.450000 USD 0.000000 USD 139800000.000000 USD 25312992.010000 N N N N/A N/A 000000000 1.000000 NC 12146.900000 0.0015337 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 112000.000000 USD 4530344.000000 TRY 2025-02-03 12146.900000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2PJ5W7 31100000.000000 PA 867861.580000 0.109575 Long DBT NUSS TR N 2 2028-05-17 Floating 52.76 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 B7XL4M900 4697543.000000 NS 1018915.580000 0.128647 Long EC CORP BR N 1 N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAP6 1132606.050000 PA USD 1674505.490000 0.211421 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.47498 N N N N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 92918XAA3 3257679.860000 PA USD 0.030000 0 Long DBT CORP US N 3 2026-05-09 Fixed 8.5 Y Y N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CG5 105152.000000 PA USD 61908.240000 0.0078165 Long DBT NUSS UA N 2 2036-02-01 Variable 0 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 2400000.000000 PA USD 2598160.370000 0.32804 Long DBT CORP IT N 2 2033-11-28 Fixed 7.2 N N N N N N AVOCA CLO XIII 13X N/A ACI0B8BB9 2150000.000000 PA 1273208.960000 0.160754 Long ABS-CBDO CORP IE N 2 2034-04-15 Variable 0 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2R9YZ8 1700000.000000 PA 1722784.860000 0.217517 Long DBT NUSS RO N 2 2031-09-24 Fixed 5.125 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA7 N/A 35564KNE5 2300000.000000 PA USD 2494795.510000 0.314989 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 12.3688 N N N N N N N/A N/A 000000000 1.000000 NC USD 2715568.320000 0.342864 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-08-25 0.000000 USD -8024.800000 USD 27135000.000000 USD 2723593.120000 N N N CIFC FUNDING LTD 2014-3A N/A 12549TAA7 3000000.000000 PA USD 179957.820000 0.0227212 Long ABS-CBDO CORP KY N 2 2026-07-22 Floating 0 N N N N N N N/A N/A 000000000 127.000000 NC USD 67.420000 0.0000085 N/A DE LU N 3 LUXEMBOURG STOCK EXCHANGE 22210053OF4F2MYKUV22 Call Purchased INTELSAT SA INTELSAT SA/LUXEMBOURG N/A 77.220000 USD 2027-02-17 XXXX -8990887.610000 N N N N/A N/A 000000000 1.000000 NC 12857.590000 0.0016234 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 145238946.000000 DOP 2374000.000000 USD 2025-03-07 12857.590000 N N N HILTON USA TRUST 2016-SFP N/A 43289VAA1 900000.000000 PA USD 703350.000000 0.088804 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3 N/A 14986DAJ9 112444.350000 PA USD 103504.810000 0.0130684 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.688 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-2 N/A 93936HAK2 6615950.660000 PA USD 868684.250000 0.109679 Long ABS-O CORP US N 2 2037-04-25 Floating 2.22678 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 1976754.000000 PA USD 2372070.130000 0.299494 Long DBT CORP US N 2 2031-06-01 Fixed 14 N N Y N N N MARLETTE FUNDING TRUST 2019-1A N/A 57109X107 6700.000000 PA USD 1616.750000 0.0002041 Long ABS-O CORP US N 3 2029-04-16 Fixed 0 N N N N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A 30162RAD3 111917.000000 PA USD 18746.100000 0.0023669 Long DBT CORP US N 2 2026-04-15 Fixed 11.5 N N Y N N N N/A N/A 000000000 353602.000000 NC USD 4596826.000000 0.580389 N/A DE US N 3 Wells Fargo Trust Company, National Association 5493007K4IDDY8NNT424 Call Purchased WINDSTREAM HOLDINGS II LLC WINDSTREAM HLDGS II LLC *PRIORITY ISSUE* N/A 0.010000 USD 2059-10-25 XXXX 0.000000 N N N SPECIALTY BUILDING PRODUCTS HOLDINGS LLC 549300ICFD46O3KMJC06 84748EAF7 797948.710000 PA USD 795415.220000 0.100428 Long LON CORP US N 2 2028-10-15 Floating 8.207 N N N N N N N/A N/A 000000000 1.000000 NC USD 22424.520000 0.0028313 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-16 483.280000 USD 0.000000 USD 127000.000000 USD 21941.240000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 3665000.000000 PA USD 2748522.620000 0.347025 Long DBT CORP FR N 2 2029-07-15 Fixed 5.125 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2P7GX9 1000000.000000 PA 1011880.160000 0.127759 Long DBT NUSS RO N 2 2032-05-30 Fixed 5.25 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CA8 182874.000000 PA USD 103307.350000 0.0130434 Long DBT NUSS UA N 2 2034-02-01 Variable 1.75 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 67117EAE8 12613275.000000 PA USD 11362882.960000 1.43466 Long DBT CORP BR N 2 2027-06-30 Fixed 10 N N Y N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAP9 400000.000000 PA USD 414640.000000 0.0523519 Long DBT CORP BM N 2 2031-05-13 Floating 17.0856 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 2909000.000000 PA USD 3217036.800000 0.406179 Long DBT CORP US N 2 2029-02-01 Fixed 9.5 N N N N N N MARLETTE FUNDING TRUST 2018-4A N/A 57109G104 24359.000000 PA USD 13904.860000 0.0017556 Long ABS-O CORP US N 3 2028-12-15 Fixed 0 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 452000.000000 PA USD 72885.000000 0.0092024 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N N/A N/A 000000000 1.000000 NC -690.360000 -0.0000872 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 846548.910000 TRY 22463.220000 USD 2025-02-05 -690.360000 N N N GATEWAY CASINOS & ENTERTAINMENT LIMITED 549300JSKBQMMD1B3U44 BA000DCX3 5483363.280000 PA USD 5576772.370000 0.704116 Long LON CORP CA N 2 2030-12-18 Floating 7 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 650929AA0 500000.000000 PA USD 440000.000000 0.0555538 Long DBT CORP US N 3 2028-10-15 Fixed 11.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AV4 1800000.000000 PA 478251.220000 0.0603834 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9 N/A 23245GAD3 1371194.160000 PA USD 1125705.430000 0.14213 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.95322 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875CE0 2900000.000000 PA USD 3077625.000000 0.388577 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25 N N N N N N N/A N/A 000000000 1.000000 NC -266005.980000 -0.0335856 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2029-09-18 695561.340000 GBP 0.000000 GBP 40800000.000000 GBP -961567.320000 N N N N/A N/A 000000000 1.000000 NC 2694234.950000 0.34017 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-06-17 0.000000 EUR -1059123.100000 EUR 24100000.000000 EUR 3753358.050000 N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC N/A ACI18FBB5 2200000.000000 PA 637768.720000 0.0805238 Long ABS-CBDO CORP IE N 2 2032-01-25 Variable 0 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470RY1 1261824.950000 PA USD 741428.150000 0.0936117 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC USD 17446849.210000 2.20282 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-15 4224395.000000 USD 0.000000 USD 87000000.000000 USD 13222454.210000 N N N N/A N/A 000000000 -2761650.000000 PA USD -2771665.580000 -0.349947 Short RA US N 2 Reverse repurchase N 5.440000 2025-04-08 3600000.000000 USD 3236940.360000 USD PLCMO N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 5300000.000000 PA USD 1570144.610000 0.198244 Long DBT CORP LU N 2 2027-05-15 Fixed 10.5 N N N N N N FREDDIE MAC 2611 N/A 31393QYH9 17997.190000 PA USD 17277.510000 0.0021814 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 3.5759 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 1397.620000 PA USD 1360.950000 0.0001718 Long ABS-MBS CORP US N 2 2036-08-19 Floating 6.02708 N N N N N N N/A N/A 000000000 1.000000 NC USD 402069.220000 0.0507647 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-01-17 1458.610000 USD 0.000000 USD 13700000.000000 USD 400610.610000 N N N CLOVER HOLDINGS 2 LLC N/A BA000CWL9 909055.000000 PA USD 907600.510000 0.114592 Long LON CORP US N 2 2029-11-01 Floating 8.5654 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 4980000.000000 PA USD 3299335.160000 0.41657 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125 N N N N N N QLIK TECHNOLOGIES (PROJECT ALPHA INTERMEDIATE HOLDING INC) N/A 74339DAN8 698250.000000 PA USD 703595.100000 0.088835 Long LON CORP US N 2 2030-10-28 Floating 7.5788 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAF5 600000.000000 PA USD 599712.720000 0.0757189 Long DBT CORP DE N 2 2030-11-15 Fixed 7.75 N N Y N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAC7 5500000.000000 PA USD 5356198.100000 0.676266 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.195 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 153495.000000 NS USD 3856561.880000 0.486924 Long EC CORP LU Y 3 N N N N/A N/A 000000000 1.000000 NC 2735.610000 0.0003454 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 3578127.320000 BRL 578474.860000 USD 2025-02-04 2735.610000 N N N N/A N/A 000000000 1.000000 NC 9770.710000 0.0012336 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 323489.840000 USD 12196537.440000 TRY 2025-02-06 9770.710000 N N N THE STEPSTONE GROUP MIDCO 2 GMBH N/A BA000BVC2 1500000.000000 PA USD 1485000.000000 0.187494 Long LON CORP US N 2 2031-12-04 Floating 8.8664 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 7011.000000 NS USD 176151.380000 0.0222406 Long EC CORP LU N 3 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 63110.000000 NS USD 1585638.750000 0.200201 Long EC CORP LU N 3 N N N N/A N/A 000000000 1.000000 NC 11423.240000 0.0014423 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 99000.000000 USD 4045120.200000 TRY 2025-02-07 11423.240000 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPG006 400000.000000 PA USD 50000.000000 0.0063129 Long DBT CORP US N 2 2060-12-31 None 0 N N N N N N CHASE MORTGAGE FINANCE CORP 2006-S1 N/A 16162WQY8 184.950000 PA USD 69.320000 0.0000088 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.5 N N N N N N 2025-03-03 PIMCO High Income Fund /s/ Bijal Parikh Bijal Parikh Treasurer