0001450011-24-000269.txt : 20240227 0001450011-24-000269.hdr.sgml : 20240227 20240227132635 ACCESSION NUMBER: 0001450011-24-000269 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIMCO ETF Trust CENTRAL INDEX KEY: 0001450011 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22250 FILM NUMBER: 24684797 BUSINESS ADDRESS: STREET 1: 650 NEWPORT CENTER DRIVE CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 949.720.6000 MAIL ADDRESS: STREET 1: 650 NEWPORT CENTER DRIVE CITY: NEWPORT BEACH STATE: CA ZIP: 92660 0001450011 S000080425 PIMCO Multisector Bond Active Exchange-Traded Fund C000242819 PIMCO Multisector Bond Active Exchange-Traded Fund NPORT-P 1 primary_doc.xml NPORT-P false 0001450011 XXXXXXXX S000080425 C000242819 PIMCO ETF Trust 811-22250 0001450011 5493004M9TBGFQUJ6D27 650 Newport Center Drive Newport Beach 92660 (888) 400-4383 PIMCO Multisector Bond Active Exchange-Traded Fund S000080425 5493000GFQP1EZBJDY50 2024-06-30 2023-12-31 N 559406574.210000 272118468.330000 287288105.880000 0.000000 0.000000 15830812.500000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2925846.400000 0.000000 0.000000 2500486.860000 GBP MXN JPY CZK PEN EUR BRL ZAR AUD USD HUF N GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD N/A GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A 38090AAC2 1000000.000000 PA USD 1000001.720000 0.348083 Long ABS-CBDO CORP JE N 2 2034-01-20 Floating 7.02689 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC SR UNSECURED 08/31 2.25 21036PBH0 100000.000000 PA USD 84087.950000 0.0292696 Long DBT CORP US N 2 2031-08-01 Fixed 2.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 11/29 VAR 61747YFH3 500000.000000 PA USD 530237.400000 0.184566 Long DBT CORP US N 2 2029-11-01 Floating 6.407 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240216 000000000 1.000000 NC -721.590000 -0.0002512 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 245765.600000 CNY 34000.000000 USD 2024-02-16 -721.590000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 CHARLES SCHWAB CORP SR UNSECURED 05/34 VAR 808513CE3 430000.000000 PA USD 444096.570000 0.154582 Long DBT CORP US N 2 2034-05-19 Floating 5.853 N N N N N N ELMWOOD CLO X LTD 2021-3A N/A ELMWOOD CLO X LTD ELM10 2021 3A A 144A 29002VAA6 2000000.000000 PA USD 2002530.220000 0.697046 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.71743 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5 13323AAB6 120000.000000 PA USD 117245.420000 0.0408111 Long DBT CORP LU N 2 2026-11-01 Fixed 4.5 N N N N N N N/A N/A ZCS BRL 11.42 05/04/23-01/02/26 CME 000000000 1.000000 NC 67930.420000 0.0236454 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 43144.950000 BRL 0.000000 BRL 15880000.000000 BRL 24785.470000 N N N SIGNAL PEAK CLO 6 LTD 2018-5A N/A SIGNAL PEAK CLO, LLC SPEAK 2018 5A A 144A 56844YAA5 850973.970000 PA USD 852172.230000 0.296626 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.74983 N N N N N N SEADRILL FINANCE LIMITED 213800WMN3OHFUDHD642 SEADRILL FINANCE LTD SECURED 144A 08/30 8.375 81172QAA2 400000.000000 PA USD 417666.000000 0.145382 Long DBT CORP BM N 2 2030-08-01 Fixed 8.375 N N N N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 CHURCHILL DOWNS INC COMPANY GUAR 144A 04/27 5.5 171484AG3 60000.000000 PA USD 59416.490000 0.0206818 Long DBT CORP US N 2 2027-04-01 Fixed 5.5 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240229 000000000 1.000000 NC -3199.820000 -0.0011138 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2221025.000000 TWD 70179.000000 USD 2024-02-29 -3199.820000 N N N CIFC FUNDING LTD 2017-4A N/A CIFC FUNDING LTD CIFC 2017 4A A1R 144A 12551JAL0 253117.520000 PA USD 252927.680000 0.0880397 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.61008 N N N N N N N/A N/A NEWELL BRANDS INC SNR S* ICE 000000000 1.000000 NC USD -18225.690000 -0.006344 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 NEWELL BRANDS INC NEWELL BRANDS INC SR UNSEC SMR Y Single Leg Swap 2028-06-20 0.000000 USD -23697.100000 USD 200000.000000 USD 5471.410000 N N N NASSAU LTD 2017-IIA N/A NASSAU 2017 II LTD NCC 2017 IIA AL 144A 631709AA0 699266.590000 PA USD 700236.800000 0.24374 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 6.90548 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 01F050627 10700000.000000 PA USD 10591328.230000 3.68666 Long ABS-MBS USGSE US N 2 2054-02-13 Fixed 5 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625 857691AH2 90000.000000 PA USD 81241.600000 0.0282788 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75 650929AA0 200000.000000 PA USD 215319.000000 0.0749488 Long DBT CORP US N 2 2028-10-15 Fixed 11.75 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA FOODS INC. 20600GAJ5 1000000.000000 PA USD 996743.800000 0.346949 Long DBT CORP US N 2 2024-01-18 None 0 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 VICI PROPERTIES LP SR UNSECURED 02/30 4.95 925650AC7 350000.000000 PA USD 339958.500000 0.118334 Long DBT CORP US N 2 2030-02-15 Fixed 4.95 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A HILTON WORLDWIDE FIN LLC COMPANY GUAR 04/27 4.875 432891AK5 500000.000000 PA USD 492847.850000 0.171552 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A 78486DAA8 1438795.580000 PA USD 1417132.640000 0.493279 Long ABS-MBS CORP US N 2 2034-04-15 Floating 6.52648 N N N N N N VERUS SECURITIZATION TRUST 2023-2 N/A VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A 92539DAA6 434881.820000 PA USD 436366.330000 0.151892 Long ABS-MBS CORP US N 2 2068-03-25 Fixed 6.193 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 62954HAZ1 245000.000000 PA USD 238790.470000 0.0831188 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875 N N N N N N SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP N/A SITIO ROYAL OP / SIT FIN SR UNSECURED 144A 11/28 7.875 82983MAB6 300000.000000 PA USD 311118.000000 0.108295 Long DBT CORP US N 2 2028-11-01 Fixed 7.875 N N N N N N CIM TRUST 2019-R1 N/A CIM TRUST CIM 2019 R1 A 144A 12555VAA3 1248742.290000 PA USD 1107342.710000 0.385447 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25 N N N N N N MADISON PARK FUNDING XVIII LTD 2015-18A N/A MADISON PARK FUNDING LTD MDPK 2015 18A ARR 144A 55819BAW0 488746.440000 PA USD 488106.180000 0.169901 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 6.61354 N N N N N N PRKCM 2023-AFC3 TRUST N/A PRKCM TRUST PRKCM 2023 AFC3 A1 144A 693984AA4 970565.710000 PA USD 986618.380000 0.343425 Long ABS-MBS CORP US N 2 2058-09-25 Fixed 6.584 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSECURED 11/24 2.625 29444UBC9 245000.000000 PA USD 238742.410000 0.0831021 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N N/A N/A SOLD GBP BOUGHT USD 20240109 000000000 1.000000 NC -8883.520000 -0.0030922 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 994000.000000 GBP 1258160.470000 USD 2024-01-09 -8883.520000 N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375 85205TAN0 250000.000000 PA USD 273881.000000 0.0953332 Long DBT CORP US N 2 2029-11-30 Fixed 9.375 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL CORPORATION LTD SR SECURED 144A 02/27 5.875 62886HBE0 60000.000000 PA USD 59519.540000 0.0207177 Long DBT CORP BM N 2 2027-02-15 Fixed 5.875 N N N N N N N/A N/A CALPINE CORPORATION SNR S* ICE 000000000 1.000000 NC USD 38631.570000 0.013447 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CALPINE CORPORATION CALPINE CORP SR UNSEC 144A Y Single Leg Swap 2028-06-20 25386.540000 USD 0.000000 USD 425000.000000 USD 13245.030000 N N N OBX 2023-NQM7 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A 67117XAA4 1164427.540000 PA USD 1187887.260000 0.413483 Long ABS-MBS CORP US N 2 2063-04-25 Fixed 6.844 N N N N N N ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 N/A ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPF2 A 144A 449652AA4 1878000.000000 PA USD 1874884.960000 0.652615 Long ABS-MBS CORP US N 2 2039-10-15 Floating 7.60681 N N N N N N DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC N/A DIAMOND FRGN/DIAMOND FIN SECURED 144A 10/30 8.5 25260WAD3 300000.000000 PA USD 307034.100000 0.106873 Long DBT CORP KY N 2 2030-10-01 Fixed 8.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 03027XBV1 200000.000000 PA USD 192499.070000 0.0670056 Long DBT CORP US N 2 2027-03-15 Fixed 3.65 N N N N N N JETBLUE 2020-1 CLASS A PASS THROUGH TRUST N/A JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 477164AA5 401844.530000 PA USD 368873.190000 0.128398 Long DBT CORP US N 2 2034-05-15 Fixed 4 N N N N N N FORTRESS INVESTMENT GROUP (FINCO I LLC) 5493001RSEZ0X6VJMC68 FINCO I LLC 2023 TERM LOAN 31774BAF1 99500.000000 PA USD 100039.290000 0.0348219 Long LON CORP US N 2 2029-06-27 Floating 8.3832 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 GARTNER INC COMPANY GUAR 144A 10/30 3.75 366651AE7 335000.000000 PA USD 296498.850000 0.103206 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95 013817AK7 425000.000000 PA USD 444123.300000 0.154592 Long DBT CORP US N 2 2037-02-01 Fixed 5.95 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240202 000000000 1.000000 NC 14454.020000 0.0050312 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 266477.290000 USD 1366868.610000 BRL 2024-02-02 14454.020000 N N N CHASE FUNDING MORTGAGE LOAN AS 2004-1 N/A CHASE FUNDING MORTGAGE LOAN AS CFAB 2004 1 2A2 161546HZ2 1178069.280000 PA USD 1144327.020000 0.39832 Long ABS-MBS CORP US N 2 2033-12-25 Floating 5.93043 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2022-LP2 N/A BX TRUST BX 2022 LP2 A 144A 05610HAA1 243020.840000 PA USD 238882.800000 0.083151 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.37471 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240105 000000000 1.000000 NC -3.170000 -0.0000011 N/A DFE TR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4684.000000 USD 138284.580000 TRY 2024-01-05 -3.170000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK INC COMPANY GUAR 07/48 5.2 682680AV5 100000.000000 PA USD 93948.150000 0.0327017 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N AXALTA COATING SYSTEMS LLC 549300G80QONCHILSF69 AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375 05453GAC9 60000.000000 PA USD 53905.150000 0.0187634 Long DBT CORP US N 2 2029-02-15 Fixed 3.375 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 08/28 VAR 38141GZU1 300000.000000 PA USD 294835.930000 0.102627 Long DBT CORP US N 2 2028-08-23 Floating 4.482 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45 960386AL4 60000.000000 PA USD 57428.630000 0.0199899 Long DBT CORP US N 2 2026-11-15 Fixed 3.45 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240327 000000000 1.000000 NC -2320.510000 -0.0008077 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 211284.000000 USD 6663052.220000 TRY 2024-03-27 -2320.510000 N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 FORTRESS TRANS + INFRAST COMPANY GUAR 144A 05/28 5.5 34960PAD3 155000.000000 PA USD 149181.840000 0.0519276 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N N/A N/A CDX IG41 5Y ICE 000000000 1.000000 NC USD 3118797.870000 1.0856 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.41 Y Single Leg Swap 2028-12-20 2778595.230000 USD 0.000000 USD 157800000.000000 USD 340202.640000 N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 00774MAM7 305000.000000 PA USD 299294.850000 0.104179 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 161175BU7 100000.000000 PA USD 84417.660000 0.0293843 Long DBT CORP US N 2 2031-04-01 Fixed 2.8 N N N N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 2000000.000000 PA USD 2000000.000000 0.696165 Long RA US N 2 Repurchase N 5.150000 2024-01-02 2493000.000000 USD 2040754.220000 USD UST N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC COMPANY GUAR 02/28 3.6 21036PAY4 200000.000000 PA USD 192077.230000 0.0668587 Long DBT CORP US N 2 2028-02-15 Fixed 3.6 N N N N N N INDEPENDENCE PLAZA TRUST 2018-INDP N/A INDEPENDENCE PLAZA TRUST IPT 2018 INDP A 144A 45378YAA2 1000000.000000 PA USD 955868.600000 0.332721 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.763 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5 00404AAP4 90000.000000 PA USD 86746.400000 0.0301949 Long DBT CORP US N 2 2029-04-15 Fixed 5 N N N N N N KBC GROEP NV 213800X3Q9LSAKRUWY91 KBC GROUP NV SR UNSECURED 144A 01/29 VAR 48241FAB0 350000.000000 PA USD 356201.430000 0.123988 Long DBT CORP BE N 2 2029-01-19 Floating 5.796 N N N N N N PRPM 2023-NQM2 TRUST N/A PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM2 A1 144A 74390KAK4 982069.080000 PA USD 985398.690000 0.343 Long ABS-MBS CORP US N 2 2068-08-25 Fixed 6.25 N N N N N N SLM CORP (SALLIE MAE) N/A SLM CORP SR UNSECURED 11/26 3.125 78442PGE0 275000.000000 PA USD 256654.750000 0.0893371 Long DBT CORP US N 2 2026-11-02 Fixed 3.125 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 556.970000 0.0001939 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 26000.000000 USD 408928000.000000 IDR 2024-03-20 556.970000 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 BIOGEN INC SR UNSECURED 09/25 4.05 09062XAF0 60000.000000 PA USD 59052.030000 0.020555 Long DBT CORP US N 2 2025-09-15 Fixed 4.05 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5 11284DAC9 245000.000000 PA USD 220802.580000 0.0768575 Long DBT CORP US N 2 2027-04-01 Fixed 4.5 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240320 000000000 1.000000 NC -1663.880000 -0.0005792 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1969801.000000 TWD 63583.000000 USD 2024-03-20 -1663.880000 N N N N/A N/A SOLD CNY BOUGHT USD 20240216 000000000 1.000000 NC -1510.610000 -0.0005258 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 683119.350000 CNY 95000.000000 USD 2024-02-16 -1510.610000 N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 BOSTON PROPERTIES LP SR UNSECURED 01/25 3.2 10112RAZ7 60000.000000 PA USD 58365.010000 0.0203158 Long DBT CORP US N 2 2025-01-15 Fixed 3.2 N N N N N N N/A N/A SOLD BRL BOUGHT USD 20240202 000000000 1.000000 NC -22.560000 -0.0000079 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2316.810000 BRL 453.610000 USD 2024-02-02 -22.560000 N N N SMB PRIVATE EDUCATION LOAN TRUST 2023-A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A 78450QAA1 434394.600000 PA USD 435279.550000 0.151513 Long ABS-O CORP US N 2 2053-01-15 Fixed 5.38 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -0.150000 -0.0000001 N/A DFE HU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3176.000000 HUF 9.000000 USD 2024-01-04 -0.150000 N N N VENTURE 36 CLO LTD N/A VENTURE CDO LTD VENTR 2019 36A A1AR 144A 92332LAU3 500000.000000 PA USD 498590.500000 0.173551 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.80743 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR 95000U3D3 1020000.000000 PA USD 1025025.490000 0.356794 Long DBT CORP US N 2 2034-04-24 Floating 5.389 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY1 N/A TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A 89177EAA7 996907.470000 PA USD 1006266.040000 0.350264 Long ABS-MBS CORP US N 2 2048-10-25 Floating 6.47043 N N N N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 224939AA6 2500000.000000 PA 681858.620000 0.237343 Long DBT CORP PE N 3 2043-12-15 Fixed 10.1 N N N N N N NEUBERGER BERMAN CLO XV 2013-15A N/A NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A 64129KBE6 947915.490000 PA USD 946091.070000 0.329318 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 6.57548 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC1 N/A MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C 61744CXM3 440469.110000 PA USD 425688.600000 0.148175 Long ABS-MBS CORP US N 2 2035-12-25 Floating 6.09043 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PACIFICORP 1ST MORTGAGE 05/54 5.5 695114DA3 390000.000000 PA USD 383549.080000 0.133507 Long DBT CORP US N 2 2054-05-15 Fixed 5.5 N N N N N N CALIFORNIA STATE N/A CALIFORNIA ST CAS 03/38 FIXED OID 5.125 13063D3S5 155000.000000 PA USD 156866.320000 0.0546024 Long DBT MUN US N 2 2038-03-01 Fixed 5.125 N N N N N N OCP CLO LTD 2014-7A N/A OCP CLO LTD OCP 2014 7A A1RR 144A 67107KAZ9 251634.050000 PA USD 251773.220000 0.0876379 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.79743 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/28 8.875 442722AB0 150000.000000 PA USD 157597.350000 0.0548569 Long DBT CORP US N 2 2028-07-15 Fixed 8.875 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A 46649JAA6 873417.720000 PA USD 867223.350000 0.301865 Long ABS-MBS CORP US N 2 2035-02-15 Floating 6.52648 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 345370DA5 185000.000000 PA USD 153942.480000 0.0535847 Long DBT CORP US N 2 2032-02-12 Fixed 3.25 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 03/33 5.7 29250NBR5 590000.000000 PA USD 613492.710000 0.213546 Long DBT CORP CA N 2 2033-03-08 Fixed 5.7 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 AES CORP/THE SR UNSECURED 06/28 5.45 00130HCH6 60000.000000 PA USD 61037.030000 0.0212459 Long DBT CORP US N 2 2028-06-01 Fixed 5.45 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25 12116LAE9 120000.000000 PA USD 127686.000000 0.0444453 Long DBT CORP US N 2 2031-07-01 Fixed 9.25 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240424 000000000 1.000000 NC -2355.740000 -0.00082 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 158461.000000 USD 5116864.150000 TRY 2024-04-24 -2355.740000 N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 45258LAA5 305000.000000 PA USD 290161.350000 0.101 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 11/28 VAR 06738ECD5 590000.000000 PA USD 630888.820000 0.219601 Long DBT CORP GB N 2 2028-11-02 Floating 7.385 N N N N N N CGI INC 549300WSRCZY73ZG3090 CGI INC SR UNSECURED 09/26 1.45 12532HAC8 400000.000000 PA USD 362999.300000 0.126354 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240119 000000000 1.000000 NC -1497.460000 -0.0005212 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2967052.830000 ZAR 160487.520000 USD 2024-01-19 -1497.460000 N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75 63861CAE9 245000.000000 PA USD 228789.150000 0.0796375 Long DBT CORP US N 2 2031-11-15 Fixed 5.75 N N N N N N N/A N/A SOLD MXN BOUGHT USD 20240419 000000000 1.000000 NC -11.110000 -0.0000039 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 8294.840000 MXN 468.900000 USD 2024-04-19 -11.110000 N N N HERTZ VEHICLE FINANCING LLC 2022-1A N/A HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A 42806MAJ8 2500000.000000 PA USD 2390370.500000 0.832047 Long ABS-O CORP US N 2 2026-06-25 Fixed 1.99 N N N N N N NLT 2023-1 TRUST N/A NMLT TRUST NLT 2023 1 A1 144A 62917MAA1 3800000.000000 PA USD 3389975.820000 1.17999 Long ABS-MBS CORP US N 2 2062-10-25 Variable 3.2 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4 95000JAV0 500000.000000 PA USD 477311.250000 0.166144 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64 N N N N N N CREDIT ACCEP CORP MICH N/A CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625 225310AM3 60000.000000 PA USD 59925.150000 0.0208589 Long DBT CORP US N 2 2026-03-15 Fixed 6.625 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625 35640YAJ6 60000.000000 PA USD 57324.190000 0.0199536 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 PROLOGIS LP SR UNSECURED 04/30 2.25 74340XBM2 60000.000000 PA USD 52487.010000 0.0182698 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 04/34 VAR 606822DC5 465000.000000 PA USD 481963.450000 0.167763 Long DBT CORP JP N 2 2034-04-19 Floating 5.406 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/30 9.75 85205TAR1 300000.000000 PA USD 322867.200000 0.112385 Long DBT CORP US N 2 2030-11-15 Fixed 9.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA NOTES 144A 09/33 6.375 ACI2JSF94 150000.000000 PA 175420.440000 0.0610608 Long DBT NUSS RO N 2 2033-09-18 Fixed 6.375 N N N N N N LEGACY LIFEPOINT HEALTH LLC N/A LEGACY LIFEPOINT HEALTH SR SECURED 144A 02/27 4.375 53219LAS8 120000.000000 PA USD 110918.280000 0.0386087 Long DBT CORP US N 2 2027-02-15 Fixed 4.375 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45 35671DBC8 90000.000000 PA USD 87702.760000 0.0305278 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N GCAT 2023-NQM4 TRUST N/A GCAT GCAT 2023 NQM4 A1 36171FAA1 3200000.000000 PA USD 2945671.360000 1.02534 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.25 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.1 958667AB3 60000.000000 PA USD 58427.230000 0.0203375 Long DBT CORP US N 2 2025-02-01 Variable 3.35 N N N N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC -1573.700000 -0.0005478 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 66000.000000 EUR 71303.810000 USD 2024-01-09 -1573.700000 N N N BENCHMARK MORTGAGE TRUST 2018-B5 N/A BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A3 08160BAC8 1300000.000000 PA USD 1230291.530000 0.428243 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.9436 N N N N N N TRILLIUM CREDIT CARD TRUST II 2023-3A N/A TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A 89621ABT5 1000000.000000 PA USD 1003901.400000 0.349441 Long ABS-MBS CORP CA N 2 2028-08-26 Floating 6.18808 N N N N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 OLYMPUS WTR US HLDG CORP SR SECURED 144A 11/28 9.75 25259KAA8 100000.000000 PA USD 106264.300000 0.0369888 Long DBT CORP US N 2 2028-11-15 Fixed 9.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 03/28 5.15 031162DP2 1000000.000000 PA USD 1024162.700000 0.356493 Long DBT CORP US N 2 2028-03-02 Fixed 5.15 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 03/28 2.3 68389XCD5 700000.000000 PA USD 638253.490000 0.222165 Long DBT CORP US Y 2 2028-03-25 Fixed 2.3 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC N/A AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A 05377RHL1 1200000.000000 PA USD 1226474.400000 0.426914 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.9 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 694308HW0 600000.000000 PA USD 560537.500000 0.195113 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N PAGAYA AI DEBT TRUST 2023-3 N/A PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A 69548BAC3 1301890.750000 PA USD 1317980.300000 0.458766 Long ABS-O CORP US N 2 2030-12-16 Variable 7.96209 N N N 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 187625.170000 PA USD 190175.900000 0.0661969 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 STRYKER CORP SR UNSECURED 06/30 1.95 863667AY7 60000.000000 PA USD 51329.790000 0.017867 Long DBT CORP US N 2 2030-06-15 Fixed 1.95 N N N N N N ICG US CLO 2018-3 LTD N/A ICG US CLO LTD ICG 2018 3A AR 144A 44932BAQ9 1000000.000000 PA USD 998947.430000 0.347716 Long ABS-CBDO CORP KY N 2 2032-01-24 Floating 6.80008 N N N N N N IXIS REAL ESTATE CAPITAL TRUST 2006-HE1 N/A IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A4 45071KDE1 160779.120000 PA USD 83717.910000 0.0291408 Long ABS-MBS CORP US N 2 2036-03-25 Floating 6.07043 N N N N N N SCCU AUTO RECEIVABLES TRUST 2023-1A N/A SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A 805922AE1 2600000.000000 PA USD 2618597.540000 0.911488 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.7 N N N N N N CDW LLC / CDW FINANCE CORP N/A CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 12513GBJ7 255000.000000 PA USD 226488.450000 0.0788367 Long DBT CORP US N 2 2031-12-01 Fixed 3.569 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 WILLIS NORTH AMERICA INC COMPANY GUAR 06/27 4.65 970648AL5 60000.000000 PA USD 59399.960000 0.0206761 Long DBT CORP US N 2 2027-06-15 Fixed 4.65 N N N N N N CARLYLE US CLO 2021-7 LTD N/A CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 7A A1 144A 14316WAA7 1200000.000000 PA USD 1198652.520000 0.41723 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 6.81548 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TRANSDIGM INC 2023 TERM LOAN I 89364MBZ6 1097236.180000 PA USD 1103605.640000 0.384146 Long LON CORP US N 2 2028-08-24 Floating 8.5981 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 WEYERHAEUSER CO SR UNSECURED 03/32 7.375 962166BR4 90000.000000 PA USD 104551.010000 0.0363924 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N GNRT-3A N/A GENERATE CLO LTD. GNRT 3A AR 144A 98625UAU6 1006532.720000 PA USD 1006532.720000 0.350357 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 6.92743 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375 45174HBC0 125000.000000 PA USD 106692.930000 0.037138 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -163.760000 -0.000057 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6147761.000000 HUF 17555.000000 USD 2024-01-04 -163.760000 N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B P2121YAS7 248101.270000 PA USD 248825.730000 0.0866119 Long LON CORP US N 2 2028-10-18 Floating 8.7204 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 EQT CORP SR UNSECURED 02/25 6.125 26884LAH2 60000.000000 PA USD 60304.500000 0.0209909 Long DBT CORP US N 2 2025-02-01 Variable 6.125 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON + CO SR UNSECURED 02/31 1.957 075887CL1 60000.000000 PA USD 50028.510000 0.0174141 Long DBT CORP US N 2 2031-02-11 Fixed 1.957 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -2037.360000 -0.0007092 N/A DFE HU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 61618751.000000 HUF 175557.000000 USD 2024-01-04 -2037.360000 N N N COTY INC 549300BO9IWPF3S48F93 COTY INC SR SECURED 144A 04/26 5 222070AE4 152000.000000 PA USD 149693.710000 0.0521058 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N ARROWMARK COLORADO HOLDINGS 2017-6A N/A ELEVATION CLO LTD AWPT 2017 6A A1 144A 28622PAA1 169533.990000 PA USD 169649.340000 0.059052 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.93548 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 432833AN1 114000.000000 PA USD 99627.310000 0.0346785 Long DBT CORP US N 2 2032-02-15 Fixed 3.625 N N N N N N BENCHMARK MORTGAGE TRUST 2020-B16 N/A BENCHMARK MORTGAGE TRUST BMARK 2020 B16 A5 08161NAF4 1400000.000000 PA USD 1230810.280000 0.428424 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.732 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 CATALENT PHARMA SOLUTION COMPANY GUAR 144A 07/27 5 14879EAE8 60000.000000 PA USD 58031.830000 0.0201999 Long DBT CORP US N 2 2027-07-15 Fixed 5 N N N N N N TIAA CLO IV LTD 2018-1A N/A TIAA CLO LTD TIA 2018 1A A1A 144A 88631YAA5 1800000.000000 PA USD 1798659.320000 0.626082 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.90743 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 05/30 3.49 05971KAF6 365000.000000 PA USD 328428.960000 0.11432 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 03/26 1.5 036752AR4 725000.000000 PA USD 676451.480000 0.235461 Long DBT CORP US N 2 2026-03-15 Fixed 1.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 08/33 VAR 225401AZ1 60000.000000 PA USD 64066.640000 0.0223005 Long DBT CORP CH N 2 2033-08-12 Floating 6.537 N N N N N N STEELE CREEK CLO LTD 2014-1 N/A STEELE CREEK CLO LTD STCR 2014 1RA A 144A 85816WAC8 1802917.470000 PA USD 1805544.750000 0.628479 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.74354 N N N N N N TAPESTRY INC (AKA COACH INC) 549300LJNVY5SW3VTN33 TAPESTRY INC SR UNSECURED 11/30 7.7 876030AE7 350000.000000 PA USD 368730.550000 0.128349 Long DBT CORP US N 2 2030-11-27 Fixed 7.7 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75 91911TAQ6 60000.000000 PA USD 55284.360000 0.0192435 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 GOEASY LTD SR UNSECURED 144A 12/28 9.25 380355AH0 250000.000000 PA USD 267215.000000 0.0930129 Long DBT CORP CA N 2 2028-12-01 Fixed 9.25 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/29 9.25 780153BR2 675000.000000 PA USD 726487.650000 0.252878 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 ALLISON TRANSMISSION INC SR UNSECURED 144A 10/27 4.75 019736AE7 60000.000000 PA USD 58013.560000 0.0201935 Long DBT CORP US N 2 2027-10-01 Fixed 4.75 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 01F052615 -10100000.000000 PA USD -10144187.500000 -3.53102 Short ABS-MBS USGSE US N 2 2054-01-16 Fixed 5.5 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 52.170000 0.0000182 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46347.000000 USD 3874701.890000 INR 2024-03-20 52.170000 N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 SYNCHRONY BANK SR UNSECURED 08/25 5.4 87166FAD5 185000.000000 PA USD 182326.300000 0.0634646 Long DBT CORP US N 2 2025-08-22 Fixed 5.4 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 181.580000 0.0000632 N/A DFE ID N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 28000.000000 USD 433944000.000000 IDR 2024-03-20 181.580000 N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5 87612BBG6 60000.000000 PA USD 59311.030000 0.0206451 Long DBT CORP US N 2 2028-01-15 Fixed 5 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240119 000000000 1.000000 NC -19381.040000 -0.0067462 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 8777224.540000 ZAR 459807.770000 USD 2024-01-19 -19381.040000 N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 90.280000 0.0000314 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 44477.000000 USD 3721724.170000 INR 2024-03-20 90.280000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 B 80287DAD9 500000.000000 PA USD 509461.550000 0.177335 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.98 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -570.150000 -0.0001985 N/A DFE HU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 14243944.000000 HUF 40483.000000 USD 2024-01-04 -570.150000 N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A N/A TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A 89231WAA1 400000.000000 PA USD 404157.120000 0.14068 Long ABS-O CORP US N 2 2036-06-25 Fixed 4.93 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 10/30 3 15135BAW1 400000.000000 PA USD 346921.390000 0.120757 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N ALLEGRO CLO VII LTD 2018-1A N/A ALLEGRO CLO LTD ALLEG 2018 1A A 144A 01750CAA1 2616146.930000 PA USD 2615750.170000 0.910497 Long ABS-CBDO CORP KY N 2 2031-06-13 Floating 6.75548 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -5374.070000 -0.0018706 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 126600742.000000 HUF 359508.000000 USD 2024-01-04 -5374.070000 N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL SR UNSECURED 06/26 3.125 571903AS2 60000.000000 PA USD 57683.010000 0.0200785 Long DBT CORP US N 2 2026-06-15 Fixed 3.125 N N N N N N CREDIT ACCEP CORP MICH N/A CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25 225310AQ4 400000.000000 PA USD 426880.000000 0.14859 Long DBT CORP US N 2 2028-12-15 Fixed 9.25 N N N N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC -1360.250000 -0.0004735 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 136000.000000 EUR 148811.590000 USD 2024-01-09 -1360.250000 N N N SAXON ASSET SECURITIES TRUST 2007-3 N/A SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3 80557BAD6 670936.860000 PA USD 613087.340000 0.213405 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.87043 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 GLOBAL PMTS INC 37961CAJ1 1000000.000000 PA USD 996612.310000 0.346903 Long DBT CORP US N 2 2024-01-18 None 0 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 92328MAC7 475000.000000 PA USD 403107.900000 0.140315 Long DBT CORP US N 2 2033-11-01 Fixed 3.875 N N N N N N N/A N/A VERIZON COMMUNICATIONS INC SNR S* ICE 000000000 1.000000 NC USD 1201.700000 0.0004183 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2028-12-20 473.680000 USD 0.000000 USD 100000.000000 USD 728.020000 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4 36168QAL8 60000.000000 PA USD 55501.060000 0.019319 Long DBT CORP CA N 2 2028-08-01 Fixed 4 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 173.100000 0.0000603 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 109098.420000 USD 9125046.400000 INR 2024-03-20 173.100000 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NEWELL BRANDS INC SR UNSECURED 06/25 4.875 651229BB1 185000.000000 PA USD 182108.560000 0.0633888 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240216 000000000 1.000000 NC -419.640000 -0.0001461 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 165768.360000 CNY 23000.000000 USD 2024-02-16 -419.640000 N N N N/A N/A BOUGHT TWD SOLD USD 20240313 000000000 1.000000 NC 23789.480000 0.0082807 N/A DFE TW N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 770000.000000 USD 23985500.000000 TWD 2024-03-13 23789.480000 N N N N/A N/A 31750N7G5 PIMCO PUT USD VS TWD 31.15 000000000 -1500000.000000 NC USD -50847.000000 -0.017699 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 254900HROIFWPRGM1V77 USD - TWD 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2024-03-11 N/A 31.150000 USD 2024-03-11 XXXX -30807.000000 N N N IQVIA INC 549300PLWY28YB00C717 IQVIA INC SR SECURED 144A 02/29 6.25 46266TAE8 250000.000000 PA USD 261299.250000 0.0909537 Long DBT CORP US N 2 2029-02-01 Fixed 6.25 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 B 80286PAD3 500000.000000 PA USD 511685.700000 0.178109 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.16 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 03027XAX8 575000.000000 PA USD 539396.630000 0.187755 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP SR UNSECURED 04/26 3.4 30161NAU5 305000.000000 PA USD 295440.050000 0.102838 Long DBT CORP US N 2 2026-04-15 Fixed 3.4 N N N N N N J.P. MORGAN MORTGAGE TRUST 2023-DSC2 N/A JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A 46657BAA2 481921.810000 PA USD 473934.680000 0.164968 Long ABS-MBS CORP US N 2 2063-11-25 Variable 5.25 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC 04273LAB1 500000.000000 PA USD 498952.060000 0.173677 Long DBT CORP US N 2 2024-01-11 None 0 N N N N N N TRINITAS CLO VIII LTD N/A TRINITAS CLO LTD TRNTS 2018 8A A 144A 89642RAA5 1985964.840000 PA USD 1987184.380000 0.691704 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.77743 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 07/26 3.25 842587CV7 200000.000000 PA USD 193053.040000 0.0671984 Long DBT CORP US N 2 2026-07-01 Fixed 3.25 N N N N N N AMERIQUEST MTGE SECURITIES INC 2005-R5 N/A AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4 03072SE50 363649.320000 PA USD 358123.340000 0.124657 Long ABS-MBS CORP US N 2 2035-07-25 Floating 6.41543 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 06/25 4.3 49456BAF8 60000.000000 PA USD 59298.440000 0.0206408 Long DBT CORP US N 2 2025-06-01 Fixed 4.3 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 MEXICAN UDIBONOS BONDS 11/28 4 ACI0TJTX9 23952555.000000 PA 1379405.370000 0.480147 Long DBT NUSS MX N 2 2028-11-30 Fixed 4 N N N N N N VERUS SECURITIZATION TRUST 2023-INV3 N/A VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A 92540CAA5 1493550.200000 PA USD 1523087.250000 0.53016 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.876 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 436440AP6 200000.000000 PA USD 181549.880000 0.0631944 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N SYNCHRONY CARD ISSUANCE TRUST 2022-A1 N/A SYNCHRONY CARD ISSUANCE TRUST SYNIT 2022 A1 A 87166PAG6 2700000.000000 PA USD 2641650.300000 0.919513 Long ABS-MBS CORP US N 2 2028-04-15 Fixed 3.37 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 02156LAH4 485000.000000 PA USD 380911.430000 0.132589 Long DBT CORP FR N 2 2029-10-15 Fixed 5.5 N N N N N N VERUS SECURITIZATION TRUST 2020-1 N/A VERUS SECURITIZATION TRUST VERUS 2020 1 A1 144A 92536PAA2 457149.330000 PA USD 438286.160000 0.15256 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.417 N N N N N N NELNET STUDENT LOAN TRUST 2023-AA N/A NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A 64032PAB8 441203.810000 PA USD 447821.340000 0.155879 Long ABS-O CORP US N 2 2041-02-20 Fixed 6.64 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 FORD MOTOR COMPANY SR UNSECURED 12/46 5.291 345370CS7 200000.000000 PA USD 176438.020000 0.061415 Long DBT CORP US N 2 2046-12-08 Fixed 5.291 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-2RA N/A CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 2RA A1 144A 14314LAC9 1009128.930000 PA USD 1008143.160000 0.350917 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 6.69133 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75 958102AM7 147000.000000 PA USD 144311.120000 0.0502322 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 03/32 3.625 404119CK3 300000.000000 PA USD 268373.920000 0.0934163 Long DBT CORP US N 2 2032-03-15 Fixed 3.625 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A N/A ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A 682696AA7 2500000.000000 PA USD 2306238.250000 0.802762 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/27 4.5 404119BU2 935000.000000 PA USD 924538.950000 0.321816 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 07/33 5.55 03027XCD0 100000.000000 PA USD 103536.010000 0.0360391 Long DBT CORP US N 2 2033-07-15 Fixed 5.55 N N N N N N VOC ESCROW LTD N/A VOC ESCROW LTD SR SECURED 144A 02/28 5 91832VAA2 155000.000000 PA USD 148558.840000 0.0517108 Long DBT CORP BM N 2 2028-02-15 Fixed 5 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 439.770000 0.0001531 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 23000.000000 USD 360928880.000000 IDR 2024-03-20 439.770000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/29 VAR 06051GLG2 750000.000000 PA USD 755120.300000 0.262844 Long DBT CORP US N 2 2029-04-25 Floating 5.202 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240103 000000000 1.000000 NC 473.420000 0.0001648 N/A DFE BR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 29000.000000 USD 143170.100000 BRL 2024-01-03 473.420000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/34 VAR 06051GLH0 1150000.000000 PA USD 1153263.870000 0.401431 Long DBT CORP US N 2 2034-04-25 Floating 5.288 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/43 4.375 912810TU2 3441100.000000 PA USD 3513685.700000 1.22305 Long DBT UST US N 2 2043-08-15 Fixed 4.375 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/28 4.3 126650CX6 630000.000000 PA USD 619710.490000 0.215711 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 44.240000 0.0000154 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14000.000000 USD 216255200.000000 IDR 2024-03-20 44.240000 N N N CSMC TRUST 2019-RPL1 N/A CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL1 A1A 144A 12596MAB2 807962.730000 PA USD 786947.380000 0.273923 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.65 N N N N N N PAGAYA AI DEBT TRUST 2023-7 N/A PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A 69548RAA2 700000.000000 PA USD 702342.060000 0.244473 Long ABS-O CORP US N 2 2031-07-15 Fixed 7.228 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240216 000000000 1.000000 NC -213.560000 -0.0000743 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 79371.600000 CNY 11000.000000 USD 2024-02-16 -213.560000 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 09/30 2.25 337932AP2 90000.000000 PA USD 75906.720000 0.0264218 Long DBT CORP US N 2 2030-09-01 Fixed 2.25 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM COR SR UNSECURED 03/26 5.55 674599DC6 245000.000000 PA USD 246924.480000 0.0859501 Long DBT CORP US N 2 2026-03-15 Fixed 5.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/26 3.125 61761J3R8 250000.000000 PA USD 239463.820000 0.0833532 Long DBT CORP US N 2 2026-07-27 Fixed 3.125 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240216 000000000 1.000000 NC -1037.870000 -0.0003613 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2236972.500000 CNY 315000.000000 USD 2024-02-16 -1037.870000 N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 44409MAD8 300000.000000 PA USD 265512.870000 0.0924204 Long DBT CORP US N 2 2028-02-15 Fixed 5.95 N N N N N N TRESTLES CLO II LTD N/A TRESTLES CLO LTD TREST 2018 2A A1 144A 89531MAA0 955732.120000 PA USD 956800.010000 0.333045 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 6.72983 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 30161MAS2 120000.000000 PA USD 116666.430000 0.0406096 Long DBT CORP US N 2 2025-06-01 Fixed 3.25 N N N N N N N/A N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH 000000000 1.000000 NC -12499.730000 -0.0043509 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2033-09-20 30921.610000 JPY 0.000000 JPY 360000000.000000 JPY -43421.340000 N N N CROSS 2023-H1 MORTGAGE TRUST N/A CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A 22758CAA9 471328.370000 PA USD 476171.650000 0.165747 Long ABS-MBS CORP US N 2 2068-03-25 Fixed 6.615 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240108 000000000 1.000000 NC -3.270000 -0.0000011 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 10384.000000 USD 307443.350000 TRY 2024-01-08 -3.270000 N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 CALPINE CORP SR SECURED 144A 02/28 4.5 131347CM6 300000.000000 PA USD 285532.410000 0.0993889 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N N/A N/A IRS EUR 2.75000 03/20/24-30Y LCH 000000000 1.000000 NC -104020.810000 -0.0362078 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2054-03-20 0.000000 EUR -58521.690000 EUR 1000000.000000 EUR -45499.120000 N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875 268317AV6 100000.000000 PA USD 92646.800000 0.0322487 Long DBT CORP FR N 2 2038-09-21 Fixed 4.875 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 PENNYMAC FIN SVCS INC COMPANY GUAR 144A 12/29 7.875 70932MAD9 350000.000000 PA USD 360780.700000 0.125582 Long DBT CORP US N 2 2029-12-15 Fixed 7.875 N N N N N N N/A N/A SOLD CZK BOUGHT USD 20240320 000000000 1.000000 NC -261.440000 -0.000091 N/A DFE CZ N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1009355.220000 CZK 44780.920000 USD 2024-03-20 -261.440000 N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -1755.320000 -0.000611 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 71363554.000000 HUF 203925.000000 USD 2024-01-04 -1755.320000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC SR UNSECURED 03/34 VAR 639057AH1 300000.000000 PA USD 315299.060000 0.10975 Long DBT CORP GB N 2 2034-03-02 Floating 6.016 N N N N N N DISH DBS CORPORATION N/A DISH DBS CORP SR SECURED 144A 12/28 5.75 25470XBF1 525000.000000 PA USD 419724.380000 0.146099 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375 212015AS0 60000.000000 PA USD 58141.410000 0.020238 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N HEICO CORPORATION 529900O1DTDLCJ7L0I14 HEICO CORP COMPANY GUAR 08/28 5.25 422806AA7 250000.000000 PA USD 255424.940000 0.088909 Long DBT CORP US N 2 2028-08-01 Fixed 5.25 N N N N N N CRB SECURITIZATION TRUST 2023-1 N/A CRB SECURITIZATION TRUST CRB 2023 1 A 144A 12670DAA3 500247.190000 PA USD 506256.360000 0.176219 Long ABS-O CORP US N 2 2033-10-20 Fixed 6.96 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC N/A RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A 76089RAA2 1184846.360000 PA USD 1192467.770000 0.415077 Long ABS-O CORP US N 2 2032-01-26 Fixed 7.13 N N N N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC -2913.260000 -0.0010141 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 470000.000000 EUR 516062.960000 USD 2024-01-09 -2913.260000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8 ACI0725J7 22750000.000000 PA 1144644.940000 0.398431 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N TIAA CLO III LTD 2017-2A N/A TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A 87272HAA8 891330.950000 PA USD 891604.080000 0.310352 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 6.80548 N N N N N N J.P. MORGAN MORTGAGE TRUST 2023-DSC1 N/A JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A 46656NAA7 1888387.400000 PA USD 1783448.770000 0.620788 Long ABS-MBS CORP US N 2 2063-07-25 Variable 4.625 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 VMWARE LLC SR UNSECURED 08/31 2.2 928563AL9 400000.000000 PA USD 331667.580000 0.115448 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 02/31 3.625 097023DC6 200000.000000 PA USD 185854.950000 0.0646929 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR 80281LAG0 600000.000000 PA USD 564325.730000 0.196432 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N LCM XVII LP 17A N/A LCM LTD PARTNERSHIP LCM 17A A1AR 144A 50190AAK8 1000000.000000 PA USD 998952.610000 0.347718 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.78548 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2023-2 N/A CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A 17295FAD6 1000000.000000 PA USD 1014801.200000 0.353235 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.83 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC SR UNSECURED 144A 11/36 3.187 11135FBQ3 395000.000000 PA USD 320308.020000 0.111494 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 785592AX4 600000.000000 PA USD 586619.110000 0.204192 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 418751AE3 60000.000000 PA USD 56429.650000 0.0196422 Long DBT CORP US N 2 2026-06-15 Fixed 3.375 N N N N N N PAGAYA AI DEBT TRUST 2023-6 N/A PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A 69547UAA6 570665.970000 PA USD 571955.100000 0.199088 Long ABS-O CORP US N 2 2031-06-16 Fixed 7.128 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T MOBILE USA INC COMPANY GUAR 04/30 3.875 87264ABF1 500000.000000 PA USD 474280.900000 0.165089 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N NIELSEN (NEPTUNE BIDCO US INC) 549300VG15T3VCYZ4531 NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29 640695AA0 185000.000000 PA USD 172663.770000 0.0601013 Long DBT CORP US N 2 2029-04-15 Fixed 9.29 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A N/A EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B 30166TAD5 1000000.000000 PA USD 1007403.800000 0.35066 Long ABS-O CORP US N 2 2027-10-15 Fixed 6.31 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 SHERWIN WILLIAMS CO SR UNSECURED 06/27 3.45 824348AW6 60000.000000 PA USD 57968.370000 0.0201778 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240320 000000000 1.000000 NC -552.900000 -0.0001925 N/A DFE TW N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 831821.000000 TWD 27000.000000 USD 2024-03-20 -552.900000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 01F060618 -5600000.000000 PA USD -5686625.000000 -1.97942 Short ABS-MBS USGSE US N 2 2054-01-16 Fixed 6 N N N N N N N/A N/A SOLD PEN BOUGHT USD 20240122 000000000 1.000000 NC -267.590000 -0.0000931 N/A DFE PE N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 156334.530000 PEN 41969.000000 USD 2024-01-22 -267.590000 N N N COGENT COMMUNICATIONS GROUP INC 549300KFWFYF8Q1U0Y26 COGENT COMMUNICATIONS GR COMPANY GUAR 144A 06/27 7 19240CAE3 90000.000000 PA USD 90534.150000 0.0315134 Long DBT CORP US N 2 2027-06-15 Fixed 7 N N N N N N PRPM 2023-NQM3 TRUST N/A PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A 69380TAA9 2100000.000000 PA USD 2110823.610000 0.734741 Long ABS-MBS CORP US N 2 2068-11-25 Fixed 6.221 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 345000.000000 PA USD 336003.570000 0.116957 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-1A N/A HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A 42806MBS7 500000.000000 PA USD 502313.900000 0.174847 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 18539UAD7 185000.000000 PA USD 163165.500000 0.0567951 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N AIMCO CLO SERIES 2018-B N/A AIMCO AIMCO 2018 BA AR 144A 00900PAL9 2400000.000000 PA USD 2400092.590000 0.83543 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.75548 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 418751AL7 450000.000000 PA USD 469167.300000 0.163309 Long DBT CORP US N 2 2027-06-15 Fixed 8 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2021-P1 N/A CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 A4 14687BAH9 2500000.000000 PA USD 2393542.250000 0.833151 Long ABS-O CORP US N 2 2027-01-11 Fixed 0.86 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 SEAGATE HDD CAYMAN COMPANY GUAR 144A 12/29 8.25 81180WBH3 60000.000000 PA USD 64755.720000 0.0225403 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -792.000000 -0.0002757 N/A DFE HU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 25256511.000000 HUF 72001.000000 USD 2024-01-04 -792.000000 N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 CROWN CASTLE INC SR UNSECURED 07/26 1.05 22822VAV3 475000.000000 PA USD 428813.920000 0.149263 Long DBT CORP US N 2 2026-07-15 Fixed 1.05 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA SUBORDINATED 144A 04/34 VAR 904678AQ2 90000.000000 PA USD 92643.000000 0.0322474 Long DBT CORP IT N 2 2034-04-02 Floating 7.296 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 12/45 6.125 29273RBJ7 335000.000000 PA USD 338158.670000 0.117707 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 04/28 1.25 91282CGW5 17749097.240000 PA USD 17292660.210000 6.01927 Long DBT UST US N 2 2028-04-15 Fixed 1.25 N N N N N N MARVELL TECHNOLOGY INC N/A MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75 573874AP9 300000.000000 PA USD 310167.520000 0.107964 Long DBT CORP US N 2 2029-02-15 Fixed 5.75 N N N N N N COLT 2022-7 MORTGAGE LOAN TRUST N/A COLT FUNDING LLC COLT 2022 7 A1 144A 12663GAA5 808892.450000 PA USD 789943.500000 0.274966 Long ABS-MBS CORP US N 2 2067-04-25 Variable 5.162 N N N N N N N/A N/A BOMBARDIER INC SNR S* ICE 000000000 1.000000 NC USD 6621.130000 0.0023047 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOMBARDIER INC BOMBARDIER INC SR UNSEC REGS Y Single Leg Swap 2028-06-20 4451.690000 USD 0.000000 USD 100000.000000 USD 2169.440000 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15 21036PBE7 450000.000000 PA USD 418571.610000 0.145698 Long DBT CORP US N 2 2029-08-01 Fixed 3.15 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 290000.000000 PA USD 261278.260000 0.0909464 Long DBT CORP US N 2 2028-10-01 Fixed 4.25 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 WESTERN DIGITAL CORP SR SECURED 02/29 2.85 958102AQ8 219000.000000 PA USD 188765.080000 0.0657058 Long DBT CORP US N 2 2029-02-01 Fixed 2.85 N N N N N N ATLAS (RAND PARENT LLC) N/A RAND PARENT LLC SR SECURED 144A 02/30 8.5 753272AA1 60000.000000 PA USD 57445.840000 0.0199959 Long DBT CORP US N 2 2030-02-15 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL QH2745 FR 10/53 FIXED 6 3133CFBN8 179228.020000 PA USD 183289.490000 0.0637999 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 737446AR5 215000.000000 PA USD 192967.080000 0.0671685 Long DBT CORP US N 2 2031-09-15 Fixed 4.5 N N N N N N CIM TRUST 2023-I2 N/A CIM TRUST CIM 2023 I2 A1 144A 12570HAA5 465792.550000 PA USD 470337.990000 0.163716 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 6.639 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 023765AA8 155135.000000 PA USD 141463.980000 0.0492412 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N RAISING CANES RESTAURANTS LLC 254900V6ADXFWHYOED66 RAISING CANE S RESTAURAN SR UNSECURED 144A 05/29 9.375 75103AAA3 400000.000000 PA USD 427373.600000 0.148761 Long DBT CORP US N 2 2029-05-01 Fixed 9.375 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC SR UNSECURED 144A 05/37 4.926 11135FBV2 520000.000000 PA USD 503561.560000 0.175281 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-2A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A 26829HAA4 1120818.090000 PA USD 1118409.230000 0.389299 Long ABS-O CORP US N 2 2069-11-25 Floating 6.60191 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 ZF NA CAPITAL COMPANY GUAR 144A 04/30 7.125 98877DAE5 90000.000000 PA USD 96026.310000 0.0334251 Long DBT CORP US N 2 2030-04-14 Fixed 7.125 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2 N/A SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A 81378GAA6 941981.650000 PA USD 887706.550000 0.308995 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.73043 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 RTX CORP SR UNSECURED 03/27 3.5 75513ECH2 60000.000000 PA USD 57841.850000 0.0201337 Long DBT CORP US N 2 2027-03-15 Fixed 3.5 N N N N N N N/A N/A CDX HY41 5Y ICE 000000000 1.000000 NC USD 2108253.960000 0.733847 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.41 Y Single Leg Swap 2028-12-20 1371231.280000 USD 0.000000 USD 35046000.000000 USD 737022.680000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR 46647PDR4 1650000.000000 PA USD 1674470.090000 0.582854 Long DBT CORP US N 2 2034-06-01 Floating 5.35 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA INC COMPANY GUAR 144A 05/27 5 46266TAA6 280000.000000 PA USD 274979.630000 0.0957156 Long DBT CORP US N 2 2027-05-15 Fixed 5 N N N N N N N/A N/A SOLD PEN BOUGHT USD 20240320 000000000 1.000000 NC -18.370000 -0.0000064 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4545.910000 PEN 1207.540000 USD 2024-03-20 -18.370000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 01F060618 5600000.000000 PA USD 5686625.000000 1.97942 Long ABS-MBS USGSE US N 2 2054-01-16 Fixed 6 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 09/27 VAR 06738ECJ2 300000.000000 PA USD 308535.650000 0.107396 Long DBT CORP GB N 2 2027-09-13 Floating 6.496 N 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 229166.670000 PA USD 227682.010000 0.0792522 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 02377BAB2 322353.130000 PA USD 302046.660000 0.105137 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 90932LAH0 300000.000000 PA USD 280884.120000 0.0977709 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N N/A N/A IRS EUR 3.00000 03/20/24-10Y LCH 000000000 1.000000 NC 125758.650000 0.0437744 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-03-20 64539.840000 EUR 0.000000 EUR 2400000.000000 EUR 61218.810000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -9222.520000 -0.0032102 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5695495.580000 MXN 324689.880000 USD 2024-01-31 -9222.520000 N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 BACARDI MARTINI B V 05634EAP7 1000000.000000 PA USD 995929.010000 0.346666 Long DBT CORP US N 2 2024-01-23 None 0 N N N N N N TOWD POINT MORTGAGE TRUST 2017-3 N/A TOWD POINT MORTGAGE TRUST TPMT 2017 3 A1 144A 89169DAA9 544235.980000 PA USD 535267.080000 0.186317 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.75 N N N N N N N/A N/A FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 000000000 1.000000 NC USD 26002.060000 0.0090509 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2028-06-20 21310.140000 USD 0.000000 USD 200000.000000 USD 4691.920000 N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25 65342QAM4 650000.000000 PA USD 680895.800000 0.237008 Long DBT CORP US N 2 2029-01-15 Fixed 7.25 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875 78410GAD6 395000.000000 PA USD 379596.500000 0.132131 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N PAGAYA AI DEBT TRUST 2022-3 N/A PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A 69547MAD8 1797323.600000 PA USD 1802559.200000 0.62744 Long ABS-O CORP US N 2 2030-03-15 Variable 6.66405 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-2A LLC N/A AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A A 144A 05377RGJ7 500000.000000 PA USD 501244.150000 0.174474 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.2 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -3305.620000 -0.0011506 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 77285630.000000 HUF 219443.000000 USD 2024-01-04 -3305.620000 N N N OBX 2023-NQM6 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A 67117VAA8 468620.290000 PA USD 473349.750000 0.164765 Long ABS-MBS CORP US N 2 2063-07-25 Variable 6.52 N N N N N N AECOM (AKA: AECOM TECHNOLOGY CORP) 0EEB8GF0W0NPCIHZX097 AECOM COMPANY GUAR 03/27 5.125 00774CAB3 60000.000000 PA USD 59605.430000 0.0207476 Long DBT CORP US N 2 2027-03-15 Fixed 5.125 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US FOODS INC COMPANY GUAR 144A 02/29 4.75 90290MAD3 215000.000000 PA USD 204358.400000 0.0711336 Long DBT CORP US N 2 2029-02-15 Fixed 4.75 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 BHP BILLITON FIN USA LTD COMPANY GUAR 02/28 4.75 055451AZ1 60000.000000 PA USD 60661.290000 0.0211151 Long DBT CORP AU N 2 2028-02-28 Fixed 4.75 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 WELLTOWER OP LLC COMPANY GUAR 06/25 4 42217KBF2 185000.000000 PA USD 181846.750000 0.0632977 Long DBT CORP US N 2 2025-06-01 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR 38141GA46 300000.000000 PA USD 318529.080000 0.110874 Long DBT CORP US N 2 2029-10-24 Floating 6.484 N N N N N N AVON FINANCE 4A N/A AVON FINANCE AVON 4A A 144A ACI2JTXR2 1000000.000000 PA 1271954.260000 0.442745 Long ABS-MBS CORP GB N 2 2049-12-28 Floating 6.08955 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 80287DAC1 600000.000000 PA USD 611333.220000 0.212795 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.93 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 VMED O2 UK FINAN SR SECURED 144A 01/31 4.25 92858RAA8 305000.000000 PA USD 266716.280000 0.0928393 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR 46647PDW3 500000.000000 PA USD 514553.690000 0.179107 Long DBT CORP US N 2 2027-10-22 Floating 6.07 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240322 000000000 1.000000 NC -2307.160000 -0.0008031 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 219921.000000 USD 6905959.240000 TRY 2024-03-22 -2307.160000 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 694308KP1 250000.000000 PA USD 274929.290000 0.0956981 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N MFA 2023-NQM4 TRUST N/A MFRA TRUST MFRA 2023 NQM4 A1 144A 55286LAA0 2700000.000000 PA USD 2716334.460000 0.945509 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.105 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-5 N/A AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 02660KAA0 502547.430000 PA USD 141594.600000 0.0492866 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.9318 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875 82967NBM9 155000.000000 PA USD 132793.350000 0.0462231 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 09/29 VAR 06051GLS6 500000.000000 PA USD 516447.210000 0.179766 Long DBT CORP US N 2 2029-09-15 Floating 5.819 N N N N N N N/A N/A CDX HY40 5Y ICE 000000000 1.000000 NC USD 18750.730000 0.0065268 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.40 Y Single Leg Swap 2028-06-20 9688.050000 USD 0.000000 USD 297000.000000 USD 9062.680000 N N N N/A N/A BOUGHT TRY SOLD USD 20240112 000000000 1.000000 NC -76.760000 -0.0000267 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 149775.660000 USD 4449849.840000 TRY 2024-01-12 -76.760000 N N N PAGAYA AI DEBT TRUST 2022-6 N/A PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A3 144A 69546NAF2 1000000.000000 PA USD 1001563.450000 0.348627 Long ABS-O CORP US N 3 2030-05-15 Fixed 7.656 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 138616AM9 250000.000000 PA USD 256478.480000 0.0892757 Long DBT CORP US N 2 2028-12-12 Fixed 7.2 N N N N N N N/A N/A SOLD PEN BOUGHT USD 20240122 000000000 1.000000 NC -1592.690000 -0.0005544 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2352171.910000 PEN 633889.000000 USD 2024-01-22 -1592.690000 N N N OPEN TRUST 2023-AIR N/A OPEN TRUST OPEN 2023 AIR A 144A 68373BAA9 691265.680000 PA USD 694783.600000 0.241842 Long ABS-MBS CORP US N 2 2028-10-15 Floating 8.4509 N N N N N N N/A N/A VERIZON COMMUNICATIONS INC SNR S* ICE 000000000 1.000000 NC USD 2511.730000 0.0008743 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2028-06-20 1230.240000 USD 0.000000 USD 200000.000000 USD 1281.490000 N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE SR UNSECURED 04/30 3.2 931427AS7 300000.000000 PA USD 264214.700000 0.0919685 Long DBT CORP US N 2 2030-04-15 Fixed 3.2 N N N N N N TESLA ELECTRIC VEHICLE TRUST 2023-1 N/A TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A 881943AD6 3000000.000000 PA USD 3029309.400000 1.05445 Long ABS-O CORP US N 2 2028-06-20 Fixed 5.38 N N N N N N PETSMART INC / PETSMART FINANCE CORP N/A PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75 71677KAA6 450000.000000 PA USD 424585.890000 0.147791 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375 44963BAD0 200000.000000 PA USD 196509.640000 0.0684016 Long DBT CORP DE N 2 2029-05-15 Fixed 6.375 N N Y N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C 80286PAE1 500000.000000 PA USD 513181.800000 0.17863 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.43 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 161175BY9 610000.000000 PA USD 380703.650000 0.132516 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C52 A5 95002MAX7 1400000.000000 PA USD 1248735.180000 0.434663 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.892 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240209 000000000 1.000000 NC -733.920000 -0.0002555 N/A DFE CN N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 253029.350000 CNY 35000.000000 USD 2024-02-09 -733.920000 N N N VERUS SECURITIZATION TRUST 2023-7 N/A VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A 92539YAA0 982336.240000 PA USD 1001952.910000 0.348762 Long ABS-MBS CORP US N 2 2068-10-25 Fixed 7.07 N N N N N N N/A N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319 000000000 64.000000 NC USD 122277.970000 0.0425628 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-03-19 7214499.970000 USD 122277.970000 N N N CARVANA AUTO RECEIVABLES TRUST 2023-P5 N/A CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A 14687RAC5 1500000.000000 PA USD 1517921.100000 0.528362 Long ABS-O CORP US N 2 2029-01-10 Fixed 5.62 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 361841AL3 130000.000000 PA USD 129329.550000 0.0450174 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N N/A N/A IRS CZK 4.27000 08/01/23-5Y CME 000000000 1.000000 NC 22011.630000 0.0076619 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2028-08-01 3624.530000 CZK 0.000000 CZK 30400000.000000 CZK 18387.100000 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 161175CG7 350000.000000 PA USD 220585.310000 0.0767819 Long DBT CORP US N 2 2062-06-30 Fixed 3.95 N N N N N N ENTERPRISE FLEET FINANCING LLC 2023-1 N/A ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A 29375CAC3 574000.000000 PA USD 580036.700000 0.201901 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.42 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/28 3.625 91282CHE4 5040000.000000 PA USD 4987335.930000 1.73601 Long DBT UST US N 2 2028-05-31 Fixed 3.625 N N N N N N AREIT TRUST 2023-CRE8 N/A AREIT CRE TRUST AREIT 2023 CRE8 A 144A 04002BAA3 500000.000000 PA USD 500571.630000 0.17424 Long ABS-MBS CORP BM N 2 2028-02-17 Floating 7.47005 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 01F052615 10100000.000000 PA USD 10144187.500000 3.53102 Long ABS-MBS USGSE US N 2 2054-01-16 Fixed 5.5 N N N N N N RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC N/A RESORTS WORLD/RWLV CAP COMPANY GUAR 144A 04/29 4.625 76120HAA5 200000.000000 PA USD 174537.000000 0.0607533 Long DBT CORP US N 2 2029-04-16 Fixed 4.625 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240102 000000000 1.000000 NC 76.730000 0.0000267 N/A DFE TR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39999.620000 USD 1181000.000000 TRY 2024-01-02 76.730000 N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 ACI2M7S84 434000000.000000 PA 1250231.830000 0.435184 Long DBT MUN HU N 2 2024-01-04 None 0 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240229 000000000 1.000000 NC -4705.750000 -0.001638 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2745687.000000 TWD 86007.000000 USD 2024-02-29 -4705.750000 N N N CIFC FUNDING LTD 2017-1A N/A CIFC FUNDING LTD CIFC 2017 1A AR 144A 12551AAL9 433919.720000 PA USD 433546.580000 0.15091 Long ABS-CBDO CORP KY N 2 2029-04-23 Floating 6.68354 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 01F060626 52190000.000000 PA USD 52995275.000000 18.4467 Long ABS-MBS USGSE US N 2 2054-02-13 Fixed 6 N N N N N N COTY INC 549300BO9IWPF3S48F93 COTY INC SR SECURED 144A 09/28 5.75 ACI2JSKX5 200000.000000 PA 233104.370000 0.0811396 Long DBT CORP US N 2 2028-09-15 Fixed 5.75 N N N N N N TELECOM ITALIA SPA (AKA: TIM SPA) 549300W384M3RI3VXU42 TELECOM ITALIA SPA SR UNSECURED REGS 07/28 7.875 ACI2HCMW2 250000.000000 PA 307367.320000 0.106989 Long DBT CORP IT N 2 2028-07-31 Fixed 7.875 N N N N N N STRUCTURED ASSET SEC CORP 2005-WF1 N/A STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1 86359BV73 41734.890000 PA USD 42061.320000 0.0146408 Long ABS-MBS CORP US N 2 2035-02-25 Floating 6.13043 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240122 000000000 1.000000 NC -57.850000 -0.0000201 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 950000.000000 ZAR 51793.910000 USD 2024-01-22 -57.850000 N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5 26885BAK6 172000.000000 PA USD 162649.430000 0.0566154 Long DBT CORP US N 2 2029-01-15 Fixed 4.5 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C 80287DAE7 500000.000000 PA USD 514044.250000 0.17893 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.4 N N N N N N AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST N/A AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 00908PAA5 164424.000000 PA USD 147906.560000 0.0514837 Long DBT CORP CA N 2 2031-07-15 Fixed 3.3 N N N N N N N/A N/A IRS AUD 4.75000 12/20/28-5Y LCH 000000000 1.000000 NC 37857.440000 0.0131775 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2033-12-20 0.000000 AUD -47609.960000 AUD 5600000.000000 AUD 85467.400000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65 37940XAA0 90000.000000 PA USD 87267.650000 0.0303764 Long DBT CORP US N 2 2025-02-15 Fixed 2.65 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375 81728UAA2 245000.000000 PA USD 227854.290000 0.0793121 Long DBT CORP US N 2 2030-02-15 Fixed 4.375 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 77.350000 0.0000269 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 45455.000000 USD 3802315.300000 INR 2024-03-20 77.350000 N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR 28504KAA5 120000.000000 PA USD 134269.440000 0.0467369 Long DBT CORP FR N 2 2033-03-15 Floating 9.125 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TRANSDIGM INC SR SECURED 144A 12/31 7.125 893647BT3 200000.000000 PA USD 209833.000000 0.0730392 Long DBT CORP US N 2 2031-12-01 Fixed 7.125 N N N N N N SMRT 2022-MINI N/A SMRT SMRT 2022 MINI A 144A 78457JAA0 1500000.000000 PA USD 1469796.450000 0.511611 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.362 N N N N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 8400000.000000 PA USD 8400000.000000 2.92389 Long RA US N 2 Repurchase N 5.420000 2024-01-02 8867000.000000 USD 8470236.420000 USD UST N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A ORGANON + CO/ORG SR SECURED 144A 04/28 4.125 68622TAA9 510000.000000 PA USD 469909.870000 0.163568 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N N/A N/A AT&T INC SNR S* ICE 000000000 1.000000 NC USD 5252.140000 0.0018282 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 2747.650000 USD 0.000000 USD 500000.000000 USD 2504.490000 N N N CARVANA AUTO RECEIVABLES TRUST 2023-P4 N/A CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A2 144A 14687NAB6 2500000.000000 PA USD 2509610.500000 0.873552 Long ABS-O CORP US N 2 2027-01-11 Fixed 6.23 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR 95000U3E1 1200000.000000 PA USD 1225994.560000 0.426747 Long DBT CORP US N 2 2029-07-25 Floating 5.574 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2 78081BAH6 155000.000000 PA USD 144696.160000 0.0503662 Long DBT CORP GB N 2 2025-09-02 Fixed 1.2 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 FIDELITY NATL INFORMATION SVCS 31621YA58 1000000.000000 PA USD 998945.140000 0.347716 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N CROWN CORK & SEAL COMPANY INC 7HLDMDH0ZXNUH6PT7Z42 CROWN CORK + SEAL CO INC COMPANY GUAR 12/26 7.375 228255AH8 60000.000000 PA USD 63059.700000 0.02195 Long DBT CORP US N 2 2026-12-15 Fixed 7.375 N N N N N N STAGWELL (MIDAS OPCO HOLDINGS LLC) 984500904E015Z0C1F82 MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625 59565JAA9 90000.000000 PA USD 82883.930000 0.0288505 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N ING INVESTMENT MANAGEMENT CLO LTD 2012-4A N/A VOYA CLO LTD INGIM 2012 4A A1R3 144A 92916GBE3 405240.010000 PA USD 404418.920000 0.140771 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.65548 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 ENTERGY LOUISIANA LLC COLLATERAL T 03/33 4 29364WBA5 495000.000000 PA USD 461715.160000 0.160715 Long DBT CORP US N 2 2033-03-15 Fixed 4 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875 852060AD4 600000.000000 PA USD 650529.600000 0.226438 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CRP / CAYMN FI COMPANY GUAR 01/28 3.5 11134LAR0 100000.000000 PA USD 95975.920000 0.0334076 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/29 VAR 61747YFD2 218000.000000 PA USD 219375.020000 0.0763606 Long DBT CORP US N 2 2029-04-20 Floating 5.164 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 803014AB5 300000.000000 PA USD 318418.000000 0.110836 Long DBT CORP AU N 2 2033-09-19 Fixed 6.875 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 44107TAZ9 100000.000000 PA USD 89293.370000 0.0310815 Long DBT CORP US N 2 2030-09-15 Fixed 3.5 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -98.320000 -0.0000342 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 238659.450000 USD 3673398523.000000 IDR 2024-03-20 -98.320000 N N N N/A N/A BOUGHT HUF SOLD USD 20240104 000000000 1.000000 NC -2208.430000 -0.0007687 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 407782.820000 USD 140719490.000000 HUF 2024-01-04 -2208.430000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 507.140000 0.0001765 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21000.000000 USD 331170000.000000 IDR 2024-03-20 507.140000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -12271.220000 -0.0042714 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7731000.000000 MXN 440977.620000 USD 2024-01-31 -12271.220000 N N N ANGEL OAK MORTGAGE TRUST 2023-7 N/A ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A 03466DAA0 2450000.000000 PA USD 2384473.530000 0.829994 Long ABS-MBS CORP US N 2 2067-11-25 Fixed 4.8 N N N N N N TOWD POINT MORTGAGE TRUST 2017-2 N/A TOWD POINT MORTGAGE TRUST TPMT 2017 2 M1 144A 89173HAC0 1500000.000000 PA USD 1441618.200000 0.501802 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.75 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 06/28 VAR 404280DF3 1000000.000000 PA USD 985913.790000 0.34318 Long DBT CORP GB N 2 2028-06-09 Floating 4.755 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 SYSCO CORPORATION COMPANY GUAR 07/26 3.3 871829BC0 60000.000000 PA USD 57948.990000 0.020171 Long DBT CORP US N 2 2026-07-15 Fixed 3.3 N N N N N N PRKCM 2023-AFC4 TRUST N/A PRKCM TRUST PRKCM 2023 AFC4 A1 144A 69380GAA7 982712.230000 PA USD 1009113.780000 0.351255 Long ABS-MBS CORP US N 2 2058-11-25 Fixed 7.225 N N N N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC -28500.450000 -0.0099205 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2645000.000000 EUR 2892121.030000 USD 2024-01-09 -28500.450000 N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A N/A SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A4 144A 78398AAE3 500000.000000 PA USD 507472.850000 0.176643 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.47 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 60.970000 0.0000212 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 54166.000000 USD 4528385.930000 INR 2024-03-20 60.970000 N N N NETFLIX INC 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 11/26 4.375 64110LAN6 465000.000000 PA USD 463089.730000 0.161193 Long DBT CORP US N 2 2026-11-15 Fixed 4.375 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/28 VAR 06051GGL7 500000.000000 PA USD 477791.440000 0.166311 Long DBT CORP US N 2 2028-04-24 Floating 3.705 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 694308JM0 365000.000000 PA USD 347958.880000 0.121118 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N WSTN TRUST 2023-MAUI N/A WSTN TRUST WSTN 2023 MAUI A 144A 92943AAA2 400000.000000 PA USD 407978.240000 0.14201 Long ABS-MBS CORP US N 2 2037-07-05 Fixed 6.57652 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6 87470LAJ0 545000.000000 PA USD 507410.040000 0.176621 Long DBT CORP US N 2 2030-12-31 Fixed 6 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 02005NBJ8 300000.000000 PA USD 300519.650000 0.104606 Long DBT CORP US N 2 2025-05-01 Fixed 5.8 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9 517834AF4 1050000.000000 PA USD 968789.750000 0.337219 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/28 1.65 00206RKG6 1030000.000000 PA USD 917507.500000 0.319368 Long DBT CORP US N 2 2028-02-01 Fixed 1.65 N N N N N N AMMC CLO XII LTD 2013-12A N/A AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A 00176CAW1 1340543.000000 PA USD 1338204.020000 0.465806 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 6.58069 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75 70932MAC1 155000.000000 PA USD 143678.230000 0.0500119 Long DBT CORP US N 2 2031-09-15 Fixed 5.75 N N N N N N CALIFORNIA STATE UNIVERSITY N/A CALIFORNIA ST UNIV REVENUE CASHGR 11/51 FIXED 2.975 13077DKU5 215000.000000 PA USD 153445.840000 0.0534118 Long DBT MUN US N 2 2051-11-01 Fixed 2.975 N N N N N N N/A N/A CDX EM40 ICE 000000000 1.000000 NC USD -14290.590000 -0.0049743 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.40 Y Single Leg Swap 2028-12-20 0.000000 USD -23803.740000 USD 500000.000000 USD 9513.150000 N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3 22788CAA3 60000.000000 PA USD 54289.900000 0.0188974 Long DBT CORP US N 2 2029-02-15 Fixed 3 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 909318AA5 531683.870000 PA USD 485383.240000 0.168954 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N SYMPHONY CLO 37 LTD N/A SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A 87169VAS4 1000000.000000 PA USD 999838.530000 0.348026 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 7.1589 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 82967NBA5 100000.000000 PA USD 96661.860000 0.0336463 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65 101137BA4 60000.000000 PA USD 53600.760000 0.0186575 Long DBT CORP US N 2 2030-06-01 Fixed 2.65 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35 11271LAE2 90000.000000 PA USD 86876.720000 0.0302403 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240209 000000000 1.000000 NC -75.510000 -0.0000263 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 705384.470000 CNY 99542.000000 USD 2024-02-09 -75.510000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/29 3.2 00287YBX6 1000000.000000 PA USD 935255.370000 0.325546 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N WORLDPAY (GTCR W-2 MERGER SUB LLC) 254900HJTH4LRJB6QF88 GTCR W 2 MERGER SUB LLC SR SECURED 144A 01/31 7.5 36268NAA8 600000.000000 PA USD 634423.390000 0.220832 Long DBT CORP US N 2 2031-01-15 Fixed 7.5 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 ROGERS COMMUNICATIONS IN COMPANY GUAR 03/25 2.95 775109CF6 60000.000000 PA USD 58250.600000 0.020276 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 11043XAA1 146412.410000 PA USD 130450.700000 0.0454076 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240320 000000000 1.000000 NC -1051.610000 -0.000366 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 110143.000000 USD 3455406.200000 TRY 2024-03-20 -1051.610000 N N N MIDOCEAN CREDIT CLO III 2014-3A N/A MIDOCEAN CREDIT CLO MIDO 2014 3A A1R 144A 59802UAU3 1023874.650000 PA USD 1023906.950000 0.356404 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.79354 N N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A 08179HAE0 391928.410000 PA USD 391514.810000 0.13628 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.60548 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 TEGNA INC COMPANY GUAR 03/28 4.625 87901JAJ4 300000.000000 PA USD 280596.000000 0.0976706 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9 682695AA9 335000.000000 PA USD 354456.470000 0.12338 Long DBT CORP US N 2 2029-01-15 Fixed 9 N N N N N N LAD AUTO RECEIVABLES TRUST 2022-1A N/A LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A 501687AA5 1382181.250000 PA USD 1375422.250000 0.478761 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.21 N N N N N N MFA 2023-INV2 TRUST N/A MFRA TRUST MFRA 2023 INV2 A1 144A 59319BAA5 1186172.440000 PA USD 1200650.620000 0.417926 Long ABS-MBS CORP US N 2 2058-10-25 Variable 6.775 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65 595620AT2 335000.000000 PA USD 320421.350000 0.111533 Long DBT CORP US N 2 2029-04-15 Fixed 3.65 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 BRIXMOR OPERATING PART SR UNSECURED 02/25 3.85 11120VAA1 60000.000000 PA USD 58752.430000 0.0204507 Long DBT CORP US N 2 2025-02-01 Fixed 3.85 N N N N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC 182.380000 0.0000635 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 22000.000000 EUR 24474.880000 USD 2024-01-09 182.380000 N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 DIGITAL REALTY TRUST LP COMPANY GUAR 08/27 3.7 25389JAR7 60000.000000 PA USD 57920.890000 0.0201613 Long DBT CORP US N 2 2027-08-15 Fixed 3.7 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR 53079EBM5 90000.000000 PA USD 75586.970000 0.0263105 Long DBT CORP US N 2 2051-12-15 Floating 4.125 N N N N N N UPSTART PASS-THROUGH TRUST SERIES 2022-SB1 N/A UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A 91682PAA6 2087817.850000 PA USD 2114220.190000 0.735923 Long ABS-O CORP US N 2 2028-10-20 Fixed 7.9 N N N N N N TRANSOCEAN TITAN FINANCING LIMITED N/A TRANSOCEAN TITAN FIN LTD SR SECURED 144A 02/28 8.375 89386MAA6 185000.000000 PA USD 192063.750000 0.0668541 Long DBT CORP KY N 2 2028-02-01 Fixed 8.375 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240209 000000000 1.000000 NC -359.190000 -0.000125 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 165404.780000 CNY 23000.000000 USD 2024-02-09 -359.190000 N N N MEXICO GOVT 254900EGTWEU67VP6075 MEXICAN UDIBONOS BONDS 11/31 2.75 ACI1VZWM8 2395255.500000 PA 124555.820000 0.0433557 Long DBT NUSS MX N 2 2031-11-27 Fixed 2.75 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL CORPORATION LTD SR SECURED 144A 01/29 8.125 62886HBN0 200000.000000 PA USD 209066.400000 0.0727724 Long DBT CORP BM N 2 2029-01-15 Fixed 8.125 N N N N N N NELNET STUDENT LOAN TRUST 2023-AA N/A NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A 64032PAA0 441203.810000 PA USD 442127.690000 0.153897 Long ABS-O CORP US N 2 2041-02-20 Floating 7.53774 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 09/28 5.803 17325FBB3 900000.000000 PA USD 940298.110000 0.327301 Long DBT CORP US N 2 2028-09-29 Fixed 5.803 N N N N N N N/A N/A BOUGHT THB SOLD USD 20240320 000000000 1.000000 NC 44.160000 0.0000154 N/A DFE TH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2004.280000 USD 69456.740000 THB 2024-03-20 44.160000 N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 05/33 4.95 373334KT7 90000.000000 PA USD 90792.310000 0.0316032 Long DBT CORP US N 2 2033-05-17 Fixed 4.95 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4 81725WAK9 220000.000000 PA USD 204693.520000 0.0712503 Long DBT CORP NL N 2 2029-04-15 Fixed 4 N N N N N N ARES XXXVII CLO LTD 2015-4A N/A ARES CLO LTD ARES 2015 4A A1R 144A 04015NAG9 976903.350000 PA USD 977865.480000 0.340378 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.82548 N N N N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 ASURION CORPORATION 2023 TERM LOAN B11 04649VBC3 149248.120000 PA USD 148928.730000 0.0518395 Long LON CORP US N 2 2028-08-19 Floating 9.706 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240320 000000000 1.000000 NC -574.900000 -0.0002001 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 956265.310000 CNY 134791.000000 USD 2024-03-20 -574.900000 N N N RACE POINT VIII CLO LTD 2013-8A N/A RACE POINT CLO LTD RACEP 2013 8A AR2 144A 74982LAY6 1479074.630000 PA USD 1478300.760000 0.514571 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 6.66871 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CONSTELLATION ENERGY GENERATIO 21038PA97 1000000.000000 PA USD 998156.430000 0.347441 Long DBT CORP US N 2 2024-01-09 None 0 N N N N N N 522 FUNDING CLO I LTD 2019-4A N/A 522 FUNDING CLO LTD MORGN 2019 4A AR 144A 33834WAA0 1167820.250000 PA USD 1166912.850000 0.406182 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.75743 N N N N N N SYNEOS HEALTH INC (STAR PARENT INC) 254900GRGCJYRMDRWT73 STAR PARENT INC SR SECURED 144A 10/30 9 855170AA4 250000.000000 PA USD 263775.750000 0.0918158 Long DBT CORP US N 2 2030-10-01 Fixed 9 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 77.320000 0.0000269 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 42340.000000 USD 3542185.570000 INR 2024-03-20 77.320000 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 054561AJ4 60000.000000 PA USD 58023.570000 0.020197 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/32 VAR 38141GYN8 1630000.000000 PA USD 1358869.420000 0.472999 Long DBT CORP US N 2 2032-10-21 Floating 2.65 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 01F052623 38130000.000000 PA USD 38302776.940000 13.3325 Long ABS-MBS USGSE US N 2 2054-02-13 Fixed 5.5 N N N N N N VERUS SECURITIZATION TRUST 2023-4 N/A VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A 92539TAA1 2036398.090000 PA USD 2035484.150000 0.708517 Long ABS-MBS CORP US N 2 2068-05-25 Fixed 5.811 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240320 000000000 1.000000 NC -16367.320000 -0.0056972 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 17050367.000000 TWD 548402.000000 USD 2024-03-20 -16367.320000 N N N N/A N/A BOUGHT TRY SOLD USD 20240315 000000000 1.000000 NC -4336.080000 -0.0015093 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 452396.600000 USD 14124274.250000 TRY 2024-03-15 -4336.080000 N N N 37 CAPITAL CLO 4 LTD 2023-2A N/A 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A 883932AA3 1700000.000000 PA USD 1699261.930000 0.591484 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 7.16735 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 03/27 5.75 03690AAD8 260000.000000 PA USD 258144.070000 0.0898555 Long DBT CORP US N 2 2027-03-01 Fixed 5.75 N N N N N N N/A N/A BOUGHT PLN SOLD USD 20240122 000000000 1.000000 NC 5084.990000 0.00177 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 292470.660000 USD 1171081.770000 PLN 2024-01-22 5084.990000 N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5 553283AD4 90000.000000 PA USD 80689.950000 0.0280868 Long DBT CORP US N 2 2028-09-01 Fixed 5.5 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375 361841AH2 155000.000000 PA USD 154138.540000 0.0536529 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA INC SR SECURED 144A 05/28 5.7 46266TAB4 60000.000000 PA USD 61188.600000 0.0212987 Long DBT CORP US N 2 2028-05-15 Fixed 5.7 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 2215.000000 0.000771 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 103021.280000 USD 1795000.000000 MXN 2024-01-31 2215.000000 N N N OBX 2023-NQM10 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A 67449CAA9 1016503.720000 PA USD 1029788.410000 0.358451 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 6.465 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 TIME WARNER CABLE LLC SR SECURED 09/42 4.5 88732JBD9 300000.000000 PA USD 235816.040000 0.0820835 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625 737446AQ7 200000.000000 PA USD 184179.580000 0.0641097 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC SR UNSECURED 02/28 4.6 620076BL2 60000.000000 PA USD 59721.540000 0.020788 Long DBT CORP US N 2 2028-02-23 Fixed 4.6 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240202 000000000 1.000000 NC 220.440000 0.0000767 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 27493.930000 USD 134843.980000 BRL 2024-02-02 220.440000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 92332YAB7 1165000.000000 PA USD 1166150.200000 0.405917 Long DBT CORP US N 2 2031-06-01 Fixed 8.375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC SR UNSECURED 09/29 VAR 639057AK4 60000.000000 PA USD 61577.550000 0.0214341 Long DBT CORP GB N 2 2029-09-13 Floating 5.808 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 MAUSER PACKAGING SOLUT SR SECURED 144A 08/26 7.875 57763RAB3 425000.000000 PA USD 432896.930000 0.150684 Long DBT CORP US N 2 2026-08-15 Fixed 7.875 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240108 000000000 1.000000 NC -0.680000 -0.0000002 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 29857.990000 USD 884275.720000 TRY 2024-01-08 -0.680000 N N N N/A N/A SOLD CNY BOUGHT USD 20240320 000000000 1.000000 NC -38.050000 -0.0000132 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 198069.200000 CNY 28000.000000 USD 2024-03-20 -38.050000 N N N N/A N/A SOLD ZAR BOUGHT USD 20240122 000000000 1.000000 NC -21079.910000 -0.0073376 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9151000.000000 ZAR 478389.030000 USD 2024-01-22 -21079.910000 N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 QUANTA SVCS INC DISC COML PAPE 74767GA44 1000000.000000 PA USD 999043.930000 0.34775 Long DBT CORP US N 2 2024-01-04 None 0 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 REALTY INCOME CORP SR UNSECURED 01/31 3.25 756109AX2 360000.000000 PA USD 327268.390000 0.113916 Long DBT CORP US N 2 2031-01-15 Fixed 3.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC COMPANY GUAR 144A 02/31 2.45 11135FBH3 300000.000000 PA USD 256702.620000 0.0893537 Long DBT CORP US N 2 2031-02-15 Fixed 2.45 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T MOBILE USA INC COMPANY GUAR 04/27 3.75 87264ABD6 555000.000000 PA USD 538476.620000 0.187434 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/34 VAR 61747YFE0 950000.000000 PA USD 950349.490000 0.3308 Long DBT CORP US N 2 2034-04-21 Floating 5.25 N N N N N N OBX 2023-NQM9 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A 673921AA0 1947504.350000 PA USD 1998580.180000 0.695671 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 7.159 N N N N N N N/A N/A SOLD CNY BOUGHT USD 20240320 000000000 1.000000 NC -248.770000 -0.0000866 N/A DFE CN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1230945.600000 CNY 174000.000000 USD 2024-03-20 -248.770000 N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 144A 10/27 VAR 05571AAQ8 250000.000000 PA USD 257474.150000 0.0896223 Long DBT CORP FR N 2 2027-10-19 Floating 6.612 N N N N N N PRPM 2023-RCF2 LLC N/A PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 RCF2 A1 144A 69380RAA3 1168761.360000 PA USD 1110610.570000 0.386584 Long ABS-MBS CORP US N 2 2053-11-25 Fixed 4 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 674599EA9 100000.000000 PA USD 117136.400000 0.0407731 Long DBT CORP US N 2 2030-07-15 Fixed 8.875 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 VIKING CRUISES LTD SR UNSECURED 144A 07/31 9.125 92676XAG2 75000.000000 PA USD 79971.510000 0.0278367 Long DBT CORP BM N 2 2031-07-15 Fixed 9.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 08/28 VAR 225401AV0 550000.000000 PA USD 571529.560000 0.198939 Long DBT CORP CH N 2 2028-08-11 Floating 6.442 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 35640YAK3 250000.000000 PA USD 273229.300000 0.0951064 Long DBT CORP US N 2 2028-10-01 Fixed 12 N N N N N N N/A N/A SOLD CZK BOUGHT USD 20240320 000000000 1.000000 NC -393.910000 -0.0001371 N/A DFE CZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8809000.000000 CZK 392706.670000 USD 2024-03-20 -393.910000 N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375 47216FAA5 260000.000000 PA USD 242345.950000 0.0843564 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N CREDIT SUISSE (USA) INC EXD7DEVFDH4HOFFQ7349 CREDIT SUISSE USA INC COMPANY GUAR 07/32 7.125 22541LAE3 215000.000000 PA USD 244740.620000 0.08519 Long DBT CORP US N 2 2032-07-15 Fixed 7.125 N N N N N N BAUSCH + LOMB CORPORATION 549300NY6OZM39SO6475 BAUSCH + LOMB ESCROW COR SR SECURED 144A 10/28 8.375 071705AA5 250000.000000 PA USD 264047.500000 0.0919103 Long DBT CORP CA N 2 2028-10-01 Fixed 8.375 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 103000.000000 PA USD 89419.970000 0.0311255 Long DBT CORP US N 2 2029-07-31 Fixed 4 N N N N N N GARDA WORLD SECURITY CORPORATION 549300ZF1NDXLMCHNO20 GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625 36485MAK5 90000.000000 PA USD 86833.310000 0.0302252 Long DBT CORP CA N 2 2027-02-15 Fixed 4.625 N N N N N N DC COMMERCIAL MORTGAGE TRUST 2023-DC N/A DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A 24023AAA8 500000.000000 PA USD 516611.100000 0.179823 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 6.3143 N N N N N N VISIO TRUST 2023-2 N/A VISIO TRUST VISIO 2023 2 A1 144A 92839CAA5 976175.080000 PA USD 984923.760000 0.342835 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 6.598 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125 89055FAC7 60000.000000 PA USD 53458.930000 0.0186081 Long DBT CORP US N 2 2032-02-15 Fixed 4.125 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -1364.010000 -0.0004748 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 50435650.000000 HUF 143999.000000 USD 2024-01-04 -1364.010000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 01/33 1.125 91282CGK1 8910242.610000 PA USD 8435372.120000 2.93621 Long DBT UST US N 2 2033-01-15 Fixed 1.125 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/26 1.75 55336VBR0 460000.000000 PA USD 430441.270000 0.149829 Long DBT CORP US N 2 2026-03-01 Fixed 1.75 N N N N N N VERUS SECURITIZATION TRUST 2023-6 N/A VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A 92539XAA2 1170707.780000 PA USD 1187557.540000 0.413368 Long ABS-MBS CORP US N 2 2068-09-25 Fixed 6.665 N N N N N N CUMULUS STATIC CLO 2023-1A N/A CUMULUS STATIC CLO CMLST 2023 1A A 144A ACI2L3N89 1400000.000000 PA 1544614.490000 0.537654 Long ABS-CBDO CORP IE N 2 2033-04-25 Floating 5.499 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 12/53 5.875 842400HX4 585000.000000 PA USD 630074.920000 0.219318 Long DBT CORP US N 2 2053-12-01 Fixed 5.875 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERG SR UNSECURED 07/30 3.7 084659AV3 200000.000000 PA USD 189228.750000 0.0658672 Long DBT CORP US N 2 2030-07-15 Fixed 3.7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 05/60 5.93 097023CX1 700000.000000 PA USD 726098.580000 0.252742 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N VOYA CLO LTD 2014-2A N/A VOYA CLO LTD VOYA 2014 2A A1RR 144A 92912VAY1 2201060.760000 PA USD 2199113.090000 0.765473 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.68444 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 53219LAW9 300000.000000 PA USD 316320.600000 0.110106 Long DBT CORP US N 2 2030-10-15 Fixed 11 N N N N N N TRANSOCEAN AQUILA LTD N/A TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8 893790AA3 250000.000000 PA USD 253922.890000 0.0883861 Long DBT CORP KY N 2 2028-09-30 Fixed 8 N N N N N N VERUS SECURITIZATION TRUST 2023-8 N/A VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A 92540DAA3 2100000.000000 PA USD 2116983.960000 0.736885 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.25912 N N N N N N VERUS SECURITIZATION TRUST 2023-INV2 N/A VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A 92540BAA7 1127723.850000 PA USD 1141972.420000 0.397501 Long ABS-MBS CORP US N 2 2068-08-25 Fixed 6.443 N N N N N N VALARIS LIMITED N/A VALARIS LTD SECURED 144A 04/30 8.375 91889FAC5 390000.000000 PA USD 399904.050000 0.1392 Long DBT CORP BM N 2 2030-04-30 Fixed 8.375 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL SR UNSECURED 03/27 2.625 609207BA2 60000.000000 PA USD 56627.840000 0.0197112 Long DBT CORP US N 2 2027-03-17 Fixed 2.625 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75 538034AX7 500000.000000 PA USD 467546.270000 0.162745 Long DBT CORP US N 2 2028-01-15 Fixed 3.75 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 1011778 BC / NEW RED FIN SR SECURED 144A 02/29 3.5 68245XAP4 720000.000000 PA USD 664612.060000 0.23134 Long DBT CORP CA N 2 2029-02-15 Fixed 3.5 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 1011778 BC / NEW RED FIN SECURED 144A 10/30 4 68245XAM1 490000.000000 PA USD 440083.210000 0.153185 Long DBT CORP CA N 2 2030-10-15 Fixed 4 N N N N N N NOBLE FINANCE II LLC N/A NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8 65505PAA5 90000.000000 PA USD 93725.820000 0.0326243 Long DBT CORP US N 2 2030-04-15 Fixed 8 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY 144A 10/27 VAR 63861VAJ6 250000.000000 PA USD 258946.740000 0.0901349 Long DBT CORP GB N 2 2027-10-18 Floating 6.557 N N N N N N ANGEL OAK MORTGAGE TRUST 2023-6 N/A ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A 03464UAA4 926868.930000 PA USD 933793.380000 0.325037 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 6.5 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 HOWMET AEROSPACE INC SR UNSECURED 01/28 6.75 022249AU0 60000.000000 PA USD 63211.500000 0.0220028 Long DBT CORP US N 2 2028-01-15 Fixed 6.75 N N N N N N WARNER MUSIC (WMG ACQUISITION CORP) 549300NAS11NXI33CP80 WMG ACQUISITION CORP SR SECURED 144A 02/31 3 92933BAR5 735000.000000 PA USD 630695.210000 0.219534 Long DBT CORP US N 2 2031-02-15 Fixed 3 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 CARNIVAL CORP SR SECURED 144A 08/28 4 143658BQ4 1100000.000000 PA USD 1023399.190000 0.356227 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR 80281LAT2 200000.000000 PA USD 207170.830000 0.0721126 Long DBT CORP GB N 2 2029-01-10 Floating 6.534 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/50 3.4 337932AM9 650000.000000 PA USD 458898.830000 0.159735 Long DBT CORP US N 2 2050-03-01 Fixed 3.4 N N N N N N CIFC FUNDING LTD 2015-1A N/A CIFC FUNDING LTD CIFC 2015 1A ARR 144A 12548MBF1 1207883.340000 PA USD 1207940.110000 0.420463 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.78354 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 08/33 4.988 902613AT5 200000.000000 PA USD 193529.400000 0.0673642 Long DBT CORP CH N 2 2033-08-05 Floating 4.988 N N N N N N OBX 2023-NQM5 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A 673919AL0 463788.070000 PA USD 468721.850000 0.163154 Long ABS-MBS CORP US N 2 2063-06-25 Fixed 6.567 N N N N N N VERUS SECURITIZATION TRUST 2023-INV1 N/A VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A 92539FAA1 1048397.110000 PA USD 1049852.910000 0.365436 Long ABS-MBS CORP US N 2 2068-02-25 Fixed 5.999 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 37940XAE2 300000.000000 PA USD 275738.730000 0.0959799 Long DBT CORP US N 2 2026-03-01 Fixed 1.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/30 2.8 29379VBX0 400000.000000 PA USD 361889.270000 0.125967 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 01F050619 19650000.000000 PA USD 19442754.000000 6.76769 Long ABS-MBS USGSE US N 2 2054-01-16 Fixed 5 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 VMWARE LLC SR UNSECURED 08/26 1.4 928563AJ4 60000.000000 PA USD 54899.220000 0.0191095 Long DBT CORP US N 2 2026-08-15 Fixed 1.4 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A 63942HAB7 1129604.610000 PA USD 1116663.410000 0.388691 Long ABS-O CORP US N 2 2069-08-26 Floating 6.35191 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A 16159RAC9 1083694.470000 PA USD 957992.630000 0.333461 Long ABS-MBS CORP US N 2 2063-03-25 Fixed 3.25 N N N N N N 2024-02-21 PIMCO ETF Trust /s/ Bijal Parikh Bijal Parikh Treasurer