Americold Realty Trust

NPORT-Pfalse0000277751XXXXXXXXS000029570C000090764C000090765C000090766C000090767C000090768C000090769C000114890JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Value Plus Income FundS0000295708W0YAFZTIJBTM4RMU1042020-06-302019-12-31N8551854113036326724822150000000000831703.8700209381USDEURNAmericold Realty Trust549300R7N1V5YV8MWH02Americold Realty Trust03064D1086227NSUSD2183190.3012LongECCORPUSN1NNNAnalog Devices IncGYVOE5EZ4GDAVTU4CQ61Analog Devices Inc0326541052316NSUSD2752330.3797LongECCORPUSN1NNNAnworth Mortgage Asset CorpN2KM5OGWVS7HLNUACF84Anworth Mortgage Asset Corp03734710194213NSUSD3316300.4575LongECCORPUSN1NNNBWX Technologies Inc549300NP85N265KWMS58BWX Technologies Inc05605H1003729NSUSD2314960.3194LongECCORPUSN1NNNBrigham Minerals Inc549300IQ6JCXW59RO175Brigham Minerals Inc10918L10315729NSUSD3372300.4653LongECCORPUSN1NNNCadence BanCorp54930022CKKXKBR5CK30Cadence BanCorp12739A10031405NSUSD5693730.7855LongECCORPUSN1NNNCasey's General Stores Inc549300CAFWSI86V66Q65Casey's General Stores Inc1475281032757NSUSD4383350.6047LongECCORPUSN1NNNCitigroup Inc6SHGI4ZSSLCXXQSBB395Citigroup Inc1729674247588NSUSD6062050.8363LongECCORPUSN1NNNCitizens Financial Group Inc2138004JDDA4ZQUPFW65Citizens Financial Group Inc17461010519233NSUSD7810521.0776LongECCORPUSN1NNNCitrix Systems IncHCTKJGUQOPZ5NBK7NP58Citrix Systems Inc1773761004663NSUSD5171270.7135LongECCORPUSN1NNNCognizant Technology Solutions5493006IEVQEFQO40L83Cognizant Technology Solutions Corp19244610210128NSUSD6281390.8666LongECCORPUSN1NNNCohen & Steers Inc549300XXIA338A0X2K65Cohen & Steers Inc19247A1006086NSUSD3819570.527LongECCORPUSN1NNNColgate-Palmolive CoYMEGZFW4SBUSS5BQXF88Colgate-Palmolive Co1941621038968NSUSD6173570.8517LongECCORPUSN1NNNCorteva Inc549300WZN9I2QKLS0O94Corteva Inc22052L10411961NSUSD3535670.4878LongECCORPUSN1NNNDiscover Financial ServicesZ1YLO2USPORE63VVUL20Discover Financial Services2547091085019NSUSD4257120.5873LongECCORPUSN1NNNDonaldson Co IncOZE6KXY9QQPR8EJ8WL20Donaldson Co Inc2576511093146NSUSD1812730.2501LongECCORPUSN1NNNEntergy Corp4XM3TW50JULSLG8BNC79Entergy Corp29364G1031357NSUSD1625690.2243LongECCORPUSN1NNNEquity LifeStyle Properties In529900PEQG66LENB6798Equity LifeStyle Properties Inc29472R1087634NSUSD5373570.7414LongECCORPUSN1NNNEvergy Inc549300PGTHDQY6PSUI61Evergy Inc30034W1065903NSUSD3842260.5301LongECCORPUSN1NNNExelon Corp3SOUA6IRML7435B56G12Exelon Corp30161N10110585NSUSD4825700.6658LongECCORPUSN1NNNFirst Horizon National CorpTF3RXI1ZB1TQ30H9JV10First Horizon National Corp32051710527943NSUSD4627360.6384LongECCORPUSN1NNNGilead Sciences Inc549300WTZWR07K8MNV44Gilead Sciences Inc37555810310944NSUSD7111410.9811LongECCORPUSN1NNNWR Grace & Co5493003X5Z6TVAXIPW56WR Grace & Co38388F1088364NSUSD5842250.806LongECCORPUSN1NNNGraphic Packaging Holding CoN/AGraphic Packaging Holding Co38868910113322NSUSD2218110.306LongECCORPUSN1NNNHumana Inc529900YLDW34GJAO4J06Humana Inc4448591021420NSUSD5204580.718LongECCORPUSN1NNNJohnson & Johnson549300G0CFPGEF6X2043Johnson & Johnson4781601045053NSUSD7370811.0169LongECCORPUSN1NNNKontoor Brands Inc549300M0CPXV65RFF271Kontoor Brands Inc50050N1037288NSUSD3060230.4222LongECCORPUSN1NNNLamar Advertising Co529900Y8WW4MKVPTB543Lamar Advertising Co5128161098935NSUSD7975381.1003LongECCORPUSN1NNNLamb Weston Holdings Inc5493005SMYID1D2OY946Lamb Weston Holdings Inc5132721046749NSUSD5806160.801LongECCORPUSN1NNNLincoln Electric Holdings IncBIMGBY40SIN95O01BN93Lincoln Electric Holdings Inc5339001064284NSUSD4143910.5717LongECCORPUSN1NNNMKS Instruments Inc549300KEQATBHAGVF505MKS Instruments Inc55306N1042401NSUSD2641340.3644LongECCORPUSN1NNNSanofi549300E9PC51EN656011SanofiF5548N1015047NS5073150.6999LongECCORPFRN1NNNMaxim Integrated Products IncSO0H5YEO14Y4PVKQH532Maxim Integrated Products Inc57772K1015434NSUSD3342450.4611LongECCORPUSN1NNNMerck & Co Inc4YV9Y5M8S0BRK1RP0397Merck & Co Inc58933Y1055483NSUSD4986790.688LongECCORPUSN1NNNMicrosoft CorpINR2EJN1ERAN0W5ZP974Microsoft Corp5949181041443NSUSD2275610.314LongECCORPUSN1NNNNewMarket Corp54930082CG88ERDREQ47NewMarket Corp651587107894NSUSD4349490.6001LongECCORPUSN1NNNNoble Energy Inc02VFQXG2D1LR5ZH3K186Noble Energy Inc6550441057143NSUSD1774320.2448LongECCORPUSN1NNNOracle Corp1Z4GXXU7ZHVWFCD8TV52Oracle Corp68389X10510432NSUSD5526870.7625LongECCORPUSN1NNNPPL Corp9N3UAJSNOUXFKQLF3V18PPL Corp69351T10615095NSUSD5416090.7472LongECCORPUSN1NNNPepsiCo IncFJSUNZKFNQ5YPJ5OT455PepsiCo Inc7134481085481NSUSD7490881.0335LongECCORPUSN1NNNPfizer Inc765LHXWGK1KXCLTFYQ30Pfizer Inc71708110320647NSUSD8089491.1161LongECCORPUSN1NNNPinnacle Financial Partners In54930098EZ8JMSAZGS24Pinnacle Financial Partners Inc72346Q1043391NSUSD2170240.2994LongECCORPUSN1NNNPublic Storage549300LMZF40TKJ6DM64Public Storage74460D1091947NSUSD4146330.572LongECCORPUSN1NNNQuest Diagnostics Inc8MCWUBXQ0WE04KMXBX50Quest Diagnostics Inc74834L1009330NSUSD9963511.3746LongECCORPUSN1NNNRattler Midstream LP549300I45NRVEEN9M219Rattler Midstream LP75419T10325671NSUSD4566870.6301LongECCORPUSN1NNNRepublic Services IncNKNQHM6BLECKVOQP7O46Republic Services Inc7607591002377NSUSD2130510.2939LongECCORPUSN1NNNSchlumberger Ltd213800ZUA17OK3QLGM62Schlumberger Ltd80685710810897NSUSD4380590.6044LongECCORPCWN1NNNCharles Schwab Corp549300VSGCJ7E698NM85Charles Schwab Corp8085131054872NSUSD2317120.3197LongECCORPUSN1NNNAO Smith Corp549300XG4US7UJNECY36AO Smith Corp8318652092048NSUSD975670.1346LongECCORPUSN1NNNSTAG Industrial Inc549300QWYX2W6FASVQ07STAG Industrial Inc85254J1029501NSUSD2999470.4138LongECCORPUSN1NNNSynchrony Financial549300RS7EWPM9MA6C78Synchrony Financial87165B1039935NSUSD3577590.4936LongECCORPUSN1NNNJanus Henderson Cash Liquidity FundN/AJanus Henderson Cash Liquidity FundN/A2726990NSUSD27269903.7623LongECPFUSN2NNNUS BancorpN1GZ7BBF3NP8GI976H15US Bancorp9029733049748NSUSD5779590.7974LongECCORPUSN1NNNUniFirst Corp/MA5493003XBTNWBC8UK019UniFirst Corp/MA9047081041758NSUSD3550810.4899LongECCORPUSN1NNNUnion Pacific Corp549300LMMRSZZCZ8CL11Union Pacific Corp9078181081147NSUSD2073660.2861LongECCORPUSN1NNNUnited Technologies CorpI07WOS4YJ0N7YRFE7309United Technologies Corp9130171092515NSUSD3766460.5196LongECCORPUSN1NNNValero Energy Corp549300XTO5VR8SKV1V74Valero Energy Corp91913Y1003961NSUSD3709480.5118LongECCORPUSN1NNNWells Fargo & CoPBLD0EJDB5FWOLXP3B76Wells Fargo & Co94974610113966NSUSD7513711.0366LongECCORPUSN1NNNWeyerhaeuser Co08IRJODWFYBI7QWRGS31Weyerhaeuser Co96216610419402NSUSD5859400.8084LongECCORPUSN1NNNSingTel2549003XJKIQO8YDYD89Singapore Telecommunications LtdY79985209160700NS4027660.5557LongECCORPSGN1NNNRoyal Dutch Shell PLC21380068P1DRHMJ8KU70Royal Dutch Shell PLCG7690A10022324NS6607970.9117LongECCORPGBN1NNNLookers PLC213800TSB8PJEACDAV33Lookers PLCG56420170424051NS3088870.4262LongECCORPGBN1NNNBridgemarq Real Estate Service5493004OBEWQPG5ZYS46Bridgemarq Real Estate Services10808B10833992NS3853680.5317LongECCORPCAN1NNNMedtronic PLC549300GX3ZBSQWUXY261Medtronic PLCG5960L1034189NSUSD4752420.6557LongECCORPIEN1NNNRenaissanceRe Holdings LtdEK6GB9U3U58PDI411C94RenaissanceRe Holdings LtdG7496G1031455NSUSD2852090.3935LongECCORPBMN1NNNChubb LtdE0JAN6VLUDI1HITHT809Chubb LtdH1467J1045224NSUSD8131681.1219LongECCORPCHN1NNNCROWN CASTLE INTL CORP54930012H97VSM0I2R19Crown Castle International Corp22822V309140NSUSD1794300.2476LongEPCORPUSN2NNNSYNCHRONY FINANCIAL549300RS7EWPM9MA6C78Synchrony Financial87165B2025300NSUSD1354150.1868LongEPCORPUSN2NNNAMN HEALTHCARE INC549300H27NUKBFFQEE84AMN Healthcare Inc00175PAB964000PAUSD641600.0885LongDBTCORPUSY22027-10-01Fixed4.625NNNNNNABBVIE INCFR5LCKFTG8054YNNRU85AbbVie Inc00287YBU2161000PAUSD1634080.2254LongDBTCORPUSY22026-11-21Fixed2.95NNNNNNALBERTSONS COS/SAFEWAY549300YKWOC0AOR16R51Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC013092AB778000PAUSD828750.1143LongDBTCORPUSY22028-02-15Fixed5.875NNNNNNALERIS INTL INC5493002SZ3VN4IY2H022Aleris International Inc014477AT0371000PAUSD3867670.5336LongDBTCORPUSY22023-07-15Fixed10.75NNNNNNALLEGHENY TECHNOLOGIESZW1LRE7C3H17O2ZN9B45Allegheny Technologies Inc01741RAH560000PAUSD630000.0869LongDBTCORPUSN22027-12-01Fixed5.875NNNNNNALLIANCE DATA SYSTEMS CO549300G8S4PO686J7H97Alliance Data Systems Corp018581AK4169000PAUSD1685770.2326LongDBTCORPUSY22024-12-15Fixed4.75NNNNNNAMERICAN AXLE & MFG INCRY5TAKFOBLDUGX31MS24American Axle & Manufacturing Inc02406PAL486000PAUSD871830.1203LongDBTCORPUSN22022-10-15Fixed6.625NNNNNNAMERICAN HOMES 4 RENT549300N4PXZ37U8QKI55American Homes 4 Rent LP02666TAA5153000PAUSD1627990.2246LongDBTCORPUSN22028-02-15Fixed4.25NNNNNNANTERO RESOURCES CORPAPVBKPOULHUX7YZLKU17Antero Resources Corp03674PAL7170000PAUSD1618720.2233LongDBTCORPUSN22021-11-01Fixed5.375NNNNNNASSURANT INCH3F39CAXWQRVWURFXL38Assurant Inc04621XAM0143000PAUSD1447690.1997LongDBTCORPUSN22030-02-22Fixed3.7NNNNNNAVANTOR INC5493003VM0XB4U8YD238Avantor Inc05352AAA8145000PAUSD1546030.2133LongDBTCORPUSY22024-10-01Fixed6NNNNNNBLACK HILLS CORP3MGELCRSTNSAMJ962671Black Hills Corp092113AR0125000PAUSD1243670.1716LongDBTCORPUSN22029-10-15Fixed3.05NNNNNNBROADRIDGE FINANCIAL SOLN/ABroadridge Financial Solutions Inc11133TAD5155000PAUSD1548110.2136LongDBTCORPUSN22029-12-01Fixed2.9NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AB7137000PAUSD1505960.2078LongDBTCORPUSN22029-03-15Fixed4.5NNNNNNMAUSER PACKAGING SOLUT549300DNGHXL0OMHW304Mauser Packaging Solutions Holding Co12429TAE4154000PAUSD1520750.2098LongDBTCORPUSY22025-04-15Fixed7.25NNNNNNCF INDUSTRIES INC5FVKT86LAD2F40NPC183CF Industries Inc12527GAE386000PAUSD937400.1293LongDBTCORPUSN22044-03-15Fixed5.375NNNNNNCF INDUSTRIES INC5FVKT86LAD2F40NPC183CF Industries Inc12527GAH65000PAUSD54350.0075LongDBTCORPUSY22026-12-01Fixed4.5NNNNNNCIT GROUP INCN8O96ZZJQRFYQUJY7K79CIT Group Inc125581GY888000PAUSD939400.1296LongDBTCORPUSN22024-02-16Fixed4.75NNNNNNCSC HOLDINGS LLC3HG2WD2W22M120IUNG49CSC Holdings LLC126307BA4200000PAUSD2135000.2946LongDBTCORPUSY22030-01-15Fixed5.75NNNNNNCALPINE CORP43R4VPJBXTU2O15HEF41Calpine Corp131347CN4262000PAUSD2674230.3689LongDBTCORPUSY22028-03-15Fixed5.125NNNNNNCENTURYLINK INC8M3THTGWLTYZVE6BBY25CenturyLink Inc156700BB1113000PAUSD1149920.1586LongDBTCORPUSY22026-12-15Fixed5.125NNNNNNCHARTER COMM OPT LLC/CAP549300TPZNMN50BJ3745Charter Communications Operating LLC / Charter Communications Operating Capital161175BT084000PAUSD882700.1218LongDBTCORPUSN22050-03-01Fixed4.8NNNNNNCHENIERE CORP CHRISTI HD549300I7CIEWU1BBLQ53Cheniere Corpus Christi Holdings LLC16412XAH870000PAUSD713850.0985LongDBTCORPUSY22029-11-15Fixed3.7NNNNNNCITIZENS FINANCIAL GROUP2138004JDDA4ZQUPFW65Citizens Financial Group Inc174610AL914000PAUSD145280.02LongDBTCORPUSN22024-07-01Fixed3.75NNNNNNCONAGRA BRANDS INC54930035UDEIH090K650Conagra Brands Inc205887CC4109000PAUSD1249030.1723LongDBTCORPUSN22028-11-01Fixed4.85NNNNNNCONTINENTAL RESOURCESXXRTID9RYWOZ0UPIVR53Continental Resources Inc/OK212015AH425000PAUSD251670.0347LongDBTCORPUSN22022-09-15Fixed5NNNNNNCYRUSONE LP/CYRUSONE FIN549300TDXOX1X4TWIB58CyrusOne LP / CyrusOne Finance Corp23283PAQ716000PAUSD160610.0222LongDBTCORPUSN22024-11-15Fixed2.9NNNNNNCYRUSONE LP/CYRUSONE FIN549300TDXOX1X4TWIB58CyrusOne LP / CyrusOne Finance Corp23283PAR517000PAUSD170470.0235LongDBTCORPUSN22029-11-15Fixed3.45NNNNNNDCP MIDSTREAM OPERATING549300Y6CTBSE0QIPL28DCP Midstream Operating LP23311VAF493000PAUSD899780.1241LongDBTCORPUSN22044-04-01Fixed5.6NNNNNNDELL INT LLC / EMC CORPN/ADell International LLC / EMC Corp24703DBA899000PAUSD1114810.1538LongDBTCORPUSY22029-10-01Fixed5.3NNNNNNDIAMOND SPORTS GR/DIAMONN/ADiamond Sports Group LLC / Diamond Sports Finance Co25277LAA470000PAUSD708090.0977LongDBTCORPUSY22026-08-15Fixed5.375NNNNNNDOLE FOOD CO INC549300BHY23LFYB85T03Dole Food Co Inc256603AC5140000PAUSD1354500.1869LongDBTCORPUSY22025-06-15Fixed7.25NNNNNNDOWNSTREAM DEVELOPMENT549300NM30NX0VZ5ZB32Downstream Development Authority of the Quapaw Tribe of Oklahoma26112TAJ5130000PAUSD1365000.1883LongDBTCORPUSY22023-02-15Fixed10.5NNNNNNKEURIG DR PEPPER INCDYTQ8KRTKO7Y2BVU5K74Keurig Dr Pepper Inc26138EAS8149000PAUSD1554780.2145LongDBTCORPUSN22025-11-15Fixed3.4NNNNNNEPR PROPERTIES549300YSSXFHMPOWZ492EPR Properties26884UAF6170000PAUSD1721040.2374LongDBTCORPUSN22029-08-15Fixed3.75NNNNNNEQM MIDSTREAM PARTNERS L549300NELT611CL6XM83EQM Midstream Partners LP26885BAA818000PAUSD175030.0241LongDBTCORPUSN22024-08-01Fixed4NNNNNNEQM MIDSTREAM PARTNERS L549300NELT611CL6XM83EQM Midstream Partners LP26885BAC478000PAUSD765770.1056LongDBTCORPUSN22028-07-15Fixed5.5NNNNNNEQM MIDSTREAM PARTNERS L549300NELT611CL6XM83EQM Midstream Partners LP26885BAD25000PAUSD50130.0069LongDBTCORPUSN22023-07-15Fixed4.75NNNNNNELANCO ANIMAL HEALTH INC549300SHPNDCE059M934Elanco Animal Health Inc28414HAG876000PAUSD826030.114LongDBTCORPUSN22028-08-28Fixed4.9NNNNNNENLINK MIDSTREAM LLC54930000GY1H533OBE23EnLink Midstream LLC29336TAA887000PAUSD817800.1128LongDBTCORPUSN22029-06-01Fixed5.375NNNNNNENLINK MIDSTREAM PARTNER88CPW63VL7KHJWS0NY83EnLink Midstream Partners LP29336UAH0145000PAUSD996880.1375LongDBTCORPUSN22099-12-31Variable6NNNNNNENTERPRISE DEVELOP AUTHN/AEnterprise Development Authority29390WAA4175000PAUSD2003750.2764LongDBTCORPUSY22024-07-15Fixed12NNNNNNEQUINIX INC549300EVUN2BTLJ3GT74Equinix Inc29444UBC9190000PAUSD1903530.2626LongDBTCORPUSN22024-11-18Fixed2.625NNNNNNEQUINIX INC549300EVUN2BTLJ3GT74Equinix Inc29444UBD7106000PAUSD1061860.1465LongDBTCORPUSN22026-11-18Fixed2.9NNNNNNFREEPORT-MCMORAN INC549300IRDTHJQ1PVET45Freeport-McMoRan Inc35671DAU9193000PAUSD1954120.2696LongDBTCORPUSN22022-03-01Fixed3.55NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AH2121000PAUSD1337530.1845LongDBTCORPUSN22026-04-15Fixed5.375NNNNNNGLP CAPITAL LP / FIN II5493006GWRDBCZYWTM57GLP Capital LP / GLP Financing II Inc361841AP450000PAUSD510350.0704LongDBTCORPUSN22030-01-15Fixed4NNNNNNGENERAL ELECTRIC CO3C7474T6CDKPR9K6YT90General Electric Co369604BQ5174000PAUSD1704260.2351LongDBTCORPUSN22099-12-31Variable5NNNNNNGLENCORE FUNDING LLC213800STG1QDNBY87K49Glencore Funding LLC378272AT5144000PAUSD1507070.2079LongDBTCORPUSY22024-03-12Fixed4.125NNNNNNGOLDEN ENTERTAINMENT INC549300P8YYCKQVJ0Y638Golden Entertainment Inc381013AA9214000PAUSD2305850.3181LongDBTCORPUSY22026-04-15Fixed7.625NNNNNNGOLDEN NUGGET INC91D14OD6M4H1RVBN7R43Golden Nugget Inc38113YAC357000PAUSD609540.0841LongDBTCORPUSY22025-10-01Fixed8.75NNNNNNGOLDEN NUGGET INC91D14OD6M4H1RVBN7R43Golden Nugget Inc38113YAE986000PAUSD890100.1228LongDBTCORPUSY22024-10-15Fixed6.75NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38144GAB774000PAUSD766640.1058LongDBTCORPUSN22099-12-31Variable4.95NNNNNNGREAT LAKES DREDGE&DOCK549300H65E3MZ1CX0P05Great Lakes Dredge & Dock Corp390607AE9135000PAUSD1427620.197LongDBTCORPUSN22022-05-15Fixed8NNNNNNGREAT WST PTRLM/GRT FNCE549300SI11E2L0GH4T34Great Western Petroleum LLC / Great Western Finance Corp39143GAA8196000PAUSD1751750.2417LongDBTCORPUSY22021-09-30Fixed9NNNNNNHLF FIN SARL LLC/HERBALIST81INWBFR1E54KGC135HLF Financing Sarl LLC / Herbalife International Inc40390DAA3161000PAUSD1706600.2355LongDBTCORPUSY22026-08-15Fixed7.25NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AZ0114000PAUSD1146830.1582LongDBTCORPUSN22029-11-19Fixed3.9NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428104AA159000PAUSD597380.0824LongDBTCORPUSY22028-06-15Fixed5.125NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAF8141000PAUSD1466400.2023LongDBTCORPUSN22099-12-31Variable5NNNNNNJUNIPER NETWORKS INCAUHIXNGG7U2U7JEHM527Juniper Networks Inc48203RAM6290000PAUSD3012240.4156LongDBTCORPUSN22029-08-15Fixed3.75NNNNNNKRAFT HEINZ FOODS CO5493003STKEZ2S0RNU91Kraft Heinz Foods Co50077LAL099000PAUSD1097720.1514LongDBTCORPUSN22035-07-15Fixed5NNNNNNLABL ESCROW ISSUER LLCN/ALABL Escrow Issuer LLC50168AAA8209000PAUSD2136400.2947LongDBTCORPUSY22027-07-15Fixed10.5NNNNNNLABL ESCROW ISSUER LLCN/ALABL Escrow Issuer LLC50168AAB6164000PAUSD1742500.2404LongDBTCORPUSY22026-07-15Fixed6.75NNNNNNLPL HOLDINGS INC549300Z5YF8CCRMYUL26LPL Holdings Inc50212YAC849000PAUSD499800.069LongDBTCORPUSY22027-11-15Fixed4.625NNNNNNLEVEL 3 FINANCING INCN/ALevel 3 Financing Inc527298BD498000PAUSD983630.1357LongDBTCORPUSN22022-08-15Fixed5.375NNNNNNLEVEL 3 FINANCING INCN/ALevel 3 Financing Inc527298BP767000PAUSD674710.0931LongDBTCORPUSY22027-03-01Fixed3.4NNNNNNLEVEL 3 FINANCING INCN/ALevel 3 Financing Inc527298BQ5126000PAUSD1269450.1751LongDBTCORPUSY22029-11-15Fixed3.875NNNNNNMGM RESORTS INTL54930066VBP7DZEGGJ87MGM Resorts International552953CC35000PAUSD54880.0076LongDBTCORPUSN22023-03-15Fixed6NNNNNNMAGELLAN HEALTH SRVCSN/AMagellan Health Inc559079AK4151000PAUSD1547750.2135LongDBTCORPUSN22024-09-22Fixed4.9NNNNNNTHE MEN'S WEARHOUSE INCNKFP7BJ6WYEV4I24P532Men's Wearhouse Inc587118AE065000PAUSD620750.0856LongDBTCORPUSN22022-07-01Fixed7NNNNNNMICRON TECHNOLOGY INCB3DXGBC8GAIYWI2Z0172Micron Technology Inc595112BM4140000PAUSD1552950.2143LongDBTCORPUSN22026-02-06Fixed4.975NNNNNNMICRON TECHNOLOGY INCB3DXGBC8GAIYWI2Z0172Micron Technology Inc595112BN2140000PAUSD1604550.2214LongDBTCORPUSN22029-02-06Fixed5.327NNNNNNMOHEGAN GAMING & ENT549300UB083Z2NRDHC48Mohegan Gaming & Entertainment608328BF6173000PAUSD1764600.2435LongDBTCORPUSY22024-10-15Fixed7.875NNNNNNMYLAN INC30ZMPDNA1RHIBH89C294Mylan Inc628530BK286000PAUSD924730.1276LongDBTCORPUSN22028-04-15Fixed4.55NNNNNNNGPL PIPECO LLC549300K3NT1HSQFEM073NGPL PipeCo LLC62912XAC869000PAUSD889220.1227LongDBTCORPUSY22037-12-15Fixed7.768NNNNNNNGPL PIPECO LLC549300K3NT1HSQFEM073NGPL PipeCo LLC62912XAE48000PAUSD83060.0115LongDBTCORPUSY22022-08-15Fixed4.375NNNNNNNEWELL BRANDS INC549300LWGYFM1TVO1Z12Newell Brands Inc651229AW694000PAUSD979270.1351LongDBTCORPUSN22026-04-01Fixed4.2NNNNNNOUTFRONT MEDIA CAP LLC/C5493005WC7J0FDMW0610Outfront Media Capital LLC / Outfront Media Capital Corp69007TAC833000PAUSD335780.0463LongDBTCORPUSY22030-03-15Fixed4.625NNNNNNPLATFORM SPECIALTY PROD549300FLGN6P5CU20J91Platform Specialty Products Corp72766QAD743000PAUSD449890.0621LongDBTCORPUSY22025-12-01Fixed5.875NNNNNNQEP RESOURCES INCQ6JQDZPXKEDQKVK58165QEP Resources Inc74733VAA8201000PAUSD2080350.287LongDBTCORPUSN22021-03-01Fixed6.875NNNNNNRANGE RESOURCES CORPH3Y3WLYCX0BTO1TRW162Range Resources Corp75281AAY559000PAUSD578200.0798LongDBTCORPUSN22022-08-15Fixed5NNNNNNREYNOLDS GRP ISS/REYNOLDN/AReynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu761735AP484000PAUSD841050.116LongDBTCORPUSN22020-10-15Fixed5.75NNNNNNSES GLOBAL AMERICAS HLDG5299000YGN3VJ3R60481SES GLOBAL Americas Holdings GP78413KAB890000PAUSD875000.1207LongDBTCORPUSY22044-03-25Fixed5.3NNNNNNSCIENTIFIC GAMES INTERNARLTHESQ0RNFQJWPBJN60Scientific Games International Inc80874YBC3124000PAUSD1326800.1831LongDBTCORPUSY22028-05-15Fixed7NNNNNNSENIOR HOUSING PROPERTIEN/ASenior Housing Properties Trust81721MAG427000PAUSD286550.0395LongDBTCORPUSN22021-12-15Fixed6.75NNNNNNSMITHFIELD FOODS INCCVTIPZRZJC0JQEZLL598Smithfield Foods Inc832248BB3172000PAUSD1905210.2629LongDBTCORPUSY22029-04-01Fixed5.2NNNNNNSUMMIT MATERIALS LLC/FIN549300C97P3BW8QROE16Summit Materials LLC / Summit Materials Finance Corp86614RAM9171000PAUSD1838250.2536LongDBTCORPUSY22027-03-15Fixed6.5NNNNNNSYNCHRONY FINANCIAL549300RS7EWPM9MA6C78Synchrony Financial87165BAM515000PAUSD157480.0217LongDBTCORPUSN22027-12-01Fixed3.95NNNNNNSYNCHRONY FINANCIAL549300RS7EWPM9MA6C78Synchrony Financial87165BAN345000PAUSD479760.0662LongDBTCORPUSN22024-03-19Fixed4.375NNNNNNSYNCHRONY FINANCIAL549300RS7EWPM9MA6C78Synchrony Financial87165BAP8155000PAUSD1761440.243LongDBTCORPUSN22029-03-19Fixed5.15NNNNNNT-MOBILE USA INC549300V2JRLO5DIFGE82T-Mobile USA Inc87264AAJ4123000PAUSD1265390.1746LongDBTCORPUSN22024-01-15Fixed6.5NNNNNNTALLGRASS NRG PRTNR/FIN549300IQ3DN0F3VERF65Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp87470LAA987000PAUSD874350.1206LongDBTCORPUSY22024-09-15Fixed5.5NNNNNNTALLGRASS NRG PRTNR/FIN549300IQ3DN0F3VERF65Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp87470LAE120000PAUSD199500.0275LongDBTCORPUSY22023-10-01Fixed4.75NNNNNNTERRIER MEDIA BUYER INCN/ATerrier Media Buyer Inc88146LAA176000PAUSD803700.1109LongDBTCORPUSY22027-12-15Fixed8.875NNNNNNTRINITY INDUSTRIES INCR1JB4KXN77XFCXOQKV49Trinity Industries Inc896522AH2105000PAUSD1084990.1497LongDBTCORPUSN22024-10-01Fixed4.55NNNNNNTWIN RIVER WORLDWIDE HLD549300NS4D5IK406VT62Twin River Worldwide Holdings Inc90171VAA3159000PAUSD1661550.2292LongDBTCORPUSY22027-06-01Fixed6.75NNNNNNUBER TECHNOLOGIES INC549300B2FTG34FILDR98Uber Technologies Inc90353TAA873000PAUSD762850.1052LongDBTCORPUSY22023-11-01Fixed7.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912828Y8723000PAUSD230520.0318LongDBTUSTUSN22024-07-31Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912828YB023000PAUSD223890.0309LongDBTUSTUSN22029-08-15Fixed1.625NNNNNNUSA COM PART/USA COM FINN/AUSA Compression Partners LP / USA Compression Finance Corp91740PAF550000PAUSD520800.0719LongDBTCORPUSN22027-09-01Fixed6.875NNNNNNBAUSCH HEALTH AMERICASKOO0397YRO83WY5MGD97Bausch Health Americas Inc91911XAV614000PAUSD160800.0222LongDBTCORPUSY22026-04-01Fixed9.25NNNNNNBAUSCH HEALTH AMERICASKOO0397YRO83WY5MGD97Bausch Health Americas Inc91911XAW4127000PAUSD1446280.1995LongDBTCORPUSY22027-01-31Fixed8.5NNNNNNVIACOMCBS INC5KYC8KF17ROCY24M3H09ViacomCBS Inc92553PAP750000PAUSD528780.073LongDBTCORPUSN22043-03-15Fixed4.375NNNNNNVIACOMCBS INC5KYC8KF17ROCY24M3H09ViacomCBS Inc92553PAW244000PAUSD509250.0703LongDBTCORPUSN22044-04-01Fixed5.25NNNNNNWATCO COS LLC/FINANCE CO549300UK74AMHGBXZG45Watco Cos LLC / Watco Finance Corp941130AA460000PAUSD609000.084LongDBTCORPUSY22023-04-01Fixed6.375NNNNNNWESTINGHOUSE AIR BRAKE06BTX5UWZD0GQ5N5Y745Westinghouse Air Brake Technologies Corp960386AP569000PAUSD690100.0952LongDBTCORPUSN22021-09-15Floating3.19363NNNNNNENGIE SALAXUQCHT4FH58LRZDY46Engie SAAZ1703000100000PA1158220.1598LongDBTCORPFRN22039-06-21Fixed1.375NNNNNNARD FINANCE SA6354006P6QPGGPVJW880ARD Finance SA00191AAD8200000PAUSD2067900.2853LongDBTCORPLUY22027-06-30Fixed6.5NNNNNNALBEMARLE WOD PTY LTD25490061SXKXCH8MR021Albemarle Wodgina Pty Ltd01273PAA0100000PAUSD998950.1378LongDBTCORPAUY22029-11-15Fixed3.45NNNNNNALCOA NEDERLAND HOLDING5493000UL1QLQLT1VQ42Alcoa Nederland Holding BV013822AA9276000PAUSD2903770.4006LongDBTCORPNLY22024-09-30Fixed6.75NNNNNNBANCO LA HIPOTECARIAN/ABanco La Hipotecaria SA059605AA3300000PAUSD3128550.4316LongDBTCORPPAY22023-09-15Fixed5.5NNNNNNBAUSCH HEALTH COS INCB3BS7ACMDUWISF18KY76Bausch Health Cos Inc071734AH0123000PAUSD1262460.1742LongDBTCORPCAY22028-01-30Fixed5NNNNNNBAUSCH HEALTH COS INCB3BS7ACMDUWISF18KY76Bausch Health Cos Inc071734AJ620000PAUSD207400.0286LongDBTCORPCAY22030-01-30Fixed5.25NNNNNNCONNECT FINCO SARL/CONNE2594001KNYIQ456J2792Connect Finco SARL / Connect US Finco LLC20752TAA2164000PAUSD1746600.241LongDBTCORPLUY22026-10-01Fixed6.75NNNNNNDH EUROPE FINANCE II222100KDGL314CKTZ511DH Europe Finance II Sarl23291KAG0118000PAUSD1180480.1629LongDBTCORPLUN22024-11-15Fixed2.2NNNNNNDH EUROPE FINANCE II222100KDGL314CKTZ511DH Europe Finance II Sarl23291KAJ4136000PAUSD1367110.1886LongDBTCORPLUN22039-11-15Fixed3.25NNNNNNEG GLOBAL FINANCE PLC549300TL8Q5207VYET27eG Global Finance PLC28228PAA9200000PAUSD2030000.2801LongDBTCORPGBY22025-02-07Fixed6.75NNNNNNEG GLOBAL FINANCE PLC549300TL8Q5207VYET27eG Global Finance PLC28228PAB7232000PAUSD2462100.3397LongDBTCORPGBY22025-10-30Fixed8.5NNNNNNFIRST QUANTUM MINERALS L549300I7UVBGWRYMYZ18First Quantum Minerals Ltd335934AF2116000PAUSD1162900.1604LongDBTCORPCAY22021-02-15Fixed7NNNNNNFIRST QUANTUM MINERALS L549300I7UVBGWRYMYZ18First Quantum Minerals Ltd335934AK1200000PAUSD2070560.2857LongDBTCORPCAY22023-04-01Fixed7.25NNNNNNGLOBAL AIR LEASE CO LTDN/AGlobal Aircraft Leasing Co Ltd37960JAA6179000PAUSD1867780.2577LongDBTCORPKYY22024-09-15Fixed6.5NNNNNNHUDBAY MINERALS INC549300WI524AL577IX21Hudbay Minerals Inc443628AF9102000PAUSD1057610.1459LongDBTCORPCAY22023-01-15Fixed7.25NNNNNNINFRABUILD AUSTRALIA PTY549300W2CPB5W6GFH859Infrabuild Australia Pty Ltd45682RAA867000PAUSD690620.0953LongDBTCORPAUY22024-10-01Fixed12NNNNNNINTELSAT CONNECT FINANCE549300T8SOCBO2H77X11Intelsat Connect Finance SA45827AAD5100000PAUSD699700.0965LongDBTCORPLUY22023-02-15Fixed9.5NNNNNNLCPR SR SECURED FIN DAC549300LE5FM8IKMXSP90LCPR Senior Secured Financing DAC50201DAA1325000PAUSD3445000.4753LongDBTCORPIEY22027-10-15Fixed6.75NNNNNNSES SA5493008JPA4HYMH1HX51SES SA78413HAB544000PAUSD423670.0585LongDBTCORPLUY22043-04-04Fixed5.3NNNNNNTECK RESOURCES LIMITEDT8KI5SQ2JRWHL7XY0E11Teck Resources Ltd878742AT25000PAUSD50720.007LongDBTCORPCAN22021-01-15Fixed4.5NNNNNNTRIVIUM PACKAGING FIN724500GMZWW3PVYET548Trivium Packaging Finance BV89686QAA4209000PAUSD2202340.3038LongDBTCORPNLY22026-08-15Fixed5.5NNNNNNTRIVIUM PACKAGING FIN724500GMZWW3PVYET548Trivium Packaging Finance BV89686QAB2200000PAUSD2225000.307LongDBTCORPNLY22027-08-15Fixed8.5NNNNNNBAUSCH HEALTH COS INCB3BS7ACMDUWISF18KY76Bausch Health Cos Inc91911KAK8140000PAUSD1456000.2009LongDBTCORPCAY22024-03-15Fixed7NNNNNNGLENCORE FINANCE CANADA5493005TTO0UJ33KCK70Glencore Finance Canada Ltd98417EAK617000PAUSD177780.0245LongDBTCORPCAY22021-11-15Fixed4.95NNNNNNBRASKEM NETHERLANDSN/ABraskem Netherlands Finance BVZQ3579112200000PAUSD1991000.2747LongDBTCORPNLN22030-01-31Fixed4.5NNNNNNAUTOSTRADE PER L'ITALIA815600149448CEB9B230Autostrade per l'Italia SpAEI402250150000PA615080.0849LongDBTCORPITN22025-09-16Fixed4.375NNNNNNSES SA5493008JPA4HYMH1HX51SES SALW2530225100000PA1190300.1642LongDBTCORPLUN22099-12-31Variable4.625NNNNNNAT SECURITIES BV894500FVP65TB5QVZL54AT Securities BVAN9647248250000PAUSD2601250.3589LongDBTCORPNLN22099-12-31Variable5.25NNNNNNAVANTOR INC5493003VM0XB4U8YD238Avantor IncAP2848038118000PA1407870.1942LongDBTCORPUSN22024-10-01Fixed4.75NNNNNNABERTIS INFRAESTRUCTURAS549300GKFVWI02JQ5332Abertis Infraestructuras SAAX7293548100000PA1207750.1666LongDBTCORPESN22027-09-27Fixed2.375NNNNNNCPI PROPERTY GROUP SA222100CO2ZOTEPGJO223CPI Property Group SAZS1086686166000PA1952630.2694LongDBTCORPLUN22099-12-31Variable4.875NNNNNNIHO VERWALTUNGS GMBH529900JL0HDVGZMUJF32IHO Verwaltungs GmbHZS8104466100000PA1186100.1636LongDBTCORPDEY22027-05-15Fixed3.875NNNNNNVICTORIA PLC2138002K6ECECHVCQN25Victoria PLCAZ6703534100000PA1189240.1641LongDBTCORPGBY22024-07-15Fixed5.25NNNNNNNETFLIX INC549300Y7VHGU0I7CE873Netflix IncAV1834432100000PA1250030.1725LongDBTCORPUSN22029-05-15Fixed4.625NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae or Freddie Mac01F03041377000PAUSD789170.1089LongABS-MBSUSGSEUSN22033-12-25Fixed4NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae or Freddie Mac01F0306112193937PAUSD22249963.0697LongABS-MBSUSGSEUSN22049-07-25Fixed3.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae or Freddie Mac01F032419181000PAUSD1876630.2589LongABS-MBSUSGSEUSN22033-08-25Fixed3.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae or Freddie Mac01F04041257000PAUSD594520.082LongABS-MBSUSGSEUSN22024-11-25Fixed3NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2018-203463VAA328307PAUSD284770.0393LongABS-MBSCORPUSY22048-07-27Variable3.674NNNNNNArroyo Mortgage TrustN/AArroyo Mortgage Trust 2019-2042858AD2140000PAUSD1412830.1949LongABS-MBSCORPUSY22049-04-25Variable4.76NNNNNNBarclays Commercial Mortgage SN/ABBCMS Trust 2015-SRCH05547HAC5100000PAUSD1096350.1513LongABS-MBSCORPUSY22035-08-10Fixed4.197NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AJ8100000PAUSD1001480.1382LongABS-MBSCORPUSY22036-10-15Floating3.73975NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AK5477000PAUSD4776900.659LongABS-MBSCORPUSY22036-10-15Floating4.03975NNNNNNBXP TrustN/ABXP Trust 2017-GM056083AA641000PAUSD429550.0593LongABS-MBSCORPUSY22039-06-13Fixed3.379NNNNNNCGDB Commercial Mortgage TrustN/ACGDB Commercial Mortgage Trust 2019-MOB125284AJ8100000PAUSD999010.1378LongABS-MBSCORPUSY22036-11-15Floating3.73975NNNNNNCGDB Commercial Mortgage TrustN/ACGDB Commercial Mortgage Trust 2019-MOB125284AL3100000PAUSD997170.1376LongABS-MBSCORPUSY22036-11-15Floating4.28975NNNNNNFannie Mae - CASN/AConnecticut Avenue Securities Trust 2019-R0320753MAF5232171PAUSD2335230.3222LongABS-MBSUSGSEUSY22031-09-25Floating3.942NNNNNNFannie Mae - CASN/AConnecticut Avenue Securities Trust 2019-R0520754HAE869314PAUSD697400.0962LongABS-MBSUSGSEUSY22039-07-25Floating3.792NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H03261330000PAUSD309210.0427LongABS-MBSUSGAUSN22048-10-20Fixed3.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H04261278000PAUSD815450.1125LongABS-MBSUSGAUSN22048-07-20Fixed4.5NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711X3H5381462PAUSD3821430.5272LongABS-MBSUSGSEUSN22031-03-25Floating3.792NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3128M9NR927868PAUSD323300.0446LongABS-MBSUSGSEUSN22040-04-01Fixed6NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XUFN26036PAUSD63690.0088LongABS-MBSUSGSEUSN22046-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XUSX67562PAUSD79250.0109LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XYLA523155PAUSD244000.0337LongABS-MBSUSGSEUSN22047-11-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XYPY910634PAUSD110890.0153LongABS-MBSUSGSEUSN22047-11-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XYU3123084PAUSD243240.0336LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XYYZ68023PAUSD83670.0115LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y04D120285PAUSD211490.0292LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y06M94768PAUSD50150.0069LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0KS07712PAUSD80300.0111LongABS-MBSUSGSEUSN22048-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0KU57696PAUSD79850.011LongABS-MBSUSGSEUSN22048-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0TA08608PAUSD90670.0125LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y1D8019371PAUSD202200.0279LongABS-MBSUSGSEUSN22048-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y1DP219855PAUSD207240.0286LongABS-MBSUSGSEUSN22048-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y1Q949727PAUSD101530.014LongABS-MBSUSGSEUSN22048-06-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6V719804PAUSD103210.0142LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y9F2478200PAUSD824610.1138LongABS-MBSUSGSEUSN22049-01-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131YBA57135919PAUSD1441970.1989LongABS-MBSUSGSEUSN22049-04-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131YCRQ147497PAUSD495960.0684LongABS-MBSUSGSEUSN22049-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131YDF4185701PAUSD903720.1247LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131YDFA7356272PAUSD3734610.5152LongABS-MBSUSGSEUSN22049-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329NG3636176PAUSD370240.0511LongABS-MBSUSGSEUSN22046-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5AL934195PAUSD351780.0485LongABS-MBSUSGSEUSN22043-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5DB88122PAUSD83440.0115LongABS-MBSUSGSEUSN22045-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A8GL7362885PAUSD3738120.5157LongABS-MBSUSGSEUSN22031-05-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACLS730070PAUSD316570.0437LongABS-MBSUSGSEUSN22044-12-01Fixed3.5NNNNNNFreddie MacN/AFreddie Mac Pool3132ACS2723805PAUSD250840.0346LongABS-MBSUSGSEUSN22048-03-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJC311167PAUSD117560.0162LongABS-MBSUSGSEUSN22044-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADY693220PAUSD34210.0047LongABS-MBSUSGSEUSN22047-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132H7DA96943PAUSD75280.0104LongABS-MBSUSGSEUSN22044-05-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132VL4Z714729PAUSD158330.0218LongABS-MBSUSGSEUSN22049-01-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132XCR3133154PAUSD349560.0482LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132XS4N731358PAUSD329440.0455LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132XSVQ023742PAUSD246780.034LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132XTB8013267PAUSD137900.019LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132XX7G82654PAUSD27830.0038LongABS-MBSUSGSEUSN22048-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334W4E8193532PAUSD2005440.2767LongABS-MBSUSGSEUSN22049-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334XYQ623784PAUSD248540.0343LongABS-MBSUSGSEUSN22049-08-01Fixed3.5NNNNNNFreddie MacN/AFreddie Mac Pool31334YAT447709PAUSD487620.0673LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool31334YMG915705PAUSD160850.0222LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool31334YN86164602PAUSD1693560.2337LongABS-MBSUSGSEUSN22049-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334YQ5970626PAUSD738520.1019LongABS-MBSUSGSEUSN22049-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool31335B4W331055PAUSD326260.045LongABS-MBSUSGSEUSN22048-11-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool31335BQM16092PAUSD63870.0088LongABS-MBSUSGSEUSN22048-03-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool31335BXZ423873PAUSD250270.0345LongABS-MBSUSGSEUSN22048-08-01Fixed3.5NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool31339SNH410032PAUSD102010.0141LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31339SSN614105PAUSD143140.0197LongABS-MBSUSGSEUSN22049-10-01Fixed3NNNNNNFreddie MacN/AFreddie Mac Pool31339SW766906PAUSD70230.0097LongABS-MBSUSGSEUSN22049-10-01Fixed3NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool31339UND862784PAUSD639710.0883LongABS-MBSUSGSEUSN22049-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31339UQD519348PAUSD196350.0271LongABS-MBSUSGSEUSN22049-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31339URP77828PAUSD79600.011LongABS-MBSUSGSEUSN22049-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A0G7388000PAUSD893030.1232LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool3133A0KK9148000PAUSD1501920.2072LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacB1V7KEBTPIMZEU4LTD58Freddie Mac Pool3133G7BU6179415PAUSD1817610.2508LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGGT91387308PAUSD14375711.9833LongABS-MBSUSGSEUSN22049-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B1N2632421PAUSD331270.0457LongABS-MBSUSGSEUSN22048-05-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EKM9323668PAUSD249160.0344LongABS-MBSUSGSEUSN22042-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EM3U320234PAUSD214780.0296LongABS-MBSUSGSEUSN22044-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENBH114979PAUSD157700.0218LongABS-MBSUSGSEUSN22043-11-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENRH47055PAUSD77840.0107LongABS-MBSUSGSEUSN22044-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENS8313781PAUSD151080.0208LongABS-MBSUSGSEUSN22044-07-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPBS229166PAUSD307050.0424LongABS-MBSUSGSEUSN22045-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPHM94071PAUSD42850.0059LongABS-MBSUSGSEUSN22045-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPHU111341PAUSD125130.0173LongABS-MBSUSGSEUSN22045-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EQWJ77072PAUSD75150.0104LongABS-MBSUSGSEUSN22045-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ETZV111556PAUSD121380.0167LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138NY4J118026PAUSD189770.0262LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WHND027745PAUSD292490.0404LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WQJB93374PAUSD34660.0048LongABS-MBSUSGSEUSN22043-05-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS31398NTM623689PAUSD847730.117LongABS-MBSUSGSEUSN22040-10-25Floating36.39757NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140EVVN417813PAUSD186620.0257LongABS-MBSUSGSEUSN22046-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140F7W5410611PAUSD112980.0156LongABS-MBSUSGSEUSN22047-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FEEH31679PAUSD17710.0024LongABS-MBSUSGSEUSN22046-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FKV721226PAUSD12900.0018LongABS-MBSUSGSEUSN22047-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FKWA41113PAUSD11850.0016LongABS-MBSUSGSEUSN22047-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNAT15674PAUSD60410.0083LongABS-MBSUSGSEUSN22047-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNBA12669PAUSD28060.0039LongABS-MBSUSGSEUSN22047-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNBB98006PAUSD85240.0118LongABS-MBSUSGSEUSN22047-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNBM55902PAUSD62840.0087LongABS-MBSUSGSEUSN22047-09-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNCL66797PAUSD71470.0099LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNCM44669PAUSD49710.0069LongABS-MBSUSGSEUSN22047-09-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNCW28589PAUSD90310.0125LongABS-MBSUSGSEUSN22047-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FNCY86508PAUSD69290.0096LongABS-MBSUSGSEUSN22047-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FPAS874127PAUSD799680.1103LongABS-MBSUSGSEUSN22047-05-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXFH0208412PAUSD2140820.2954LongABS-MBSUSGSEUSN22057-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXFJ6135599PAUSD1429750.1973LongABS-MBSUSGSEUSN22057-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRU773734PAUSD40510.0056LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRU852932PAUSD31540.0044LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRU932699PAUSD28980.004LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRV682256PAUSD24480.0034LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRV761790PAUSD19260.0027LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GRV842329PAUSD25000.0034LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GS2N11644PAUSD17280.0024LongABS-MBSUSGSEUSN22047-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GSKE18657PAUSD89930.0124LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTEM82353PAUSD25530.0035LongABS-MBSUSGSEUSN22047-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTEN62039PAUSD21930.003LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTFH81343PAUSD14570.002LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTGQ71108PAUSD12020.0017LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GU2A43296PAUSD34660.0048LongABS-MBSUSGSEUSN22047-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GU2C05701PAUSD60710.0084LongABS-MBSUSGSEUSN22047-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GUJT51882PAUSD19790.0027LongABS-MBSUSGSEUSN22047-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GUZ752408PAUSD25320.0035LongABS-MBSUSGSEUSN22047-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GVWA96554PAUSD68640.0095LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GXCE92963PAUSD31160.0043LongABS-MBSUSGSEUSN22047-08-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GXCG44834PAUSD50820.007LongABS-MBSUSGSEUSN22047-08-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GXCH28284PAUSD88200.0122LongABS-MBSUSGSEUSN22047-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H0AJ110116PAUSD107710.0149LongABS-MBSUSGSEUSN22047-09-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H1HT02801PAUSD29450.0041LongABS-MBSUSGSEUSN22047-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H23A412783PAUSD133300.0184LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H23D85379PAUSD55790.0077LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H24V75920PAUSD62250.0086LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H25H73735PAUSD39280.0054LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H25U85938PAUSD62440.0086LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H2XS23136PAUSD32970.0045LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H2YE22374PAUSD25270.0035LongABS-MBSUSGSEUSN22047-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H4TS31167PAUSD12430.0017LongABS-MBSUSGSEUSN22047-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H4TX22406PAUSD25300.0035LongABS-MBSUSGSEUSN22047-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6B409037PAUSD94240.013LongABS-MBSUSGSEUSN22048-01-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6B577961PAUSD82790.0114LongABS-MBSUSGSEUSN22048-01-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CC131329PAUSD330660.0456LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7NN39909PAUSD105060.0145LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7P688664PAUSD91870.0127LongABS-MBSUSGSEUSN22048-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7PU56265PAUSD66430.0092LongABS-MBSUSGSEUSN22048-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H9EX72597PAUSD27480.0038LongABS-MBSUSGSEUSN22048-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HAMH048277PAUSD494460.0682LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HFFE412378PAUSD130390.018LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HFFR55598PAUSD58290.008LongABS-MBSUSGSEUSN22048-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HHNC56257PAUSD66350.0092LongABS-MBSUSGSEUSN22048-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HHPZ26743PAUSD71500.0099LongABS-MBSUSGSEUSN22048-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HHTP031382PAUSD327560.0452LongABS-MBSUSGSEUSN22048-05-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J73V519928PAUSD216480.0299LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J7LN323764PAUSD245160.0338LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J84M220389PAUSD213540.0295LongABS-MBSUSGSEUSN22048-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JLVZ489492PAUSD942970.1301LongABS-MBSUSGSEUSN22049-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXH4353643PAUSD546760.0754LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJN977772PAUSD791340.1092LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K0HB7213061PAUSD2158470.2978LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K43P3275622PAUSD2797420.3859LongABS-MBSUSGSEUSN22050-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QCEU624917PAUSD257240.0355LongABS-MBSUSGSEUSN22048-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31416CE691192PAUSD13770.0019LongABS-MBSUSGSEUSN22037-02-01Fixed6NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31417DH2210757PAUSD113250.0156LongABS-MBSUSGSEUSN22042-10-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418AQR21718PAUSD17680.0024LongABS-MBSUSGSEUSN22043-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418AR2618920PAUSD199180.0275LongABS-MBSUSGSEUSN22043-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CS5418371PAUSD193170.0267LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DKJ0133410PAUSD1346290.1857LongABS-MBSUSGSEUSN22035-01-01Fixed2.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TXV2737831PAUSD7682111.0599LongABS-MBSUSGAUSN22048-05-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TZ571104461PAUSD11499371.5865LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179UQ70162001PAUSD1705280.2353LongABS-MBSUSGAUSN22049-04-20Fixed5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617AUZW311790PAUSD123790.0171LongABS-MBSUSGAUSN22047-07-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BA5W92116PAUSD22210.0031LongABS-MBSUSGAUSN22047-08-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN3S27089PAUSD74430.0103LongABS-MBSUSGAUSN22047-11-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN4U68913PAUSD93570.0129LongABS-MBSUSGAUSN22047-12-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CH84665PAUSD48960.0068LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CJ419706PAUSD206850.0285LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2UF727346PAUSD300650.0415LongABS-MBSUSGAUSN22046-08-15Fixed4.5NNNNNNNew Residential Mortgage LoanN/ANew Residential Mortgage Loan Trust 2019-NQM264830QAD6100000PAUSD1069540.1476LongABS-MBSCORPUSY22049-04-25Variable4.26711NNNNNNPreston Ridge Partners MortgagN/APRPM 2019-GS169359CAB1105810PAUSD1056880.1458LongABS-MBSCORPUSY22024-10-25Variable4.75NNNNNNPreston Ridge Partners MortgagN/APRPM 2019-3 LLC69359MAB9165000PAUSD1650840.2278LongABS-MBSCORPUSY22024-07-25Variable4.458NNNNNNSequoia Mortgage Trust549300I3GDJZU6IW8K79Sequoia Mortgage Trust 2018-881748HBA612527379PAUSD1048730.1447LongABS-MBSCORPUSY22048-11-25Variable0.306329NNNNNNStation Place Securitization TN/AStation Place Securitization Trust Series 2019-WL185769FAF5150000PAUSD1500200.207LongABS-MBSCORPUSY22052-08-25Floating3.392NNNNNNVerus Securitization TrustN/AVerus Securitization Trust 2019-192537DAD2140000PAUSD1429000.1972LongABS-MBSCORPUSY22059-02-25Variable4.461NNNNNNCIFC Funding Ltd54930076OPDXR0U68E20CIFC Funding 2016-I Ltd17180TAL6250000PAUSD2501750.3452LongABS-CBDOCORPKYY22031-10-21None0NNNNNNCIFC Funding LtdN/ACIFC Funding 2016-I Ltd17180TAS1250000PAUSD2509500.3462LongABS-CBDOCORPKYY22031-10-21None0NNNNNNGoldenTree Loan Management USN/AGoldentree Loan Management US CLO 5 Ltd38138DAC0250000PAUSD2500750.345LongABS-CBDOCORPKYY22032-10-20Floating3.48782NNNNNNMadison Park Funding LtdN/AMadison Park Funding XXXIII Ltd55819JAA1250000PAUSD2505750.3457LongABS-CBDOCORPKYY22032-10-15None3.17405NNNNNNPalmer Square Loan Funding LtdN/APalmer Square Loan Funding 2019-4 Ltd69689HAG0250000PAUSD2483750.3427LongABS-CBDOCORPKYY22027-10-24Floating5.186NNNNNNSouthwick Park CLO, Ltd.N/ASouthwick Park CLO LLC846031AA0250000PAUSD2500250.3449LongABS-CBDOCORPKYY22032-07-20Floating3.599NNNNNNBluemountain CLO LtdN/ABlueMountain CLO XXIV Ltd09609NAG0250000PAUSD2499750.3449LongABS-CBDOCORPKYY22031-04-20Floating4.66588NNNNNNMagnetite CLO Ltd5493000081NBXWGGSW23Magnetite XXII Ltd55954HAJ1250000PAUSD2491750.3438LongABS-CBDOCORPKYY22031-04-15Floating5.65088NNNNNNOctagon Investment Partners XX549300XIS9D4AHDX5A35Octagon Investment Partners XXI Ltd67590QBG1250000PAUSD2500750.345LongABS-CBDOCORPKYY22031-02-14Floating5.85925NNNNNNOCTAGON INVESTMENT PARTNERS 41N/AOctagon Investment Partners 41 Ltd67592FAJ8250000PAUSD2495000.3442LongABS-CBDOCORPKYY22031-04-15Floating5.65088NNNNNNSound Point CLO LTD549300ZK5CJ7PM7YBH85Sound Point Clo XVI Ltd83610KAG8250000PAUSD2412250.3328LongABS-CBDOCORPKYY22030-07-25Floating5.53963NNNNNNZ CAPITAL CREDIT PARTNERS CLON/AZ Capital Credit Partners CLO 2019-1 Ltd98877GAC2250000PAUSD2511750.3465LongABS-CBDOCORPKYY22031-07-16Floating3.89947NNNNNNAmerican Credit Acceptance RecN/AAmerican Credit Acceptance Receivables Trust 2018-302530AAJ1100000PAUSD1034230.1427LongABS-OCORPUSY22024-10-15Fixed5.17NNNNNNApplebees/IHOP Funding LLCN/AApplebee's Funding LLC / IHOP Funding LLC03789XAD080000PAUSD809890.1117LongABS-OCORPUSY22049-06-07Fixed4.194NNNNNNAqua Finance TrustN/AAqua Finance Trust 2019-A038370AA0114532PAUSD1148300.1584LongABS-OCORPUSY22040-07-16Fixed3.14NNNNNNBusiness Jet Securities, LLCN/ABusiness Jet Securities LLC 2017-1123262AS657463PAUSD591510.0816LongABS-OCORPUSY22033-02-15Fixed7.748NNNNNNCoinstar Funding, LLC5493004UNX3RE1I4DH23Coinstar Funding LLC Series 2017-119260MAA4294450PAUSD3018690.4165LongABS-OCORPUSY22047-04-25Fixed5.216NNNNNNConn Funding II, L.PN/AConn's Receivables Funding 2019-A LLC20827DAB6100000PAUSD1006200.1388LongABS-OCORPUSY22023-10-16Fixed4.36NNNNNNConn Funding II, L.PN/AConn's Receivables Funding 2019-A LLC20827DAC4100000PAUSD1009570.1393LongABS-OCORPUSY22023-10-16Fixed5.29NNNNNNDominos Pizza Master Issuer LL5299004V0Y8MI5D9FF45Domino's Pizza Master Issuer LLC25755TAK669125PAUSD716930.0989LongABS-OCORPUSY22048-07-25Fixed4.328NNNNNNDriven Brands Funding, LLCN/ADRIVEN BRANDS FUNDING LLC26208LAE8152083PAUSD1517360.2093LongABS-OCORPUSY22049-10-20Fixed3.981NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2018-430166EAJ5130000PAUSD1355930.1871LongABS-OCORPUSY22025-07-15Fixed5.38NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ040Exeter Automobile Receivables Trust 2019-130167DAE780000PAUSD830090.1145LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNFirst Investors Auto Owner TruN/AFirst Investors Auto Owner Trust 2018-132059RAN3303000PAUSD3155920.4354LongABS-OCORPUSY22025-08-15Fixed7.16NNNNNNHERTZ FLEET LEASE FUNDING LP549300FESQ105M6ZTE59Hertz Fleet Lease Funding LP428041BH9130000PAUSD1328470.1833LongABS-OCORPUSY22032-05-10Fixed5.55NNNNNNInSite Issuer LLCN/AInSite Issuer LLC45780KAL0139831PAUSD1451140.2002LongABS-OCORPUSY22048-12-15Fixed6.115NNNNNNLoanMe Trust SBLN/ALOANME TRUST SBL 2019-153947KAA877845PAUSD780290.1077LongABS-OCORPUSY22030-08-15Fixed5.25NNNNNNOneMain Direct Auto ReceivableN/AOneMain Direct Auto Receivables Trust 2019-168267EAD6248000PAUSD2619660.3614LongABS-OCORPUSY22031-04-14Fixed4.68NNNNNNPawnee Equipment ReceivablesN/APawnee Equipment Receivables Series 2019-1 LLC704102AF9100000PAUSD987050.1362LongABS-OCORPUSY22026-01-15Fixed3.8NNNNNNProper Pass-Thru Trust II549300HCI5NYJ9JJET80Prosper Pass-Thru Trust II Series 2019-St174360MAB6520000NSUSD1157520.1597LongABS-OCORPUSY22025-07-15None0NNNNNNRaptor Aircraft Finance LLC549300QFYP8PTWJMXQ65Raptor Aircraft Finance I LLC75383HAA9331393PAUSD3313930.4572LongABS-OCORPKYY22044-08-23Fixed4.213NNNNNNSOFI CONSUMER LOAN PROGRAM TRU5493000RZZ85L9YT5K31SoFi Consumer Loan Program 2019-1 Trust78472CAD0140000PAUSD1443140.1991LongABS-OCORPUSY22028-02-25Fixed4.42NNNNNNSierra Receivables Funding CoN/ASierra Timeshare 2019-2 Receivables Funding LLC82652MAD2479186PAUSD4843040.6682LongABS-OCORPUSY22036-05-20Fixed4.54NNNNNNSocial Professional Loan ProgrN/ASofi Professional Loan Program 2018-D Trust83401A10810000PAUSD3450000.476LongABS-OCORPUSY22048-02-25None0NNNNNNSOFI CONSUMER LOAN PROGRAM TRUN/ASoFi Consumer Loan Program 2019-2 Trust83406CAD1100000PAUSD1026610.1416LongABS-OCORPUSY22028-04-25Fixed4.2NNNNNNVB-S1 Issuer LLCN/AVB-S1 Issuer LLC91823AAG6250000PAUSD2521490.3479LongABS-OCORPUSY22048-02-15Fixed3.413NNNNNNVx Capital Partners, LLCN/AVx Cargo 2018-1 Trust91846EAB2235249PAUSD2397790.3308LongABS-OCORPUSY22033-12-15Fixed5.438NNNNNNZephyrus Capital Aviation PartN/AZephyrus Capital Aviation Partners 2018-1 Ltd98944PAB378643PAUSD794300.1096LongABS-OCORPUSY22038-10-15Fixed4.605NNNNNNADVANCED DRAINAGE SYSTEMS6QQTOZ5MF5DHM7K92I60Advanced Drainage Systems Inc00769QAG810814PAUSD108860.015LongLONCORPUSN22026-09-24Floating4NNNNNNBWAY CORP549300DNGHXL0OMHW304Mauser Packaging Solutions Holding Co05604XAP162679PAUSD624050.0861LongLONCORPUSN22024-04-03Floating5.23425NNNNNNQUIKSILVER INC54930013HYANWRQLRU09Boardriders Inc09660JAB6111154PAUSD1031230.1423LongLONCORPUSN22024-04-06Floating8.29938NNNNNNHERCULES MERGER SUB LLC549300C1PQJLVEIUBK50Buckeye Partners LP11823LAH825000PAUSD251980.0348LongLONCORPUSN22026-11-01Floating4.53088NNNNNNCHANGE HEALTHCARE HOLDINGSN/AChange Healthcare Holdings LLC15911AAC785152PAUSD853790.1178LongLONCORPUSN22024-03-01Floating4.29938NNNNNNCHOBANI LLC549300ISVDMZ91KNTR38Chobani LLC17026YAD1113827PAUSD1137990.157LongLONCORPUSN22023-10-10Floating5.29938NNNNNNCRYOLIFE INCN/ACryoLife Inc22904TAC189316PAUSD893730.1233LongLONCORPUSN22024-12-01Floating5.19463NNNNNNDELL INTERNATIONAL LLCN/ADell International LLC24702NBD185441PAUSD857610.1183LongLONCORPUSN22024-03-13Floating3.54NNNNNNDELL INTERNATIONAL LLCN/ADell International LLC24702NBE9150000PAUSD1509190.2082LongLONCORPUSN22025-09-19Floating3.8NNNNNNDYNCORP INTERNTL INC549300SUPXO1WGG7V096DynCorp International Inc26816DAL4126400PAUSD1251360.1726LongLONCORPUSN22025-08-18Floating7.73975NNNNNNENTEGRIS INCIYX6OWO7BT5DKO3BYG52Entegris Inc29362LAH779019PAUSD793150.1094LongLONCORPUSN22025-11-06Floating3.79938NNNNNNENTRAVISION COMMUNICATIO549300SKHY2ALCLKV539Entravision Communications Corp29382XAE4109950PAUSD1064680.1469LongLONCORPUSN22024-11-29Floating4.54938NNNNNNFINANCIAL & RISK US HOLD549300NF240HXJO7N016Refinitiv US Holdings Inc31740MAC5196967PAUSD1986410.2741LongLONCORPUSN22025-10-01Floating5.04938NNNNNNGCI LLC549300N3IE9H88Q20221GCI LLC36155JAH877399PAUSD770120.1062LongLONCORPUSN22022-02-02Floating4.29938NNNNNNGENTIVA HEALTH SERVICES549300STP29LPEN7S547Gentiva Health Services Inc37249UAN6169748PAUSD1704920.2352LongLONCORPUSN22025-07-02Floating5.5625NNNNNNHANJIN INTERNATIONAL COR54930024Y0JUNH5S0F24Hanjin International Corp41043UAB2195000PAUSD1940250.2677LongLONCORPUSN22020-10-19Floating4.29938NNNNNNHILTON WORLDWIDE FINANCE549300406TN7EY0NPH20Hilton Worldwide Finance LLC43289DAH650510PAUSD508260.0701LongLONCORPUSN22026-06-21Floating3.542NNNNNNIQVIA INC549300PLWY28YB00C717IQVIA Inc44969CBF623193PAUSD232950.0321LongLONCORPUSN22024-03-07Floating3.69463NNNNNNII-VI INC549300O5C25A0MMHHU33II-VI Inc45173JAK0149625PAUSD1501860.2072LongLONCORPUSN22026-09-24Floating5.29938NNNNNNJAGUAR HOLDING CO IIN/AJaguar Holding Co II47009YAK365000PAUSD653030.0901LongLONCORPUSN22022-08-18Floating0NNNNNNLPL HOLDINGS INC549300Z5YF8CCRMYUL26LPL Holdings Inc50212XAX415000PAUSD150560.0208LongLONCORPUSN22026-11-12Floating3.542NNNNNNLAMAR MEDIA CORPN/ALamar Media Corp513076AZ2106187PAUSD1066180.1471LongLONCORPUSN22025-03-14Floating3.5625NNNNNNLEVEL 3 FINANCING INCN/ALevel 3 Financing Inc52729KAP198500PAUSD988080.1363LongLONCORPUSN22027-03-01Floating4.03588NNNNNNLIONS GATE CAPITAL HOLD549300MWJHNLR35C0837Lions Gate Capital Holdings LLC53627MAC743012PAUSD425280.0587LongLONCORPUSN22023-03-22Floating0NNNNNNMCAFEE LLC549300713UKUTLV9T378McAfee LLC57906PAF6127750PAUSD1282620.177LongLONCORPUSN22025-09-28Floating10.30475NNNNNNMCAFEE LLC549300713UKUTLV9T378McAfee LLC57906PAG420894PAUSD209730.0289LongLONCORPUSN22024-09-29Floating5.55475NNNNNNMISSION BROADCASTING INCN/AMission Broadcasting Inc605024AQ15229PAUSD52460.0072LongLONCORPUSN22024-01-17Floating4.03088NNNNNNMOHEGAN TRIBAL GAMING AUTHO549300UB083Z2NRDHC48Mohegan Gaming & Entertainment608330AP1124055PAUSD1217510.168LongLONCORPUSN22021-10-13Floating5.54938NNNNNNNVA HOLDINGS549300PQXWQYUO44P605NVA Holdings Inc62943XAJ6103376PAUSD1032690.1425LongLONCORPUSN22025-02-02Floating6.5NNNNNNNEXSTAR BROADCASTING INC5493006PK6I4I2OOT688Nexstar Broadcasting Inc65336RAU226317PAUSD264010.0364LongLONCORPUSN22024-01-17Floating4.05475NNNNNNNEXSTAR BROADCASTING INC5493006PK6I4I2OOT688Nexstar Broadcasting Inc65336RAW8106195PAUSD1066900.1472LongLONCORPUSN22026-09-19Floating4.53088NNNNNN18 FREMONT STREET ACQUIS5493000QK0X0K188BR6018 Fremont Street Acquisition LLC68288HAB8330000PAUSD3316500.4576LongLONCORPUSN22025-08-09Floating10.03513NNNNNNPLAYTIKA HOLDING CORPN/APlaytika Holding Corp72814CAE8232000PAUSD2342040.3231LongLONCORPUSN22024-12-10Floating7.7356NNNNNNRPI FINANCE TRUST549300W9M1577I3BNU94RPI Finance Trust74966UAP5100906PAUSD1016790.1403LongLONCORPUSN22023-03-27Floating3.79938NNNNNNREYNOLDS GROUP HOLDINGS5493002QNV81KCX40V06Reynolds Group Holdings Inc76173FAU196671PAUSD968980.1337LongLONCORPUSN22023-02-05Floating4.54938NNNNNNSIX FLAGS ENTERTAINMENT CORP5493003MX0ZXTM8EVY68Six Flags Theme Parks Inc83002CAJ6104942PAUSD1053270.1453LongLONCORPUSN22026-04-17Floating3.55NNNNNNTACALA INVESTMENT CORP549300XTM341KBSTDI88Tacala Investment Corp873412AA8139291PAUSD1394900.1924LongLONCORPUSN22025-02-01Floating5.79938NNNNNNTACALA INVESTMENT CORP549300XTM341KBSTDI88Tacala Investment Corp873412AC458000PAUSD575440.0794LongLONCORPUSN22026-02-01Floating9.54938NNNNNNTAMKO BUILDING PRODUCTS INCN/ATamko Building Products Inc87510EAB566833PAUSD673340.0929LongLONCORPUSN22026-05-29Floating5.04938NNNNNNTERRIER MEDIA BUYER INCN/ATerrier Media Buyer Inc88145LAB087000PAUSD878160.1212LongLONCORPUSN22026-12-17Floating0NNNNNNUSI INC/NYN/AUSI Inc/NY90351NAF28000PAUSD80430.0111LongLONCORPUSN22026-12-02Floating0NNNNNNULTRA CLEAN HOLDINGS INC5493007L6LS7QX18PE75Ultra Clean Holdings Inc90385YAB7124286PAUSD1239750.171LongLONCORPUSN22025-08-27Floating6.29938NNNNNNFRONERI INTERNATIONAL213800NRSZ1N2Y6LEX44Froneri International LtdBL2619189106000PA1403430.1936LongLONCORPGBN22025-01-31Floating3.50513NNNNNNSPECTACLE GARY HOLDINGN/ASpectacle Gary Holdings LLCBL317288159978PAUSD605780.0836LongLONCORPUSN22025-11-06Floating10.79938NNNNNNSPECTACLE GARY HOLDINGN/ASpectacle Gary Holdings LLCBL31729074346PAUSD43900.0061LongLONCORPUSN22025-11-06Floating0NNNNNNFC COMPASSUS LLCN/AFC Compassus LLCBL3196294100607PAUSD998520.1378LongLONCORPUSN22026-10-31Floating0NNNNNNJBS USA LUX SAP77IMDGVZE8EFBTF2M92JBS USA LUX SA46611VAU978163PAUSD786190.1085LongLONCORPUSN22026-05-01Floating4.5125NNNNNNBAUSCH HEALTH AMERICASKOO0397YRO83WY5MGD97Bausch Health Americas IncBL2701110100780PAUSD1012840.1397LongLONCORPUSN22025-06-02Floating4.73975NNNNNNCAMELOT FINANCE SAN/ACamelot Finance SABL320037757000PAUSD573140.0791LongLONCORPLUN22026-10-30Floating5.04938NNNNNNFORMULA ONE MANAGEMENTN/AFormula One Management LtdBL2628156150000PAUSD1505160.2077LongLONCORPGBN22024-02-01Floating4.29938NNNNNNSTARS GROUP HOLDINGS BV549300RNFXC8F8RT6R13Stars Group Holdings BVN8233BAC6120882PAUSD1218350.1681LongLONCORPNLN22025-07-10Floating5.44463NNNNNNN/AN/ASell GBP / Buy USDN/A1NCUSD-19145-0.0264N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76552110GBP713026USD2020-02-19-19145NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-4954-0.0068N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27261730EUR289478USD2020-02-19-4954NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-2100-0.0029N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2761040GBP78847USD2020-02-19-2100NNNN/AN/ASell USD / Buy CADN/A1NCUSD6370.0009N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9727712USD36800CAD2020-02-19637NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-180N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271640SGD1202USD2020-02-19-18NNNN/AN/ASell USD / Buy CADN/A1NCUSD930.0001N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB274020USD5340CAD2020-02-1993NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-16125-0.0222N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97869100EUR961565USD2020-02-19-16125NNNN/AN/ASell USD / Buy SGDN/A1NCUSD1920.0003N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9712532USD17100SGD2020-02-19192NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-221-0.0003N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243196450GBP8332USD2020-02-19-221NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-7127-0.0098N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76381400EUR421928USD2020-02-19-7127NNNN/AN/ASell USD / Buy SGDN/A1NCUSD1440.0002N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243199366USD12780SGD2020-02-19144NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-6216-0.0086N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76545760SGD399887USD2020-02-19-6216NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-2618-0.0036N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9776500GBP98831USD2020-02-19-2618NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-8410-0.0116N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76488265CAD367730USD2020-02-19-8410NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-320N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE971700EUR1881USD2020-02-19-32NNNN/AN/ASell USD / Buy CADN/A1NCUSD380.0001N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE971657USD2200CAD2020-02-1938NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-135-0.0002N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7611000SGD8050USD2020-02-19-135NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-84-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762900GBP3762USD2020-02-19-84NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-154-0.0002N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7613100SGD9593USD2020-02-19-154NNNN/AN/ASell USD / Buy CADN/A1NCUSD1930.0003N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB278127USD10800CAD2020-02-19193NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-37-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763000CAD2274USD2020-02-19-37NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-85-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA767400EUR8239USD2020-02-19-85NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-140N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271600SGD1177USD2020-02-19-14NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-270N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763200SGD2354USD2020-02-19-27NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-45-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762800CAD2112USD2020-02-19-45NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-85-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA769000GBP11850USD2020-02-19-85NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-350N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762500EUR2777USD2020-02-19-35NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-30N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK2824319800GBP1058USD2020-02-19-3NNNN/AN/ASell USD / Buy CADN/A1NCUSD780.0001N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243194159USD5500CAD2020-02-1978NNNN/AN/ASell USD / Buy SGDN/A1NCUSD940.0001N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243199430USD12800SGD2020-02-1994NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-62-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA767500EUR8375USD2020-02-19-62NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-223-0.0003N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7649500GBP65421USD2020-02-19-223NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-483-0.0007N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7644200CAD33567USD2020-02-19-483NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-110N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761500SGD1105USD2020-02-19-11NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-260N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB274900SGD3620USD2020-02-19-26NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-170N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB272500EUR2796USD2020-02-19-17NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-310N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB275800GBP7661USD2020-02-19-31NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-49-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA766100EUR6813USD2020-02-19-49NNNN/AN/ASell GBP / Buy USDN/A1NCUSD640.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA766300GBP8419USD2020-02-1964NNNN/AN/ASell USD / Buy SGDN/A1NCUSD180N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972363USD3200SGD2020-02-1918NNNN/AN/ASell USD / Buy CADN/A1NCUSD400.0001N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE973041USD4000CAD2020-02-1940NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-43-0.0001N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE978000EUR8957USD2020-02-19-43NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-157-0.0002N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2714770GBP19430USD2020-02-19-157NNNN/AN/ASell USD / Buy EURN/A1NCUSD8160.0011N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK2824319113703USD101800EUR2020-02-19816NNNN/AN/ASell USD / Buy SGDN/A1NCUSD540.0001N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243197164USD9700SGD2020-02-1954NNNN/AN/ASell USD / Buy CADN/A1NCUSD470.0001N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243194960USD6500CAD2020-02-1947NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-220N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243191500GBP1968USD2020-02-19-22NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-51-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762400GBP3131USD2020-02-19-51NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-51-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762400GBP3131USD2020-02-19-51NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-1117-0.0015N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7650910GBP66396USD2020-02-19-1117NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-161-0.0002N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7615940CAD12118USD2020-02-19-161NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-47-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA768010SGD5913USD2020-02-19-47NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-38-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763300EUR3675USD2020-02-19-38NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-100N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761600SGD1181USD2020-02-19-10NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-60-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762000GBP2592USD2020-02-19-60NNNN/AN/ASell SGD / Buy USDN/A1NCUSD-280N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA764800SGD3544USD2020-02-19-28NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-360N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA764700CAD3584USD2020-02-19-36NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-290N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765800CAD4439USD2020-02-19-29NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-49-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763200GBP4195USD2020-02-19-49NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-40N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761500EUR1683USD2020-02-19-4NNNN/AN/A90DAY EURO$ FUTR Mar20N/A4NCUSD147500.0203N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-16967900USD14750NNNN/AN/A90DAY EURO$ FUTR Jun20N/A4NCUSD152500.021N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-06-15967850USD15250NNNN/AN/A90DAY EURO$ FUTR Sep20N/A4NCUSD157500.0217N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-09-14967900USD15750NNNN/AN/AUS 5YR NOTE (CBT) Mar20N/A44NCUSD-19594-0.027N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-315238406USD-19594NNNN/AN/AUS 2YR NOTE (CBT) Mar20N/A17NCUSD-2514-0.0035N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-313666014USD-2514NNNN/AN/AUS LONG BOND(CBT) Mar20N/A13NCUSD-43920-0.0606N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-202070701USD-43920NNNN/AN/AUS 10yr Ultra Fut Mar20N/A7NCUSD-12195-0.0168N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-03-20997117USD-12195NNNN/AN/ACDX.NA.HY Series 33N/A-297000OUNotionalUSD-28620-0.0395N/ADCRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30MARKIT CDX.NA.HY.33CDX.NA.HY.S33.V1-5YYCDX.NA.HY Series 332024-12-200USD20431.64USD-297000USD-8188NNNN/AN/ACDX.NA.HY Series 33N/A-643500OUNotionalUSD-62009-0.0856N/ADCRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30MARKIT CDX.NA.HY.33CDX.NA.HY.S33.V1-5YYCDX.NA.HY Series 332024-12-200USD46541.88USD-643500USD-15467NNN2020-02-14JESPER NERGAARDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER