NPORT-P false 0000810893 XXXXXXXX S000009714 C000026673 C000026674 C000026676 C000064160 C000200455 C000026672 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Diversified Income Fund S000009714 JPLOY0QGZ77SI04T0B25 2020-03-31 2020-03-31 N 4668976283.950000 943362300.070000 3725613983.880000 0.000000 0.000000 251989084.440000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 38722346.860000 USD AUD EUR GBP ARS PEN N N/A N/A 000000000 1.000000 NC -2020094.750000 -0.0542218 N/A DFE N/A N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 227094000.000000 EUR 248441744.380000 USD 2020-04-02 -2020094.750000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -90329.280000 -0.0024245 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2021-12-21 0.000000 USD -66616.080000 USD 700000.000000 USD -23713.200000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -1248678.980000 -0.0335161 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2021-06-21 0.000000 USD -1136952.490000 USD 12700000.000000 USD -111726.490000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -154850.180000 -0.0041564 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2021-12-21 0.000000 USD -111015.520000 USD 1200000.000000 USD -43834.660000 N N N N/A 5493004EHVGF71PDBU58 000000000 1.000000 NC USD -401973.200000 -0.0107894 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-12-21 80597.810000 USD 0.000000 USD 10900000.000000 USD -482571.010000 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686103 68046.000000 NS USD 459990.960000 0.0123467 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 10.850000 0.0000003 N/A DFE RU N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2691909.000000 RUB 34112.840000 USD 2020-06-11 10.850000 N N N N/A N/A 000000000 1.000000 NC 4.460000 0.0000001 N/A DFE RU N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2692220.000000 RUB 34110.390000 USD 2020-06-11 4.460000 N N N N/A N/A 000000000 1.000000 NC USD -9457.940000 -0.0002539 N/A DCR US N 2 Citibank International Limited N/A SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2023-12-21 0.000000 USD -4907.550000 USD 100000.000000 USD -4550.390000 N N N N/A N/A 000000000 1.000000 NC USD -21426.570000 -0.0005751 N/A DCR US N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 SOUTH AFRICA GOVT SOUTH AFRICA (REP) GLBL NT Y Single Leg Swap 2020-12-21 0.000000 USD -82621.080000 USD 2150000.000000 USD 61194.510000 N N N N/A N/A 000000000 1.000000 NC USD -2142845.610000 -0.0575166 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -831958.980000 USD 19500000.000000 USD -1310886.630000 N N N N/A N/A 000000000 1.000000 NC USD -44846.310000 -0.0012037 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SOUTH AFRICA GOVT SOUTH AFRICA (REP) GLBL NT Y Single Leg Swap 2020-12-21 0.000000 USD -146674.610000 USD 4500000.000000 USD 101828.300000 N N N N/A N/A 000000000 1.000000 NC USD -648893.600000 -0.0174171 N/A DCR US N 2 UBS AG STAMFORD BFM8T61CT2L1QCEMIK50 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -1384742.310000 USD 18900000.000000 USD 735848.710000 N N N N/A N/A 000000000 1.000000 NC 46680.870000 0.0012530 N/A DFE GB N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1022767.440000 GBP 861000.000000 GBP 2020-04-02 46680.870000 N N N N/A N/A 000000000 1.000000 NC 2028997.730000 0.0544608 N/A DFE GB N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 131314189.600000 GBP 107353000.000000 GBP 2020-04-02 2028997.730000 N N N N/A N/A 000000000 1.000000 NC -1283728.450000 -0.0344568 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 226590000.000000 EUR 248940089.850000 USD 2020-05-05 -1283728.450000 N N N N/A N/A 000000000 1.000000 NC -2020409.440000 -0.0542302 N/A DFE GB N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 107353000.000000 GBP 131416174.950000 USD 2020-05-04 -2020409.440000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JDTT0 10363000.000000 PA 102407.940000 0.0027488 Long DBT NUSS AR N 2 2020-08-28 Floating 32.5714 N N N N N N N/A N/A 000000000 1.000000 NC 8209.640000 0.0002204 N/A DFE RU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 292542029.000000 RUB 3735992.410000 USD 2020-04-15 8209.640000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 95411000.000000 PA 823924.270000 0.0221151 Long DBT NUSS AR N 2 2022-04-03 Floating 36.8596 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0VSDQ8 21119000.000000 PA 155021.780000 0.0041610 Long DBT NUSS AR N 2 2020-06-21 Floating 50.5761 N N N N N N N/A N/A 000000000 1.000000 NC 2837334.020000 0.0761575 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2026-06-17 1307870.010000 AUD 0.000000 AUD 34600000.000000 AUD 1529464.010000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HQ6 1500000.000000 PA USD 410265.000000 0.0110120 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.875 N N N N N N N/A N/A 000000000 1.000000 NC -570196.180000 -0.0153048 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 0.000000 EUR -951355.900000 EUR 41400000.000000 EUR 381159.720000 N N N N/A N/A 000000000 1.000000 NC -1783057.950000 -0.0478594 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2025-03-18 0.000000 EUR -1198378.030000 EUR 126600000.000000 EUR -584679.920000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 B0R174II4 5000000.000000 PA 1496495.260000 0.0401677 Long DBT NUSS AR N 2 2038-12-31 Variable 3.38 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0Q7WW6 74220000.000000 PA 21023619.800000 0.5642995 Long DBT NUSS AR N 2 2022-01-15 Fixed 3.875 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0YQ3F4 2000000.000000 PA 564564.260000 0.0151536 Long DBT NUSS AR N 2 2028-01-15 Fixed 5.25 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 BF1CDZII9 2200000.000000 PA 2741105.320000 0.0735746 Long DBT CORP LU N 2 2027-07-18 Fixed 3.25 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BG4 300000.000000 PA USD 284144.570000 0.0076268 Long DBT CORP US N 2 2024-09-08 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -2774960.640000 -0.0744833 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-17 1718937.000000 USD 0.000000 USD 121600000.000000 USD -4493897.640000 N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AS3 85000.000000 PA USD 72887.500000 0.0019564 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AT1 107000.000000 PA USD 91752.500000 0.0024627 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 700000.000000 PA USD 605150.000000 0.0162430 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AH6 300000.000000 PA USD 286500.000000 0.0076900 Long DBT CORP US N 2 2026-08-01 Fixed 5.25 N N N N N N ASSET BACKED FUNDING CERT 2006-HE1 N/A 00075WAC3 720376.770000 PA USD 419920.440000 0.0112712 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.10663 N N N N N N ASSET BACKED FUNDING CERT 2006-HE1 N/A 00075WAD1 3083324.690000 PA USD 1816060.050000 0.0487453 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.16663 N N N N N N ASSET BACKED FUNDING CERTS 2005-WF1 N/A 04542BLZ3 608233.840000 PA USD 564659.120000 0.0151561 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.54663 N N N N N N N/A 5493000PCHOG3B6S3Q85 000000000 1.000000 NC USD -34721.480000 -0.0009320 N/A DCR US N 2 Nomura Global Financial Products Inc. 0Z3VO5H2G7GRS05BHJ91 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2021-12-21 0.000000 USD -54545.330000 USD 600000.000000 USD 19823.850000 N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 04649VAU4 80000.000000 PA USD 74800.000000 0.0020077 Long LON CORP US N 3 2025-08-04 Floating 7.4894 N N N N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 04649VAW0 225975.000000 PA USD 212793.200000 0.0057116 Long LON CORP US N 2 2024-11-03 Floating 3.9894 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFY3 476000.000000 PA USD 449424.090000 0.0120631 Long DBT CORP US N 2 2023-02-15 Floating 2.59375 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHW5 479000.000000 PA USD 498845.080000 0.0133896 Long DBT CORP US N 2 2027-02-15 Fixed 3.8 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 1600000.000000 PA USD 1725526.030000 0.0463152 Long DBT CORP US N 2 2030-02-15 Fixed 4.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFU1 2038000.000000 PA USD 2445322.160000 0.0656354 Long DBT CORP US N 2 2050-02-15 Fixed 5.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHK1 470000.000000 PA USD 533446.430000 0.0143183 Long DBT CORP US N 2 2039-03-01 Fixed 4.85 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 338.000000 NC USD 2694127.360000 0.0723136 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-19 52738562.500000 USD 2694127.360000 N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 200000.000000 PA USD 218108.920000 0.0058543 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 46.000000 NC USD 891183.300000 0.0239204 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-19 10206250.000000 USD 891183.300000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 5103000.000000 PA USD 4955838.460000 0.1330207 Long DBT CORP US N 2 2021-06-01 Floating 2.33038 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 4854000.000000 PA USD 4510846.230000 0.1210766 Long DBT CORP US N 2 2024-06-12 Floating 1.96413 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBK7 300000.000000 PA USD 318675.120000 0.0085536 Long DBT CORP US N 2 2045-06-15 Fixed 4.35 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 4202000.000000 PA USD 4130215.260000 0.1108600 Long DBT CORP US N 2 2021-07-15 Floating 2.78125 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFW7 1328000.000000 PA USD 1495698.500000 0.0401464 Long DBT CORP US N 2 2037-08-15 Fixed 4.9 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDF6 300000.000000 PA USD 368482.660000 0.0098905 Long DBT CORP US N 2 2040-08-15 Fixed 6 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFS6 3726000.000000 PA USD 4409595.880000 0.1183589 Long DBT CORP US N 2 2058-08-15 Fixed 5.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHA3 6000000.000000 PA USD 7088305.980000 0.1902587 Long DBT CORP US N 2 2046-11-15 Fixed 5.15 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAA9 400000.000000 PA USD 362301.520000 0.0097246 Long DBT CORP BM N 2 2028-01-12 Fixed 4.125 N N N N N N AUTONATION INC N/A 05329WAL6 130000.000000 PA USD 129411.840000 0.0034736 Long DBT CORP US N 2 2021-01-15 Fixed 3.35 N N N N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 B5BMDRII6 1550000.000000 PA 1814523.610000 0.0487040 Long DBT NUSS ES N 2 2021-09-15 Fixed 4.9 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAA1 300000.000000 PA USD 298997.960000 0.0080255 Long DBT CORP US N 2 2024-12-01 Fixed 3.15 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 05349UBC5 358811.970000 PA USD 307681.260000 0.0082585 Long LON CORP US N 2 2024-12-15 Floating 4.9546 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAD2 736000.000000 PA USD 697934.930000 0.0187334 Long DBT CORP KY N 2 2021-03-15 Fixed 3.625 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 8434000.000000 PA USD 7631457.500000 0.2048376 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 2000000.000000 PA USD 1555474.920000 0.0417508 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 300000.000000 PA USD 236494.500000 0.0063478 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 4700000.000000 PA USD 4013438.900000 0.1077256 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 70324.890000 PA USD 63409.630000 0.0017020 Long LON CORP US N 2 2025-01-15 Floating 2.5229 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAF7 100000.000000 PA USD 90000.000000 0.0024157 Long LON CORP US N 3 2027-02-12 Floating 2.2729 N N N N N N AVON INTERNATIONAL CAPITAL PLC N/A 05409AAA1 620000.000000 PA USD 553930.320000 0.0148682 Long DBT CORP GB N 2 2022-08-15 Fixed 6.5 N N N N N N AXIS BANK LTD/DUBAI BRANCH 549300HVNWMJPOFVNI41 05463CAC6 300000.000000 PA USD 300544.450000 0.0080670 Long DBT CORP IN N 2 2020-05-21 Fixed 3.25 N N N N N N AZURE POWER SOLAR ENERGY PRIVATE LIMITED 549300N77HEXIINE3X94 05502TAA6 200000.000000 PA USD 171192.000000 0.0045950 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65 N N N N N N B2R MORTGAGE TRUST 2016-1 N/A 05605LAA9 4957076.800000 PA USD 4939158.950000 0.1325730 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.5672 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 1100000.000000 PA USD 1142267.140000 0.0306598 Long DBT CORP KY N 2 2023-09-29 Fixed 3.875 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A 05492HAA4 3600000.000000 PA USD 3092997.600000 0.0830198 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.75463 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 4000000.000000 NS USD 3363260.000000 0.0902740 Long EP CORP US N 2 N N N BANC OF AMERICA FUNDING CORP 2005-8 N/A 05946XZ48 155193.700000 PA USD 127855.800000 0.0034318 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N BANC OF AMERICA FUNDING CORP 2005-F N/A 05946XYZ0 63346.020000 PA USD 51305.180000 0.0013771 Long ABS-MBS CORP US N 2 2035-09-20 Floating 4.17911 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AF9 66967.070000 PA USD 55992.440000 0.0015029 Long ABS-MBS CORP US N 2 2036-03-20 Floating 3.92684 N N N N N N BANC OF AMERICA FUNDING CORP 2007-5 N/A 059523AG5 343988.320000 PA USD 302591.870000 0.0081219 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-8 N/A 05953LAJ8 131865.350000 PA USD 116467.250000 0.0031261 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 200000.000000 PA 216065.720000 0.0057995 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH 549300CTUU1RFXHQJE44 05947KAY6 3100000.000000 PA USD 2934956.000000 0.0787778 Long DBT CORP BR N 2 2023-01-27 Fixed 2.85 N N N N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH 549300CTUU1RFXHQJE44 05947KAZ3 3000000.000000 PA USD 2748780.000000 0.0737806 Long DBT CORP BR N 2 2025-01-27 Fixed 3.2 N N N N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAE1 4900000.000000 PA USD 4312000.000000 0.1157393 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971BAD1 500000.000000 PA USD 480127.500000 0.0128872 Long DBT CORP BR N 2 2023-01-31 Fixed 5.5 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 5400000.000000 PA 1593071.200000 0.0427600 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05965MAG8 1400000.000000 PA USD 1309364.000000 0.0351449 Long DBT CORP CL N 2 2025-01-09 Fixed 2.704 N N N N N N BANCO DO BRASIL /CAYMAN BRANCH QE0Q0253K88YAGNPE356 P3772WAJ1 5500000.000000 PA USD 5424457.500000 0.1455990 Long DBT CORP BR N 2 2023-04-19 Fixed 4.875 N N N N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 3000000.000000 PA USD 2891850.000000 0.0776208 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANCO VOTORANTIM SA X2EUTZGMHS8RBQFIUS93 ACI1FN1H8 600000.000000 PA USD 541806.000000 0.0145427 Long DBT CORP BR N 2 2024-09-24 Fixed 4.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 140000.000000 PA USD 131193.940000 0.0035214 Long DBT CORP US N 2 2024-03-05 Floating 2.10425 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 8900000.000000 PA USD 9323806.430000 0.2502623 Long DBT CORP US N 2 2028-04-24 Floating 3.705 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 4490000.000000 PA USD 4492985.760000 0.1205972 Long DBT CORP US N 2 2030-10-22 Floating 2.884 N N N N N N BANK OF AMERICA MTG SEC 2005-3 N/A 05949A6C9 138528.980000 PA USD 111839.880000 0.0030019 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.63609 Y N N N N N BANK OF AMERICA MTGE SEC 2006-3 N/A 05950LAK8 135814.110000 PA USD 124938.080000 0.0033535 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 Y N N N N N BANK OF AMERICA MTGE SECS-2006-A N/A 05949CRS7 16670.530000 PA USD 14471.750000 0.0003884 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.65321 Y N N N N N BANK OF AMERICA MTGE SECS-2006-B N/A 05950TAC9 1154412.690000 PA USD 991445.750000 0.0266116 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.87975 Y N N N N N BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND) Q2GQA2KF6XJ24W42G291 ACI0CWJH4 4200000.000000 PA 4479014.580000 0.1202222 Long DBT CORP IE N 2 2020-06-18 Floating 7.375 N N N N N N BANQUE PSA FINANCE 9695004ON2K947Z21B87 06675EAC4 1447000.000000 PA USD 1502238.950000 0.0403219 Long DBT CORP FR N 2 2021-04-04 Fixed 5.75 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 19267000.000000 PA USD 19719581.830000 0.5292975 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI07CRC6 2000000.000000 PA 2106151.860000 0.0565317 Long DBT CORP GB N 2 2020-12-15 Floating 8 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 3000000.000000 PA USD 2787915.000000 0.0748310 Long DBT CORP GB N 2 2024-06-15 Floating 8 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 200000.000000 PA 217003.860000 0.0058246 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 4000000.000000 PA 4472226.640000 0.1200400 Long DBT CORP GB N 2 2023-03-15 Floating 7.25 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 3700000.000000 PA 3937610.550000 0.1056902 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 300000.000000 PA USD 306187.500000 0.0082184 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 300000.000000 PA USD 305828.810000 0.0082088 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0ZVTR8 800000.000000 PA 874706.060000 0.0234782 Long DBT CORP GB N 2 2033-01-17 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 200000.000000 PA USD 197683.940000 0.0053061 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 200000.000000 PA USD 193225.400000 0.0051864 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0P3738 300000.000000 PA 353773.500000 0.0094957 Long DBT CORP GB N 2 2027-02-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0Y1MR2 100000.000000 PA 120683.080000 0.0032393 Long DBT CORP GB N 2 2023-10-06 Floating 2.375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 430000.000000 PA USD 422973.910000 0.0113531 Long DBT CORP US N 2 2020-08-14 Floating 2.29375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 430000.000000 PA USD 424030.870000 0.0113815 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 230000.000000 PA USD 212066.160000 0.0056921 Long DBT CORP US N 2 2022-08-15 Floating 2.57175 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 1924000.000000 PA USD 1936251.240000 0.0519713 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1074000.000000 PA USD 1013789.200000 0.0272113 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 770000.000000 PA USD 716377.200000 0.0192284 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 766000.000000 PA USD 702712.060000 0.0188616 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AH0 500000.000000 PA USD 477100.000000 0.0128059 Long DBT CORP CA N 2 2028-01-30 Fixed 5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AD9 200000.000000 PA USD 208510.000000 0.0055967 Long DBT CORP CA N 2 2028-01-15 Fixed 7 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 071734AJ6 1000000.000000 PA USD 942500.000000 0.0252978 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAP7 400000.000000 PA USD 424680.000000 0.0113989 Long DBT CORP CA N 2 2025-12-15 Fixed 9 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 BWD1XSII7 2300000.000000 PA 2447504.750000 0.0656940 Long DBT CORP CA N 2 2023-05-15 Fixed 4.5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAJ1 450000.000000 PA USD 456187.500000 0.0122446 Long DBT CORP CA N 2 2022-03-15 Fixed 6.5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAK8 867000.000000 PA USD 894098.090000 0.0239987 Long DBT CORP CA N 2 2024-03-15 Fixed 7 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAN2 500000.000000 PA USD 508277.500000 0.0136428 Long DBT CORP CA N 2 2025-11-01 Fixed 5.5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL) KOO0397YRO83WY5MGD97 91911XAW4 270000.000000 PA USD 283648.500000 0.0076135 Long DBT CORP US N 2 2027-01-31 Fixed 8.5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL) KOO0397YRO83WY5MGD97 C9413PBB8 25500.000000 PA USD 24309.990000 0.0006525 Long LON CORP CA N 2 2025-11-27 Floating 3.3616 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL) KOO0397YRO83WY5MGD97 C9413PAZ6 1960383.240000 PA USD 1878699.950000 0.0504266 Long LON CORP CA N 2 2025-06-02 Floating 3.6116 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAA1 200000.000000 PA USD 200443.210000 0.0053801 Long DBT CORP US N 2 2021-06-25 Fixed 3.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAC7 500000.000000 PA USD 484084.010000 0.0129934 Long DBT CORP US N 2 2021-06-25 Floating 1.84563 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 900000.000000 PA USD 937050.850000 0.0251516 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 800000.000000 PA USD 856873.440000 0.0229995 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BAYVIEW KOITERE FUND TRUST 2019-RN3 N/A 07334FAA6 36283.540000 PA USD 32724.910000 0.0008784 Long ABS-MBS CORP US N 2 2033-07-28 Fixed 3.9671 N N N N N N BB-UBS TRUST 2012-TFT N/A 05490AAA1 12800000.000000 PA USD 12782895.360000 0.3431084 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.8922 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AD1 74000.000000 PA USD 67247.870000 0.0018050 Long DBT CORP US N 2 2025-11-01 Fixed 4.875 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 07368RAD3 98000.000000 PA USD 89180.000000 0.0023937 Long LON CORP US N 2 2025-01-02 Floating 3.2394 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 228414.000000 NS USD 146184.960000 0.0039238 Long EC CORP US N 1 N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 1662.000000 PA USD 1602.510000 0.0000430 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.10329 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZV7 7035.620000 PA USD 6617.060000 0.0001776 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.26221 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 11214.350000 PA USD 10097.570000 0.0002710 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.72432 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4F6 362323.610000 PA USD 303803.640000 0.0081545 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.88541 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 388280.610000 PA USD 350288.940000 0.0094022 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.67663 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 652910.980000 PA USD 571219.870000 0.0153322 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.24635 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 54484.850000 PA USD 49313.160000 0.0013236 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.88186 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 70051.940000 PA USD 63618.980000 0.0017076 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.88186 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 518823.530000 PA USD 386148.060000 0.0103647 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.9582 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HF71 239354.620000 PA USD 187151.780000 0.0050234 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.77539 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A 073871AC9 811842.500000 PA USD 950009.730000 0.0254994 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.28663 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AM3 156650.520000 PA USD 124991.780000 0.0033549 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.96547 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AV3 158514.680000 PA USD 131204.500000 0.0035217 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.87681 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 2875829.080000 PA USD 2168228.460000 0.0581979 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.77508 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-R1 N/A 073866BN4 339939.840000 PA USD 287073.650000 0.0077054 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.716 Y N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 2447.460000 PA USD 2167.140000 0.0000582 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.00161 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 2696.430000 PA USD 2169.180000 0.0000582 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.75511 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2 N/A 07389YAB7 67073.410000 PA USD 81124.030000 0.0021775 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.05663 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAA1 817324.940000 PA USD 762622.280000 0.0204697 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.19663 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 350382.210000 PA USD 278012.060000 0.0074622 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.99663 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 189041.250000 PA USD 184883.270000 0.0049625 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.94663 N N N N N N BEAR STEARNS ASSETBACKED SEC 2001-3 N/A 07384YBM7 28524.760000 PA USD 26323.510000 0.0007066 Long ABS-MBS CORP US N 2 2032-10-27 Floating 1.74663 N N N N N N BEAR STEARNS ASSETBK SEC 2005-AQ2 N/A 0738792V9 968289.600000 PA USD 950993.620000 0.0255258 Long ABS-MBS CORP US N 2 2035-09-25 Floating 1.43663 Y N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 460000.000000 PA USD 460376.080000 0.0123571 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A 09076AAA5 1200000.000000 PA USD 684000.000000 0.0183594 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 1490000.000000 PA USD 1394081.250000 0.0374188 Long DBT CORP US N 2 2028-03-01 Fixed 4.875 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AGF4 1700000.000000 PA USD 1647206.500000 0.0442130 Long DBT CORP FR N 2 2028-08-16 Floating 7 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 1000000.000000 PA USD 995292.280000 0.0267149 Long DBT CORP FR N 2 2025-01-09 Fixed 3.375 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 500000.000000 PA USD 521804.490000 0.0140059 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2K9 4600000.000000 PA USD 4375295.610000 0.1174382 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2F0 1200000.000000 PA USD 1292934.360000 0.0347039 Long DBT CORP FR N 2 2028-08-14 Fixed 4.4 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAC4 200000.000000 PA USD 200478.360000 0.0053811 Long DBT CORP SG N 2 2021-09-15 Fixed 2.375 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI10BM53 200000.000000 PA USD 210011.850000 0.0056370 Long DBT CORP SG N 2 2023-01-31 Fixed 3.5 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI17QHQ3 200000.000000 PA USD 215842.500000 0.0057935 Long DBT CORP SG N 2 2024-01-25 Fixed 4 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681MAD0 1600000.000000 PA USD 1647425.010000 0.0442189 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 500000.000000 PA USD 355627.500000 0.0095455 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751AY7 100000.000000 PA USD 76284.000000 0.0020476 Long DBT CORP CA N 2 2022-03-15 Fixed 5.75 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 2000000.000000 PA USD 1400000.000000 0.0375777 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BJ9 400000.000000 PA USD 303000.000000 0.0081329 Long DBT CORP CA N 2 2022-10-15 Fixed 6 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 2500000.000000 PA USD 1671887.500000 0.0448755 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 982KSWII0 300000.000000 PA 287069.940000 0.0077053 Long DBT CORP CA N 2 2021-05-15 Fixed 6.125 N N N N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304BQ3 170000.000000 PA USD 147652.230000 0.0039632 Long DBT CORP US N 2 2026-08-15 Fixed 6 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AM5 40000.000000 PA USD 41372.810000 0.0011105 Long DBT CORP US N 2 2023-02-15 Fixed 3.95 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AN3 520000.000000 PA USD 518365.630000 0.0139136 Long DBT CORP US N 2 2024-10-01 Fixed 4.1 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 100000.000000 PA USD 94033.010000 0.0025240 Long DBT CORP US N 2 2027-11-15 Fixed 3.95 N N N N N N BRASKEM NETHERLANDS FINANCE BV N/A N15516AB8 400000.000000 PA USD 319921.000000 0.0085871 Long DBT CORP NL N 2 2028-01-10 Fixed 4.5 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 1800000.000000 PA USD 1723500.000000 0.0462608 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CB4 7101000.000000 PA USD 6558128.550000 0.1760281 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAC7 410000.000000 PA USD 356640.130000 0.0095727 Long DBT CORP US N 2 2027-06-22 Fixed 3.7 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CF3 205000.000000 PA USD 200078.430000 0.0053703 Long DBT CORP US N 2 2022-05-16 Floating 2.07175 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BT4 100000.000000 PA USD 128422.060000 0.0034470 Long DBT CORP US N 2 2044-05-15 Fixed 4.625 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CA4 860000.000000 PA USD 920551.590000 0.0247087 Long DBT CORP US N 2 2026-06-15 Fixed 3.2 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CC0 240000.000000 PA USD 290777.700000 0.0078048 Long DBT CORP US N 2 2039-06-15 Fixed 4.125 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BZ0 860000.000000 PA USD 913236.720000 0.0245124 Long DBT CORP US N 2 2024-07-26 Fixed 2.9 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CB2 860000.000000 PA USD 947286.960000 0.0254263 Long DBT CORP US N 2 2029-07-26 Fixed 3.4 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BG2 150000.000000 PA USD 155905.620000 0.0041847 Long DBT CORP US N 2 2022-08-15 Fixed 3.25 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 925000.000000 PA USD 909722.070000 0.0244180 Long DBT CORP US N 2 2022-02-01 Floating 2.81325 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 190000.000000 PA USD 195224.630000 0.0052401 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 974000.000000 PA USD 965810.000000 0.0259235 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAF6 425000.000000 PA USD 421361.800000 0.0113099 Long DBT CORP US N 2 2024-01-15 Fixed 3.625 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAH2 329000.000000 PA USD 314362.470000 0.0084379 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 1660000.000000 PA USD 1640148.230000 0.0440236 Long DBT CORP US N 2 2021-04-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAE1 1100000.000000 PA USD 1120094.580000 0.0300647 Long DBT CORP US N 2 2026-04-15 Fixed 4.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAB7 1750000.000000 PA USD 1781264.220000 0.0478113 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 310000.000000 PA USD 304862.900000 0.0081829 Long DBT CORP US N 2 2024-10-15 Fixed 3.625 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAC6 432000.000000 PA USD 444602.840000 0.0119337 Long DBT CORP CA N 2 2028-01-25 Fixed 3.9 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAB8 626000.000000 PA USD 590690.440000 0.0158548 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A 11284DAA3 1595000.000000 PA USD 1303118.190000 0.0349773 Long DBT CORP US N 2 2026-05-15 Fixed 5.75 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AT8 1020000.000000 PA USD 867510.000000 0.0232850 Long DBT CORP US N 2 2025-03-01 Fixed 4.125 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 1330000.000000 PA USD 1100575.000000 0.0295408 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAM9 180000.000000 PA USD 177937.650000 0.0047761 Long DBT CORP US N 2 2027-06-01 Fixed 6.75 N N N N N N CABLEVISION (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AS6 500000.000000 PA USD 513483.750000 0.0137825 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N CABLEVISION (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AZ0 1800000.000000 PA USD 1951407.000000 0.0523781 Long DBT CORP US N 2 2029-02-01 Fixed 6.5 N N N N N N CABLEVISION (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 64072UAK8 197500.000000 PA USD 191245.770000 0.0051333 Long LON CORP US N 2 2027-04-15 Floating 3.1116 N N N N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686AA1 328091.000000 PA USD 351069.390000 0.0094231 Long DBT CORP US N 2 2024-10-01 Fixed 5 N N N Y N CAESARS ENTERTAINMENT CORPORATION USD XXXX N N N CAESARS ENTERTAINMENT OPERATING COMPANY INC WT53GLWHTG4D2V42T650 12768PAB7 324333.330000 PA USD 268656.000000 0.0072111 Long LON CORP US N 2 2024-10-07 Floating 2.9894 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 1075250.000000 PA USD 883241.530000 0.0237073 Long LON CORP US N 2 2024-12-23 Floating 3.7394 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685Q78 108736.240000 PA USD 114258.950000 0.0030668 Long DBT MUN US N 2 2021-12-01 Fixed 5.786 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AB6 300000.000000 PA USD 261069.800000 0.0070074 Long DBT CORP US N 2 2035-01-15 Fixed 3.302 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AC4 400000.000000 PA USD 314184.870000 0.0084331 Long DBT CORP US N 2 2038-01-15 Fixed 3.402 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 300000.000000 PA USD 267155.990000 0.0071708 Long DBT CORP US N 2 2039-01-15 Fixed 3.701 N N N N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 960000.000000 PA USD 897600.000000 0.0240927 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2016-2 DAC 16-2A N/A ACI1C3JN3 2200000.000000 PA 2390900.480000 0.0641747 Long ABS-CBDO CORP IE N 2 2030-01-18 Floating 0.87 N N N N N N CARRINGTON MORTGAGE LN TR 2005-NC1 N/A 144531BD1 4108250.700000 PA USD 3793104.320000 0.1018115 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.77163 N N N N N N CARRINGTON MORTGAGE LN TR 2005-NC3 N/A 144531CZ1 53090.560000 PA USD 53947.450000 0.0014480 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.40663 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14879EAE8 140000.000000 PA USD 136577.000000 0.0036659 Long DBT CORP US N 2 2027-07-15 Fixed 5 N N N N N N CBS OUTDOOR AMERICAS CAPITAL LLC/CBS OUTDOOR AMERICAS CAPITAL CORP N/A 69007TAC8 80000.000000 PA USD 71644.000000 0.0019230 Long DBT CORP US N 2 2030-03-15 Fixed 4.625 N N N N N N CBS OUTDOOR AMERICAS CAPITAL LLC/CBS OUTDOOR AMERICAS CAPITAL CORP N/A 69007TAB0 460000.000000 PA USD 425753.000000 0.0114277 Long DBT CORP US N 2 2027-08-15 Fixed 5 N N N N N N CC MORTGAGE FUNDING CORP 2005-AA N/A 16678RDC8 185225.890000 PA USD 163152.690000 0.0043792 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.19663 N N N N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508EAJ0 920000.000000 PA USD 941850.000000 0.0252804 Long DBT CORP US N 2 2029-05-15 Fixed 5.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAN1 2200000.000000 PA USD 2241261.000000 0.0601582 Long DBT CORP US N 2 2025-01-15 Fixed 4.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAU5 1700000.000000 PA USD 1587375.000000 0.0426071 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAM3 3735000.000000 PA USD 3851718.750000 0.1033848 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAQ4 2200000.000000 PA USD 2216390.000000 0.0594906 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAS0 1710000.000000 PA USD 1728040.500000 0.0463827 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAA8 600000.000000 PA USD 534306.000000 0.0143414 Long DBT CORP BR N 2 2025-02-04 Fixed 3.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAB6 1700000.000000 PA USD 1512150.000000 0.0405879 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 3719418.610000 PA USD 3456734.670000 0.0927830 Long LON CORP US N 2 2027-03-15 Floating 3.2394 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BC9 480000.000000 PA USD 462000.000000 0.0124006 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N CH ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541WAA8 200000.000000 PA USD 212395.290000 0.0057009 Long DBT CORP US N 2 2028-04-15 Fixed 4.2 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 220000.000000 PA USD 213279.000000 0.0057247 Long DBT CORP US N 2 2028-05-01 Fixed 4.25 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPBT9 1000000.000000 PA USD 1012020.000000 0.0271638 Long DBT CORP US N 2 2027-05-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCB7 100000.000000 PA USD 103315.000000 0.0027731 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 16117LBX6 5776038.630000 PA USD 5583505.930000 0.1498681 Long LON CORP US N 2 2027-02-01 Floating 2.74 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 3604000.000000 PA USD 3502837.990000 0.0940204 Long DBT CORP US N 2 2024-02-01 Floating 3.41325 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 3880000.000000 PA USD 4062109.000000 0.1090319 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BM5 500000.000000 PA USD 541503.230000 0.0145346 Long DBT CORP US N 2 2038-04-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 100000.000000 PA USD 108532.090000 0.0029131 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AX2 288000.000000 PA USD 287122.350000 0.0077067 Long DBT CORP US N 2 2020-07-23 Fixed 3.579 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 4500000.000000 PA USD 4856479.160000 0.1303538 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 4490000.000000 PA USD 4798205.090000 0.1287896 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 1000000.000000 PA USD 1227582.410000 0.0329498 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHASE MORTGAGE FINANCE CORP 2005-S3 N/A 16162WNQ8 472159.830000 PA USD 415160.840000 0.0111434 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-S5 N/A 161631AZ9 1291070.640000 PA USD 520074.890000 0.0139594 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.5 Y N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAC9 3900000.000000 PA USD 3558902.720000 0.0955253 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAD7 200000.000000 PA USD 176001.670000 0.0047241 Long DBT CORP US N 2 2024-06-30 Fixed 7 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAH8 1410000.000000 PA USD 1060493.180000 0.0284649 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHENIERE ENERGY PARTNERS LP (BLACKSTONE CQP HOLDCO LP) N/A 09259HAB7 3225625.000000 PA USD 2628884.380000 0.0705624 Long LON CORP US N 2 2024-09-30 Floating 4.6157 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP 2005-CA N/A 16678REK9 3633491.390000 PA USD 3324594.840000 0.0892362 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.15663 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AB6 25000.000000 PA USD 26356.000000 0.0007074 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AE0 35000.000000 PA USD 36898.400000 0.0009904 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AF7 720000.000000 PA USD 968140.800000 0.0259861 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI1J8HN7 4530000.000000 PA 4323833.720000 0.1160569 Long DBT NUSS CL N 2 2040-01-29 Fixed 1.25 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AF3 1250000.000000 PA USD 1009375.000000 0.0270928 Long DBT CORP US N 2 2029-12-01 Fixed 3.7 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAY6 2612000.000000 PA USD 2499357.500000 0.0670858 Long DBT CORP US N 2 2023-03-31 Fixed 6.25 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 270000.000000 PA USD 251775.000000 0.0067579 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 BYXHG7900 334892.980000 NS 39959.520000 0.0010726 Long EC CORP BR N 1 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 2640000.000000 PA USD 2522842.080000 0.0677161 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 257553206 5233.000000 NS USD 6255.470000 0.0001679 Long EC CORP BR N 2 N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GY8 1000000.000000 PA USD 981250.000000 0.0263379 Long DBT CORP US N 2 2024-02-16 Fixed 4.75 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GV4 320000.000000 PA USD 316947.200000 0.0085072 Long DBT CORP US N 2 2021-03-09 Fixed 4.125 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GQ5 9612000.000000 PA USD 9443991.850000 0.2534882 Long DBT CORP US N 2 2022-08-15 Fixed 5 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GR3 9675000.000000 PA USD 9368931.380000 0.2514735 Long DBT CORP US N 2 2023-08-01 Fixed 5 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAS7 2000000.000000 PA USD 2098996.700000 0.0563396 Long DBT CORP US N 2 2024-01-23 Fixed 3.65 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 965RMZII5 1662635.020000 NS 156129.810000 0.0041907 Long EC CORP BR N 3 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LV1 400000.000000 PA USD 405346.260000 0.0108800 Long DBT CORP US N 2 2023-01-24 Floating 3.142 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LH2 400000.000000 PA USD 391747.790000 0.0105150 Long DBT CORP US N 2 2022-04-25 Floating 2.75413 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 650000.000000 PA USD 635782.440000 0.0170652 Long DBT CORP US N 2 2023-09-01 Floating 3.01038 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 14361.830000 PA USD 13431.040000 0.0003605 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.02306 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAL1 203004.470000 PA USD 131359.890000 0.0035259 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.75 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR1 N/A 17307G2Z0 258930.620000 PA USD 240586.320000 0.0064576 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-NC1 N/A 172983AE8 2546031.820000 PA USD 2358111.500000 0.0632946 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.19663 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 431964.870000 PA USD 381244.030000 0.0102331 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.12796 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAR9 231008.260000 PA USD 200273.950000 0.0053756 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.64521 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR5 N/A 17311LAJ0 257972.190000 PA USD 198981.610000 0.0053409 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.85526 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 31354.420000 PA USD 29580.260000 0.0007940 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.81 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 160015.830000 PA USD 144186.940000 0.0038702 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.38 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-2 N/A 17307GRE0 269123.640000 PA USD 250240.960000 0.0067168 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.84323 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTK4 39838.970000 PA USD 30415.410000 0.0008164 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.44035 Y N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAC0 749316.500000 PA USD 674399.840000 0.0181017 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAE6 93205.230000 PA USD 83958.330000 0.0022535 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 910000.000000 PA USD 851823.610000 0.0228640 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 1674856E6 125000.000000 PA USD 128240.000000 0.0034421 Long DBT MUN US N 2 2022-01-01 Fixed 5.63 N N N N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 17875LAL3 389000.000000 PA USD 344751.250000 0.0092535 Long LON CORP US N 2 2024-04-18 Floating 3.2394 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A 13323AAB6 200000.000000 PA USD 195124.400000 0.0052374 Long DBT CORP LU N 2 2026-11-01 Fixed 4.5 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18452RAD7 997493.730000 PA USD 903978.690000 0.0242639 Long LON CORP US N 2 2026-08-21 Floating 4.4894 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS INC N/A 18451QAN8 1455000.000000 PA USD 1260401.030000 0.0338307 Long DBT CORP US N 2 2024-02-15 Fixed 9.25 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 62943WAE9 100000.000000 PA USD 97604.250000 0.0026198 Long DBT CORP US N 2 2026-09-15 Fixed 5 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 40000.000000 PA USD 37250.000000 0.0009998 Long DBT CORP US N 2 2028-03-15 Fixed 4.75 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 819000.000000 PA USD 855175.280000 0.0229539 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 2970000.000000 PA USD 2900109.600000 0.0778425 Long DBT CORP US N 2 2029-05-30 Fixed 5.25 N N N N N N CNOOC FINANCE (2013) LIMITED 5493006KAH3PSSMCES09 12625GAC8 3000000.000000 PA USD 3063594.210000 0.0822306 Long DBT CORP VG N 2 2023-05-09 Fixed 3 N N N N N N CNOOC FINANCE (2015) AUSTRALIA PTY LTD N/A 12634GAA1 310000.000000 PA USD 310117.800000 0.0083239 Long DBT CORP AU N 2 2020-05-05 Fixed 2.625 N N N N N N CNOOC NEXEN FINANCE (2014) ULC N/A 12591DAC5 200000.000000 PA USD 214002.790000 0.0057441 Long DBT CORP CA N 2 2024-04-30 Fixed 4.25 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325CX1 10000000.000000 PA USD 10168850.000000 0.2729443 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.5 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 955000.000000 PA USD 925824.750000 0.0248503 Long DBT CORP US N 2 2027-03-01 Fixed 8.25 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAB9 682000.000000 PA USD 694449.910000 0.0186399 Long DBT CORP US N 2 2024-03-01 Fixed 5.5 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 583000.000000 PA USD 585403.130000 0.0157129 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 477600.000000 PA USD 453720.000000 0.0121784 Long LON CORP US N 3 2026-04-06 Floating 4.2394 N N N N N N COMMSCOPE TECHNOLOGIES LLC (AKA: ANDREW CORP) M4TWC4QDOKW45N7T6Y12 20338HAB9 1000000.000000 PA USD 875075.000000 0.0234881 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CA8 628000.000000 PA USD 653236.910000 0.0175337 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BX9 82000.000000 PA USD 81139.530000 0.0021779 Long DBT CORP US N 2 2020-10-22 Floating 2.55213 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BZ4 235000.000000 PA USD 237026.730000 0.0063621 Long DBT CORP US N 2 2021-10-22 Fixed 3.8 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAZ1 1000000.000000 PA USD 917321.050000 0.0246220 Long DBT CORP US N 2 2048-02-15 Fixed 4.1 N N N N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAC7 176687.000000 PA USD 4417.180000 0.0001186 Long DBT CORP LU N 3 2024-11-09 Fixed 10 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAA1 1209713.000000 PA USD 483897.300000 0.0129884 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 747ESCAA9 402570.000000 PA USD 0.000000 0.0000000 Long DBT CORP LU N 3 2024-11-09 Fixed 9.5 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 000000000 804573.000000 PA USD 0.000000 0.0000000 Long DBT CORP US N 3 2024-11-09 Fixed 9.5 N N Y N N N ENEVA SA 549300T1AP7HKCABII19 ACI072474 74731.000000 NS 499779.110000 0.0134147 Long EC CORP BR N 1 N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 ACI0BJ746 300000.000000 PA 318442.350000 0.0085474 Long DBT CORP NL N 2 2020-06-29 Floating 5.5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 400000.000000 PA 423403.080000 0.0113647 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAB1 191590.000000 PA USD 169557.150000 0.0045511 Long LON CORP US N 2 2024-08-01 Floating 3.9876 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431PAA0 100000.000000 PA USD 86757.500000 0.0023287 Long DBT CORP US N 2 2026-04-15 Fixed 8 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAB6 691993.680000 PA USD 605494.470000 0.0162522 Long LON CORP US N 3 2025-04-12 Floating 4.5614 N N N N N N CORPORACION GEO SAB DE CV 54930004KSSRAZ2P6765 21986VAC9 2700000.000000 PA USD 0.030000 0.0000000 Long DBT CORP MX N 3 2022-03-27 Fixed 8.875 Y Y N N N N CORPORACION GEO SAB DE CV 54930004KSSRAZ2P6765 21986VAB1 11400000.000000 PA USD 0.110000 0.0000000 Long DBT CORP MX N 3 2020-06-30 Fixed 9.25 Y Y N N N N CORPORACION GEO SAB DE CV 54930004KSSRAZ2P6765 P3142CDA4 2900000.000000 PA USD 0.030000 0.0000000 Long DBT CORP MX N 3 2020-06-30 Fixed 9.25 Y Y N N N N COSTA RICA GOVT N/A 221597CP0 1000000.000000 PA USD 849500.000000 0.0228016 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N COSTA RICA GOVT N/A 724809II1 500000.000000 PA USD 504331.250000 0.0135369 Long DBT NUSS CR N 2 2020-08-01 Fixed 9.995 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 586952.680000 PA USD 376109.180000 0.0100952 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA17 N/A 12668PAA0 1232407.400000 PA USD 914240.850000 0.0245393 Long ABS-MBS CORP US N 2 2046-12-20 Floating 0.96788 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB N/A 12667FJ55 484596.880000 PA USD 441682.290000 0.0118553 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.75 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-43 N/A 12667G5V1 29386.680000 PA USD 22856.980000 0.0006135 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.37974 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFM2 839658.100000 PA USD 657971.200000 0.0176607 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A 12668ATT2 121017.500000 PA USD 102756.490000 0.0027581 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.96585 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB N/A 12668BAC7 190919.680000 PA USD 154458.580000 0.0041459 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAB8 1030292.990000 PA USD 832767.180000 0.0223525 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAL0 973574.160000 PA USD 524750.530000 0.0140849 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAN6 1806109.940000 PA USD 973482.240000 0.0261294 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 N/A 23243AAC0 420209.810000 PA USD 216328.630000 0.0058065 Long ABS-MBS CORP US N 2 2046-09-20 Floating 1.05288 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB N/A 02152AAY5 3829860.640000 PA USD 2851750.230000 0.0765444 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB N/A 02149HAN0 124983.150000 PA USD 95387.240000 0.0025603 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.75 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11 N/A 021466AA5 3068896.860000 PA USD 2615305.620000 0.0701980 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.06663 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 851697.230000 PA USD 733822.590000 0.0196967 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.83192 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 N/A 02146YAC0 523397.500000 PA USD 358119.190000 0.0096124 Long ABS-MBS CORP US N 2 2046-07-20 Floating 0.98288 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59 N/A 12668AEV3 3713965.290000 PA USD 3056158.530000 0.0820310 Long ABS-MBS CORP US N 2 2035-11-20 Floating 1.10288 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14 N/A 12668AQ24 564752.760000 PA USD 438446.260000 0.0117684 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8 N/A 23245LAD2 411598.210000 PA USD 249926.100000 0.0067083 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3 N/A 021464AA0 8462732.900000 PA USD 7057674.670000 0.1894366 Long ABS-MBS CORP US N 2 2046-04-25 Floating 1.12663 N N N N N N COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2 N/A 12668BRC9 6334145.080000 PA USD 4843544.020000 0.1300066 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.14663 N N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-BC2 N/A 12669QAE9 5000000.000000 PA USD 4319428.500000 0.1159387 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.23663 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-25 N/A 12667TAD7 154943.950000 PA USD 153654.520000 0.0041243 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.11663 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673D25 447874.660000 PA USD 445244.110000 0.0119509 Long ABS-MBS CORP US N 2 2035-08-25 Variable 6.095 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-11 N/A 12666TAJ5 58590.690000 PA USD 55892.610000 0.0015002 Long ABS-MBS CORP US N 2 2046-09-25 Floating 1.10663 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-15 N/A 12666UAG8 382417.360000 PA USD 364519.040000 0.0097841 Long ABS-MBS CORP US N 2 2046-10-25 Variable 4.56556 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 162078.120000 PA USD 131684.520000 0.0035346 Long ABS-MBS CORP US N 2 2037-09-25 Floating 1.16663 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A 12670FAD2 428401.020000 PA USD 418936.740000 0.0112448 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.12663 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH2 N/A 23244LAB7 1067775.790000 PA USD 733348.410000 0.0196840 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.29663 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 N/A 12669WAB2 10510699.350000 PA USD 9248623.970000 0.2482443 Long ABS-MBS CORP US N 2 2037-11-25 Floating 1.23663 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 N/A 12669WAF3 4227000.000000 PA USD 3299009.920000 0.0885494 Long ABS-MBS CORP US N 2 2037-11-25 Floating 1.20663 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1 N/A 12668TAE4 2400000.000000 PA USD 2009472.000000 0.0539367 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.17663 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670GQ5 212658.460000 PA USD 181578.040000 0.0048738 Long ABS-MBS CORP US N 2 2033-02-25 Variable 5.43 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-1 N/A 126670TF5 1040936.380000 PA USD 1035583.990000 0.0277963 Long ABS-MBS CORP US N 2 2036-07-25 Variable 5.714 N N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9 N/A 12669GFK2 337458.870000 PA USD 346319.390000 0.0092956 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 5.5 N N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19 N/A 12543XAG1 4205099.850000 PA USD 3080101.500000 0.0826737 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2003-60 N/A 12669FJC8 167626.340000 PA USD 149776.550000 0.0040202 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.866 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB2 N/A 12669FTM5 201048.310000 PA USD 173375.040000 0.0046536 Long ABS-MBS CORP US N 2 2034-07-20 Floating 3.866 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3A9 55331.130000 PA USD 48398.930000 0.0012991 Long ABS-MBS CORP US N 2 2035-04-20 Floating 4.12041 N N N N N N COUNTRYWIDE HOME LOANS 2005-17 N/A 12669G5S6 212326.450000 PA USD 198788.130000 0.0053357 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-28 N/A 126694PH5 326831.180000 PA USD 255172.660000 0.0068491 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A 12669GZQ7 102961.880000 PA USD 82381.420000 0.0022112 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.40663 N N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GN64 91010.030000 PA USD 82175.320000 0.0022057 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.28663 Y N N N N N COUNTRYWIDE HOME LOANS 2006-9 N/A 126694W20 218476.290000 PA USD 152713.310000 0.0040990 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2006-OA5 N/A 126694N20 6730.760000 PA USD 469.080000 0.0000126 Long ABS-MBS CORP US N 2 2046-04-25 Floating 1.24663 Y N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CH8 2940000.000000 PA USD 3012369.280000 0.0808556 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N CREDIT ACCEP CORP MICH N/A 225310AN1 1200000.000000 PA USD 1101000.000000 0.0295522 Long DBT CORP US N 2 2024-12-31 Fixed 5.125 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 ACI085N83 200000.000000 PA 227547.800000 0.0061077 Long DBT CORP FR N 2 2026-06-23 Floating 7.5 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAE7 500000.000000 PA USD 510197.170000 0.0136943 Long DBT CORP FR N 2 2023-04-24 Fixed 3.75 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 12000000.000000 PA USD 12267672.000000 0.3292792 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 ACI06K5Q2 200000.000000 PA USD 204461.200000 0.0054880 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 22550L2A8 4050000.000000 PA USD 4034814.530000 0.1082993 Long DBT CORP CH N 2 2021-11-12 Fixed 2.1 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 1900000.000000 PA USD 1764355.200000 0.0473574 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 900000.000000 PA USD 871938.000000 0.0234039 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 1800000.000000 PA USD 1660131.000000 0.0445599 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 500000.000000 PA USD 454097.500000 0.0121885 Long DBT CORP CH N 2 2025-09-12 Floating 7.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 250000.000000 PA USD 219633.750000 0.0058952 Long DBT CORP CH N 2 2026-08-21 Floating 6.375 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H3698DAL8 200000.000000 PA USD 185721.600000 0.0049850 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H9200RAA9 300000.000000 PA USD 290646.000000 0.0078013 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 4250000.000000 PA USD 4310670.370000 0.1157036 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 1000000.000000 PA USD 984389.200000 0.0264222 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AH1 900000.000000 PA USD 795574.870000 0.0213542 Long DBT CORP CH N 2 2024-06-12 Floating 2.02413 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 2750000.000000 PA USD 2617367.910000 0.0702533 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 500000.000000 PA USD 487422.640000 0.0130830 Long DBT CORP CH N 2 2023-12-14 Floating 2.997 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AT8 250000.000000 PA USD 256031.170000 0.0068722 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9 N/A 12654WAC7 1280543.830000 PA USD 1257719.420000 0.0337587 Long ABS-MBS CORP US N 2 2059-10-27 Fixed 3.319 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAE1 199000.000000 PA USD 205572.770000 0.0055178 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAG6 334000.000000 PA USD 333624.730000 0.0089549 Long DBT CORP US N 2 2024-09-01 Fixed 3.2 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAH4 1464000.000000 PA USD 1461892.790000 0.0392390 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAN1 1020000.000000 PA USD 984253.360000 0.0264186 Long DBT CORP US N 2 2029-11-15 Fixed 3.1 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAP6 500000.000000 PA USD 476588.520000 0.0127922 Long DBT CORP US N 2 2049-11-15 Fixed 4 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR15 N/A 22541QCT7 101612.850000 PA USD 89969.660000 0.0024149 Long ABS-MBS CORP US N 2 2033-06-25 Floating 3.95253 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470SB0 740733.660000 PA USD 537330.790000 0.0144226 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 Y N N N N N CSAB MTGE BACKED PASS-THRU CERTS 2006-1 N/A 22943HAG1 300816.180000 PA USD 115641.890000 0.0031040 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.172 Y N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAB4 800000.000000 PA USD 561004.000000 0.0150580 Long DBT CORP LU N 2 2023-02-13 Fixed 7.625 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CW8 1600000.000000 PA USD 1686810.000000 0.0452760 Long DBT CORP US N 2 2025-03-25 Fixed 4.1 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 2400000.000000 PA USD 2553849.530000 0.0685484 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 565000.000000 PA USD 622771.220000 0.0167159 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DG2 100000.000000 PA USD 97982.630000 0.0026300 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 7607808.210000 PA USD 9483884.360000 0.2545590 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 83048.360000 PA USD 90181.750000 0.0024206 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 5262532.520000 PA USD 6846739.310000 0.1837748 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BV1 290475.680000 PA USD 355675.430000 0.0095468 Long DBT CORP US N 2 2033-01-10 Fixed 5.773 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BY5 30699.050000 PA USD 34980.670000 0.0009389 Long DBT CORP US N 2 2034-01-10 Fixed 5.926 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 1149999.720000 PA USD 1381887.300000 0.0370915 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A ACI1J42G7 300000.000000 PA 290425.950000 0.0077954 Long DBT CORP US N 2 2027-01-22 Fixed 1.45 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAR5 600000.000000 PA USD 532956.000000 0.0143052 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAC8 26337000.000000 PA USD 26038404.260000 0.6989024 Long DBT CORP US N 2 2020-08-01 Fixed 4 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAD6 5359000.000000 PA USD 4900135.630000 0.1315256 Long DBT CORP US N 2 2021-11-15 Fixed 5.25 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAE4 1796000.000000 PA USD 1677006.020000 0.0450129 Long DBT CORP US N 2 2023-11-15 Fixed 5.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 3850000.000000 PA USD 3744575.260000 0.1005089 Long DBT CORP US N 2 2022-02-22 Fixed 3.4 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 1488000.000000 NS USD 1230390.000000 0.0330252 Long EP CORP US N 2 N N N DELHI INTERNATIONAL AIRPORT LIMITED 335800HBF5DARYMEUD12 246724AA6 900000.000000 PA USD 745209.000000 0.0200023 Long DBT CORP IN N 2 2029-06-04 Fixed 6.45 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBE9 95719.680000 PA USD 92090.280000 0.0024718 Long LON CORP US N 2 2025-09-19 Floating 2.99 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAK9 3000000.000000 PA USD 3198520.380000 0.0858522 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAN3 100000.000000 PA USD 115311.600000 0.0030951 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAR4 1400000.000000 PA USD 1650764.990000 0.0443085 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAZ4 2440000.000000 PA USD 2435878.550000 0.0653819 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBA8 3170000.000000 PA USD 3090201.460000 0.0829448 Long DBT CORP US N 2 2029-10-01 Fixed 5.3 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 140000.000000 PA USD 125037.500000 0.0033562 Long LON CORP LU N 2 2023-10-06 Floating 3.2001 N N N N N N DELTA AIR LINES 2002-1 CLASS G-1 PASS THROUGH TRUST N/A 247367AX3 24656.820000 PA USD 24652.970000 0.0006617 Long DBT CORP US N 2 2024-07-02 Fixed 6.718 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 N/A 251510KH5 310996.350000 PA USD 278060.840000 0.0074635 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3 N/A 25151EAF0 125637.020000 PA USD 107939.460000 0.0028972 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.3 Y N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3 N/A 25150VAZ9 164761.390000 PA USD 163197.110000 0.0043804 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.12663 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2005-AR2 N/A 251510GZ0 30466.010000 PA USD 26773.460000 0.0007186 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.52026 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 1000000.000000 PA USD 672000.000000 0.0180373 Long DBT CORP DE N 2 2025-10-30 Floating 6 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 24800000.000000 PA USD 23609695.480000 0.6337129 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 2600000.000000 PA USD 2408899.740000 0.0646578 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 25271CAP7 2127000.000000 PA USD 562325.630000 0.0150935 Long DBT CORP US N 2 2025-08-15 Fixed 7.875 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAB8 3072000.000000 PA USD 2234787.840000 0.0599844 Long DBT CORP US N 2 2023-09-01 Fixed 7.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAA0 2190000.000000 PA USD 1355051.550000 0.0363712 Long DBT CORP US N 2 2024-09-01 Fixed 10.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 1447950.000000 PA USD 1096822.130000 0.0294400 Long LON CORP US N 2 2023-09-02 Floating 4.75 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAC0 1677000.000000 PA USD 1130801.100000 0.0303521 Long DBT CORP US N 2 2027-08-15 Fixed 6.625 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAA4 3163000.000000 PA USD 2587783.150000 0.0694592 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAK7 300000.000000 PA USD 301640.020000 0.0080964 Long DBT CORP US N 2 2023-02-06 Fixed 3.35 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAQ4 1200000.000000 PA USD 1151835.040000 0.0309167 Long DBT CORP US N 2 2024-09-12 Fixed 2.45 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAP6 1100000.000000 PA USD 1117908.060000 0.0300060 Long DBT CORP US N 2 2028-09-13 Fixed 4.65 N N N N N N DISH DBS CORPORATION N/A 25470XAJ4 1300000.000000 PA USD 1272908.000000 0.0341664 Long DBT CORP US N 2 2022-07-15 Fixed 5.875 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 10425000.000000 PA USD 11407457.000000 0.3061900 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 670000.000000 NS USD 596765.650000 0.0160179 Long EP CORP US N 2 N N N DOMINICAN REPUBLIC GOVT N/A 25714PDW5 1250000.000000 PA USD 1112500.000000 0.0298608 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEB0 3700000.000000 PA USD 3294128.500000 0.0884184 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.4 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDZ8 3400000.000000 PA USD 3251734.500000 0.0872805 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EAT4 500000.000000 PA USD 494377.500000 0.0132697 Long DBT NUSS DO N 2 2024-01-28 Fixed 6.6 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBD8 7000000.000000 PA USD 6781215.000000 0.1820160 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBE6 3000000.000000 PA USD 2782500.000000 0.0746857 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EAS6 9400000.000000 PA USD 9341203.000000 0.2507292 Long DBT NUSS DO N 2 2024-04-18 Fixed 5.875 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AM7 1730000.000000 PA USD 1663131.280000 0.0446405 Long DBT CORP US N 2 2021-06-15 Floating 1.3405 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 258258AA0 7315467.490000 PA USD 7429426.600000 0.1994148 Long DBT CORP GG N 2 2024-11-30 Fixed 5.125 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 000000000 205490.670000 PA USD 208691.770000 0.0056015 Long DBT CORP GG N 2 2024-11-30 Fixed 5.125 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 ACI1545S3 1100000.000000 PA 1133394.250000 0.0304217 Long DBT CORP AE N 2 2026-09-25 Fixed 2.375 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 ACI1543H9 500000.000000 PA 564933.270000 0.0151635 Long DBT CORP AE N 2 2030-09-25 Fixed 4.25 N N N N N N DRAGON FINANCE BV 1 N/A 096268II0 3557410.560000 PA 4288701.090000 0.1151139 Long ABS-MBS CORP NL N 2 2023-07-13 Floating 1.7935 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 870000.000000 PA USD 1014367.800000 0.0272269 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N DRIVETIME AUTOMOTIVE GROUP INC / BRIDGECREST ACCEPTANCE CORP N/A 26209NAK9 2050000.000000 PA USD 1825781.250000 0.0490062 Long DBT CORP US N 2 2021-06-01 Fixed 8 N N N N N N DRYDEN EURO CLO 16-46A N/A ACI1C3DT6 2100000.000000 PA 2224712.580000 0.0597140 Long ABS-CBDO CORP NL N 2 2030-01-15 Floating 0.88 N N N N N N DUBAI WORLD CORP N/A 922KUQII3 5034449.360000 PA USD 4694624.030000 0.1260094 Long LON CORP AE N 2 2022-09-30 Fixed 3 N N Y N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAT1 100000.000000 PA USD 110498.990000 0.0029659 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAS3 100000.000000 PA USD 104763.910000 0.0028120 Long DBT CORP US N 2 2026-12-01 Fixed 2.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBA2 1900000.000000 PA USD 1880311.760000 0.0504698 Long DBT CORP US N 2 2021-05-14 Floating 2.20375 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAJ9 1900000.000000 PA USD 1986687.500000 0.0533251 Long DBT CORP US N 2 2026-08-15 Fixed 6.875 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 200000.000000 PA USD 184000.000000 0.0049388 Long LON CORP US N 3 2026-02-06 Floating 4.9591 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AC9 20000.000000 PA USD 20430.270000 0.0005484 Long DBT CORP US N 2 2020-09-15 Fixed 6.4 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BP8 138000.000000 PA USD 136164.490000 0.0036548 Long DBT CORP US N 2 2022-08-24 Fixed 2.95 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BQ6 2906000.000000 PA USD 2940587.590000 0.0789289 Long DBT CORP US N 2 2027-08-24 Fixed 3.8 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 3130000.000000 PA USD 3189485.650000 0.0856097 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI103TH8 6000000.000000 PA USD 1705320.000000 0.0457729 Long DBT NUSS EC N 2 2028-01-23 Fixed 7.875 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 27927WAL6 4840000.000000 PA USD 1391500.000000 0.0373495 Long DBT NUSS EC N 2 2029-01-31 Fixed 10.75 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 P8054QAQ6 1400000.000000 PA USD 371000.000000 0.0099581 Long DBT NUSS EC N 2 2026-12-13 Fixed 9.65 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AP2 900000.000000 PA USD 885599.080000 0.0237706 Long DBT CORP US N 2 2022-11-15 Fixed 3.125 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 400000.000000 PA USD 398080.940000 0.0106850 Long DBT CORP US N 2 2024-11-15 Fixed 3.55 N N N N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176EAD0 368000.000000 PA USD 402079.820000 0.0107923 Long DBT CORP US N 2 2028-06-15 Fixed 4.3 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX21 2200000.000000 PA USD 1788688.000000 0.0480106 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.0529 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW30 8900000.000000 PA USD 8274285.500000 0.2220919 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.577 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3W41 2900000.000000 PA 2792923.300000 0.0749655 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120Q44 850000.000000 PA 715671.350000 0.0192095 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCT0 2200000.000000 PA 1852325.850000 0.0497187 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3T03 2700000.000000 PA 2367682.300000 0.0635515 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCY9 200000.000000 PA USD 179744.000000 0.0048245 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6003 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120PQ6 2200000.000000 PA 1852325.850000 0.0497187 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V91 2600000.000000 PA 2279990.360000 0.0611977 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875BZ4 2000000.000000 PA USD 1558000.000000 0.0418186 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.1246 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414HAG8 540000.000000 PA USD 570981.370000 0.0153258 Long DBT CORP US N 2 2028-08-28 Variable 5.65 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 1000000.000000 PA USD 856010.000000 0.0229763 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMC CORPORATION KDMDXRWU7UTJ30FC8R59 268648AQ5 812000.000000 PA USD 810416.600000 0.0217526 Long DBT CORP US N 2 2020-06-01 Fixed 2.65 N N N N N N EMC CORPORATION KDMDXRWU7UTJ30FC8R59 268648AN2 3000000.000000 PA USD 2977410.000000 0.0799173 Long DBT CORP US N 2 2023-06-01 Fixed 3.375 N N N N N N EMERALD BAY SA 2221008SU8XG8LZVS860 ACI0YB9V6 9032000.000000 PA 9662542.280000 0.2593544 Long DBT CORP LU N 2 2020-10-08 None 0 N N N N N N EMF-NL BV 2008-APRX N/A B39M0PII2 1044303.610000 PA 1083467.550000 0.0290816 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.407 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AK6 370000.000000 PA USD 179778.180000 0.0048255 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 1600000.000000 PA USD 1487477.940000 0.0399257 Long DBT CORP CA N 2 2022-02-18 Floating 2.19463 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAD2 200000.000000 PA USD 139435.500000 0.0037426 Long DBT CORP US N 2 2026-01-30 Fixed 5.5 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 4400000.000000 PA USD 4208774.860000 0.1129686 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAB5 370000.000000 PA USD 384522.500000 0.0103211 Long DBT CORP US N 2 2027-01-15 Fixed 7.75 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAA7 253000.000000 PA USD 256934.150000 0.0068964 Long DBT CORP US N 2 2026-07-15 Fixed 6.375 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29267YAM4 94050.000000 PA USD 90523.130000 0.0024298 Long LON CORP US N 2 2025-12-17 Floating 3.2345 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAM5 130000.000000 PA USD 123075.640000 0.0033035 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAG8 200000.000000 PA USD 169706.650000 0.0045551 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAQ6 670000.000000 PA USD 527928.810000 0.0141702 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAR4 590000.000000 PA USD 460085.430000 0.0123493 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RBJ7 2880000.000000 PA USD 2401191.960000 0.0644509 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENERGY VENTURES GOM LLC / ENVEN FINANCE CORP N/A 29278MAA3 1202000.000000 PA USD 707671.490000 0.0189948 Long DBT CORP US N 2 2023-02-15 Fixed 11 N N N N N N ENSCO JERSEY FINANCE LIMITED N/A 29359WAB1 8140000.000000 PA USD 2238490.560000 0.0600838 Long DBT CORP JE N 2 2024-01-31 Fixed 3 N N N Y N VALARIS PLC USD XXXX N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAB0 200000.000000 PA USD 191110.000000 0.0051296 Long DBT CORP US N 2 2026-02-10 Fixed 4.625 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAJ2 100000.000000 PA USD 99349.930000 0.0026667 Long DBT CORP US N 2 2026-09-01 Fixed 2.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 200000.000000 PA USD 189603.280000 0.0050892 Long DBT CORP US N 2 2050-01-31 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 750000.000000 PA USD 695056.440000 0.0186562 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 1283750.000000 PA USD 688090.000000 0.0184692 Long LON CORP US N 2 2025-10-10 Floating 4.7394 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 50000.000000 PA USD 44935.470000 0.0012061 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 800000.000000 PA USD 600111.500000 0.0161077 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 800000.000000 PA USD 602016.000000 0.0161588 Long DBT CORP US N 2 2030-02-01 Variable 7 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAE9 300000.000000 PA USD 252750.000000 0.0067841 Long DBT CORP US N 2 2022-10-01 Fixed 3 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AM7 170000.000000 PA USD 169682.540000 0.0045545 Long DBT CORP US N 2 2021-08-15 Fixed 3.6 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 415000.000000 PA USD 405093.940000 0.0108732 Long DBT CORP US N 2 2021-08-15 Floating 2.56175 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 BD0RZRII6 2100000.000000 PA 2241897.490000 0.0601752 Long DBT CORP US N 2 2026-02-01 Fixed 2.875 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 U26919AC1 200000.000000 PA 210251.010000 0.0056434 Long DBT CORP US N 2 2025-10-01 Fixed 2.875 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 910000.000000 PA USD 847719.600000 0.0227538 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABG7 138000.000000 PA USD 137863.730000 0.0037004 Long DBT CORP US N 2 2027-08-01 Fixed 3.25 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABH5 78000.000000 PA USD 78447.560000 0.0021056 Long DBT CORP US N 2 2047-08-01 Fixed 4 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BDB50MII1 1400000.000000 PA 1538590.120000 0.0412976 Long DBT CORP AT N 2 2021-10-15 Floating 8.875 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26907YAB0 1200000.000000 PA USD 942660.000000 0.0253021 Long DBT CORP US N 2 2027-10-01 Fixed 4.625 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 3800000.000000 PA USD 3256600.000000 0.0874111 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S25221AC6 1000000.000000 PA USD 750500.000000 0.0201443 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 690000.000000 PA USD 615820.670000 0.0165294 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N EUROSAIL PLC 2006-3X N/A B1HM7HII8 4400000.000000 PA 3972022.220000 0.1066139 Long ABS-MBS CORP GB N 2 2044-09-10 Floating 0 N N N N N N EUROSAIL PLC 2007-3A N/A 29880YAJ8 893522.880000 PA 1012733.550000 0.0271830 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 5943842.560000 PA 7290931.820000 0.1956975 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-3X N/A B23DWGII5 587844.000000 PA 666272.070000 0.0178836 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-6NCX N/A B29Q4HII9 7571913.020000 PA 8787631.820000 0.2358707 Long ABS-MBS CORP GB N 2 2045-09-13 Floating 1.2055 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAX9 580000.000000 PA USD 575594.720000 0.0154497 Long DBT CORP US N 2 2030-04-15 Fixed 4.05 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 200000.000000 PA USD 209757.400000 0.0056301 Long DBT CORP US N 2 2050-04-15 Fixed 4.7 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 610000.000000 PA USD 500287.890000 0.0134283 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 000000000 5000000.000000 PA USD 4465578.950000 0.1198616 Long DBT CORP IN N 2 2030-01-15 Fixed 3.25 N N N N N N F-BRASILE SPA / F-BRASILE US LLC N/A 30191BAB7 800000.000000 PA USD 800000.000000 0.0214730 Long DBT CORP IT N 2 2026-08-15 Fixed 7.375 N N N N N N FAGE INTERNATIONAL SA / FAGE USA DAIRY INDUSTRY INC N/A 30257WAA4 1000000.000000 PA USD 798542.500000 0.0214338 Long DBT CORP LU N 2 2026-08-15 Fixed 5.625 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AE4 170000.000000 PA USD 169752.230000 0.0045564 Long DBT CORP US N 2 2026-05-15 Fixed 5.25 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AF1 340000.000000 PA USD 328950.000000 0.0088294 Long DBT CORP US N 2 2028-06-15 Fixed 4 N N N N N N FAIRSTONE FINANCIAL INC 549300CWWT866A22GS52 30575FAA6 2420000.000000 PA USD 2295962.900000 0.0616264 Long DBT CORP CA N 2 2024-07-15 Fixed 7.875 N N N N N N FANNIE MAE 1997-79 N/A 31359RAQ5 21677.470000 PA USD 24819.410000 0.0006662 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 6.85 N N N N N N FANNIE MAE 2000-32 N/A 31358SNY3 1426.010000 PA USD 1422.390000 0.0000382 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 1.06163 N N N N N N HIPOTECARIA SU CASITA SA N/A ACI012L97 157773.000000 NS 66.510000 0.0000018 Long EC CORP MX N 3 N N N FANNIE MAE 2007-89 N/A 31396XPK4 866701.400000 PA USD 164334.650000 0.0044109 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 4.85337 N N N N N N FANNIE MAE REMICS 2010-97 N/A 31398NHF4 742828.250000 PA USD 103003.310000 0.0027647 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 3.70337 N N N N N N FANNIE MAE WHOLE LOAN N/A 31359UPD1 39104.660000 PA USD 43454.080000 0.0011664 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 6.5 N N N N N N FASTIGHETS AB BALDER 549300GHKJCEZOAEUU82 BF0D8DII3 200000.000000 PA 220583.410000 0.0059207 Long DBT CORP SE N 2 2022-03-14 Fixed 1.125 N N N N N N IHEARTMEDIA INC N/A 45174J509 12437.000000 NS USD 90914.470000 0.0024403 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A 45174J608 167.000000 NS USD 1098.690000 0.0000295 Long EC CORP US N 3 N N N FHLMC PASS THRU POOLS N/A 31288U5Q0 1377.150000 PA USD 1395.510000 0.0000375 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.222 N N N N N N FHLMC PASS THRU POOLS N/A 3132DV3P8 1999800.440000 PA USD 2135366.890000 0.0573158 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DV3V5 2999700.180000 PA USD 3206154.540000 0.0860571 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31329QCN9 238687.160000 PA USD 254914.170000 0.0068422 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3131YC2L9 199980.590000 PA USD 213554.770000 0.0057321 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AC2U3 1999800.200000 PA USD 2136437.670000 0.0573446 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEB96 39217.380000 PA USD 41904.580000 0.0011248 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEEZ5 2999700.390000 PA USD 3203895.900000 0.0859965 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEJ80 1999800.620000 PA USD 2135576.160000 0.0573215 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 8204.430000 PA USD 8037.550000 0.0002157 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 3.25238 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 5050.220000 PA USD 6237.700000 0.0001674 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A 31395A3J2 82696.280000 PA USD 86940.050000 0.0023336 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 3.36585 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A 31395HHV5 49237.120000 PA USD 48515.200000 0.0013022 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 3.16585 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AA4 1260000.000000 PA USD 1096515.000000 0.0294318 Long DBT CORP MX N 2 2030-01-15 Fixed 4.869 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 1620000.000000 PA USD 1535444.100000 0.0412132 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 2500000.000000 PA USD 2325762.500000 0.0624263 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3 N/A 316599AD1 1135931.580000 PA USD 706943.040000 0.0189752 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.78675 N N N N N N FIRST FRANKLIN MTG LOAN 2004-FF10 N/A 32027NMJ7 357575.180000 PA USD 339662.770000 0.0091170 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.22163 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF12 N/A 32027GAD8 63090.510000 PA USD 61436.120000 0.0016490 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.08663 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF13 N/A 30247DAE1 1254628.420000 PA USD 941496.750000 0.0252709 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.18663 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR6 N/A 32051GJ89 135373.940000 PA USD 113072.880000 0.0030350 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84874 N N N N N N FIRST HORIZON MTGE PT TR 2007-2 N/A 320520AE9 687571.950000 PA USD 447548.210000 0.0120127 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.75 Y N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAB6 181555.140000 PA USD 94809.910000 0.0025448 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.08663 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 2430000.000000 NS USD 2279813.850000 0.0611930 Long EP CORP US N 2 N N N FIRST NLC TRUST 2007-1 N/A 32115BAD2 121036.760000 PA USD 64810.430000 0.0017396 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.22663 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1770000.000000 NS USD 1551316.500000 0.0416392 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 3380000.000000 NS USD 2888632.500000 0.0775344 Long EP CORP US N 2 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 1570000.000000 PA USD 1564154.510000 0.0419838 Long DBT CORP US N 2 2024-07-01 Fixed 2.75 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 280000.000000 PA USD 288832.380000 0.0077526 Long DBT CORP US N 2 2026-07-01 Fixed 3.2 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 1200000.000000 PA USD 1277190.720000 0.0342813 Long DBT CORP US N 2 2029-07-01 Fixed 3.5 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 520000.000000 PA USD 561006.130000 0.0150581 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938EAU1 300000.000000 PA USD 302032.280000 0.0081069 Long DBT CORP SG N 2 2025-06-15 Fixed 4.75 N N N N N N FNMA PASS THRU POOLS N/A 31410FY66 41169.290000 PA USD 45947.810000 0.0012333 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138ER6B1 1573443.340000 PA USD 1661974.750000 0.0446094 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138YRXV5 12131.210000 PA USD 12906.930000 0.0003464 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTQM5 342496.070000 PA USD 363936.440000 0.0097685 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H1FD7 2529571.830000 PA USD 2687781.900000 0.0721433 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H37E0 823403.000000 PA USD 875828.050000 0.0235083 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H4B45 796698.880000 PA USD 845357.430000 0.0226904 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5LT6 1561241.980000 PA USD 1658641.780000 0.0445200 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5MJ7 806218.250000 PA USD 856451.810000 0.0229882 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5M32 608420.250000 PA USD 645272.620000 0.0173199 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 17000.000000 NS 2766157.240000 0.0742470 Long EP CORP GB N 2 N N N FNMA PASS THRU POOLS N/A 3140HBJZ2 901281.600000 PA USD 958119.410000 0.0257171 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HJJY8 1317795.000000 PA USD 1393498.300000 0.0374032 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HJLJ8 722751.180000 PA USD 765796.190000 0.0205549 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HJ5G2 41348.370000 PA USD 44158.400000 0.0011853 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HN5H1 648123.190000 PA USD 686694.990000 0.0184317 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JMDH2 1113691.550000 PA USD 1190033.890000 0.0319420 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JM5C2 2999701.320000 PA USD 3202413.820000 0.0859567 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JW7F1 1999801.560000 PA USD 2140028.170000 0.0574410 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JYJD9 1016658.640000 PA USD 1088279.960000 0.0292108 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QA3H1 144845.430000 PA USD 154943.580000 0.0041589 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 3204717.250000 PA USD 3392506.920000 0.0910590 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CUA0 4796092.280000 PA USD 5076720.460000 0.1362653 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CU77 3259345.870000 PA USD 3449988.860000 0.0926019 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CV27 891486.060000 PA USD 943360.130000 0.0253209 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CWS9 1058519.160000 PA USD 1124552.830000 0.0301844 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CXM1 744233.780000 PA USD 790018.880000 0.0212051 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 4502717.530000 PA USD 4770094.210000 0.1280351 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CZG2 1439795.530000 PA USD 1526154.370000 0.0409638 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C3C6 681595.140000 PA USD 722332.620000 0.0193883 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DAR3 1999800.120000 PA USD 2135339.030000 0.0573151 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DBG6 999900.580000 PA USD 1068418.370000 0.0286776 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DCA8 2999701.260000 PA USD 3203139.290000 0.0859761 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DCZ3 1999800.440000 PA USD 2135011.710000 0.0573063 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DEU2 11998801.200000 PA USD 12826679.250000 0.3442836 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DFS6 11798828.090000 PA USD 12612441.530000 0.3385332 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DGN6 2999700.210000 PA USD 3206708.890000 0.0860720 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4 N N N N N N FONDO MIVIVIENDA SA 549300X41PNOK11PZ670 P42009AA1 200000.000000 PA USD 190301.000000 0.0051079 Long DBT CORP PE N 2 2023-01-31 Fixed 3.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZL0 400000.000000 PA USD 380062.930000 0.0102014 Long DBT CORP US N 2 2021-01-07 Floating 4.42388 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 200000.000000 PA USD 194500.000000 0.0052206 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A29 3900000.000000 PA USD 3529500.000000 0.0947361 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 200000.000000 PA USD 157928.040000 0.0042390 Long DBT CORP US N 2 2023-02-15 Floating 2.92675 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 200000.000000 PA USD 162602.210000 0.0043644 Long DBT CORP US N 2 2022-03-28 Floating 2.64463 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YY3 900000.000000 PA USD 832589.250000 0.0223477 Long DBT CORP US N 2 2021-04-05 Floating 2.71025 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1K2ZL2 800000.000000 PA 691680.280000 0.0185655 Long DBT CORP US N 2 2024-07-19 Fixed 1.744 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VU4 900000.000000 PA USD 886500.000000 0.0237947 Long DBT CORP US N 2 2021-08-02 Fixed 5.875 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YP2 200000.000000 PA USD 164000.000000 0.0044020 Long DBT CORP US N 2 2022-08-03 Floating 2.84325 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZH9 200000.000000 PA USD 192000.000000 0.0051535 Long DBT CORP US N 2 2021-10-12 Fixed 3.813 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 3300000.000000 PA USD 3093750.000000 0.0830400 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FOREST CITY ENTERPRISES LP 54930078MCT017XXRD21 34555QAF7 325875.000000 PA USD 280252.500000 0.0075223 Long LON CORP US N 3 2025-12-08 Floating 4.4894 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAA9 7245000.000000 PA USD 6744442.950000 0.1810290 Long DBT CORP US N 2 2022-03-15 Fixed 6.75 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 3544000.000000 PA USD 2626972.280000 0.0705111 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAC0 805000.000000 PA USD 829265.690000 0.0222585 Long DBT CORP US N 2 2023-09-21 Fixed 4 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 590000.000000 PA USD 567533.920000 0.0152333 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FREDDIE MAC 2248 N/A 3133TPV48 7951.500000 PA USD 7945.040000 0.0002133 Long ABS-MBS USGSE US N 2 2030-09-15 Floating 1.20463 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAD9 900000.000000 PA USD 791775.000000 0.0212522 Long DBT CORP US N 2 2024-04-01 Fixed 10.75 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAA5 420000.000000 PA USD 342020.700000 0.0091803 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCE3 2240000.000000 PA USD 1969273.600000 0.0528577 Long DBT CORP US N 2 2028-03-01 Fixed 4.125 N N N N N N FRONTDOOR INC 5493008RB0JZJI3QGZ06 00130FAC3 157600.000000 PA USD 152084.000000 0.0040821 Long LON CORP US N 3 2025-08-16 Floating 3.5 N N N N N N GARDA WORLD SECURITY CORPORATION N/A 36485MAK5 660000.000000 PA USD 595650.000000 0.0159880 Long DBT CORP CA N 2 2027-02-15 Fixed 4.625 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 3620850.490000 PA USD 3421703.710000 0.0918427 Long LON CORP US N 2 2027-03-01 Floating 2.7394 N N N N N N GATES GLOBAL LLC 549300XI79MQJV13DW27 36740UAP7 1900826.850000 PA USD 1710744.170000 0.0459184 Long LON CORP US N 2 2024-04-01 Floating 3.75 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 500000.000000 PA USD 490260.080000 0.0131592 Long DBT CORP US N 2 2021-11-05 Floating 2.461 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 10700000.000000 PA USD 10712091.000000 0.2875255 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAB7 400000.000000 PA USD 421190.000000 0.0113053 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 800000.000000 PA USD 800904.000000 0.0214972 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 3000000.000000 PA USD 3145590.000000 0.0844315 Long DBT CORP LU N 2 2026-02-11 Fixed 5.15 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 368266AA0 5500000.000000 PA USD 7597282.000000 0.2039203 Long DBT CORP LU N 2 2034-04-28 Fixed 8.625 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 B1TK18II5 6400000.000000 PA USD 6642630.400000 0.1782963 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC N/A ACI1K5SJ8 7230000.000000 PA USD 6694980.000000 0.1797014 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 1200000.000000 PA USD 1301636.980000 0.0349375 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GE CAPITAL UK FUNDING UNLIMITED COMPANY BR7Z6BPTFF652NNO9651 B59ZZ8II8 10000.000000 PA 12629.040000 0.0003390 Long DBT CORP IE N 2 2020-11-04 Fixed 5.875 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCH7 100000.000000 PA USD 90036.260000 0.0024167 Long DBT CORP US N 2 2021-04-09 Floating 2.728 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBX3 100000.000000 PA USD 79495.040000 0.0021337 Long DBT CORP US N 2 2022-06-30 Floating 2.68463 N N N N N N GERDAU TRADE INC 5493008RWEW71JB0LO29 G3925DAD2 1500000.000000 PA USD 1436163.750000 0.0385484 Long DBT CORP VG N 2 2027-10-24 Fixed 4.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAG6 900000.000000 PA USD 663750.000000 0.0178159 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAH4 1000000.000000 PA USD 709000.000000 0.0190304 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAA9 2580000.000000 PA USD 1922938.500000 0.0516140 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAB7 1000000.000000 PA USD 713705.000000 0.0191567 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAC5 2000000.000000 PA USD 1421524.000000 0.0381554 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAJ0 1500000.000000 PA USD 1047606.000000 0.0281190 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI19RTQ6 2700000.000000 PA USD 2012377.500000 0.0540147 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.875 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 00169QAD1 294000.000000 PA USD 265335.000000 0.0071219 Long LON CORP US N 2 2025-03-14 Floating 5.8632 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 210000.000000 PA USD 208580.850000 0.0055986 Long DBT CORP US N 2 2025-02-15 Fixed 2.65 N N N N N N GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED 213800R3E823B1UBIA81 BD9MPVII0 1000000.000000 PA 1106785.850000 0.0297075 Long DBT CORP GG N 2 2025-03-29 Fixed 3 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 37959DAB0 500000.000000 PA USD 429875.000000 0.0115384 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 100000.000000 PA USD 84776.750000 0.0022755 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AH2 100000.000000 PA USD 89195.000000 0.0023941 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 1002000.000000 PA USD 934334.940000 0.0250787 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1090000.000000 PA USD 970827.580000 0.0260582 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 N/A 36185MBL5 85637.820000 PA USD 71692.420000 0.0019243 Long ABS-MBS CORP US N 2 2035-11-19 Floating 3.83127 Y N N N N N GMAC MORTGAGE CORP LOAN TRUST 2006-AR1 N/A 36185MDN9 50224.400000 PA USD 39284.750000 0.0010545 Long ABS-MBS CORP US N 2 2036-04-19 Floating 3.7786 Y N N N N N GNMA PASS THRU POOLS N/A 36202KG90 3812.900000 PA USD 3902.310000 0.0001047 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 3.125 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 3147934.360000 PA USD 30563294.660000 0.8203559 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36202KY33 5993.600000 PA USD 6163.480000 0.0001654 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 7949.250000 PA USD 8203.170000 0.0002202 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 6651.280000 PA USD 6854.600000 0.0001840 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CAN6 3972.540000 PA USD 4098.500000 0.0001100 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEF9 8656.710000 PA USD 8945.900000 0.0002401 Long ABS-MBS USGSE US N 2 2027-11-20 Floating 3.125 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 120641.010000 PA USD 1184815.370000 0.0318019 Long STIV RF US N 1 N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 290000.000000 PA USD 294277.500000 0.0078988 Long DBT CORP US N 2 2027-12-01 Fixed 5.25 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 3470000.000000 PA USD 3256438.850000 0.0874068 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375 N N N N N N GOLDEN ENTERTAINMENT INC (AKA: LAKES ENTERTAINMENT INC) 549300P8YYCKQVJ0Y638 38101JAC0 386000.000000 PA USD 295290.000000 0.0079259 Long LON CORP US N 3 2024-10-21 Floating 3.96 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 100000.000000 PA USD 94840.660000 0.0025456 Long DBT CORP US N 2 2023-07-24 Floating 2.80088 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 5000000.000000 PA USD 5029743.500000 0.1350044 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 1100000.000000 PA USD 1038413.750000 0.0278723 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GOVERNMENT NATL MTGE ASSOC 2002-81 N/A 38373VN89 355134.110000 PA USD 369346.290000 0.0099137 Long ABS-MBS USGSE US N 2 2042-09-16 Fixed 6.112 N N N N N N GREENPOINT MRGT PASS THRU CER 2003-1 N/A 395387AA1 126385.860000 PA USD 118340.190000 0.0031764 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.28572 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR5 N/A 39538WEA2 44076.240000 PA USD 32725.140000 0.0008784 Long ABS-MBS CORP US N 2 2045-11-25 Floating 1.48663 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39807UAB2 490000.000000 PA USD 447139.700000 0.0120018 Long DBT CORP US N 2 2025-12-01 Fixed 5.75 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AN2 300000.000000 PA USD 283687.500000 0.0076145 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD 378900C761245FC57265 40009VAA6 800000.000000 PA USD 748000.000000 0.0200772 Long DBT CORP ZA N 2 2023-05-02 Fixed 5.872 N N N N N N GSAA HOME EQUITY TRUST 2006-14 N/A 36298YAB6 1153523.730000 PA USD 407446.270000 0.0109364 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.28663 N N N N N N GSAA HOME EQUITY TRUST 2006-17 N/A 362257AC1 15234947.390000 PA USD 6322567.150000 0.1697054 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.18663 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAC2 242270.300000 PA USD 129136.970000 0.0034662 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.24663 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAF6 197156.550000 PA USD 138712.090000 0.0037232 Long ABS-MBS CORP US N 2 2047-05-25 Floating 1.24663 N N N N N N GSR MORTGAGE LOAN TRUST 2004-5 N/A 36228FW51 193887.500000 PA USD 175419.460000 0.0047085 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.49117 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4W0 282872.980000 PA USD 245874.720000 0.0065996 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.97442 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 19126.230000 PA USD 18730.030000 0.0005027 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.39838 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 334893.220000 PA USD 315870.680000 0.0084784 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.15354 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XC8 78877.080000 PA USD 55030.160000 0.0014771 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.87227 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-2F N/A 362334BP8 1639276.610000 PA USD 1160957.010000 0.0311615 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-AR1 N/A 3623414A4 75619.970000 PA USD 69532.750000 0.0018663 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.9316 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-2F N/A 362636AT9 303814.870000 PA USD 239709.390000 0.0064341 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-3F N/A 3622MWAN3 93830.820000 PA USD 85040.640000 0.0022826 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N GSR MTGE LOAN TRUST 2004-7 N/A 36228F4R4 29748.370000 PA USD 27114.130000 0.0007278 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.04424 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AQ2 1400000.000000 PA USD 1352459.500000 0.0363017 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.9 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AR0 400000.000000 PA USD 401126.000000 0.0107667 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAF3 4000000.000000 PA USD 3914170.000000 0.1050611 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.5 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAD8 5000000.000000 PA USD 5054680.000000 0.1356737 Long DBT NUSS GT N 2 2022-06-06 Fixed 5.75 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AL6 3000000.000000 PA USD 2964150.000000 0.0795614 Long DBT CORP US N 2 2026-05-15 Fixed 4.875 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAA7 2776611.510000 PA USD 2013464.000000 0.0540438 Long ABS-MBS CORP US N 2 2036-12-19 Floating 0.955 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAF6 681169.430000 PA USD 551372.120000 0.0147995 Long ABS-MBS CORP US N 2 2038-01-19 Floating 0.94 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAD3 147196.420000 PA USD 86245.870000 0.0023149 Long ABS-MBS CORP US N 2 2036-06-19 Floating 3.45824 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-5 N/A 41165AAB8 502894.700000 PA USD 411847.120000 0.0110545 Long ABS-MBS CORP US N 2 2037-09-19 Floating 0.94 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 12098824.680000 PA 14787076.020000 0.3969031 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.76129 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 205000.000000 PA USD 214624.750000 0.0057608 Long DBT CORP US N 2 2026-02-15 Fixed 5.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 379000.000000 PA USD 402213.750000 0.0107959 Long DBT CORP US N 2 2029-02-01 Fixed 5.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 613000.000000 PA USD 636033.480000 0.0170719 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 3585000.000000 PA USD 3772316.250000 0.1012535 Long DBT CORP US N 2 2028-09-01 Fixed 5.625 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1680000.000000 PA USD 1531103.990000 0.0410967 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 3360000.000000 PA USD 3467197.170000 0.0930638 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AF2 2500000.000000 PA USD 2564338.500000 0.0688300 Long DBT CORP US N 2 2023-05-01 Fixed 4.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 100000.000000 PA USD 105129.620000 0.0028218 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAQ2 160000.000000 PA USD 160280.340000 0.0043021 Long DBT CORP US N 2 2026-07-15 Fixed 3.25 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AD3 4400000.000000 PA USD 4250587.000000 0.1140909 Long DBT CORP US N 2 2026-05-01 Fixed 5.125 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 2638926.650000 PA USD 2473993.730000 0.0664050 Long LON CORP US N 2 2026-06-22 Floating 2.6966 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AH2 957000.000000 PA USD 898378.970000 0.0241136 Long DBT CORP US N 2 2025-04-01 Fixed 4.625 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AK5 532000.000000 PA USD 508352.600000 0.0136448 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N HOME EQUITY ASSET TRUST 2006-4 N/A 437084VN3 698921.320000 PA USD 666850.550000 0.0178991 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.22663 N N N N N N HOMEBANC MORTGAGE TRUST 2005-5 N/A 43739ECB1 238631.790000 PA USD 221840.030000 0.0059545 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.20663 N N N N N N HOMEBANC MORTGAGE TRUST 2006-1 N/A 43739ECT2 34349.840000 PA USD 32561.130000 0.0008740 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.37118 Y N N N N N HOSPITALITY MORTGAGE TRUST 2019-HIT N/A 40443RAA9 865289.480000 PA USD 749353.840000 0.0201136 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.70463 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAX4 560000.000000 PA USD 528714.300000 0.0141913 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAB3 1115000.000000 PA USD 1087091.550000 0.0291789 Long DBT CORP US N 2 2025-03-15 Fixed 5.375 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BN8 700000.000000 PA USD 648718.000000 0.0174124 Long DBT CORP GB N 2 2023-03-23 Floating 6.25 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 2800000.000000 PA USD 2620282.000000 0.0703315 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 2500000.000000 PA 2776168.570000 0.0745157 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0H2TW1 1500000.000000 PA 1550604.890000 0.0416201 Long DBT CORP GB N 2 2023-09-29 Floating 6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 1130000.000000 PA USD 1132706.100000 0.0304032 Long DBT CORP GB N 2 2023-03-13 Floating 3.262 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 300000.000000 PA USD 312784.250000 0.0083955 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 1020000.000000 PA USD 1040314.610000 0.0279233 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 1140000.000000 PA USD 1173044.370000 0.0314859 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 400000.000000 PA USD 426633.740000 0.0114514 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 3400000.000000 PA USD 3324970.810000 0.0892463 Long DBT CORP GB N 2 2021-09-11 Floating 1.43413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 1700000.000000 PA USD 1619705.360000 0.0434749 Long DBT CORP GB N 2 2026-09-12 Floating 2.16413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1000000.000000 PA USD 1047448.100000 0.0281148 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 480000.000000 PA USD 445505.710000 0.0119579 Long DBT CORP US N 2 2030-01-15 Fixed 3.25 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 300000.000000 PA USD 308531.620000 0.0082814 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 633000.000000 PA USD 604447.520000 0.0162241 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAX5 1100000.000000 PA USD 1094335.090000 0.0293733 Long DBT CORP US N 2 2020-09-18 Floating 1.68938 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 959341.000000 PA USD 822107.270000 0.0220664 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 529292.000000 PA USD 503821.410000 0.0135232 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 2175000.000000 PA USD 2302281.000000 0.0617960 Long DBT CORP BM N 2 2025-02-15 Fixed 4.75 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAC1 300000.000000 PA USD 299745.000000 0.0080455 Long DBT CORP BM N 2 2026-03-01 Fixed 4 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 2256000.000000 PA USD 2378093.230000 0.0638309 Long DBT CORP BM N 2 2022-11-01 Fixed 5 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAH0 170000.000000 PA USD 169558.000000 0.0045511 Long DBT CORP BM N 2 2024-05-01 Fixed 3.625 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 400000.000000 PA USD 424504.000000 0.0113942 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 345000.000000 PA USD 363466.990000 0.0097559 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2B9 1000000.000000 PA USD 824390.440000 0.0221276 Long DBT CORP IN N 2 2050-02-13 Fixed 3.95 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 74445PAB8 1000000.000000 PA USD 1024054.680000 0.0274869 Long DBT CORP ID N 2 2023-11-15 Fixed 5.71 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 74445PAC6 300000.000000 PA USD 321024.410000 0.0086167 Long DBT CORP ID N 2 2028-11-15 Fixed 6.53 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BV7 10600000.000000 PA USD 11244722.850000 0.3018220 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BB4 5400000.000000 PA USD 6199358.220000 0.1663983 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AJ8 2400000.000000 PA USD 3037211.090000 0.0815224 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.625 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BC2 5000000.000000 PA USD 5056058.900000 0.1357108 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAH1 1000000.000000 PA USD 1002016.850000 0.0268953 Long DBT CORP CN N 2 2020-11-08 Floating 2.48413 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAK4 400000.000000 PA USD 436003.560000 0.0117029 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13 N/A 456681AE5 124230.480000 PA USD 90146.440000 0.0024196 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.46791 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR11 N/A 45661KAD2 311357.410000 PA USD 249590.480000 0.0066993 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.03877 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 41732.900000 PA USD 35584.710000 0.0009551 Long ABS-MBS CORP US N 2 2035-07-25 Floating 1.42663 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR19 N/A 45660GAB6 69324.390000 PA USD 48774.140000 0.0013092 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.81009 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2007-FLX3 N/A 45670AAB7 126390.990000 PA USD 106195.160000 0.0028504 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.21663 Y N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2005-D N/A 456606JP8 6000000.000000 PA USD 4802606.400000 0.1289078 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.38663 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-D N/A 43709LAQ0 8419884.270000 PA USD 7471583.020000 0.2005464 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.08663 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-D N/A 43709LAD9 1790382.660000 PA USD 1322849.830000 0.0355069 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.18663 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 G4768PAH4 4899780.130000 PA 4998667.280000 0.1341703 Long LON CORP US N 2 2024-04-01 Floating 2.5 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 2800000.000000 PA USD 2426102.000000 0.0651195 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV EUR XXXX N N N INGERSOLL-RAND SERVICES COMPANY N/A 365556AU3 490000.000000 PA USD 460600.000000 0.0123631 Long LON CORP BM N 2 2027-03-01 Floating 2.7394 N N N N N N INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC) N/A 20752TAA2 2250000.000000 PA USD 1867500.000000 0.0501260 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45774NAB4 1130000.000000 PA USD 1104575.000000 0.0296481 Long DBT CORP US N 2 2028-02-15 Fixed 9.375 N N N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 45827AAD5 387000.000000 PA USD 145125.000000 0.0038953 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 6855000.000000 PA USD 4359471.530000 0.1170135 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 3971398.380000 PA USD 3703328.990000 0.0994018 Long LON CORP LU N 2 2023-11-27 Floating 5.682 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 520000.000000 PA USD 504733.180000 0.0135477 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GQ2 150000.000000 PA USD 138522.110000 0.0037181 Long DBT CORP US N 2 2021-04-15 Fixed 4.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GF6 1380000.000000 PA USD 1372250.910000 0.0368329 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 3929250.000000 PA USD 3418447.500000 0.0917553 Long LON CORP US N 2 2024-09-13 Floating 4.822 N N N N N N INTERPUBLIC GROUP OF COMPANIES INC 5493008IUOJ5VWTRC333 460690BM1 200000.000000 PA USD 196979.700000 0.0052872 Long DBT CORP US N 2 2020-10-01 Fixed 3.5 N N N N N N INTERPUBLIC GROUP OF COMPANIES INC 5493008IUOJ5VWTRC333 460690BN9 200000.000000 PA USD 202055.180000 0.0054234 Long DBT CORP US N 2 2021-10-01 Fixed 3.75 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAD9 12725000.000000 PA USD 12899751.530000 0.3462450 Long DBT CORP IT N 2 2021-02-24 Fixed 6.5 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 200000.000000 PA USD 204493.560000 0.0054889 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017 N N N N N N IQVIA INC 549300PLWY28YB00C717 BF1HQTII8 400000.000000 PA 433443.000000 0.0116341 Long DBT CORP US N 2 2025-03-15 Fixed 3.25 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 1000000.000000 PA USD 1029467.500000 0.0276322 Long DBT CORP US N 2 2027-05-15 Fixed 5 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 46269KAJ3 500000.000000 PA USD 477500.000000 0.0128167 Long LON CORP US N 2 2026-11-04 Floating 4.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJJ8 800000.000000 PA USD 860413.600000 0.0230945 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.125 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JXN6 3600000.000000 PA USD 3510000.000000 0.0942127 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556JAA7 1900000.000000 PA USD 1809275.000000 0.0485631 Long DBT CORP BR N 2 2023-01-24 Fixed 2.9 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556JAB5 4000000.000000 PA USD 3748800.000000 0.1006223 Long DBT CORP BR N 2 2025-01-24 Fixed 3.25 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1G4C61 2000000.000000 PA 1899242.510000 0.0509780 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 BD35RTII6 3200000.000000 PA 3041526.030000 0.0816382 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 ACI1H1HS3 2900000.000000 PA 2381861.050000 0.0639320 Long DBT CORP GB N 2 2024-11-15 Fixed 5.875 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 ACI1H1QY0 2500000.000000 PA 2006140.940000 0.0538473 Long DBT CORP GB N 2 2026-11-15 Fixed 6.875 N N N N N N JAMESTOWN CLO IV LTD 2014-4A N/A 470474AQ0 1074308.300000 PA USD 1026779.030000 0.0275600 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.52125 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAE2 4345000.000000 PA USD 4050050.540000 0.1087083 Long DBT CORP US N 2 2026-06-03 Fixed 6.25 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAD4 7480000.000000 PA USD 6498212.600000 0.1744199 Long DBT CORP US N 2 2024-08-15 Fixed 7.25 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AC4 100000.000000 PA USD 88874.500000 0.0023855 Long DBT CORP US N 2 2025-12-15 Fixed 4.625 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AA7 778981.040000 PA USD 690603.690000 0.0185366 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.08663 Y N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 10000000.000000 PA USD 10325981.800000 0.2771619 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 1990000.000000 PA USD 2085659.160000 0.0559816 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 2462000.000000 PA USD 2222912.740000 0.0596657 Long DBT CORP US N 2 2024-07-23 Floating 2.69625 N N N N N N JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2 N/A 46628TAD3 1171745.230000 PA USD 630575.630000 0.0169254 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.09663 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 40257.360000 PA USD 39203.620000 0.0010523 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.06682 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 259859.300000 PA USD 176121.750000 0.0047273 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J95 292711.290000 PA USD 239475.540000 0.0064278 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.72907 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A3 N/A 46628KAV2 432668.010000 PA USD 412498.890000 0.0110720 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.02126 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A4 N/A 46628LAA6 79730.580000 PA USD 64003.040000 0.0017179 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.35977 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAX3 36973.720000 PA USD 33315.550000 0.0008942 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.18249 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A4 N/A 46631JAL2 1105702.340000 PA USD 842845.270000 0.0226230 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.80892 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A4 N/A 46631JAN8 303815.390000 PA USD 232491.870000 0.0062404 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.80892 Y N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAA3 1039407.150000 PA USD 1018783.750000 0.0273454 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.59832 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 287392.970000 PA USD 264237.660000 0.0070925 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.19268 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2006-FRE2 N/A 46626LHB9 10000000.000000 PA USD 9465946.000000 0.2540775 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.28663 Y N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRN4 800000.000000 PA USD 799682.660000 0.0214645 Long DBT CORP US N 2 2021-04-26 Floating 3.086 N N N N N N KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF) 5299005K04JUZBZIIE85 934FUQII0 23237688.000000 PA 1986234.510000 0.0533129 Long DBT NUSS AT N 3 2023-01-01 None 0 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BC7 270000.000000 PA USD 263221.970000 0.0070652 Long DBT CORP US N 2 2069-11-15 Fixed 4.2 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 ACI166KG6 1500000.000000 PA 1638001.460000 0.0439659 Long DBT NUSS KZ N 2 2023-11-09 Fixed 1.55 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 ACI166SK9 3200000.000000 PA 3578584.780000 0.0960536 Long DBT NUSS KZ N 2 2028-11-09 Fixed 2.375 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 ACI05V9D4 5000000.000000 PA USD 4935580.000000 0.1324770 Long DBT CORP KZ N 2 2023-04-30 Fixed 4.4 N N N N N N KENNEDY WILSON EUROPE REAL ESTATE LIMITED 213800WIL553Z1T6DZ52 ACI0DGFL3 200000.000000 PA 251096.580000 0.0067397 Long DBT CORP JE N 2 2022-06-30 Fixed 3.95 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AG0 861000.000000 PA USD 776768.370000 0.0208494 Long DBT CORP US N 2 2024-04-01 Fixed 5.875 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 491798AH7 1500000.000000 PA USD 1392127.500000 0.0373664 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 000000000 700000.000000 PA USD 649250.000000 0.0174267 Long DBT NUSS KE N 2 2027-05-22 Fixed 7 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 000000000 2800000.000000 PA USD 2596963.600000 0.0697057 Long DBT NUSS KE N 2 2032-05-22 Fixed 8 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 10100000.000000 PA USD 11668098.730000 0.3131859 Long DBT CORP US N 2 2032-01-15 Fixed 7.75 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAD8 2300000.000000 PA USD 2645128.750000 0.0709985 Long DBT CORP US N 2 2031-08-01 Fixed 7.8 N N N N N N KORN FERRY 549300FOD20OM0GT5G40 50067PAA7 1250000.000000 PA USD 1095312.500000 0.0293995 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAR7 1000000.000000 PA USD 1150865.940000 0.0308906 Long DBT CORP US N 2 2039-01-26 Fixed 6.875 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAE6 1900000.000000 PA USD 1809194.880000 0.0485610 Long DBT CORP US N 2 2042-06-04 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAB2 2600000.000000 PA USD 2357222.350000 0.0632707 Long DBT CORP US N 2 2046-06-01 Fixed 4.375 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAM8 980000.000000 PA USD 947778.450000 0.0254395 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 423074AS2 547000.000000 PA USD 548298.720000 0.0147170 Long DBT CORP US N 2 2025-02-15 Fixed 4.875 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAB4 3715000.000000 PA USD 3742992.530000 0.1004665 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAA6 14915000.000000 PA USD 15546008.910000 0.4172737 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.5 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAB6 120000.000000 PA USD 111074.640000 0.0029814 Long DBT CORP US N 2 2026-07-15 Fixed 6.75 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AM8 1210000.000000 PA USD 964975.000000 0.0259011 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N LAMAR MEDIA CORP N/A 513075BQ3 1050000.000000 PA USD 992124.000000 0.0266298 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N LAMAR MEDIA CORP N/A 513075BS9 300000.000000 PA USD 281250.000000 0.0075491 Long DBT CORP US N 2 2030-02-15 Fixed 4 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 440000.000000 PA USD 396965.910000 0.0106550 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 1600000.000000 PA USD 1467087.460000 0.0393784 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 900000.000000 PA USD 783008.430000 0.0210169 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LATAM AIRLINES 2015-1 CLASS B PASS THROUGH TRUST N/A 51817UAB5 3096630.100000 PA USD 2647618.740000 0.0710653 Long DBT CORP CL N 2 2025-08-15 Fixed 4.5 N N N N N N LEASEPLAN (LINCOLN FINANCING SARL) 222100831I4WRVCLV609 ACI19YL55 3500000.000000 PA 3220718.300000 0.0864480 Long DBT CORP LU N 2 2024-04-01 Fixed 3.625 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 ACI1C6B95 2000000.000000 PA 1798612.770000 0.0482769 Long DBT CORP NL N 2 2024-05-29 Floating 7.375 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 600000.000000 PA USD 588965.100000 0.0158085 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N LEGACY LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAS8 80000.000000 PA USD 75960.000000 0.0020389 Long DBT CORP US N 2 2027-02-15 Fixed 4.375 N N N N N N LEGACY LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 251541.260000 PA USD 231417.960000 0.0062115 Long LON CORP US N 2 2025-11-17 Floating 4.7394 N N N N N N LEHMAN XS TRUST 2007-12N N/A 52524YAF0 496530.350000 PA USD 389585.060000 0.0104569 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.12663 Y N N N N N LEHMAN XS TRUST 2007-4N N/A 52524HAB6 94471.850000 PA USD 100320.800000 0.0026927 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.10663 Y N N N N N LEVEL 3 FINANCING INC N/A 527298BP7 600000.000000 PA USD 574440.000000 0.0154187 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N LEVEL 3 FINANCING INC N/A 527298BQ5 850000.000000 PA USD 802476.500000 0.0215394 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LIBERTY MUTUAL FINANCE EUROPE DESIGNATED ACTIVITY COMPANY 254900GTNATA5DHR0920 ACI0T6S75 260000.000000 PA 284943.280000 0.0076482 Long DBT CORP IE N 2 2024-03-27 Fixed 1.75 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAB0 140000.000000 PA USD 142618.010000 0.0038280 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 112000.000000 PA USD 100947.550000 0.0027096 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AA7 108865.360000 PA USD 117144.840000 0.0031443 Long DBT CORP KY N 2 2034-07-05 Fixed 5.875 N N N N N N LIMEROCK CLO III LLC 2014-3A N/A 532619AL7 374003.590000 PA USD 371287.480000 0.0099658 Long ABS-CBDO CORP KY N 2 2026-10-20 Floating 3.01913 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AR0 310000.000000 PA USD 279170.500000 0.0074933 Long DBT CORP US N 2 2027-10-15 Fixed 4.75 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 53947BAC4 800000.000000 PA USD 799493.320000 0.0214594 Long DBT CORP GB N 2 2020-09-24 Floating 1.70413 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 53947BAE0 6200000.000000 PA USD 6193615.050000 0.1662441 Long DBT CORP GB N 2 2020-10-26 Floating 2.378 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 3420000.000000 PA USD 3411439.230000 0.0915672 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 3200000.000000 PA USD 2891388.770000 0.0776084 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 2400000.000000 PA USD 2158788.000000 0.0579445 Long DBT CORP GB N 2 2025-09-27 Floating 7.5 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 1500000.000000 PA 1583217.610000 0.0424955 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI080964 1700000.000000 PA 1732312.530000 0.0464974 Long DBT CORP GB N 2 2020-06-27 Floating 6.375 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 3500000.000000 PA USD 3453720.590000 0.0927021 Long DBT CORP GB N 2 2023-03-17 Floating 2.858 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 200000.000000 PA USD 215622.180000 0.0057876 Long DBT CORP GB N 2 2028-03-22 Fixed 4.375 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 1410000.000000 PA USD 1376415.490000 0.0369447 Long DBT CORP GB N 2 2021-06-21 Floating 1.99513 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AS8 1700000.000000 PA USD 1771415.300000 0.0475469 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 1000000.000000 PA USD 1063451.350000 0.0285443 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 4447000.000000 NS 4465779.690000 0.1198669 Long EP CORP NL N 2 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0Y68T3 200000.000000 PA 240347.700000 0.0064512 Long DBT CORP GB N 2 2024-10-16 Fixed 2.25 N N N N N N LOANCORE CAPITAL MARKETS LLC / JLC FINANCE CORP N/A 47233GAA2 854000.000000 PA USD 810766.250000 0.0217619 Long DBT CORP US N 2 2020-06-01 Fixed 6.875 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NW0 266272.450000 PA USD 259204.330000 0.0069574 Long ABS-MBS CORP US N 2 2045-08-25 Floating 1.70663 N N N N N N LOOMIS SAYLES CLO II LTD 2015-2A N/A 54347LAN2 1000000.000000 PA USD 971665.200000 0.0260807 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 2.73125 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAD8 150000.000000 PA USD 113781.380000 0.0030540 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAH1 153837.500000 PA USD 136146.190000 0.0036543 Long LON CORP US N 2 2025-08-29 Floating 2.7394 N N N N N N MARRIOTT OWNERSHIP RESORTS INC / ILG LLC N/A 57165PAB1 385000.000000 PA USD 337114.470000 0.0090486 Long DBT CORP US N 2 2026-09-15 Fixed 6.5 N N N N N N MARVELL TECHNOLOGY GROUP LTD 8DF36O58U3QIHUCGZB18 57385LAA6 331000.000000 PA USD 338972.920000 0.0090984 Long DBT CORP BM N 2 2023-06-22 Fixed 4.2 N N N N N N MARVELL TECHNOLOGY GROUP LTD 8DF36O58U3QIHUCGZB18 57385LAB4 333000.000000 PA USD 345691.200000 0.0092788 Long DBT CORP BM N 2 2028-06-22 Fixed 4.875 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 490000.000000 PA USD 430709.150000 0.0115608 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF1 N/A 57645RAA9 120261.360000 PA USD 64752.810000 0.0017380 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.18663 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF2 N/A 57645TAA5 5499883.590000 PA USD 5243568.120000 0.1407437 Long ABS-MBS CORP US N 2 2037-09-25 Floating 1.25663 N N N N N N MASTR ADJUSTABLE RATE MTGES TR 2007-1 N/A 576431AD2 612798.130000 PA USD 941540.310000 0.0252721 Long ABS-MBS CORP US N 2 2047-01-25 Floating 2.70585 Y N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2003-5 N/A 576433FJ0 18696.350000 PA USD 16320.360000 0.0004381 Long ABS-MBS CORP US N 2 2033-11-25 Floating 3.69532 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2004-8 N/A 576433QV1 11112.710000 PA USD 9783.900000 0.0002626 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.8791 N N N N N N MASTR ALT LN TR 2006-2 N/A 5764342H6 506709.730000 PA USD 38222.380000 0.0010259 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.34663 Y N N N N N MASTR ALTERNATIVE LOANS TR 2003-5 N/A 576434FG4 470264.090000 PA USD 434124.440000 0.0116524 Long ABS-MBS CORP US N 2 2020-06-30 Fixed 5 N N N N N N MASTR ASSET SECURITIZATION TRUST 2004-8 N/A 57643MEF7 152539.850000 PA USD 111670.110000 0.0029974 Long ABS-MBS CORP US N 2 2020-06-30 Fixed 5 N N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAT7 310431.110000 PA USD 264890.430000 0.0071100 Long ABS-MBS CORP US N 2 2047-05-25 Floating 1.62663 Y N N N N N MASTR SPECIALIZED LOAN TRUST 2005-3 N/A 576436CP2 3846000.000000 PA USD 3516196.270000 0.0943790 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.69663 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AE6 210000.000000 PA USD 60317.250000 0.0016190 Long DBT CORP US N 2 2026-09-15 Fixed 5.875 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 400000.000000 PA USD 410220.000000 0.0110108 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N MCAFEE LLC 549300713UKUTLV9T378 57906PAG4 289268.300000 PA USD 269983.650000 0.0072467 Long LON CORP US N 2 2024-09-30 Floating 4.6909 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 58004GAB4 200000.000000 PA USD 60400.000000 0.0016212 Long LON CORP US N 2 2025-05-09 Floating 6.9446 Y Y N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 1100000.000000 PA USD 555500.000000 0.0149103 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAB5 1700000.000000 PA USD 1542881.700000 0.0414128 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAA7 900000.000000 PA USD 835463.720000 0.0224249 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAC3 1630000.000000 PA USD 1433095.980000 0.0384660 Long DBT CORP KY N 2 2027-07-17 Fixed 5.625 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAD1 5000000.000000 PA USD 4350136.850000 0.1167630 Long DBT CORP KY N 2 2029-12-04 Fixed 5.375 N N N N N N MERLIN ENTERTAINMENTS (MOTION BONDCO DAC) 635400KFD3IETNQLA755 61978XAA5 200000.000000 PA USD 145000.000000 0.0038920 Long DBT CORP IE N 2 2027-11-15 Fixed 6.625 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-AF1 N/A 59024KAX1 134935.570000 PA USD 96924.870000 0.0026016 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.85207 Y N N N N N MERRILL LYNCH MORTGAGE INV 2007-HE3 N/A 590238AA9 1330452.570000 PA USD 676750.930000 0.0181648 Long ABS-MBS CORP US N 2 2047-04-25 Floating 1.01663 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A10 N/A 59020UZ65 977236.950000 PA USD 924543.750000 0.0248159 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.15663 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020UW68 690459.880000 PA USD 559573.820000 0.0150196 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.61748 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAD3 1607591.050000 PA USD 1190525.830000 0.0319552 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.20663 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAE1 839591.480000 PA USD 625145.210000 0.0167797 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.26663 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A3 N/A 59020UHG3 128506.030000 PA USD 113467.950000 0.0030456 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.2946 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAG5 25800000.000000 PA USD 25658358.000000 0.6887015 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QBB3 1000000.000000 PA USD 1017500.000000 0.0273109 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAS7 400000.000000 PA USD 528004.000000 0.0141723 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAZ1 3000000.000000 PA USD 3123780.000000 0.0838460 Long DBT NUSS MX N 2 2099-10-12 Fixed 5.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAA9 1650000.000000 PA USD 1565940.750000 0.0420317 Long DBT CORP KY N 2 2024-05-15 Fixed 5.375 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAB7 1800000.000000 PA USD 1594119.600000 0.0427881 Long DBT CORP KY N 2 2026-05-15 Fixed 5.875 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAJ4 810000.000000 PA USD 707737.500000 0.0189965 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953BX8 300000.000000 PA USD 298758.000000 0.0080190 Long DBT CORP US N 2 2022-03-15 Fixed 7.75 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CF6 1110000.000000 PA USD 1016260.500000 0.0272777 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 2048101.900000 PA USD 2037646.340000 0.0546929 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.75 N N N N N N MITCHELLS & BUTLERS FINANCE PLC 213800E7QA1U8BF34219 337786II0 1700000.000000 PA 2505137.690000 0.0672409 Long DBT CORP GB N 2 2032-09-15 Fixed 6.469 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BN3 3500000.000000 PA USD 3472664.550000 0.0932105 Long DBT CORP JP N 2 2025-02-25 Fixed 2.193 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AT1 1646000.000000 PA USD 1687425.750000 0.0452926 Long DBT CORP JP N 2 2023-03-02 Fixed 3.455 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BL7 1870000.000000 PA USD 1869639.300000 0.0501834 Long DBT CORP JP N 2 2022-07-18 Fixed 2.623 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 1000000.000000 PA USD 952135.230000 0.0255565 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL37 78564.840000 PA USD 72024.910000 0.0019332 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.35559 N N N N N N MMK INTERNATIONAL CAPITAL DESIGNATED ACTIVITY COMPANY 635400CNBLB2PNXXQI80 553142AA8 3300000.000000 PA USD 3277982.400000 0.0879850 Long DBT CORP IE N 2 2024-06-13 Fixed 4.375 N N N N N N MONGOLIA GOVT N/A 60937LAB1 1600000.000000 PA USD 1439948.030000 0.0386500 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625 N N N N N N MONROE CAPITAL BSL CLO LTD 2015-1A N/A 610332AU2 9104055.300000 PA USD 8970580.650000 0.2407813 Long ABS-CBDO CORP KY N 2 2027-05-22 Floating 2.80275 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE8 N/A 61750SAE2 2242404.810000 PA USD 1073171.890000 0.0288052 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.08663 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE8 N/A 61750SAF9 1359033.220000 PA USD 659284.950000 0.0176960 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.16663 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAB6 611967.790000 PA USD 278338.980000 0.0074710 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.03663 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAD2 1740198.610000 PA USD 725716.940000 0.0194791 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.04663 N N N N N N MORGAN STANLEY CAPITAL INC 2004-HE8 N/A 61744CHD1 941431.340000 PA USD 901403.190000 0.0241948 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.52163 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAD7 204432.780000 PA USD 113029.230000 0.0030338 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.29663 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4S9 254184.140000 PA USD 232390.090000 0.0062376 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.88801 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-12XS N/A 61749EAH0 235163.850000 PA USD 102158.120000 0.0027420 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.72629 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-13 N/A 61756HBN9 4547469.350000 PA USD 3209357.850000 0.0861431 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 266694.670000 PA USD 101597.280000 0.0027270 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.30663 N N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XAG0 886428.610000 PA USD 689632.860000 0.0185106 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.51044 N N N N N N MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2 N/A 61915CAA7 7040607.840000 PA USD 6072979.090000 0.1630061 Long ABS-MBS CORP US N 2 2037-09-25 Floating 1.44663 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAQ3 100000.000000 PA USD 92565.520000 0.0024846 Long DBT CORP US N 2 2023-03-15 Fixed 3.375 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAY6 200000.000000 PA USD 191692.440000 0.0051453 Long DBT CORP US N 2 2022-12-01 Fixed 3.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 100000.000000 PA USD 86703.430000 0.0023272 Long DBT CORP US N 2 2027-12-01 Fixed 4.25 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A ACI1H1H46 3200000.000000 PA 3769601.340000 0.1011807 Long DBT CORP US N 2 2028-06-05 Fixed 3.692 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAJ3 1570000.000000 PA USD 1453231.250000 0.0390065 Long DBT CORP US N 2 2029-08-01 Fixed 4.625 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A ACI1H1MY4 1200000.000000 PA 1458967.470000 0.0391605 Long DBT CORP US N 2 2023-12-05 Fixed 2.55 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 200000.000000 PA USD 190875.000000 0.0051233 Long DBT CORP US N 2 2030-09-01 Fixed 3.625 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 1590000.000000 PA USD 1588298.700000 0.0426319 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N MTS SYSTEMS CORPORATION 549300E7ZL4ZDETLML64 553777AA1 420000.000000 PA USD 393137.850000 0.0105523 Long DBT CORP US N 2 2027-08-15 Fixed 5.75 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530AV9 540000.000000 PA USD 524360.940000 0.0140745 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAA7 1960000.000000 PA USD 1677025.000000 0.0450134 Long DBT CORP US N 2 2027-01-15 Fixed 6 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 1000000.000000 PA USD 972011.030000 0.0260900 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 2400000.000000 PA USD 2431373.040000 0.0652610 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 1700000.000000 PA USD 1710501.870000 0.0459119 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FDJ4 100000.000000 PA USD 81876.350000 0.0021977 Long DBT CORP US N 2 2025-01-25 Fixed 5.625 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAC2 4975000.000000 PA USD 4890673.750000 0.1312716 Long DBT CORP US N 2 2021-03-25 Fixed 5.875 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FDV7 400000.000000 PA USD 385762.520000 0.0103543 Long DBT CORP US N 2 2021-03-10 Fixed 6.15 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAD0 1440000.000000 PA USD 1485720.000000 0.0398785 Long DBT CORP US N 2 2021-07-26 Fixed 6.625 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAA6 200000.000000 PA USD 197690.000000 0.0053062 Long DBT CORP US N 2 2020-10-26 Fixed 5 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 1950000.000000 PA USD 1258335.000000 0.0337752 Long DBT CORP BM N 2 2024-12-15 Fixed 3.625 N N N N N N NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL) 254900CHQOBZNYV4DY60 L8908YAB4 752115.000000 PA USD 688185.230000 0.0184717 Long LON CORP LU N 3 2026-10-01 Floating 5.322 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAJ5 300000.000000 PA USD 307500.000000 0.0082537 Long DBT CORP US N 2 2022-02-15 Fixed 5.5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI12TS72 4550000.000000 PA 5008155.940000 0.1344250 Long DBT CORP US N 2 2027-05-15 Fixed 3.625 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 4400000.000000 PA USD 4732420.000000 0.1270239 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 880000.000000 PA USD 898216.000000 0.0241092 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1BLL27 2000000.000000 PA 2171004.550000 0.0582724 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 780000.000000 PA USD 819429.000000 0.0219945 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1GCPB8 1000000.000000 PA 1083691.320000 0.0290876 Long DBT CORP US N 2 2030-06-15 Fixed 3.625 N N N N N N NEW ALBERTSONS LP N/A 01310QCW3 800000.000000 PA USD 726834.000000 0.0195091 Long DBT CORP US N 2 2028-02-23 Fixed 6.57 N N N N N N NEW CENTURY HOME EQUITY LN TRUST 2005-D N/A 64352VPP0 537231.120000 PA USD 521592.640000 0.0140002 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.27663 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2004-1 N/A 64352VFQ9 7002963.490000 PA USD 6355620.750000 0.1705926 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.83163 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 7175404.710000 PA USD 7190220.490000 0.1929942 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 7665405.990000 PA USD 7731957.040000 0.2075351 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 1330000.000000 PA USD 1355145.990000 0.0363738 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 336218.780000 PA USD 317726.750000 0.0085282 Long LON CORP US N 2 2026-09-18 Floating 3.7345 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 450000.000000 PA USD 442372.500000 0.0118738 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 1602000.000000 PA USD 1430023.270000 0.0383836 Long DBT CORP US N 2 2027-08-15 Fixed 4.875 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 439000.000000 PA USD 440509.690000 0.0118238 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIELSEN COMPANY (LUXEMBOURG) SARL 549300MFMRJBOPHHM352 65410CAC4 68000.000000 PA USD 63577.960000 0.0017065 Long DBT CORP LU N 2 2025-02-01 Fixed 5 N N N N N N NIELSEN COMPANY (LUXEMBOURG) SARL 549300MFMRJBOPHHM352 65410CAA8 12300000.000000 PA USD 12137025.000000 0.3257725 Long DBT CORP LU N 2 2021-10-01 Fixed 5.5 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 553352.500000 PA USD 519228.910000 0.0139367 Long LON CORP US N 2 2023-10-04 Floating 3.0051 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAD5 1400000.000000 PA USD 983060.400000 0.0263865 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAC7 900000.000000 PA USD 629848.800000 0.0169059 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI10XG45 1900000.000000 PA USD 1334153.400000 0.0358103 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BV5 1700000.000000 PA USD 1202750.000000 0.0322833 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 BGT0PWII7 6400000.000000 PA USD 4997203.200000 0.1341310 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3CA0 400000.000000 PA USD 312325.200000 0.0083832 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BX1 6000000.000000 PA USD 4198992.000000 0.1127060 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAQ0 3496000.000000 PA USD 868904.580000 0.0233225 Long DBT CORP KY N 2 2026-02-01 Fixed 7.875 N N N N N N NOKIA OYJ 549300A0JPRWG1KI7U06 654902AE5 240000.000000 PA USD 234132.000000 0.0062844 Long DBT CORP FI N 2 2027-06-12 Fixed 4.375 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2007-1 N/A 65538PAG3 130977.560000 PA USD 123870.560000 0.0033248 Long ABS-MBS CORP US N 2 2047-03-25 Variable 5.82 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 1700000.000000 PA USD 1667360.190000 0.0447540 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N NORBORD INC 549300VL705RQ5PHI407 65548PAF3 160000.000000 PA USD 147433.200000 0.0039573 Long DBT CORP CA N 2 2027-07-15 Fixed 5.75 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 59198.000000 NS 2103.650000 0.0000565 Long EC CORP MX N 1 N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 185000.000000 PA USD 186952.160000 0.0050180 Long DBT CORP US N 2 2025-04-15 Fixed 5 N N N N N N NOURYON (STARFRUIT FINCO BV) 549300GD4NJGLPVYB245 N8232NAC1 800000.000000 PA 810263.140000 0.0217484 Long LON CORP NL N 2 2025-10-01 Floating 3.25 N N N N N N NOURYON (STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC) N/A ACI1564X8 1500000.000000 PA 1323479.290000 0.0355238 Long DBT CORP NL N 2 2026-10-01 Fixed 6.5 N N N N N N NOURYON (STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC) N/A 85529VAA2 1000000.000000 PA USD 956725.000000 0.0256797 Long DBT CORP NL N 2 2026-10-01 Fixed 8 N N N N N N NOURYON (STARFRUIT US HOLDCO LLC) 549300K7VB5G6LULFT41 N8232NAB3 1118999.080000 PA USD 1023884.160000 0.0274823 Long LON CORP NL N 3 2025-10-01 Floating 3.8626 N N N N N N NOVOLEX (FLEX ACQUISITION COMPANY INC) 549300HHED2KGPBEDW39 33936YAA3 100000.000000 PA USD 94247.000000 0.0025297 Long DBT CORP US N 2 2025-01-15 Fixed 6.875 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAF1 1900000.000000 PA USD 1977266.860000 0.0530722 Long DBT CORP US N 2 2030-04-01 Fixed 2.85 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1600000.000000 PA USD 1751706.770000 0.0470179 Long DBT CORP US N 2 2050-04-01 Fixed 3.5 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAJ3 400000.000000 PA USD 434685.270000 0.0116675 Long DBT CORP US N 2 2060-04-01 Fixed 3.7 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 1800000.000000 PA USD 1854926.500000 0.0497885 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CT0 400000.000000 PA USD 317031.000000 0.0085095 Long DBT CORP US N 2 2021-02-08 Floating 2.68413 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CU7 300000.000000 PA USD 240240.510000 0.0064483 Long DBT CORP US N 2 2021-08-13 Fixed 2.6 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CP8 588000.000000 PA USD 419497.630000 0.0112598 Long DBT CORP US N 2 2022-08-15 Fixed 2.7 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 1717000.000000 PA USD 1151144.480000 0.0308981 Long DBT CORP US N 2 2022-08-15 Floating 3.14175 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CW3 529000.000000 PA USD 288837.180000 0.0077527 Long DBT CORP US N 2 2024-08-15 Fixed 2.9 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 100000.000000 PA USD 48900.480000 0.0013125 Long DBT CORP US N 2 2026-08-15 Fixed 3.2 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CS2 113000.000000 PA USD 53224.640000 0.0014286 Long DBT CORP US N 2 2029-08-15 Fixed 3.5 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CY9 100000.000000 PA USD 43369.180000 0.0011641 Long DBT CORP US N 2 2049-08-15 Fixed 4.4 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 892557.450000 PA USD 757513.510000 0.0203326 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AB3 598537.850000 PA USD 507979.070000 0.0136348 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 1955000.000000 PA USD 21505.000000 0.0005772 Long DBT CORP KY N 2 2020-05-04 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 1242000.000000 PA USD 13662.000000 0.0003667 Long DBT CORP KY N 2 2020-05-04 None 0 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 682051AH0 5000000.000000 PA USD 3600000.000000 0.0966284 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 682051AJ6 2700000.000000 PA USD 1802250.000000 0.0483746 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAA1 1800000.000000 PA USD 1405233.000000 0.0377182 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.875 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAB9 4000000.000000 PA USD 2887340.000000 0.0774997 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BH5 3500000.000000 PA USD 2336250.000000 0.0627078 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI1DKK85 200000.000000 PA USD 156137.000000 0.0041909 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.875 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BB8 3300000.000000 PA USD 2379851.100000 0.0638781 Long DBT NUSS OM N 2 2027-03-08 Fixed 5.375 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242AW3 2300000.000000 PA USD 1654850.000000 0.0444182 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68204LAC8 1200000.000000 PA USD 1079478.000000 0.0289745 Long DBT NUSS OM N 2 2025-10-31 Fixed 5.932 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 700000.000000 PA USD 679579.940000 0.0182408 Long DBT CORP US N 2 2025-01-15 Fixed 4.5 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BB5 1900000.000000 PA USD 1881336.090000 0.0504973 Long DBT CORP US N 2 2024-04-01 Fixed 4.95 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 1498000.000000 PA USD 1493540.560000 0.0400884 Long DBT CORP US N 2 2023-09-01 Fixed 7.5 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 160000.000000 PA USD 151340.000000 0.0040621 Long DBT CORP US N 2 2030-02-15 Fixed 4.125 N N N N N N OPPENHEIMER HOLDINGS INC N/A 683797AD6 330000.000000 PA USD 311850.000000 0.0083704 Long DBT CORP US N 2 2022-07-01 Fixed 6.75 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCY7 815587.570000 PA USD 739364.710000 0.0198454 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.32663 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAF1 469332.970000 PA USD 305246.370000 0.0081932 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.16663 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 N/A 68402YAA4 366112.230000 PA USD 292967.550000 0.0078636 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.08663 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBR5 3000000.000000 PA USD 3083704.650000 0.0827704 Long DBT CORP US N 2 2023-02-15 Fixed 2.625 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1600000.000000 PA USD 1633443.810000 0.0438436 Long DBT CORP US N 2 2027-04-01 Fixed 2.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1600000.000000 PA USD 1612997.490000 0.0432948 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2110000.000000 PA USD 2107858.980000 0.0565775 Long DBT CORP US N 2 2040-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 4700000.000000 PA USD 4702447.530000 0.1262194 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 4700000.000000 PA USD 4752563.720000 0.1275646 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 600000.000000 PA USD 621070.510000 0.0166703 Long DBT CORP US N 2 2037-11-15 Fixed 3.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 3000000.000000 PA USD 3309318.210000 0.0888261 Long DBT CORP US N 2 2047-11-15 Fixed 4 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAA6 750000.000000 PA USD 650550.000000 0.0174616 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 22663AAA7 203000.000000 PA USD 193353.540000 0.0051898 Long DBT CORP US N 2 2022-05-15 Fixed 6.625 N N N N N N PACIFIC DRILLING SA 549300VEJMMZCY6OBU06 694183AA2 720000.000000 PA USD 199778.400000 0.0053623 Long DBT CORP LU N 2 2023-10-01 Fixed 8.375 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBK8 5250000.000000 PA USD 5223750.000000 0.1402118 Long LON CORP US N 2 2020-12-31 Floating 3.12 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GS0 130000.000000 PA USD 132964.000000 0.0035689 Long DBT CORP US N 2 2040-01-15 Fixed 5.4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GE1 221000.000000 PA USD 224436.550000 0.0060241 Long DBT CORP US N 2 2034-03-01 Fixed 6.05 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GT8 100000.000000 PA USD 98345.000000 0.0026397 Long DBT CORP US N 2 2020-10-01 Fixed 3.5 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HF7 130000.000000 PA USD 131339.650000 0.0035253 Long DBT CORP US N 2 2043-11-15 Fixed 5.125 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HW0 100000.000000 PA USD 96257.500000 0.0025837 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 Y Y N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 740840AC7 2000000.000000 PA USD 1671500.000000 0.0448651 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.875 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AW4 7100000.000000 PA USD 9187861.500000 0.2466134 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.7 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 69832AAA4 800000.000000 PA USD 788675.060000 0.0211690 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AF7 2200000.000000 PA USD 2266022.000000 0.0608228 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.6 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 P75744AB1 900000.000000 PA USD 958509.000000 0.0257275 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N PAREXEL INTERNATIONAL CORPORATION 549300GCZVUYB6P2OA17 69946EAT8 317033.180000 PA USD 272648.530000 0.0073182 Long LON CORP US N 2 2024-09-27 Floating 3.7394 N N N N N N PAREXEL INTERNATIONAL CORPORATION 549300GCZVUYB6P2OA17 95616AAA1 530000.000000 PA USD 465960.100000 0.0125069 Long DBT CORP US N 2 2025-09-01 Fixed 6.375 N N N N N N PARK PLACE SECURITIES INC 2005-WLL1 N/A 70069FGZ4 14314000.000000 PA USD 13435472.520000 0.3606244 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.90663 N N N N N N PARSLEY ENERGY LLC / PARSLEY FINANCE CORP N/A 701885AJ4 2920000.000000 PA USD 2007500.000000 0.0538837 Long DBT CORP US N 2 2028-02-15 Fixed 4.125 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AD5 250000.000000 PA USD 26250.000000 0.0007046 Long DBT CORP US N 2 2026-08-01 Fixed 6.625 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AB7 100000.000000 PA USD 39319.370000 0.0010554 Long DBT CORP US N 2 2028-02-01 Fixed 3.95 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 1919000.000000 PA USD 1884931.440000 0.0505938 Long DBT CORP US N 2 2026-10-01 Fixed 2.65 N N N N N N PEDERNALES ELECTRIC COOPERATIVE N/A 705322AJ4 180000.000000 PA USD 202539.230000 0.0054364 Long DBT CORP US N 2 2022-11-15 Fixed 5.952 N N N N N N PELABUHAN INDONESIA II PT (AKA: PELINDO II) N/A Y7133MAB5 2000000.000000 PA USD 1985610.000000 0.0532962 Long DBT CORP ID N 2 2045-05-05 Fixed 5.375 N N N N N N PELABUHAN INDONESIA III PT (AKA: PELINDO III) 254900Y6SH3NRN1A8R64 Y7140DAB6 1300000.000000 PA USD 1298375.000000 0.0348500 Long DBT CORP ID N 2 2023-05-02 Fixed 4.5 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 1610000.000000 PA USD 1613365.830000 0.0433047 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BG8 110000.000000 PA USD 102854.640000 0.0027607 Long DBT CORP US N 2 2024-11-01 Fixed 2.7 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BH6 100000.000000 PA USD 100612.790000 0.0027006 Long DBT CORP US N 2 2029-11-01 Fixed 3.35 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 450000.000000 PA USD 420783.750000 0.0112943 Long DBT CORP US N 2 2027-10-15 Fixed 5.5 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AP7 9340000.000000 PA USD 14885718.400000 0.3995507 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BM3 150000.000000 PA USD 225045.750000 0.0060405 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.625 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 25250000.000000 PA 7877130.240000 0.2114317 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 9640000.000000 PA 3115852.510000 0.0836333 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 19680000.000000 PA 6666691.300000 0.1789421 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 490000.000000 PA 178285.480000 0.0047854 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 1500000.000000 PA 508131.960000 0.0136389 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568PAH2 2000000.000000 PA USD 2190610.000000 0.0587986 Long DBT CORP ID N 2 2049-01-25 Fixed 6.25 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568PAM1 1000000.000000 PA USD 895625.000000 0.0240397 Long DBT CORP ID N 2 2050-02-05 Fixed 4.375 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568PAK5 3000000.000000 PA USD 2895915.000000 0.0777299 Long DBT CORP ID N 2 2049-07-17 Fixed 4.875 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568QAC1 400000.000000 PA USD 388863.000000 0.0104376 Long DBT CORP ID N 2 2027-05-15 Fixed 4.125 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568QAF4 1000000.000000 PA USD 1090305.000000 0.0292651 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAR0 738000.000000 PA USD 742380.770000 0.0199264 Long DBT CORP NL N 2 2022-01-17 Fixed 6.125 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAS8 700000.000000 PA USD 719635.000000 0.0193159 Long DBT CORP NL N 2 2027-01-17 Fixed 7.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAQ2 1748000.000000 PA USD 1896667.400000 0.0509089 Long DBT CORP NL N 2 2026-05-23 Fixed 8.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 30087000.000000 PA USD 27567213.750000 0.7399375 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VX67II1 11221000.000000 PA USD 785470.000000 0.0210830 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VXHCII8 47485000.000000 PA USD 3323950.000000 0.0892189 Long DBT CORP VE N 2 2037-04-12 Fixed 5.5 Y Y N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 3964000.000000 PA USD 2518349.020000 0.0675955 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCG5 4800000.000000 PA USD 3593484.000000 0.0964535 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 706451BG5 6010000.000000 PA USD 4103357.550000 0.1101391 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 706451BR1 1400000.000000 PA USD 927927.000000 0.0249067 Long DBT CORP MX N 2 2038-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 10601000.000000 PA USD 6887416.700000 0.1848666 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCQ3 200000.000000 PA USD 148250.000000 0.0039792 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCT7 1400000.000000 PA USD 1020278.000000 0.0273855 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCZ3 1000000.000000 PA USD 692600.000000 0.0185902 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCW0 17000000.000000 PA USD 11990185.000000 0.3218311 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDA7 5006000.000000 PA USD 3396320.700000 0.0911614 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 23000.000000 PA USD 21873.380000 0.0005871 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 3000000.000000 PA USD 2803153.800000 0.0752400 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 400000.000000 PA USD 400780.000000 0.0107574 Long DBT CORP US N 2 2027-09-30 Fixed 5.875 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AD2 600000.000000 PA USD 569250.000000 0.0152794 Long DBT CORP US N 2 2021-10-15 Fixed 4.74 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AE0 2100000.000000 PA USD 1992375.000000 0.0534778 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AN4 200000.000000 PA USD 204610.000000 0.0054920 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 2000000.000000 PA USD 1930000.000000 0.0518035 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N PRESIDIO HOLDINGS INC N/A 74101XAF7 460000.000000 PA USD 408825.000000 0.0109734 Long DBT CORP US N 2 2028-02-01 Fixed 8.25 N N N N N N PRESIDIO HOLDINGS INC N/A 74101XAE0 460000.000000 PA USD 416587.500000 0.0111817 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 100000.000000 PA USD 99780.000000 0.0026782 Long DBT CORP US N 2 2028-01-15 Fixed 5.125 N N N N N N PRIME MORTGAGE TR 2006-CL1 N/A 74161QAA0 310291.870000 PA USD 280016.480000 0.0075160 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.44663 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1200000.000000 PA USD 1089977.390000 0.0292563 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAC5 3500000.000000 PA USD 3882332.270000 0.1042065 Long DBT CORP ID N 2 2048-11-07 Fixed 6.5 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAF7 400000.000000 PA USD 407946.600000 0.0109498 Long DBT CORP ID N 2 2043-05-20 Fixed 5.625 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 1500000.000000 PA USD 1295716.860000 0.0347786 Long DBT CORP ID N 2 2050-01-21 Fixed 4.175 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAJ0 1000000.000000 PA USD 830481.060000 0.0222911 Long DBT CORP ID N 2 2060-02-25 Fixed 4.15 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAE1 3000000.000000 PA USD 2817725.430000 0.0756312 Long DBT CORP ID N 2 2049-07-30 Fixed 4.7 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAB6 3000000.000000 PA USD 3389736.000000 0.0909846 Long DBT CORP ID N 2 2041-05-27 Fixed 6.5 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 200000.000000 PA USD 193560.000000 0.0051954 Long DBT CORP US N 2 2028-02-15 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 1200000.000000 PA USD 1224870.000000 0.0328770 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 1200000.000000 PA USD 1288308.000000 0.0345797 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 2000000.000000 PA USD 2365316.000000 0.0634880 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 4500000.000000 PA USD 4640688.000000 0.1245617 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAH0 3300000.000000 PA USD 3623881.800000 0.0972694 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 600000.000000 PA USD 730512.000000 0.0196078 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 963TAKII9 13500000.000000 PA USD 13486500.000000 0.3619940 Long LON NUSS QA N 3 2020-12-21 Floating 2.7207 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 938CKDII3 5000000.000000 PA USD 4995000.000000 0.1340719 Long LON NUSS QA N 3 2020-12-21 Floating 2.571 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 963ZXGII9 7500000.000000 PA USD 7500000.000000 0.2013091 Long LON CORP QA N 3 2020-12-22 Floating 2.5946 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAF8 3629000.000000 PA USD 3813614.490000 0.1023620 Long DBT CORP US N 2 2026-07-15 Fixed 5.5 N N N N N N QUICKEN LOANS INC 549300FGXN1K3HLB1R50 74840LAB8 2945000.000000 PA USD 2900140.290000 0.0778433 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 4400000.000000 PA USD 3001167.050000 0.0805550 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 1100000.000000 PA USD 1092896.750000 0.0293347 Long DBT CORP US N 2 2027-03-15 Fixed 4.875 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A 75405UAA4 470000.000000 PA USD 499864.980000 0.0134170 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAA0 900000.000000 PA USD 957188.250000 0.0256921 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAD4 500000.000000 PA USD 521127.680000 0.0139877 Long DBT CORP QA N 2 2027-09-30 Fixed 6.332 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS COMPANY LIMITED (II) N/A M8221WAA9 156940.000000 PA USD 159928.530000 0.0042927 Long DBT CORP QA N 2 2020-09-30 Fixed 5.298 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AG4 250000.000000 PA USD 261977.870000 0.0070318 Long DBT CORP US N 2 2030-04-01 Fixed 4.65 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017DB2 185000.000000 PA USD 194876.090000 0.0052307 Long DBT CORP US N 2 2023-08-16 Fixed 3.65 N N N N N N RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2008-A N/A 74928AAA9 2307109.740000 PA USD 2142127.860000 0.0574973 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N RBSSP RESECURITIZATION TRUST 2009-7 N/A 75524MAZ3 1662155.150000 PA USD 1529571.020000 0.0410555 Long ABS-MBS CORP US N 2 2036-10-26 Variable 6.5 N N N N N N RBSSP RESECURITIZATION TRUST 2009-9 N/A 74928QAY2 128500.710000 PA USD 125213.310000 0.0033609 Long ABS-MBS CORP US N 2 2037-04-26 Floating 2.11613 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 ACI1JH5B6 700000.000000 PA 670870.550000 0.0180070 Long DBT CORP RO N 2 2028-02-05 Fixed 3.25 N N N N N N REDE DOR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 1600000.000000 PA USD 1396400.000000 0.0374811 Long DBT CORP LU N 2 2030-01-22 Fixed 4.5 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740MAC5 5678125.000000 PA USD 5488856.060000 0.1473276 Long LON CORP US N 2 2025-10-01 Floating 4.2394 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740MAD3 2294191.920000 PA 2438087.970000 0.0654412 Long LON CORP US N 2 2025-10-01 Floating 3.25 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740LAC7 2702000.000000 PA USD 2857365.000000 0.0766951 Long DBT CORP US N 2 2026-11-15 Fixed 8.25 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740LAA1 1072000.000000 PA USD 1112789.600000 0.0298686 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 ACI1544Z8 1700000.000000 PA 1873147.820000 0.0502776 Long DBT CORP US N 2 2026-05-15 Fixed 4.5 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 ACI1544Y1 980000.000000 PA 1103936.840000 0.0296310 Long DBT CORP US N 2 2026-11-15 Fixed 6.875 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 935SBKII5 600000.000000 PA 655241.360000 0.0175875 Long DBT CORP LU N 3 2027-03-15 Fixed 8 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-1 N/A 75970JAF3 927119.020000 PA USD 229443.600000 0.0061585 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.612 N N N N N N RENEW POWER PRIVATE LIMITED 335800BITJZHVZ1CN475 75975AAA8 800000.000000 PA USD 571995.190000 0.0153530 Long DBT CORP IN N 2 2027-03-05 Fixed 5.875 N N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA2 N/A 76110HT90 71805.500000 PA USD 58999.290000 0.0015836 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.96711 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 165620.300000 PA USD 132214.060000 0.0035488 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.13663 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS6 N/A 74922EAB5 97179.870000 PA USD 85473.850000 0.0022942 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS9 N/A 75115CAL1 401155.210000 PA USD 364287.160000 0.0097779 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA3 N/A 74923XAA4 391686.060000 PA USD 319741.910000 0.0085823 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.04663 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS7 N/A 74923WAC2 83103.560000 PA USD 73440.830000 0.0019712 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QA2 N/A 761118TR9 110482.750000 PA USD 82122.750000 0.0022043 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.28187 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QO9 N/A 75114PAC3 232788.700000 PA USD 182433.290000 0.0048967 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.14663 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QH4 N/A 74922TAB2 52201.820000 PA USD 33079.220000 0.0008879 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.17663 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-R1 N/A 76113MAB1 880409.280000 PA USD 250676.380000 0.0067285 Long ABS-MBS CORP US N 2 2046-01-25 Floating 1.34663 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AF3 1955873.910000 PA USD 1065354.350000 0.0285954 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SECUR TR 2003-A12 N/A 45660NVN2 231304.340000 PA USD 48863.160000 0.0013115 Long ABS-MBS CORP US N 2 2020-06-30 Fixed 4.75 N N N N N N RESIDENTIAL ASSET SECUR TRUST 2005-A15 N/A 45660L3U1 376789.560000 PA USD 238187.600000 0.0063932 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX1 N/A 76110WQ66 633595.220000 PA USD 564942.010000 0.0151637 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.04163 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-S10 N/A 74958DAA6 411469.160000 PA USD 361186.680000 0.0096947 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG72 367264.380000 PA USD 304672.320000 0.0081778 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.39471 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 187006.280000 PA USD 133653.390000 0.0035874 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.22633 Y N N N N N RESTAURANT BRANDS (1011778 BC ULC) 549300RHSHNRWI5LLA86 C6901LAH0 89363.980000 PA USD 82885.090000 0.0022247 Long LON CORP CA N 2 2026-11-19 Floating 2.7394 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAJ8 4520000.000000 PA USD 4201114.000000 0.1127630 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAC3 556000.000000 PA USD 558082.220000 0.0149796 Long DBT CORP CA N 2 2024-05-15 Fixed 4.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 10228997.820000 PA USD 10088400.240000 0.2707849 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 U76673AA7 306591.220000 PA USD 302377.120000 0.0081162 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 1750000.000000 PA USD 1592500.000000 0.0427446 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAS6 70000.000000 PA USD 48536.770000 0.0013028 Long DBT CORP US N 2 2025-05-15 Fixed 3.6 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 1430000.000000 PA USD 860979.190000 0.0231097 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1J8666 2710000.000000 PA 2694980.480000 0.0723365 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.375 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YLB2 2520000.000000 PA 2950529.060000 0.0791958 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AH4 1750000.000000 PA USD 2240568.750000 0.0601396 Long DBT CORP GB N 2 2031-09-30 Floating 7.648 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 22000000.000000 PA USD 21567150.000000 0.5788885 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FQ2 2600000.000000 NS USD 2239250.000000 0.0601042 Long EP CORP US N 2 N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 240000.000000 PA USD 246949.590000 0.0066284 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBL2 1680000.000000 PA USD 1680804.370000 0.0451148 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 1858000.000000 PA USD 1836060.310000 0.0492821 Long DBT CORP GB N 2 2023-05-15 Floating 3.498 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 2778000.000000 PA USD 2639518.310000 0.0708479 Long DBT CORP GB N 2 2023-05-15 Floating 3.16175 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 7000000.000000 PA 7667265.170000 0.2057987 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AE7 88000.000000 PA USD 84308.400000 0.0022629 Long DBT CORP US N 2 2026-05-15 Fixed 5.875 N N N N N N ROYALTY PHARMA (RPI 2019 INTERMEDIATE FINANCE TRUST) 549300RTICDAOJP6BY55 74969AAC5 310470.560000 PA USD 289772.420000 0.0077778 Long LON CORP US N 2 2027-02-11 Floating 2.7394 N N N N N N ROYALTY PHARMA (RPI INTERMEDIATE FINANCE TRUST) 5493009EMOUZYHVGX031 74968YAC4 153375.920000 PA USD 143150.810000 0.0038423 Long LON CORP US N 2 2027-02-11 Floating 2.7394 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AF4 450000.000000 PA USD 411997.500000 0.0110585 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XCF3 200000.000000 PA USD 231400.000000 0.0062111 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.1 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADG5 27350000.000000 PA USD 29156686.300000 0.7826008 Long DBT NUSS RU N 2 2023-09-16 Fixed 4.875 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XCG1 8000000.000000 PA USD 9256000.000000 0.2484423 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.1 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X74344DS2 4000000.000000 PA USD 4887400.000000 0.1311837 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBD9 2000000.000000 PA USD 2129000.000000 0.0571449 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 02474RAH6 1094500.000000 PA USD 994170.470000 0.0266847 Long LON CORP US N 2 2027-01-15 Floating 2.9894 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 700000.000000 PA USD 699454.710000 0.0187742 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 44000.000000 PA USD 40461.380000 0.0010860 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 3400000.000000 PA USD 3196757.110000 0.0858048 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAJ9 200000.000000 PA USD 199070.860000 0.0053433 Long DBT CORP NL N 2 2020-06-04 Fixed 2.45 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 14162VAB2 1000000.000000 PA USD 947879.300000 0.0254422 Long DBT CORP US N 2 2026-08-15 Fixed 5.125 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 150000.000000 PA USD 134659.820000 0.0036144 Long DBT CORP US N 2 2029-10-15 Fixed 3.9 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAE4 290000.000000 PA USD 301782.480000 0.0081002 Long DBT CORP US N 2 2023-04-11 Fixed 3.25 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAF1 350000.000000 PA USD 387148.930000 0.0103915 Long DBT CORP US N 2 2028-04-11 Fixed 3.7 N N N N N N SALOMON BROTHERS MTGE SEC VII 2002-1 N/A 79549AQP7 9688.230000 PA USD 9550.160000 0.0002563 Long ABS-MBS CORP US N 2 2032-05-25 Floating 1.44663 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAB1 1700000.000000 PA USD 1748433.000000 0.0469301 Long DBT CORP KY N 2 2023-08-08 Fixed 4.6 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 2100000.000000 PA USD 1992364.500000 0.0534775 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 3600000.000000 PA USD 3403989.000000 0.0913672 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 300000.000000 PA USD 296765.470000 0.0079655 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 5000000.000000 PA USD 4474662.900000 0.1201054 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0CTJV0 4250000.000000 PA 4363602.490000 0.1171244 Long DBT CORP GB N 2 2022-06-24 Floating 7.375 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0TF455 2300000.000000 PA 2323857.390000 0.0623752 Long DBT CORP GB N 2 2024-06-24 Floating 6.75 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAH8 200000.000000 PA USD 201668.190000 0.0054130 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 900000.000000 PA USD 950209.610000 0.0255048 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI11MCV2 500000.000000 PA 515015.420000 0.0138236 Long DBT CORP GB N 2 2024-03-27 Floating 0.481 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 1000000.000000 PA USD 971079.690000 0.0260650 Long DBT CORP GB N 2 2023-01-13 Fixed 2.1 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 1500000.000000 PA USD 1503051.590000 0.0403437 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 500000.000000 PA USD 466476.010000 0.0125208 Long DBT CORP GB N 2 2021-06-01 Floating 2.20038 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 2000000.000000 PA USD 2000592.740000 0.0536983 Long DBT CORP GB N 2 2024-06-18 Fixed 2.875 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 5300000.000000 PA USD 2228447.060000 0.0598142 Long DBT CORP US N 2 2024-03-27 Fixed 5.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 48266XAA3 2000000.000000 PA USD 2010034.000000 0.0539518 Long DBT NUSS KY N 2 2022-04-20 Fixed 2.894 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 48266XAD7 380000.000000 PA USD 373966.740000 0.0100377 Long DBT NUSS KY N 2 2029-10-29 Fixed 2.969 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAR0 1000000.000000 PA USD 925260.000000 0.0248351 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAP4 2000000.000000 PA USD 1922958.000000 0.0516145 Long DBT NUSS SA N 2 2027-02-03 Fixed 2.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAJ8 300000.000000 PA USD 325330.500000 0.0087323 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 3000000.000000 PA USD 3003630.000000 0.0806211 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAB5 1280000.000000 PA USD 1269314.560000 0.0340699 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 24200000.000000 PA USD 24661639.200000 0.6619483 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAXON ASSET SECURITIES TR 2004-2 N/A 805564PZ8 9075.230000 PA USD 9156.890000 0.0002458 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.82109 Y N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAC8 1520000.000000 PA USD 1535200.000000 0.0412066 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A 977YKVII7 14050000.000000 PA USD 14380456.000000 0.3859889 Long DBT CORP LU N 2 2021-06-16 Fixed 5.717 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A ACI060JC2 600000.000000 PA USD 596404.800000 0.0160082 Long DBT CORP LU N 2 2023-05-23 Fixed 5.25 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A ACI02M251 900000.000000 PA USD 894051.000000 0.0239974 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAE8 1000000.000000 PA USD 708542.500000 0.0190181 Long DBT CORP DE N 2 2027-05-15 Fixed 6 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 ACI1C5ZK6 2200000.000000 PA 1943922.420000 0.0521772 Long DBT CORP DE N 2 2025-05-15 Fixed 3.625 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 ACI1C6196 1200000.000000 PA 1019079.060000 0.0273533 Long DBT CORP DE N 2 2027-05-15 Fixed 3.875 N N Y N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 50000.000000 PA USD 31027.500000 0.0008328 Long DBT CORP US N 2 2028-05-15 Fixed 7 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 200000.000000 PA USD 124890.000000 0.0033522 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 81104PAA7 300000.000000 PA USD 265665.000000 0.0071308 Long DBT CORP US N 2 2027-07-15 Fixed 5.875 N N N N N N SEC ASSET BACKED REC LLC 2006-FR1 N/A 81375WJT4 224385.560000 PA USD 220719.080000 0.0059244 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.52663 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1 N/A 81375WKD7 715811.900000 PA USD 667445.640000 0.0179151 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.23663 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 198784.480000 PA USD 53726.180000 0.0014421 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.00663 Y N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI11B6X9 700000.000000 PA 704187.530000 0.0189012 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 81720TAC9 1700000.000000 PA USD 1537038.000000 0.0412560 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N SERBIA GOVT N/A ACI1CRTF6 4400000.000000 PA 4453139.190000 0.1195277 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N SG MORTGAGE SECURITIES TRUST 2006-OPT2 N/A 78420MAF6 2000000.000000 PA USD 1254713.400000 0.0336780 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.15663 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AC6 1600000.000000 PA USD 1120472.860000 0.0300749 Long DBT CORP IN N 2 2023-07-16 Fixed 5.1 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 Y7758EEC1 4100000.000000 PA USD 3187792.150000 0.0855642 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2016) LIMITED 5299002BJODD4TLAOX51 G8200TAD2 8400000.000000 PA USD 8880351.140000 0.2383594 Long DBT CORP VG N 2 2026-05-03 Fixed 3.5 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 5493001IPW8ZGQ181Z16 G8201NAC6 5100000.000000 PA USD 5385702.000000 0.1445588 Long DBT CORP VG N 2 2027-04-12 Fixed 3.625 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 500000.000000 PA USD 510592.500000 0.0137049 Long DBT CORP US N 2 2024-07-15 Fixed 4.625 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 127000.000000 PA USD 127473.580000 0.0034215 Long DBT CORP US N 2 2022-08-01 Fixed 3.875 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 10300000.000000 PA USD 10589428.350000 0.2842331 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SLM CORP (SALLIE MAE) 4K8SLPBF5DXXGPW03H93 78442PGC4 620000.000000 PA USD 537850.000000 0.0144365 Long DBT CORP US N 2 2022-04-05 Fixed 5.125 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1 N/A 004421WQ2 404345.990000 PA USD 380439.400000 0.0102115 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.24663 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W96S3 400000.000000 PA 400528.950000 0.0107507 Long DBT CORP NL N 2 2024-07-01 Fixed 4.875 N N N N N N SMALL BUSINESS ADM PART CERT 2002-20K N/A 83162CMQ3 25519.790000 PA USD 26243.970000 0.0007044 Long ABS-O CORP US N 2 2022-11-01 Fixed 5.08 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20C N/A 83162CNQ2 15337.120000 PA USD 15899.600000 0.0004268 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2000-20L N/A 83162CLD3 4188.770000 PA USD 4218.290000 0.0001132 Long ABS-O CORP US N 2 2020-12-01 Fixed 6.9 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20I N/A 83162CNF6 2004.920000 PA USD 2088.320000 0.0000561 Long ABS-O CORP US N 2 2023-09-01 Fixed 5.13 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-C N/A 78448RAB2 4222614.390000 PA USD 4257974.560000 0.1142892 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.75 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAE2 300000.000000 PA USD 320786.260000 0.0086103 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAD4 200000.000000 PA USD 216131.900000 0.0058012 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBU2 3100000.000000 PA USD 2587151.500000 0.0694423 Long DBT CORP FR N 2 2028-04-06 Floating 6.75 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C N/A 83402DAA9 2215232.640000 PA USD 2199824.150000 0.0590459 Long ABS-O CORP US N 2 2036-10-27 Floating 2.04663 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 N/A 83612TAC6 3448669.340000 PA USD 2455877.790000 0.0659187 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.09663 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAE5 1478841.030000 PA USD 463770.170000 0.0124482 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.20663 N N N N N N SOUTH AFRICA GOVT N/A 836205AY0 1100000.000000 PA USD 962599.000000 0.0258373 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N SOUTH AFRICA GOVT N/A 836205BA1 4400000.000000 PA USD 3630052.800000 0.0974350 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT N/A 836205BB9 2900000.000000 PA USD 2116942.000000 0.0568213 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH AFRICA GOVT N/A 836205AU8 5300000.000000 PA USD 4369881.800000 0.1172929 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.3 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TE6 135265.040000 PA USD 117042.010000 0.0031415 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.54526 Y N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 400000.000000 PA USD 390371.270000 0.0104780 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 230000.000000 PA USD 237200.280000 0.0063667 Long DBT CORP US N 2 2025-08-01 Fixed 3.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GS6 100000.000000 PA USD 97058.540000 0.0026052 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 800000.000000 PA USD 882081.700000 0.0236761 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 200000.000000 PA USD 236672.470000 0.0063526 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 800000.000000 PA USD 783778.490000 0.0210376 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 8280000.000000 PA USD 8492630.400000 0.2279525 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 621832.410000 PA USD 568973.480000 0.0152719 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.54663 N N N N N N SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC N/A 84779MAA2 950000.000000 PA USD 862125.000000 0.0231405 Long DBT CORP US N 2 2027-11-01 Fixed 4.875 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A N/A 84858XAA2 89592.970000 PA USD 84198.520000 0.0022600 Long DBT CORP US N 2 2031-08-15 Fixed 3.65 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAE8 500000.000000 PA USD 455739.880000 0.0122326 Long DBT CORP US N 2 2027-01-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 550000.000000 PA USD 474251.130000 0.0127295 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 900000.000000 PA USD 363375.000000 0.0097534 Long DBT CORP US N 2 2067-01-15 Floating 3.58125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAQ2 20000.000000 PA USD 18839.000000 0.0005057 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAL3 4000000.000000 PA USD 3950000.000000 0.1060228 Long DBT CORP US N 2 2023-03-15 Fixed 5.625 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAP4 5810000.000000 PA USD 5781414.800000 0.1551802 Long DBT CORP US N 2 2024-03-15 Fixed 6.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAM1 490000.000000 PA USD 497149.100000 0.0133441 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAN9 1740000.000000 PA USD 1712812.500000 0.0459740 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAK5 2401000.000000 PA USD 2454302.200000 0.0658764 Long DBT CORP US N 2 2022-05-15 Fixed 6.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAD1 5461000.000000 PA USD 5490817.060000 0.1473802 Long DBT CORP US N 2 2021-10-01 Fixed 7.75 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAR0 1784000.000000 PA USD 1643188.880000 0.0441052 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAJ8 1882000.000000 PA USD 1894703.500000 0.0508561 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 85208EAB6 14162000.000000 PA USD 14108892.500000 0.3786998 Long LON CORP US N 3 2024-02-02 Floating 3.5 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AR1 1211000.000000 PA USD 1222807.250000 0.0328216 Long DBT CORP US N 2 2020-08-15 Fixed 7 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AM2 100000.000000 PA USD 110796.000000 0.0029739 Long DBT CORP US N 2 2021-11-15 Fixed 11.5 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AS9 900000.000000 PA USD 941346.000000 0.0252669 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAK1 1600000.000000 PA USD 1819760.000000 0.0488446 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 300000.000000 PA USD 331495.500000 0.0088977 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAE5 2870000.000000 PA USD 2973779.200000 0.0798198 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 3750000.000000 PA USD 4157381.250000 0.1115892 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAL9 3560000.000000 PA USD 3591150.000000 0.0963908 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAE6 810000.000000 PA USD 704700.000000 0.0189150 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 112500.000000 PA USD 112359.380000 0.0030159 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAD2 1200000.000000 PA USD 1234494.000000 0.0331353 Long DBT CORP US N 2 2029-09-20 Fixed 4.738 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 2200000.000000 PA USD 2361793.500000 0.0633934 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAZ9 1800000.000000 PA USD 1080064.480000 0.0289902 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAT3 800000.000000 PA USD 488026.260000 0.0130992 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.2 N N N N N N STADA (NIDDA HEALTHCARE HOLDING GMBH) 549300Q89C4WAO6L0L19 ACI0XY3B7 1000000.000000 PA 1025194.630000 0.0275175 Long DBT CORP DE N 2 2024-09-30 Fixed 3.5 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAC0 790000.000000 PA USD 778641.380000 0.0208997 Long DBT CORP US N 2 2026-04-15 Fixed 5.75 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 2600000.000000 PA USD 2620518.080000 0.0703379 Long DBT CORP GB N 2 2030-05-21 Floating 4.305 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 1200000.000000 PA USD 1113501.000000 0.0298877 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 130000.000000 PA USD 119205.780000 0.0031996 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 ACI1GX0Q6 3710000.000000 PA 3322136.930000 0.0891702 Long DBT CORP US N 2 2026-11-21 Fixed 2.25 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 1931000.000000 PA USD 1700492.670000 0.0456433 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AQ3 2556680.000000 PA USD 2054931.550000 0.0551569 Long LON CORP US N 2 2026-04-16 Floating 6.0163 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 557142.840000 PA USD 390474.790000 0.0104808 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAG0 100000.000000 PA USD 92175.000000 0.0024741 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 1600000.000000 PA USD 1603857.180000 0.0430495 Long LON NUSS BR N 3 2020-12-20 Floating 6.0244 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 1220000.000000 PA USD 997350.000000 0.0267701 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N STENA INTERNATIONAL SA 213800A4LTGG4W55QP46 85858EAB9 1300000.000000 PA USD 1101750.000000 0.0295723 Long DBT CORP LU N 2 2025-02-01 Fixed 6.125 N N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-2 N/A 863579V47 68394.390000 PA USD 55957.110000 0.0015020 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.95222 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAP3 1150712.520000 PA USD 1032693.490000 0.0277187 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.28616 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-8 N/A 86361JAB6 1336885.250000 PA USD 971523.200000 0.0260769 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.71207 Y N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 335926.050000 PA USD 299492.450000 0.0080387 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.55701 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-18 N/A 863579XK9 1310561.960000 PA USD 1177064.450000 0.0315938 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.09908 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-3 N/A 86363GAA2 567120.040000 PA USD 457954.370000 0.0122921 Long ABS-MBS CORP US N 2 2047-04-25 Floating 1.14663 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 15080.860000 PA USD 13831.440000 0.0003713 Long ABS-MBS CORP US N 2 2032-09-19 Floating 1.41 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC2 N/A 86358GAE1 655430.210000 PA USD 605233.630000 0.0162452 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.10663 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 550165.140000 PA USD 511948.800000 0.0137413 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.09663 N N N N N N STRUCTURED ASSET INVST LN TR 2004-6 N/A 86358EJS6 8190369.330000 PA USD 7494414.810000 0.2011592 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.74663 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 300000.000000 PA USD 257544.950000 0.0069128 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N STRUCTURED ASSET INVST LN TR 2005-3 N/A 86358ERY4 11000000.000000 PA USD 7714436.400000 0.2070648 Long ABS-MBS CORP US N 2 2035-04-25 Floating 1.84663 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESM9 769838.840000 PA USD 758651.160000 0.0203631 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.66663 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 550000.000000 PA USD 472568.360000 0.0126843 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAE8 1117131.510000 PA USD 976305.350000 0.0262052 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.16663 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAF8 13892.520000 PA USD 7540.770000 0.0002024 Long ABS-MBS CORP US N 2 2046-05-25 Floating 1.20663 Y N N N N N STRUCTURED ASSET SECURITIES CP 2002-14A N/A 86358RR66 97.310000 PA USD 82.100000 0.0000022 Long ABS-MBS CORP US N 2 2032-07-25 Floating 3.80747 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 70096.460000 PA USD 66462.600000 0.0017839 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.00395 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 900000.000000 PA USD 895619.370000 0.0240395 Long DBT CORP JP N 2 2025-01-15 Fixed 2.348 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBW9 1900000.000000 PA USD 1850710.140000 0.0496753 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAB1 10055000.000000 PA USD 7809201.570000 0.2096084 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAS8 40000.000000 PA USD 36902.810000 0.0009905 Long DBT CORP US N 2 2025-12-01 Fixed 5.95 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAB8 2000000.000000 PA USD 1903750.000000 0.0510990 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 1000000.000000 PA USD 913090.610000 0.0245085 Long DBT CORP US N 2 2026-08-04 Fixed 3.7 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAD6 200000.000000 PA USD 199617.850000 0.0053580 Long DBT CORP NL N 2 2020-04-24 Fixed 3.698 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 100000.000000 PA USD 102305.000000 0.0027460 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 2092000.000000 PA USD 2171600.600000 0.0582884 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 3955000.000000 PA USD 3836917.540000 0.1029875 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC) K5K33XN0PQAU1XF7NN66 87422VAG3 300000.000000 PA USD 253937.250000 0.0068160 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC) K5K33XN0PQAU1XF7NN66 87422VAF5 1320000.000000 PA USD 1200210.000000 0.0322151 Long DBT CORP US N 2 2027-05-15 Fixed 7.25 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBN1 380000.000000 PA USD 308750.000000 0.0082872 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237AG1 114000.000000 PA USD 112934.950000 0.0030313 Long DBT CORP US N 2 2022-02-15 Fixed 3.7 N N N N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237AH9 684000.000000 PA USD 692556.360000 0.0185891 Long DBT CORP US N 2 2027-02-15 Fixed 4.95 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAE5 2110000.000000 PA USD 1866031.250000 0.0500865 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 1300000.000000 PA USD 1167034.610000 0.0313246 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N TELECOM ITALIA CAPITAL SA 549300777DJZOR5C4L39 87927VAV0 150000.000000 PA USD 159751.500000 0.0042879 Long DBT CORP LU N 2 2038-06-04 Fixed 7.721 N N N N N N TELECOM ITALIA CAPITAL SA 549300777DJZOR5C4L39 87927VAR9 100000.000000 PA USD 104280.000000 0.0027990 Long DBT CORP LU N 2 2036-07-18 Fixed 7.2 N N N N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369AF3 200000.000000 PA USD 200890.000000 0.0053921 Long DBT CORP US N 2 2027-11-15 Fixed 4.625 N N N N N N TELESAT CANADA / TELESAT LLC N/A 87952VAM8 350000.000000 PA USD 337942.500000 0.0090708 Long DBT CORP CA N 2 2027-10-15 Fixed 6.5 N N N N N N TELESAT CANADA / TELESAT LLC N/A 87952VAP1 320000.000000 PA USD 307936.000000 0.0082654 Long DBT CORP CA N 2 2027-06-01 Fixed 4.875 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAE4 300000.000000 PA USD 306298.210000 0.0082214 Long DBT CORP KY N 2 2023-01-19 Fixed 2.985 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAG9 1000000.000000 PA USD 1064163.400000 0.0285634 Long DBT CORP KY N 2 2028-01-19 Fixed 3.595 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 200000.000000 PA USD 226438.160000 0.0060779 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAH8 150000.000000 PA USD 133809.080000 0.0035916 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAC6 1000000.000000 PA USD 1090305.000000 0.0292651 Long DBT CORP PA N 2 2048-11-18 Fixed 6 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 2000000.000000 PA USD 1702039.540000 0.0456848 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 B41QB0II2 7559476.610000 PA 11843507.690000 0.3178941 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TESCO PROPERTY FIN 4 PLC 213800UCE6O94DGHWT77 B3LSHBII8 204477.790000 PA 319144.950000 0.0085662 Long DBT CORP GB N 2 2040-10-13 Fixed 5.8006 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 B9JST3II3 95126.690000 PA 143911.190000 0.0038628 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N AES - IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 780000.000000 PA USD 810882.260000 0.0217651 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAC5 809000.000000 PA USD 777157.760000 0.0208599 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N TEXAS PUBLIC FINANCE AUTHORITY N/A 8827562Q1 2840000.000000 PA USD 2793282.000000 0.0749751 Long DBT MUN US N 2 2024-07-01 Fixed 8.25 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAA3 548994.600000 PA USD 606220.230000 0.0162717 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 2596756.380000 PA 3133184.380000 0.0840985 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.72413 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 23414451.100000 PA USD 22936688.590000 0.6156486 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY1 N/A 89177EAA7 22867612.010000 PA USD 22621263.800000 0.6071822 Long ABS-MBS CORP US N 2 2048-10-25 Floating 1.94663 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 1423507.360000 PA USD 1404627.950000 0.0377019 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.94663 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 933NLFII8 2300000.000000 PA USD 2265526.240000 0.0608095 Long LON CORP US N 3 2020-09-28 Floating 1.9546 N N N N N N TP ICAP PLC 5493009UWRK48KKUD358 ACI1C5XB8 4900000.000000 PA 5667858.670000 0.1521322 Long DBT CORP GB N 2 2026-05-29 Fixed 5.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 6384000.000000 PA USD 5969040.000000 0.1602163 Long LON CORP US N 2 2025-12-09 Floating 3.2394 N N N N N N TRANSJAMAICAN HIGHWAY LIMITED N/A 893727AA5 1200000.000000 PA USD 1161000.000000 0.0311626 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75 N N N N N N TRANSOCEAN GUARDIAN LIMITED N/A 893800AA0 9770335.010000 PA USD 7889252.410000 0.2117571 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830AT6 2697000.000000 PA USD 641346.600000 0.0172145 Long DBT CORP KY N 2 2038-03-15 Fixed 6.8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 891000.000000 PA USD 426566.250000 0.0114496 Long DBT CORP KY N 2 2027-02-01 Fixed 8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 470000.000000 PA USD 239826.900000 0.0064372 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PONTUS LIMITED N/A 89382PAA3 5895100.000000 PA USD 4819067.400000 0.1293496 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST N/A 009090AA9 593528.950000 PA USD 619410.610000 0.0166257 Long DBT CORP CA N 2 2028-09-15 Fixed 3.6 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAB2 500000.000000 PA USD 505275.000000 0.0135622 Long DBT CORP NL N 2 2027-08-15 Fixed 8.5 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 ACI1DF8P2 800000.000000 PA 809484.050000 0.0217275 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAA4 1000000.000000 PA USD 1000622.000000 0.0268579 Long DBT CORP NL N 2 2026-08-15 Fixed 5.5 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 ACI1DF8R8 400000.000000 PA 385970.680000 0.0103599 Long DBT CORP NL N 2 2026-08-15 Floating 3.75 N N N N N N TRONOX FINANCE LLC 549300LMZ1DX1PWSP524 89705DAD4 84321.580000 PA USD 75819.180000 0.0020351 Long LON CORP US N 2 2024-09-23 Floating 3.93 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BJ8 6300000.000000 PA USD 4951976.400000 0.1329171 Long DBT NUSS TR N 2 2041-01-14 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123AW0 6200000.000000 PA USD 6109511.000000 0.1639867 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.375 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CP3 9600000.000000 PA USD 8069712.000000 0.2166009 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BH2 500000.000000 PA USD 497874.000000 0.0133635 Long DBT NUSS TR N 2 2021-03-30 Fixed 5.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CX6 2500000.000000 PA USD 2143375.000000 0.0575308 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CU2 3900000.000000 PA 3967797.340000 0.1065005 Long DBT NUSS TR N 2 2025-03-31 Fixed 4.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CY4 3000000.000000 PA USD 2438757.000000 0.0654592 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CJ7 8300000.000000 PA USD 6940875.000000 0.1863015 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CT5 6200000.000000 PA USD 5930610.000000 0.1591848 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CM0 3200000.000000 PA USD 2368688.000000 0.0635785 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CQ1 10600000.000000 PA USD 9358634.000000 0.2511971 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CW8 5920000.000000 PA USD 5451574.080000 0.1463269 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CR9 2000000.000000 PA USD 1961862.000000 0.0526588 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 ACI07SK20 400000.000000 PA 435655.860000 0.0116935 Long DBT CORP CH N 2 2026-02-12 Floating 4.75 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAZ7 30000.000000 PA USD 27600.360000 0.0007408 Long DBT CORP US N 2 2021-03-01 Fixed 2.5 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 200000.000000 PA USD 202000.000000 0.0054219 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 19500000.000000 PA USD 20094555.000000 0.5393622 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ACI0BSPY0 200000.000000 PA USD 194015.600000 0.0052076 Long DBT CORP CH N 2 2025-02-19 Floating 7 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BD1FLTII2 3700000.000000 PA USD 3629766.600000 0.0974273 Long DBT CORP CH N 2 2021-08-10 Floating 7.125 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1J9SD5 10300000.000000 PA 9130504.390000 0.2450738 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1CN736 5300000.000000 PA 5214314.230000 0.1399585 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UE9 800000.000000 PA USD 786954.400000 0.0211228 Long DBT NUSS UA N 2 2020-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ6Q2 8000000.000000 PA USD 7725680.000000 0.2073666 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UF6 1300000.000000 PA USD 1255423.000000 0.0336971 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJH07 19500000.000000 PA USD 18548985.000000 0.4978773 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ591 3300000.000000 PA USD 3106867.500000 0.0833921 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UH2 900000.000000 PA USD 847327.500000 0.0227433 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UL3 4600000.000000 PA USD 4249250.000000 0.1140550 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75 N N N N N N AIRCRAFT CERTIFICATE OWNER TRUST 2003-1 N/A 009325AE1 645760.540000 PA USD 690672.220000 0.0185385 Long ABS-O CORP US N 2 2022-09-20 Fixed 7.001 N N N N N N AKELIUS RESIDENTIAL PROPERTY AB 213800REBFN6T3PU8L97 ACI0GZC15 123000.000000 PA 137372.820000 0.0036873 Long DBT CORP SE N 2 2020-09-23 Fixed 3.375 N N N N N N UMBS PASS THRU POOLS N/A 01F030652 140500000.000000 PA USD 147134957.950000 3.9492808 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032641 115000000.000000 PA USD 121661913.200000 3.2655534 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032658 3000000.000000 PA USD 3173145.180000 0.0851711 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3.5 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 600000.000000 PA USD 451692.850000 0.0121240 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75 N N N N N N UMBS PASS THRU POOLS N/A 01F040644 33000000.000000 PA USD 35237103.990000 0.9458066 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 2050000.000000 PA USD 2089631.320000 0.0560882 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AL3 2250000.000000 PA USD 2117452.190000 0.0568350 Long DBT CORP IT N 2 2022-01-14 Floating 5.73775 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 4950000.000000 PA USD 5292718.840000 0.1420630 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AC5 100000.000000 PA USD 100055.000000 0.0026856 Long DBT CORP US N 2 2027-01-15 Fixed 4.625 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AE1 100000.000000 PA USD 99750.000000 0.0026774 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N ALERIS INTERNATIONAL INC 5493002SZ3VN4IY2H022 01449BAY8 2407125.000000 PA USD 2202519.380000 0.0591183 Long LON CORP US N 2 2023-02-27 Floating 5.7394 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AL3 120000.000000 PA USD 124664.070000 0.0033461 Long DBT CORP US N 2 2025-04-30 Fixed 3.45 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAU6 500000.000000 PA USD 567726.880000 0.0152385 Long DBT CORP KY N 2 2037-12-06 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V72 143700000.000000 PA USD 148050293.330000 3.9738495 Long DBT UST US N 2 2022-01-31 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284A5 48100000.000000 PA USD 51380570.070000 1.3791168 Long DBT UST US N 2 2023-02-28 Fixed 2.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828W48 17100000.000000 PA USD 18304347.700000 0.4913109 Long DBT UST US N 2 2024-02-29 Fixed 2.125 N N N N N N ALLEGION US HOLDING COMPANY INC 5493002B66JX7J7SXI33 01748NAD6 500000.000000 PA USD 475749.890000 0.0127697 Long DBT CORP US N 2 2024-10-01 Fixed 3.2 N N N N N N ALLEGION US HOLDING COMPANY INC 5493002B66JX7J7SXI33 01748NAE4 600000.000000 PA USD 596239.430000 0.0160038 Long DBT CORP US N 2 2027-10-01 Fixed 3.55 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286B1 20180000.000000 PA USD 23601140.630000 0.6334833 Long DBT UST US N 2 2029-02-15 Fixed 2.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QU5 30600000.000000 PA USD 41835937.500000 1.1229273 Long DBT UST US N 2 2042-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 18631000.000000 PA USD 25486625.780000 0.6840920 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RE0 20600000.000000 PA USD 30486390.730000 0.8182917 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 12531600.000000 PA USD 16517236.280000 0.4433427 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 20800000.000000 PA USD 28299375.100000 0.7595896 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 15650000.000000 PA USD 21376310.590000 0.5737661 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XX3 42600000.000000 PA USD 45558702.910000 1.2228509 Long DBT UST US N 2 2024-06-30 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282N9 34200000.000000 PA USD 36791718.750000 0.9875344 Long DBT UST US N 2 2024-07-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282F6 57300000.000000 PA USD 58055419.710000 1.5582779 Long DBT UST US N 2 2021-08-31 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828RC6 141000000.000000 PA USD 144753573.690000 3.8853616 Long DBT UST US N 2 2021-08-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284X5 20100000.000000 PA USD 21764531.250000 0.5841864 Long DBT UST US N 2 2023-08-31 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828K74 29800000.000000 PA USD 32257336.010000 0.8658260 Long DBT UST US N 2 2025-08-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284V9 77800000.000000 PA USD 92047125.000000 2.4706565 Long DBT UST US N 2 2028-08-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282Y5 22400000.000000 PA USD 24167500.000000 0.6486850 Long DBT UST US N 2 2024-09-30 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285K2 34900000.000000 PA USD 38069628.820000 1.0218350 Long DBT UST US N 2 2023-10-31 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828G38 16300000.000000 PA USD 17705238.320000 0.4752301 Long DBT UST US N 2 2024-11-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285M8 74900000.000000 PA USD 90471007.440000 2.4283516 Long DBT UST US N 2 2028-11-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QY7 10100000.000000 PA USD 13050699.240000 0.3502966 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RD2 1500000.000000 PA USD 2255859.380000 0.0605500 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RJ9 16600000.000000 PA USD 22478734.290000 0.6033565 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285U0 31000000.000000 PA USD 33676171.720000 0.9039093 Long DBT UST US N 2 2023-12-31 Fixed 2.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128283P3 87000000.000000 PA USD 94666875.000000 2.5409738 Long DBT UST US N 2 2024-12-31 Fixed 2.25 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 50000.000000 PA USD 51832.250000 0.0013912 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908AX6 1303479.360000 PA USD 1114474.850000 0.0299139 Long LON CORP US N 2 2024-03-15 Floating 3.75 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 2000000.000000 PA USD 1720000.000000 0.0461669 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AR3 2000000.000000 PA USD 1785000.000000 0.0479116 Long DBT CORP US N 2 2023-05-15 Fixed 5.125 N N N N N N UROPA SECURITIES PLC 2008-1 N/A ACI07PFK2 8957030.150000 PA 10598735.500000 0.2844829 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.73425 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AA5 1988000.000000 PA USD 1956943.460000 0.0525267 Long DBT CORP US N 2 2026-07-15 Fixed 6.625 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AY6 1819719.880000 PA 1905074.630000 0.0511345 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 1.28425 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AV2 2183258.430000 PA 2515763.530000 0.0675261 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.88425 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AU4 1707550.000000 PA 1902277.650000 0.0510594 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 1.08425 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 917288BK7 880000.000000 PA USD 962948.800000 0.0258467 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.375 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942AS1 1100000.000000 PA USD 1533471.500000 0.0411602 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.625 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942BA9 7540000.000000 PA USD 8663950.100000 0.2325509 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 2142000.000000 PA USD 1817578.040000 0.0487860 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 480000.000000 PA USD 534151.200000 0.0143373 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 2700000.000000 PA USD 270000.000000 0.0072471 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AP5 2700000.000000 PA USD 270000.000000 0.0072471 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 1000000.000000 PA USD 974185.820000 0.0261483 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.71125 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 438000.000000 PA USD 417150.870000 0.0111968 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 6200000.000000 PA USD 7161310.000000 0.1922182 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAE9 1300000.000000 PA USD 1126532.720000 0.0302375 Long DBT CORP US N 2 2029-12-15 Fixed 3.1 N N N N N N VERIFONE SYSTEMS INC N/A 92346NAB5 493750.000000 PA USD 327520.670000 0.0087911 Long LON CORP US N 2 2025-08-20 Floating 5.6946 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDY7 630000.000000 PA USD 702547.050000 0.0188572 Long DBT CORP US N 2 2027-03-16 Fixed 4.125 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDU5 1690000.000000 PA USD 2168210.950000 0.0581974 Long DBT CORP US N 2 2037-03-16 Fixed 5.25 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDV3 960000.000000 PA USD 1321304.730000 0.0354654 Long DBT CORP US N 2 2047-03-16 Fixed 5.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEP5 2250000.000000 PA USD 2052241.040000 0.0550846 Long DBT CORP US N 2 2025-05-15 Floating 2.79163 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDD3 440000.000000 PA USD 455447.380000 0.0122248 Long DBT CORP US N 2 2026-08-15 Fixed 2.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEU4 400000.000000 PA USD 453666.020000 0.0121769 Long DBT CORP US N 2 2029-12-03 Fixed 4.016 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAY6 40000.000000 PA USD 39492.800000 0.0010600 Long DBT CORP US N 2 2022-02-13 Fixed 4.125 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 380000.000000 PA USD 377359.000000 0.0101288 Long DBT CORP US N 2 2027-04-15 Fixed 5.625 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 500000.000000 PA USD 470577.500000 0.0126309 Long DBT CORP US N 2 2025-09-15 Fixed 5.625 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 2030000.000000 PA USD 1873700.150000 0.0502924 Long DBT CORP US N 2 2026-12-01 Fixed 4.25 N N N N N N VIETNAM GOVT 5493008AE7RS4XK4BZ08 583140II1 4650000.030000 PA USD 4614792.790000 0.1238666 Long DBT NUSS VN N 2 2028-03-12 Variable 5.5 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 260000.000000 PA USD 219843.000000 0.0059009 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYMM0 4800000.000000 PA 5393668.270000 0.1447726 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 931FXZII0 400000.000000 PA 475838.670000 0.0127721 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1BWKH1 100000.000000 PA 116757.420000 0.0031339 Long DBT CORP GB N 2 2029-05-15 Fixed 5.25 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 92769XAP0 2940000.000000 PA USD 2956317.000000 0.0793511 Long DBT CORP GB N 2 2029-05-15 Fixed 5.5 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 BYMYT4II9 2500000.000000 PA 2973991.660000 0.0798255 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 ACI1F6P97 500000.000000 PA 577783.420000 0.0155084 Long DBT CORP GB N 2 2027-09-03 Floating 4 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AA3 390000.000000 PA USD 385872.690000 0.0103573 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 330000.000000 PA USD 331229.630000 0.0088906 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 280000.000000 PA USD 276750.890000 0.0074283 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VOC ESCROW LTD N/A 91832VAA2 721000.000000 PA USD 531160.700000 0.0142570 Long DBT CORP BM N 2 2028-02-15 Fixed 5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBG4 1175000.000000 PA USD 1153897.000000 0.0309720 Long DBT CORP US N 2 2021-04-15 Fixed 4.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBN9 497000.000000 PA USD 469018.510000 0.0125890 Long DBT CORP GB N 2 2024-01-16 Floating 2.83263 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857TAH0 300000.000000 PA USD 408562.280000 0.0109663 Long DBT CORP GB N 2 2030-02-15 Fixed 7.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 2500000.000000 PA USD 2602826.800000 0.0698630 Long DBT CORP GB N 2 2043-02-19 Fixed 4.375 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 1000000.000000 PA USD 1211566.370000 0.0325199 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 930000.000000 PA USD 1039987.330000 0.0279145 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 700000.000000 PA USD 805499.790000 0.0216206 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AX0 1000000.000000 PA USD 975338.010000 0.0261793 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBC3 100000.000000 PA USD 97062.500000 0.0026053 Long DBT CORP US N 2 2022-05-19 Fixed 4.625 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 1000000.000000 PA USD 916090.620000 0.0245890 Long DBT CORP US N 2 2021-09-24 Floating 2.06413 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AZ5 900000.000000 PA USD 871372.700000 0.0233887 Long DBT CORP US N 2 2022-09-26 Fixed 2.7 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 800000.000000 PA USD 797510.430000 0.0214061 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AV4 2000000.000000 PA USD 1974953.140000 0.0530101 Long DBT CORP US N 2 2020-11-13 Floating 2.47725 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBH2 1400000.000000 PA USD 1268757.000000 0.0340550 Long DBT CORP US N 2 2024-05-21 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 200000.000000 PA USD 197964.400000 0.0053136 Long DBT CORP US N 2 2021-11-12 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AQ5 1560000.000000 PA USD 1527022.020000 0.0409871 Long DBT CORP US N 2 2021-11-12 Floating 2.65313 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 536000.000000 PA USD 520419.950000 0.0139687 Long DBT CORP US N 2 2021-09-15 Floating 2.0405 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 100000.000000 PA USD 92159.800000 0.0024737 Long DBT CORP US N 2 2028-09-15 Variable 4.95 N N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-A N/A 92977YAC5 272859.460000 PA USD 249019.370000 0.0066840 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.04175 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBR1 41842.010000 PA USD 35400.640000 0.0009502 Long ABS-MBS CORP US N 2 2035-10-20 Floating 4.26031 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 6356000.000000 PA USD 7242455.430000 0.1943963 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N WAMU MORTGAGE P/T CERTIFICATES 2007-OA1 N/A 92926WAA5 498410.410000 PA USD 402148.170000 0.0107941 Long ABS-MBS CORP US N 2 2047-02-25 Floating 2.66585 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAM2 2189304.340000 PA USD 1899255.230000 0.0509783 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.72493 Y N N N N N WAMU MTGE P/T CERT 2007-OA5 N/A 93364BAB6 55908.100000 PA USD 17154.640000 0.0004605 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.71585 Y N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 02109TAD4 2200000.000000 PA USD 2224750.000000 0.0597150 Long DBT CORP LU N 2 2024-04-09 Fixed 4.65 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 02109TAC6 2214000.000000 PA USD 2247630.660000 0.0603291 Long DBT CORP LU N 2 2020-11-03 Fixed 7.75 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 982KBGII3 1965000.000000 PA USD 1994848.350000 0.0535442 Long DBT CORP LU N 2 2020-11-03 Fixed 7.75 N N N N N N WASHING MUTUAL MTGE P/T 2006-7 N/A 93935HAG2 19326628.280000 PA USD 8108077.170000 0.2176306 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.24069 Y N N N N N WASHINGTON MUTUAL 2002 AR2 N/A 929227LE4 23710.320000 PA USD 21351.220000 0.0005731 Long ABS-MBS CORP US N 2 2034-02-27 Floating 2.234 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A 929227XB7 1645.330000 PA USD 1410.110000 0.0000378 Long ABS-MBS CORP US N 2 2042-11-25 Floating 3.16585 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZR08 300000.000000 PA 296641.340000 0.0079622 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 2388.010000 PA USD 2017.890000 0.0000542 Long ABS-MBS CORP US N 2 2042-06-25 Floating 3.36585 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A 9393357P4 3582.290000 PA USD 3092.180000 0.0000830 Long ABS-MBS CORP US N 2 2042-08-25 Floating 3.36585 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBV9 2536098.450000 PA USD 2265914.190000 0.0608199 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.3138 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1200000.000000 PA USD 1071000.000000 0.0287469 Long DBT CORP LU N 2 2028-01-15 Fixed 5 N N N N N N WASHINGTON MUTUAL 2005-AR11 N/A 92922F2G2 508074.130000 PA USD 471870.850000 0.0126656 Long ABS-MBS CORP US N 2 2045-08-25 Floating 1.26663 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAE3 9000000.000000 PA USD 8802450.000000 0.2362684 Long DBT CORP LU N 2 2026-05-15 Fixed 7.5 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A 92922F5T1 802560.850000 PA USD 742531.140000 0.0199304 Long ABS-MBS CORP US N 2 2045-11-25 Floating 1.20663 N N N N N N WASHINGTON MUTUAL 2005-AR17 N/A 92922F7P7 668658.630000 PA USD 607804.540000 0.0163142 Long ABS-MBS CORP US N 2 2045-12-25 Floating 1.21663 N N N N N N WASHINGTON MUTUAL 2006 AR7 N/A 93363CAC3 776688.780000 PA USD 615045.240000 0.0165086 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.484 N N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAA3 282091.970000 PA USD 241623.700000 0.0064855 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.72502 Y N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 750000.000000 PA USD 795000.000000 0.0213388 Long DBT CORP LU N 2 2027-05-15 Fixed 10.5 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAA4 867039.080000 PA USD 697320.000000 0.0187169 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.84585 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 169199.290000 PA USD 136418.550000 0.0036616 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.484 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAJ2 349218.000000 PA USD 290338.030000 0.0077930 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.52275 Y N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAB6 241486.100000 PA USD 200368.960000 0.0053781 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.86333 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 02156LAC5 1000000.000000 PA USD 941850.000000 0.0252804 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 ACI1JBF51 3900000.000000 PA 3951314.600000 0.1060581 Long DBT CORP FR N 2 2025-02-15 Fixed 2.125 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 1725464.130000 PA USD 1522768.680000 0.0408730 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.96585 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 02156LAA9 700000.000000 PA USD 733635.000000 0.0196917 Long DBT CORP FR N 2 2027-02-01 Fixed 8.125 N N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA5 N/A 93936RAB0 29620.800000 PA USD 2812.720000 0.0000755 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.80585 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OC1 N/A 93936FAA8 524845.630000 PA USD 427677.860000 0.0114794 Long ABS-MBS CORP US N 2 2047-01-25 Floating 1.18663 Y N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 2805000.000000 PA USD 1665482.780000 0.0447036 Long DBT CORP US N 2 2024-08-15 Fixed 6.45 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67054KAA7 11410000.000000 PA USD 11587425.500000 0.3110206 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 2000000.000000 PA USD 1954684.300000 0.0524661 Long DBT CORP US N 2 2026-02-11 Floating 2.164 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 282000.000000 PA USD 290900.010000 0.0078081 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 7200000.000000 PA USD 7428474.720000 0.1993893 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 F6628DAM6 5496833.960000 PA USD 5203671.310000 0.1396729 Long LON CORP FR N 2 2026-08-14 Floating 4.7046 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 400000.000000 PA USD 422726.540000 0.0113465 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 F6628DAL8 3048875.000000 PA USD 2865942.500000 0.0769254 Long LON CORP FR N 2 2026-01-31 Floating 4.3921 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5R4 1500000.000000 PA USD 1574755.230000 0.0422683 Long DBT CORP US N 2 2023-08-14 Fixed 3.55 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6A0 1220000.000000 PA USD 1215170.290000 0.0326166 Long DBT CORP US N 2 2022-09-09 Floating 2.082 N N N N N N ALTRA INDUSTRIAL MOTION (STEVENS HOLDING CO INC) N/A 86024TAA5 240000.000000 PA USD 239149.800000 0.0064191 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N ALTRA INDUSTRIAL MOTION CORP NQ0NIXPGW4YKG4MWM571 02208HAB4 238567.170000 PA USD 218885.380000 0.0058751 Long LON CORP US N 2 2025-10-01 Floating 2.9894 N N N N N N ALTRAN TECHNOLOGIES SA 969500T0V37NV3M8PR58 963NPQII3 665816.250000 PA 704955.220000 0.0189219 Long LON CORP FR N 2 2025-03-20 Floating 3 N N N N N N WELLS FARGO MORTGAGE BACK SEC TR 2003-I N/A 949802AA0 29809.030000 PA USD 28902.990000 0.0007758 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.70986 N N N N N N WELLS FARGO MTGE BACKED SEC 2007-AR8 N/A 94985YAA5 490267.360000 PA USD 456693.750000 0.0122582 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.42389 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR5 N/A 94983RAD6 33989.030000 PA USD 31306.800000 0.0008403 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.13795 Y N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAK0 500000.000000 PA USD 476624.630000 0.0127932 Long DBT CORP US N 2 2027-02-15 Fixed 2.7 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAD6 385000.000000 PA USD 389026.270000 0.0104419 Long DBT CORP US N 2 2028-04-15 Fixed 4.25 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BC9 740000.000000 PA USD 812338.390000 0.0218041 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BF2 580000.000000 PA USD 697817.110000 0.0187303 Long DBT CORP US N 2 2037-08-22 Fixed 3.875 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 1825000.000000 PA USD 1861956.250000 0.0499772 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BJ4 1710000.000000 PA USD 2192530.160000 0.0588502 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AB3 200000.000000 PA USD 104944.070000 0.0028168 Long DBT CORP US N 2 2025-02-01 Variable 3.1 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BM7 880000.000000 PA USD 1221901.840000 0.0327973 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AC1 240000.000000 PA USD 106159.230000 0.0028494 Long DBT CORP US N 2 2030-02-01 Variable 4.05 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 2410000.000000 PA USD 2424669.620000 0.0650811 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 460000.000000 PA USD 539432.110000 0.0144790 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 6.640000 PA USD 9.220000 0.0000002 Long DBT CORP US N 2 2020-06-07 Fixed 5.1 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAL7 530000.000000 PA USD 289777.500000 0.0077780 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 3473853.040000 PA USD 3326141.330000 0.0892777 Long DBT CORP KY N 2 2023-02-12 Floating 6.45013 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAF2 372000.000000 PA USD 374676.790000 0.0100568 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAH8 464000.000000 PA USD 490755.200000 0.0131725 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAE4 110000.000000 PA USD 113179.940000 0.0030379 Long DBT CORP US N 2 2028-06-01 Fixed 3.9 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAF1 100000.000000 PA USD 104303.490000 0.0027996 Long DBT CORP US N 2 2032-06-01 Fixed 4.2 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAP3 9291000.000000 PA USD 7932144.800000 0.2129084 Long DBT CORP US N 2 2024-04-01 Variable 5.4 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAN8 188000.000000 PA USD 158585.990000 0.0042566 Long DBT CORP US N 2 2027-04-01 Variable 5.75 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAQ1 800000.000000 PA USD 620500.000000 0.0166550 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 1050000.000000 PA USD 984343.500000 0.0264210 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 720000.000000 PA USD 659250.000000 0.0176951 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 970000.000000 PA USD 984879.960000 0.0264354 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YELLOWSTONE ENERGY LP N/A 98580LAA3 2564197.530000 PA USD 2920549.860000 0.0783911 Long DBT CORP US N 3 2026-12-31 Fixed 5.75 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 300000.000000 PA USD 302024.980000 0.0081067 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N YPF SA 5493003N7447U18U5U53 ACI1J9CS9 9520000.000000 PA 111428.410000 0.0029909 Long DBT CORP AR N 2 2021-03-04 Floating 52.9918 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 3370000.000000 PA USD 3243625.000000 0.0870628 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 1200000.000000 PA USD 1146750.000000 0.0307802 Long DBT CORP US N 2 2028-03-01 Fixed 6.125 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 2400000.000000 PA USD 2250000.000000 0.0603927 Long LON CORP US N 2 2027-02-19 Floating 3.9894 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAC5 800000.000000 PA 796293.380000 0.0213735 Long LON CORP US N 2 2027-02-19 Floating 3.25 N N N N N N ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1 N/A 933QMTII0 494269.100000 PA USD 404888.940000 0.0108677 Long ABS-O CORP US N 2 2038-10-15 Fixed 4.605 N N N N N N ZIGGO BOND COMPANY BV 213800JYI4P7V5QDOG59 98953GAD7 600000.000000 PA USD 591375.000000 0.0158732 Long DBT CORP NL N 2 2030-02-28 Fixed 5.125 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 1300000.000000 PA USD 1275173.250000 0.0342272 Long DBT CORP NL N 2 2030-01-15 Fixed 4.875 N N N N N N ZIGGO FINANCING PARTNERSHIP N/A N9833RAJ8 1410172.000000 PA USD 1316748.110000 0.0353431 Long LON CORP NL N 2 2028-04-30 Floating 3.2046 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 341000.000000 PA USD 325643.000000 0.0087407 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 165386.920000 PA USD 152480.980000 0.0040928 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N N/A N/A 000000000 -2004800.000000 PA -2209047.310000 -0.0592935 Short RA LU N 2 Reverse repurchase N -0.9000000 2022-02-23 2000000.000000 EUR 1803351.660000 EUR N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 229704.160000 PA USD 231046.550000 0.0062016 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 295381.000000 PA USD 270010.110000 0.0072474 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AF5 500000.000000 PA USD 470004.830000 0.0126155 Long DBT CORP US N 2 2030-02-01 Fixed 2.85 N N N N N N N/A N/A 000000000 -613000.000000 PA USD -612970.200000 -0.0164529 Short RA US N 2 Reverse repurchase N -0.2500000 2020-12-31 1677000.000000 USD 1130801.100000 USD CDS N N N N/A N/A 000000000 -155000.000000 PA USD -155009.690000 -0.0041606 Short RA US N 2 Reverse repurchase N 0.2500000 2020-12-31 300000.000000 USD 287017.500000 USD CDS N N N N/A N/A 000000000 -583000.000000 PA USD -583340.080000 -0.0156576 Short RA US N 2 Reverse repurchase N 1.4000000 2022-03-17 955000.000000 USD 925824.750000 USD CDS N N N AMERICAN HOME MORTGAGE ASSETS 2006-1 N/A 02660WAC0 228575.300000 PA USD 173557.710000 0.0046585 Long ABS-MBS CORP US N 2 2046-05-25 Floating 1.13663 Y N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-4 N/A 02660LAB6 615353.780000 PA USD 369089.320000 0.0099068 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.15663 N N N N N N N/A N/A 000000000 -6012850.000000 PA USD -6012850.000000 -0.1613922 Short RA US N 2 Reverse repurchase N 0.2500000 2020-04-01 5480000.000000 USD 6004653.900000 USD UST N N N N/A N/A 000000000 -10076000.000000 PA USD -10081583.780000 -0.2706019 Short RA US N 2 Reverse repurchase N 1.0500000 2020-04-13 8800000.000000 USD 10287750.000000 USD UST N N N N/A N/A 000000000 -51375000.000000 PA USD -51402828.130000 -1.3797143 Short RA US N 2 Reverse repurchase N 1.3000000 2020-04-17 50000000.000000 USD 51525390.500000 USD UST N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2 N/A 02660CAF7 3046150.700000 PA USD 2751093.230000 0.0738427 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6.5 N N N N N N AMERICAN HOME MORTGAGE INVT TR 2006-1 N/A 02660TJG9 562662.390000 PA USD 292493.690000 0.0078509 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.28325 N N N N N N N/A N/A 000000000 1.000000 NC 3567.190000 0.0000957 N/A DFE CN N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 3965105.980000 CNY 562115.420000 USD 2020-06-17 3567.190000 N N N N/A 635400CPI3EOIFF6OC33 000000000 1.000000 NC USD 7277.550000 0.0001953 N/A DCR US N 3 UBS AG STAMFORD BFM8T61CT2L1QCEMIK50 AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) PARK AEROSPACE HOLDINGS SR UNSEC 144A Y Single Leg Swap 2020-07-02 35133.890000 USD 0.000000 USD 600000.000000 USD -27856.340000 N N N N/A N/A 000000000 1.000000 NC -414858.540000 -0.0111353 N/A DFE BR N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2672012.940000 BRL 11728400.000000 BRL 2020-04-02 -414858.540000 N N N N/A N/A 000000000 1.000000 NC -498914.500000 -0.0133915 N/A DFE RU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2685632.460000 RUB 171605200.000000 RUB 2020-04-15 -498914.500000 N N N N/A N/A 000000000 1.000000 NC -35182.430000 -0.0009443 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2465862.470000 EUR 2685632.460000 USD 2020-04-15 -35182.430000 N N N N/A N/A 000000000 1.000000 NC 5166927.190000 0.1386866 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 109240000.000000 GBP 140853957.680000 USD 2020-04-02 5166927.190000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1010000.000000 PA USD 1004107.050000 0.0269515 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 1880000.000000 PA USD 1835841.090000 0.0492762 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC 1048.150000 0.0000281 N/A DFE TR N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 725000.000000 TRY 110306.420000 USD 2020-04-13 1048.150000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 934NVQII2 2100000.000000 PA USD 2044385.930000 0.0548738 Long LON CORP US N 3 2021-03-29 Floating 2.2246 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 950000.000000 PA USD 834800.840000 0.0224071 Long DBT CORP US N 2 2048-04-01 Floating 5.75 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874AZ0 5600000.000000 PA USD 6689883.700000 0.1795646 Long DBT CORP US N 2 2036-05-01 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -46048.370000 -0.0012360 N/A DFE N/A N 2 BNP Paribas S.A. N/A 4781898.450000 EUR 4294000.000000 EUR 2020-04-02 -46048.370000 N N N N/A N/A 000000000 1.000000 NC -29148.360000 -0.0007824 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1092343.390000 EUR 964000.000000 EUR 2020-04-02 -29148.360000 N N N N/A N/A 000000000 1.000000 NC -161527.350000 -0.0043356 N/A DFE N/A N 2 BNP Paribas S.A. N/A 11739765.380000 EUR 10498000.000000 EUR 2020-04-02 -161527.350000 N N N N/A N/A 000000000 1.000000 NC 51349.170000 0.0013783 N/A DFE GB N 2 BNP Paribas S.A. N/A 3534594.230000 GBP 2887000.000000 GBP 2020-04-02 51349.170000 N N N N/A N/A 000000000 1.000000 NC -1100.580000 -0.0000295 N/A DFE MX N 2 BNP Paribas S.A. N/A 6165.540000 MXN 121511.780000 MXN 2020-06-17 -1100.580000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAV2 1225000.000000 PA USD 1225992.080000 0.0329071 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 1860000.000000 PA USD 1804553.380000 0.0484364 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBA7 870000.000000 PA USD 851988.210000 0.0228684 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAH3 100000.000000 PA USD 100011.090000 0.0026844 Long DBT CORP US N 2 2021-02-15 Fixed 3.3 N N N N N N N/A N/A 000000000 1.000000 NC -51066.360000 -0.0013707 N/A DFE N/A N 2 BNP Paribas S.A. N/A 11872000.000000 EUR 13042555.460000 USD 2020-04-02 -51066.360000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -77620.560000 -0.0020834 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BRAZIL GOVT BRAZIL BD GLBL BD Y Single Leg Swap 2023-03-21 0.000000 USD -150804.940000 USD 2800000.000000 USD 73184.380000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 44000.000000 PA USD 44114.480000 0.0011841 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -26056.500000 -0.0006994 N/A DCR US N 2 Citibank International Limited N/A BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-12-21 0.000000 USD -6907.850000 USD 400000.000000 USD -19148.650000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -5186.950000 -0.0001392 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-06-21 0.000000 USD -3215.450000 USD 100000.000000 USD -1971.500000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -71655.370000 -0.0019233 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-12-21 0.000000 USD -17118.620000 USD 1100000.000000 USD -54536.750000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -25172.320000 -0.0006757 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2023-12-21 0.000000 USD -20701.370000 USD 600000.000000 USD -4470.950000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -269721.420000 -0.0072397 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-06-21 0.000000 USD -152133.600000 USD 5200000.000000 USD -117587.820000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -1386.080000 -0.0000372 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL BD Y Single Leg Swap 2023-03-21 0.000000 USD -2692.990000 USD 50000.000000 USD 1306.910000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 1925000.000000 PA USD 1976313.960000 0.0530467 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N N/A N/A 000000000 1.000000 NC USD -5764024.090000 -0.1547134 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-21 0.000000 USD -2355610.000000 USD 50600000.000000 USD -3408414.090000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 290000.000000 PA USD 290725.300000 0.0078034 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC USD -214189.880000 -0.0057491 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.33 Y Single Leg Swap 2025-06-21 0.000000 USD -207400.000000 USD 1900000.000000 USD -6789.880000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 800000.000000 PA USD 775137.760000 0.0208056 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC USD -19459133.660000 -0.5223068 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.HY.32 N/A N/A Y Single Leg Swap 2024-06-21 28571269.690000 USD 0.000000 USD 405363000.000000 USD -48030403.350000 N N N N/A N/A 000000000 -9900000.000000 NC USD -976288.400000 -0.0262048 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY33 (V2 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2020-05-20 XXXX -937084.400000 N N N N/A N/A 000000000 -4000000.000000 NC USD -412033.280000 -0.0110595 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY33 (V2 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2020-06-17 XXXX -386293.280000 N N N N/A N/A 000000000 1.000000 NC USD -12279882.590000 -0.3296069 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.33 Y Single Leg Swap 2024-12-21 11621719.840000 USD 0.000000 USD 207074000.000000 USD -23901602.430000 N N N N/A N/A 000000000 -5500000.000000 NC USD -88476.910000 -0.0023748 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-06-17 XXXX -81381.910000 N N N N/A N/A 000000000 -5400000.000000 NC USD -35775.430000 -0.0009603 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 2.500000 USD 2021-01-20 XXXX -31995.430000 N N N N/A N/A 000000000 -7900000.000000 NC USD -31.680000 -0.0000009 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2020-04-15 XXXX 3760.320000 N N N N/A N/A 000000000 -7000000.000000 NC USD -112606.970000 -0.0030225 N/A DCR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Written Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-06-17 XXXX -104556.970000 N N N N/A N/A 000000000 -6800000.000000 NC USD -123404.090000 -0.0033123 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2020-04-15 XXXX -116196.090000 N N N N/A N/A 000000000 -7900000.000000 NC USD -143366.510000 -0.0038481 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2020-04-15 XXXX -136651.510000 N N N N/A N/A 000000000 -6800000.000000 NC USD -27.270000 -0.0000007 N/A DCR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2020-04-15 XXXX 3168.730000 N N N AMERIQUEST MORTGAGE SEC INC 2005-R10 N/A 03072SS89 3222000.000000 PA USD 2931335.330000 0.0786806 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.39663 N N N N N N N/A N/A 000000000 -6000000.000000 NC USD -104732.280000 -0.0028111 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2020-06-17 XXXX -98402.280000 N N N N/A N/A 000000000 1.000000 NC USD -703552.570000 -0.0188842 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 5497358.680000 USD 0.000000 USD 215990000.000000 USD -6200911.250000 N N N N/A N/A 000000000 1.000000 NC USD -1056753.830000 -0.0283646 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.34 Y Single Leg Swap 2025-06-21 0.000000 USD -2640380.430000 USD 158100000.000000 USD 1583626.600000 N N N BRIGHTHOUSE HOLDINGS LLC N/A 10924BAA5 400000.000000 NS USD 396862.000000 0.0106523 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -45684.920000 -0.0012262 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1497100.550000 EUR 1316000.000000 EUR 2020-04-02 -45684.920000 N N N N/A N/A 000000000 1.000000 NC 93569.590000 0.0025115 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4662132.680000 EUR 4312000.000000 EUR 2020-04-02 93569.590000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 B8MYVZII4 100000.000000 PA 135417.870000 0.0036348 Long DBT CORP US N 2 2029-09-13 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 32968.270000 0.0008849 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 856000.000000 AUD 559493.840000 USD 2020-04-02 32968.270000 N N N N/A N/A 000000000 1.000000 NC -5787.920000 -0.0001554 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2602000.000000 EUR 2863956.350000 USD 2020-04-02 -5787.920000 N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AD2 3500000.000000 PA USD 1461250.000000 0.0392217 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N N/A N/A 000000000 1.000000 NC 166256.150000 0.0044625 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 87769000.000000 MXN 3860268.730000 USD 2020-04-13 166256.150000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 1620000.000000 PA USD 1784821.990000 0.0479068 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 274376.100000 0.0073646 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 40303712.000000 PEN 12000509.750000 USD 2020-05-08 274376.100000 N N N N/A N/A 000000000 1.000000 NC 179435.790000 0.0048163 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 32210506.200000 PEN 9552627.950000 USD 2020-05-04 179435.790000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 1400000.000000 PA USD 1516635.820000 0.0407083 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -18073.920000 -0.0004851 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -155327.860000 USD 2800000.000000 USD 137253.940000 N N N N/A N/A 000000000 1.000000 NC USD -407954.180000 -0.0109500 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -2416837.850000 USD 63200000.000000 USD 2008883.670000 N N N N/A N/A 000000000 1.000000 NC USD -113607.490000 -0.0030494 N/A DCR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -711859.980000 USD 17600000.000000 USD 598252.490000 N N N N/A N/A 000000000 1.000000 NC USD -342758.960000 -0.0092001 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -2127686.950000 USD 53100000.000000 USD 1784927.990000 N N N N/A N/A 000000000 1.000000 NC USD -52285.260000 -0.0014034 N/A DCR US N 2 UBS AG STAMFORD BFM8T61CT2L1QCEMIK50 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -328801.790000 USD 8100000.000000 USD 276516.530000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AM2 520000.000000 PA USD 525902.700000 0.0141159 Long DBT CORP US N 2 2038-04-15 Fixed 4.375 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 3000000.000000 PA USD 3193180.530000 0.0857088 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 720000.000000 PA USD 742804.800000 0.0199378 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD -143805.880000 -0.0038599 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -39695.130000 USD 3900000.000000 USD -104110.750000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD -564350.830000 -0.0151479 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 45488.390000 USD 0.000000 USD 11600000.000000 USD -609839.220000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD -601412.680000 -0.0161426 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -314517.890000 USD 21000000.000000 USD -286894.790000 N N N N/A N/A 000000000 1.000000 NC -16618.020000 -0.0004460 N/A DFE CA N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 4193000.000000 CAD 2964227.090000 USD 2020-05-15 -16618.020000 N N N N/A 549300FIBAKMNHPZ4009 000000000 1.000000 NC USD -35976.830000 -0.0009657 N/A DCR US N 2 Citibank International Limited N/A EQUITABLE HOLDINGS INC EQUITABLE HOLDINGS INC SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -10879.610000 USD 400000.000000 USD -25097.220000 N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAB9 400000.000000 PA USD 368000.000000 0.0098776 Long LON CORP US N 2 2026-10-01 Floating 3.4894 N N N N N N N/A GI7UBEJLXYLGR2C7GV83 000000000 1.000000 NC USD 1959.880000 0.0000526 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 FISERV INC FISERV INC Y Single Leg Swap 2024-12-21 0.000000 USD -2384.980000 USD 200000.000000 USD 4344.860000 N N N N/A 529900AQBND3S6YJLY83 000000000 330.000000 NC -264229.110000 -0.0070922 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-06-08 49210599.750000 EUR -264229.110000 N N N N/A 529900AQBND3S6YJLY83 000000000 223.000000 NC -97390.520000 -0.0026141 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-06-08 42428242.610000 EUR -97390.520000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 3250000.000000 PA USD 3446643.950000 0.0925121 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N ARBOUR CLO IV DAC 4A N/A ACI1C2187 1300000.000000 PA 1380387.650000 0.0370513 Long ABS-CBDO CORP IE N 2 2030-01-15 Floating 0.87 N N N N N N N/A N/A 000000000 1.000000 NC -22266.630000 -0.0005977 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 105428.100000 RUB 6526191.800000 RUB 2020-04-15 -22266.630000 N N N N/A N/A 000000000 1.000000 NC -330360.480000 -0.0088673 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1788263.820000 RUB 114410637.000000 RUB 2020-04-15 -330360.480000 N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 220000.000000 PA USD 226600.000000 0.0060822 Long DBT CORP US N 2 2028-02-15 Fixed 6.125 N N N N N N N/A N/A 000000000 1.000000 NC -1905.280000 -0.0000511 N/A DFE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1335000.000000 DKK 195960.410000 USD 2020-07-01 -1905.280000 N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC N/A 03969AAP5 300000.000000 PA USD 309165.000000 0.0082984 Long DBT CORP IE N 2 2027-08-15 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC -4230.060000 -0.0001135 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13131904.850000 RUB 162825.750000 USD 2020-05-20 -4230.060000 N N N N/A N/A 000000000 1.000000 NC -156855.310000 -0.0042102 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 3858822.500000 MXN 87958000.000000 MXN 2020-04-13 -156855.310000 N N N ARES XXIX CLO LTD 2014-1A N/A 04014WAJ4 209908.430000 PA USD 210071.390000 0.0056386 Long ABS-CBDO CORP KY N 2 2026-04-17 Floating 3.02613 N N N N N N N/A N/A 000000000 1.000000 NC 3991.170000 0.0001071 N/A DFE DK N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1335000.000000 DKK 201210.890000 USD 2020-04-01 3991.170000 N N N N/A N/A 000000000 1.000000 NC USD -533408.830000 -0.0143173 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-06-22 0.000000 USD -25032.160000 USD 5500000.000000 USD -508376.670000 N N N N/A N/A 000000000 1.000000 NC USD -269857.510000 -0.0072433 N/A DCR US N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-06-22 0.000000 USD -12743.650000 USD 2800000.000000 USD -257113.860000 N N N N/A N/A 000000000 1.000000 NC USD -448579.860000 -0.0120404 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-06-22 0.000000 USD -21343.210000 USD 4400000.000000 USD -427236.650000 N N N N/A N/A 000000000 1.000000 NC USD -1089731.140000 -0.0292497 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-06-22 0.000000 USD -52387.880000 USD 10800000.000000 USD -1037343.260000 N N N N/A N/A 000000000 1.000000 NC USD -868074.200000 -0.0233002 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-09-21 0.000000 USD -35260.620000 USD 9200000.000000 USD -832813.580000 N N N N/A N/A 000000000 1.000000 NC USD -291437.460000 -0.0078225 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2020-12-21 0.000000 USD -2671.200000 USD 2400000.000000 USD -288766.260000 N N N N/A 54930076J6KDZL504O62 000000000 81002.000000 NC USD 592124.620000 0.0158933 N/A DE US N 2 None N/A Call Purchased IHEARTMEDIA INC IHEARTMEDIA INC - CLASS A N/A 0.000000 USD 2039-05-01 XXXX -878925.770000 N N N N/A 529900FWX0GRR7WG5W79 000000000 1.000000 NC USD -100736.870000 -0.0027039 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2024-06-21 0.000000 USD -13348.050000 USD 3500000.000000 USD -87388.820000 N N N N/A 529900FWX0GRR7WG5W79 000000000 1.000000 NC USD -1069629.630000 -0.0287102 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2023-12-21 0.000000 USD -774873.230000 USD 52500000.000000 USD -294756.400000 N N N N/A 815600DE60799F5A9309 000000000 43.000000 NC -319897.390000 -0.0085864 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2020-06-08 6706323.250000 EUR -319897.390000 N N N N/A N/A 000000000 -5900000.000000 NC -37547.310000 -0.0010078 N/A DCR DE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.500000 EUR 2021-01-20 XXXX -32951.450000 N N N ARGENT SECURITIES INC 2006-W4 N/A 040104TH4 648747.160000 PA USD 229343.280000 0.0061559 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.21663 N N N N N N N/A N/A 000000000 1.000000 NC -33250.050000 -0.0008925 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1307644.900000 GBP 1026000.000000 GBP 2020-04-02 -33250.050000 N N N N/A N/A 000000000 1.000000 NC -207715.260000 -0.0055753 N/A DFE N/A N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6406000.000000 EUR 6857458.370000 USD 2020-04-02 -207715.260000 N N N N/A N/A 000000000 1.000000 NC 262427.120000 0.0070439 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 11728400.000000 BRL 2519581.520000 USD 2020-04-02 262427.120000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -3182.060000 -0.0000854 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -1230.530000 USD 100000.000000 USD -1951.530000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -48175.180000 -0.0012931 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -19405.430000 USD 1200000.000000 USD -28769.750000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -72262.780000 -0.0019396 N/A DCR US N 2 Citibank International Limited N/A MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -30425.890000 USD 1800000.000000 USD -41836.890000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -151637.990000 -0.0040701 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -24137.850000 USD 2900000.000000 USD -127500.140000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -458216.140000 -0.0122991 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -231578.940000 USD 14400000.000000 USD -226637.200000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -144525.550000 -0.0038792 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -48119.580000 USD 3600000.000000 USD -96405.970000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DM1J8 12540000.000000 PA 92624.170000 0.0024861 Long DBT NUSS AR N 2 2020-05-13 None 0 N N N N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -60459.080000 -0.0016228 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -17840.600000 USD 1900000.000000 USD -42618.480000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -12043.800000 -0.0003233 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -4851.360000 USD 300000.000000 USD -7192.440000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -909827.980000 -0.0244209 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -103883.290000 USD 17400000.000000 USD -805944.690000 N N N N/A N/A 000000000 1.000000 NC 22614.250000 0.0006070 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1972692400.000000 IDR 142073.630000 USD 2020-06-17 22614.250000 N N N 2020-05-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer