NPORT-P false 0000810893 XXXXXXXX S000009714 C000200455 C000026674 C000026673 C000064160 C000026676 C000026672 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Diversified Income Fund S000009714 JPLOY0QGZ77SI04T0B25 2022-03-31 2021-06-30 N 5909388811.050000 488396247.750000 5420992563.300000 0.000000 0.000000 20487416.910000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 4426562.500000 0.000000 0.000000 27375747.910000 PEN AUD CAD ARS USD EUR GBP N N/A N/A 000000000 1.000000 NC 33762.380000 0.0006228 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 36558585.000000 ZAR 2569556.060000 USD 2021-09-16 33762.380000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 700000.000000 PA USD 737625.000000 0.0136068 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 313324.500000 0.0057798 Long DBT CORP US N 2 2026-08-01 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 15985.390000 0.0002949 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 55680.520000 N N N N/A N/A 000000000 1.000000 NC USD -476.700000 -0.0000088 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 -45965.090000 N N N N/A N/A 000000000 1.000000 NC USD 118609.280000 0.0021880 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 433127.170000 N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAD1 2401850.000000 PA USD 2397512.260000 0.0442264 Long LON CORP US N 2 2027-09-07 Floating 1.8542 N N N N N N N/A N/A 000000000 1.000000 NC USD 4243.280000 0.0000783 N/A DCR US N 2 Citibank International Limited N/A EQUITABLE HOLDINGS INC EQUITABLE HOLDINGS INC SR UNSEC SMR Y Single Leg Swap 2023-06-21 0.000000 USD -10879.610000 USD 400000.000000 USD 15122.890000 N N N ASSET BACKED FUNDING CERT 2006-HE1 N/A 00075WAC3 648270.730000 PA USD 459677.490000 0.0084796 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.2515 N N N N N N ASSET BACKED FUNDING CERT 2006-HE1 N/A 00075WAD1 2774699.630000 PA USD 1986388.320000 0.0366425 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.3115 N N N N N N N/A N/A 000000000 328.000000 NC 69633.320000 0.0012845 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2021-09-08 52174428.590000 EUR 69633.320000 N N N N/A N/A 000000000 667.000000 NC 1260807.730000 0.0232579 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2021-09-08 136516443.980000 EUR 1260807.730000 N N N N/A N/A 000000000 -6000000.000000 NC USD -10280.400000 -0.0001896 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% AUG 30YR JMBO N/A 102.300000 USD 2021-08-12 XXXX 9875.850000 N N N N/A N/A 000000000 -6000000.000000 NC USD -9790.800000 -0.0001806 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% AUG 30YR JMBO N/A 102.230000 USD 2021-08-12 XXXX 9427.950000 N N N ASSET BACKED FUNDING CERTS 2005-WF1 N/A 04542BLZ3 608233.840000 PA USD 604993.600000 0.0111602 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.6915 N N N N N N N/A N/A 000000000 1.000000 NC 18863.990000 0.0003480 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1496423.130000 USD 7536735.080000 BRL 2021-07-02 18863.990000 N N N N/A N/A 000000000 1.000000 NC 8041.860000 0.0001483 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6385000.000000 USD 365209868.500000 DOP 2021-07-13 8041.860000 N N N N/A N/A 000000000 1.000000 NC -18443.340000 -0.0003402 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6336455.820000 USD 365209868.500000 DOP 2021-10-22 -18443.340000 N N N N/A N/A 000000000 1.000000 NC 49692.490000 0.0009167 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 960077.560000 USD 74093506.000000 RUB 2021-07-22 49692.490000 N N N N/A N/A 000000000 1.000000 NC 13855.410000 0.0002556 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 823153.340000 USD 61676410.000000 RUB 2021-08-20 13855.410000 N N N N/A N/A 000000000 1.000000 NC -7514.420000 -0.0001386 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 644921.410000 USD 47182877.000000 RUB 2021-09-20 -7514.420000 N N N N/A N/A 000000000 1.000000 NC -8565.790000 -0.0001580 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 976003.310000 USD 71612779.000000 RUB 2021-09-20 -8565.790000 N N N N/A N/A 000000000 1.000000 NC -23684.730000 -0.0004369 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 602118.000000 USD 8338204.120000 ZAR 2021-09-15 -23684.730000 N N N N/A N/A 000000000 1.000000 NC -59223.730000 -0.0010925 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1236283.000000 USD 16967489.660000 ZAR 2021-09-15 -59223.730000 N N N N/A N/A 000000000 1.000000 NC -18493.290000 -0.0003411 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7536735.080000 BRL 1491654.810000 USD 2021-08-03 -18493.290000 N N N N/A N/A 000000000 1.000000 NC -8999.020000 -0.0001660 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 368083000.000000 DOP 6386371.640000 USD 2021-09-17 -8999.020000 N N N N/A N/A 000000000 1.000000 NC -4233.020000 -0.0000781 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 365209868.500000 DOP 6388808.840000 USD 2021-07-13 -4233.020000 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 1450000.000000 PA USD 1507546.050000 0.0278094 Long DBT CORP US N 2 2031-06-15 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC 3698654.720000 0.0682284 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 121559001.000000 GBP 171851217.490000 USD 2021-07-02 3698654.720000 N N N ASTOUND BROADBAND (RADIATE HOLDCO LLC / RADIATE FINANCE INC) N/A 75026JAC4 4000000.000000 PA USD 4150300.000000 0.0765598 Long DBT CORP US N 2 2026-09-15 Fixed 4.5 N N N N N N ASTOUND BROADBAND (RADIATE HOLDCO LLC / RADIATE FINANCE INC) N/A 75026JAE0 1200000.000000 PA USD 1262406.000000 0.0232874 Long DBT CORP US N 2 2028-09-15 Fixed 6.5 N N N N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 04649VAW0 223100.000000 PA USD 221078.270000 0.0040782 Long LON CORP US N 2 2024-11-03 Floating 3.1043 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAB6 1000000.000000 PA USD 1012500.000000 0.0186774 Long DBT CORP US N 2 2029-07-15 Fixed 7.125 N N N N N N N/A N/A 000000000 1.000000 NC -94520.000000 -0.0017436 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 168797636.160000 USD 121957001.000000 GBP 2021-07-02 -94520.000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 1600000.000000 PA USD 1850780.500000 0.0341410 Long DBT CORP US N 2 2030-02-15 Fixed 4.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 1000000.000000 PA USD 982552.200000 0.0181250 Long DBT CORP US N 2 2032-02-01 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC 12999.530000 0.0002398 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 665492.720000 USD 49995853.000000 RUB 2021-08-20 12999.530000 N N N N/A N/A 000000000 1.000000 NC 15836.710000 0.0002921 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 657786.270000 USD 49637052.000000 RUB 2021-08-20 15836.710000 N N N N/A N/A 000000000 1.000000 NC -7055.470000 -0.0001302 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 668977.000000 USD 48997521.000000 RUB 2021-09-20 -7055.470000 N N N N/A N/A 000000000 1.000000 NC 51916.130000 0.0009577 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2917000.000000 CAD 2405038.890000 USD 2021-08-17 51916.130000 N N N N/A N/A 000000000 1.000000 NC 6995.790000 0.0001290 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3965105.980000 CNY 616981.840000 USD 2021-09-15 6995.790000 N N N N/A N/A 000000000 1.000000 NC 91844.950000 0.0016942 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 121957001.000000 GBP 168811051.430000 USD 2021-08-03 91844.950000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 870000.000000 PA USD 848561.780000 0.0156533 Long DBT CORP US N 2 2052-02-01 Fixed 3.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 1000000.000000 PA USD 989106.140000 0.0182458 Long DBT CORP US N 2 2061-02-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 44341.000000 0.0008179 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INDONESIA GOVT INDONESIA GOVT Y Single Leg Swap 2026-06-21 24727.030000 USD 0.000000 USD 3500000.000000 USD 19613.970000 N N N N/A N/A 000000000 1.000000 NC USD 884472.890000 0.0163157 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 1659346.120000 N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 2000000.000000 PA USD 2081049.940000 0.0383887 Long DBT CORP US N 2 2031-06-01 Fixed 2.75 N N N N N N N/A N/A 000000000 43.000000 NC 84198.600000 0.0015532 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2021-09-08 7719980.360000 EUR 84198.600000 N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 2000000.000000 PA USD 2081237.360000 0.0383922 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N N/A N/A 000000000 -7900000.000000 NC -368.230000 -0.0000068 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN34 (V1 ONLY) 5Y SP Single Leg Swap 2025-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2021-07-21 XXXX 9984.600000 N N N N/A N/A 000000000 -7900000.000000 NC -5105.800000 -0.0000942 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN34 (V1 ONLY) 5Y SP Single Leg Swap 2025-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2021-07-21 XXXX -682.320000 N N N N/A N/A 000000000 -11900000.000000 NC -554.680000 -0.0000102 N/A DCR US 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 MAIN34 (V1 ONLY) 5Y SP Single Leg Swap 2025-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2021-07-21 XXXX 15171.290000 N N N N/A N/A 000000000 -25000000.000000 NC -5738.140000 -0.0001059 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2021-08-18 XXXX 22898.830000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 490000.000000 PA USD 509996.000000 0.0094078 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N N/A N/A 000000000 -49400000.000000 NC -13526.970000 -0.0002495 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2021-08-18 XXXX 55490.810000 N N N N/A N/A 000000000 -10000000.000000 NC -6024.680000 -0.0001111 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-10-20 XXXX 6226.620000 N N N N/A N/A 000000000 -12000000.000000 NC -2382.500000 -0.0000439 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-08-18 XXXX 10673.620000 N N N N/A N/A 000000000 -8100000.000000 NC -1423.780000 -0.0000263 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-08-18 XXXX 7334.060000 N N N N/A N/A 000000000 -12300000.000000 NC -2442.060000 -0.0000450 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-08-18 XXXX 11387.120000 N N N N/A N/A 000000000 -3000000.000000 NC -527.330000 -0.0000097 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-08-18 XXXX 2757.950000 N N N N/A N/A 000000000 -5700000.000000 NC -428.510000 -0.0000079 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2021-07-21 XXXX 5470.560000 N N N N/A N/A 000000000 -2500000.000000 NC -465.880000 -0.0000086 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 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.830000 EUR 2021-08-18 XXXX 2447.390000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 2526000.000000 PA USD 2541630.050000 0.0468850 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N N/A N/A 000000000 -6100000.000000 NC -2375.340000 -0.0000438 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 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-09-15 XXXX 5941.190000 N N N N/A N/A 000000000 -8000000.000000 NC -7522.680000 -0.0001388 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 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-11-17 XXXX 2400.230000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 10091000.000000 PA USD 10139527.620000 0.1870419 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N N/A N/A 000000000 -9600000.000000 NC -3738.240000 -0.0000690 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-09-15 XXXX 9279.660000 N N N N/A N/A 000000000 -9400000.000000 NC -791.370000 -0.0000146 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2021-07-21 XXXX 9621.850000 N N N N/A N/A 000000000 -11300000.000000 NC -10625.790000 -0.0001960 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-11-17 XXXX 2017.040000 N N N AT&T INC 549300Z40J86GGSTL398 00206RME9 6552000.000000 PA USD 6654337.190000 0.1227513 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N N/A N/A 000000000 -8900000.000000 NC -6058.150000 -0.0001118 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-10-20 XXXX 2607.250000 N N N N/A N/A 000000000 -12400000.000000 NC -4828.560000 -0.0000891 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-09-15 XXXX 11378.050000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMF6 547000.000000 PA USD 542468.500000 0.0100068 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N N/A N/A 000000000 -37000000.000000 NC -22291.310000 -0.0004112 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-10-20 XXXX 17335.720000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 1157000.000000 PA USD 1207650.830000 0.0222773 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAA9 400000.000000 PA USD 446680.440000 0.0082398 Long DBT CORP BM N 2 2028-01-12 Fixed 4.125 N N N N N N ATLANTIA SPA 8156008DEC771409C487 ACI0S5KF8 500000.000000 PA 609297.700000 0.0112396 Long DBT CORP IT N 2 2025-02-03 Fixed 1.625 N N N N N N ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 549300ITBBGKJ651R879 04916WAA2 275000.000000 PA USD 280513.750000 0.0051746 Long DBT CORP GB N 2 2028-06-15 Fixed 4.125 N N N N N N N/A N/A 000000000 1.000000 NC USD 4726.520000 0.0000872 N/A DCR US N 2 Citibank International Limited N/A MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -9181.840000 USD 1400000.000000 USD 13908.360000 N N N N/A N/A 000000000 1.000000 NC USD 40253.990000 0.0007426 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 64391.840000 N N N N/A N/A 000000000 1.000000 NC USD 206938.700000 0.0038174 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -231578.940000 USD 14400000.000000 USD 438517.640000 N N N N/A N/A 000000000 1.000000 NC USD 35917.800000 0.0006626 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -30743.070000 USD 2300000.000000 USD 66660.870000 N N N N/A N/A 000000000 1.000000 NC USD 4726.520000 0.0000872 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -10935.130000 USD 1400000.000000 USD 15661.650000 N N N N/A N/A 000000000 1.000000 NC USD 29149.440000 0.0005377 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 -18500.950000 USD 2100000.000000 USD 47650.390000 N N N N/A N/A 000000000 1.000000 NC USD 27019.210000 0.0004984 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-21 0.000000 USD -48196.030000 USD 3500000.000000 USD 75215.240000 N N N N/A N/A 000000000 1.000000 NC USD 29034.340000 0.0005356 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -49920.720000 USD 8600000.000000 USD 78955.060000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 4200000.000000 NS USD 4446750.000000 0.0820283 Long EP CORP US N 2 N N N ATS AUTOMATION TOOLING SYSTEMS INC 5493005KP4RP3IU7HQ41 001940AC9 650000.000000 PA USD 667676.750000 0.0123165 Long DBT CORP CA N 2 2028-12-15 Fixed 4.125 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BD6 1000000.000000 NS USD 1107800.000000 0.0204354 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 2400000.000000 NS USD 2458200.000000 0.0453459 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 20922.910000 0.0003860 N/A DFE RU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 474812.240000 USD 36375366.000000 RUB 2021-07-22 20922.910000 N N N N/A N/A 000000000 1.000000 NC -107579.350000 -0.0019845 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7536735.080000 BRL 1407707.770000 USD 2021-07-02 -107579.350000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BK0 3000000.000000 NS USD 3135000.000000 0.0578307 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 2045.310000 0.0000377 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 688000.000000 GBP 953755.690000 USD 2021-07-02 2045.310000 N N N N/A N/A 000000000 1.000000 NC 5176.170000 0.0000955 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1210000.000000 GBP 1678969.140000 USD 2021-07-02 5176.170000 N N N N/A N/A 000000000 1.000000 NC -18691.320000 -0.0003448 N/A DFE GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1004984.200000 USD 713000.000000 GBP 2021-07-02 -18691.320000 N N N N/A N/A 000000000 1.000000 NC USD -1370.030000 -0.0000253 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 65246.050000 N N N N/A N/A 000000000 1.000000 NC USD -2348.610000 -0.0000433 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 108666.910000 N N N N/A N/A 000000000 1.000000 NC -132753.100000 -0.0024489 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-06-21 0.000000 EUR -452136.960000 EUR 2800000.000000 EUR 319383.860000 N N N N/A N/A 000000000 1.000000 NC USD 161934.210000 0.0029872 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 81336.400000 N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 B5BMDRII6 1550000.000000 PA 1857222.640000 0.0342598 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 321086.770000 0.0059230 Long DBT CORP US N 2 2024-12-01 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC 31860.970000 0.0005877 N/A DFE RU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 543536.030000 USD 42220683.000000 RUB 2021-07-22 31860.970000 N N N N/A N/A 000000000 1.000000 NC 17289.030000 0.0003189 N/A DFE RU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 734116.170000 USD 55368567.000000 RUB 2021-08-20 17289.030000 N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1780000.000000 PA USD 1881495.600000 0.0347076 Long DBT CORP US N 2 2028-07-15 Fixed 4.625 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 ACI1NWHG4 1500000.000000 PA 1879227.790000 0.0346658 Long DBT CORP US N 2 2028-07-15 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 71821.410000 0.0013249 N/A DCR US N 2 UBS AG 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 1456563.720000 N N N N/A N/A 000000000 1.000000 NC -28571.060000 -0.0005270 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1131318.680000 USD 930000.000000 EUR 2021-07-02 -28571.060000 N N N N/A N/A 000000000 1.000000 NC 8178167.230000 0.1508611 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 217488999.000000 EUR 266065775.900000 USD 2021-07-02 8178167.230000 N N N N/A N/A 000000000 1.000000 NC 31082.940000 0.0005734 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 215496999.000000 EUR 255725457.270000 USD 2021-08-03 31082.940000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 3030000.000000 PA USD 3427631.260000 0.0632289 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 8434000.000000 PA USD 8827371.540000 0.1628368 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 2060540.940000 0.0380104 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 309727.080000 0.0057135 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAL5 1575000.000000 PA USD 1708127.490000 0.0315095 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 4700000.000000 PA USD 5172583.450000 0.0954176 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 05400KAF7 99000.000000 PA USD 97981.880000 0.0018075 Long LON CORP US N 2 2027-02-12 Floating 2.25 N N N N N N N/A N/A 000000000 1.000000 NC 2374161.500000 0.0437957 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2026-06-17 3287291.040000 AUD 0.000000 AUD 34600000.000000 AUD -913129.540000 N N N AXALTA COATING SYSTEMS LLC 549300G80QONCHILSF69 05453GAC9 1250000.000000 PA USD 1225231.250000 0.0226016 Long DBT CORP US N 2 2029-02-15 Fixed 3.375 N N N N N N AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV N/A 05454NAA7 1150000.000000 PA USD 1208270.500000 0.0222887 Long DBT CORP US N 2 2027-06-15 Fixed 4.75 N N N N N N AZURE POWER SOLAR ENERGY PRIVATE LIMITED 549300N77HEXIINE3X94 05502TAA6 200000.000000 PA USD 212675.000000 0.0039232 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65 N N N N N N N/A N/A 000000000 1.000000 NC -138226.750000 -0.0025498 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2026-09-15 54469.900000 EUR 0.000000 EUR 111500000.000000 EUR -192696.650000 N N N N/A N/A 000000000 1.000000 NC -527628.450000 -0.0097331 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2031-09-15 0.000000 EUR -500112.930000 EUR 36000000.000000 EUR -27515.520000 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 800000.000000 PA USD 870349.830000 0.0160552 Long DBT CORP GB N 2 2030-04-15 Fixed 3.4 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 400000.000000 PA USD 422970.790000 0.0078025 Long DBT CORP KY N 2 2025-04-07 Fixed 3.075 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 1000000.000000 PA USD 1010217.100000 0.0186353 Long DBT CORP KY N 2 2026-04-09 Fixed 1.72 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AR9 600000.000000 PA USD 650623.350000 0.0120019 Long DBT CORP KY N 2 2030-04-07 Fixed 3.425 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 1100000.000000 PA USD 1169979.280000 0.0215824 Long DBT CORP KY N 2 2023-09-29 Fixed 3.875 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498AW6 920000.000000 PA USD 904240.400000 0.0166803 Long DBT CORP US N 2 2030-08-15 Fixed 2.875 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A 05492HAA4 3600000.000000 PA USD 3595451.400000 0.0663246 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.123 N N N N N N BANC OF AMERICA FUNDING CORP 2005-8 N/A 05946XZ48 149259.550000 PA USD 140577.580000 0.0025932 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 40326.120000 PA USD 38350.340000 0.0007074 Long ABS-MBS CORP US N 2 2035-09-20 Floating 2.85402 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AF9 26829.100000 PA USD 25933.350000 0.0004784 Long ABS-MBS CORP US N 2 2036-03-20 Floating 2.3715 N N N N N N N/A N/A 000000000 1.000000 NC USD -3584.670000 -0.0000661 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 50960.660000 N N N N/A N/A 000000000 1.000000 NC -41793.190000 -0.0007710 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 3685512.880000 USD 4858616.000000 AUD 2021-07-02 -41793.190000 N N N N/A N/A 000000000 1.000000 NC 22912.450000 0.0004227 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 511413.360000 USD 39207018.000000 RUB 2021-07-22 22912.450000 N N N N/A N/A 000000000 1.000000 NC 47303.690000 0.0008726 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1048418.190000 USD 80400360.000000 RUB 2021-07-22 47303.690000 N N N N/A N/A 000000000 1.000000 NC -5945.510000 -0.0001097 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 659896.620000 USD 48407525.000000 RUB 2021-09-20 -5945.510000 N N N N/A N/A 000000000 1.000000 NC 41696.020000 0.0007692 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 4858616.000000 AUD 3685998.750000 USD 2021-08-03 41696.020000 N N N BANC OF AMERICA FUNDING CORP 2007-5 N/A 059523AG5 266097.200000 PA USD 264298.200000 0.0048755 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N N/A N/A 000000000 -6500000.000000 NC USD -23513.750000 -0.0004338 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 99.020000 USD 2021-09-07 XXXX 17111.250000 N N N BANC OF AMERICA FUNDING CORP 2007-8 N/A 05953LAJ8 89372.140000 PA USD 85939.110000 0.0015853 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N N/A N/A 000000000 -2250000.000000 NC USD -9128.480000 -0.0001684 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 99.280000 USD 2021-09-07 XXXX 1769.960000 N N N N/A N/A 000000000 -4000000.000000 NC USD -16781.200000 -0.0003096 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 101.280000 USD 2021-09-07 XXXX -5531.200000 N N N N/A N/A 000000000 -1000000.000000 NC USD -1599.300000 -0.0000295 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% SEP 30YR N/A 103.840000 USD 2021-09-07 XXXX -193.050000 N N N N/A N/A 000000000 -3000000.000000 NC USD -11955.300000 -0.0002205 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 101.330000 USD 2021-09-07 XXXX -2345.920000 N N N N/A N/A 000000000 -6500000.000000 NC USD -35457.500000 -0.0006541 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 101.020000 USD 2021-09-07 XXXX -7020.000000 N N N N/A N/A 000000000 -2000000.000000 NC USD -8109.000000 -0.0001496 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 101.310000 USD 2021-09-07 XXXX -1859.000000 N N N N/A N/A 000000000 -1000000.000000 NC USD -2596.700000 -0.0000479 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% SEP 30YR N/A 101.840000 USD 2021-09-07 XXXX 293.930000 N N N N/A N/A 000000000 -2000000.000000 NC USD -8249.200000 -0.0001522 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% SEP 30YR N/A 101.300000 USD 2021-09-07 XXXX -1374.200000 N N N N/A N/A 000000000 -3000000.000000 NC USD -5847.900000 -0.0001079 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 103.610000 USD 2021-08-05 XXXX 3527.100000 N N N N/A N/A 000000000 -7000000.000000 NC USD -8841.700000 -0.0001631 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 103.800000 USD 2021-08-05 XXXX 12212.990000 N N N N/A N/A 000000000 -2000000.000000 NC USD -3253.600000 -0.0000600 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 104.140000 USD 2021-08-05 XXXX 183.900000 N N N N/A N/A 000000000 -7000000.000000 NC USD -10234.700000 -0.0001888 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.300000 USD 2021-08-05 XXXX 14648.110000 N N N N/A N/A 000000000 -1000000.000000 NC USD -1525.200000 -0.0000281 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.340000 USD 2021-08-05 XXXX 1873.240000 N N N N/A N/A 000000000 -3000000.000000 NC USD -6744.600000 -0.0001244 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 99.690000 USD 2021-08-05 XXXX 2864.780000 N N N N/A N/A 000000000 -2000000.000000 NC USD -4705.200000 -0.0000868 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% SEP 30YR N/A 103.980000 USD 2021-09-07 XXXX 1388.550000 N N N N/A N/A 000000000 -2000000.000000 NC USD -3174.000000 -0.0000586 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% SEP 30YR N/A 103.700000 USD 2021-09-07 XXXX 2919.750000 N N N N/A N/A 000000000 -1000000.000000 NC USD -1603.500000 -0.0000296 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 99.190000 USD 2021-08-05 XXXX 1755.880000 N N N N/A N/A 000000000 -1000000.000000 NC USD -887.900000 -0.0000164 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 101.700000 USD 2021-08-05 XXXX 1065.230000 N N N N/A N/A 000000000 3000000.000000 NC USD 11144.100000 0.0002056 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 103.230000 USD 2021-08-05 XXXX -5965.280000 N N N N/A N/A 000000000 -6000000.000000 NC USD -8298.600000 -0.0001531 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.230000 USD 2021-08-05 XXXX 10451.400000 N N N N/A N/A 000000000 -1000000.000000 NC USD -2110.300000 -0.0000389 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 104.260000 USD 2021-08-05 XXXX 936.580000 N N N N/A N/A 000000000 -1000000.000000 NC USD -1912.000000 -0.0000353 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.590000 USD 2021-08-05 XXXX 1603.630000 N N N N/A N/A 000000000 -1000000.000000 NC USD -2686.100000 -0.0000495 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 99.940000 USD 2021-08-05 XXXX 517.030000 N N N N/A N/A 000000000 -4400000.000000 NC USD -12310.760000 -0.0002271 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 101.370000 USD 2021-08-05 XXXX 2298.620000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 BJSF9FII4 400000.000000 PA 495438.730000 0.0091393 Long DBT CORP IT N 2 2024-09-24 Fixed 3.625 N N N N N N N/A N/A 000000000 -2000000.000000 NC USD -2231.800000 -0.0000412 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 101.980000 USD 2021-08-05 XXXX 4643.200000 N N N N/A N/A 000000000 -2000000.000000 NC USD -1518.800000 -0.0000280 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 103.980000 USD 2021-08-05 XXXX 2543.700000 N N N N/A N/A 000000000 -6000000.000000 NC USD -11123.400000 -0.0002052 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 99.410000 USD 2021-08-05 XXXX 14657.850000 N N N N/A N/A 000000000 -6000000.000000 NC USD -15831.600000 -0.0002920 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 101.410000 USD 2021-08-05 XXXX -2237.850000 N N N N/A N/A 000000000 -1000000.000000 NC USD -3601.500000 -0.0000664 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 101.190000 USD 2021-08-05 XXXX -2039.000000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI0ZY1X9 2400000.000000 PA 2349469.970000 0.0433402 Long DBT CORP IT N 2 2028-01-18 Floating 5.375 N N N N N N N/A N/A 000000000 94.000000 NC 118886.140000 0.0021931 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2021-09-28 16656868.290000 GBP 118886.140000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1DBG64 1400000.000000 PA 1877380.630000 0.0346317 Long DBT CORP IT N 2 2029-07-23 Fixed 10.5 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BF2PHRII3 200000.000000 PA 256714.900000 0.0047356 Long DBT CORP ES N 2 2023-09-24 Floating 5.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N N/A N/A 000000000 20.000000 NC USD 184501.860000 0.0034035 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-09-21 3850312.500000 USD 184501.860000 N N N N/A N/A 000000000 50061.000000 NC USD 1117111.220000 0.0206071 N/A DE US N 3 None N/A Call Purchased WINDSTREAM HOLDINGS INC WINDSTREAM *BACKSTOP COMMITMENT* N/A 0.000000 USD 2055-09-21 XXXX 661809.120000 N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH N/A 05947KAY6 3100000.000000 PA USD 3172106.000000 0.0585152 Long DBT CORP BR N 2 2023-01-27 Fixed 2.85 N N N N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH N/A 05947KAZ3 3000000.000000 PA USD 3090435.000000 0.0570087 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 6000000.000000 PA USD 6292200.000000 0.1160710 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 527520.000000 0.0097311 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 1451790.860000 0.0267809 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 ACI1BQC67 100000.000000 PA 123104.460000 0.0022709 Long DBT CORP ES N 2 2024-05-10 Fixed 1.75 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05965MAG8 1400000.000000 PA USD 1459514.000000 0.0269234 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 5823482.500000 0.1074247 Long DBT CORP BR N 2 2023-04-19 Fixed 4.875 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AF1 2000000.000000 PA USD 2096010.000000 0.0386647 Long DBT CORP PA N 2 2031-05-07 Floating 5.25 N N N N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05971PAC2 2600000.000000 PA USD 3150420.000000 0.0581152 Long DBT CORP MX N 2 2030-10-14 Floating 8.375 N N N N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 3000000.000000 PA USD 3135480.000000 0.0578396 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 ACI1XNCB9 1400000.000000 PA 1704456.520000 0.0314418 Long DBT CORP ES N 2 2027-11-12 Floating 4.125 N N N N Y BANCO SANTANDER SA EUR XXXX N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 800000.000000 PA USD 843409.550000 0.0155582 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 400000.000000 PA USD 432391.580000 0.0079762 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49 N N N N N N BANCO VOTORANTIM SA X2EUTZGMHS8RBQFIUS93 ACI1FN1H8 600000.000000 PA USD 634341.000000 0.0117016 Long DBT CORP BR N 2 2024-09-24 Fixed 4.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 8900000.000000 PA USD 9846928.850000 0.1816444 Long DBT CORP US N 2 2028-04-24 Floating 3.705 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 3000000.000000 PA USD 3088402.530000 0.0569712 Long DBT CORP US N 2 2032-04-22 Floating 2.687 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 640000.000000 PA USD 622070.650000 0.0114752 Long DBT CORP US N 2 2041-06-19 Floating 2.676 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 4490000.000000 PA USD 4733467.060000 0.0873174 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 79187.130000 PA USD 74747.540000 0.0013789 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.47389 Y N N N N N BANK OF AMERICA MTGE SEC 2006-3 N/A 05950LAK8 111488.000000 PA USD 111213.460000 0.0020515 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 14473.880000 PA USD 14380.190000 0.0002653 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.78716 Y N N N N N BANK OF AMERICA MTGE SECS-2006-B N/A 05950TAC9 759999.460000 PA USD 732071.680000 0.0135044 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.10901 Y N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 325000.000000 NS USD 336781.250000 0.0062125 Long EP CORP US N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 4822000.000000 PA USD 5261029.500000 0.0970492 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 2400000.000000 PA USD 2731500.000000 0.0503875 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 06738EBN4 2800000.000000 PA USD 3106236.000000 0.0573001 Long DBT CORP GB N 2 2025-12-15 Floating 6.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 1600000.000000 PA 2377764.280000 0.0438622 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 ACI0PG9W3 1300000.000000 PA USD 1357525.000000 0.0250420 Long DBT CORP GB N 2 2022-03-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 4000000.000000 PA 5983021.380000 0.1103676 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 ACI1FNQ32 600000.000000 PA 930580.200000 0.0171662 Long DBT CORP GB N 2 2025-12-15 Floating 6.375 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 3700000.000000 PA 5860350.330000 0.1081047 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 336089.890000 0.0061998 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 335654.620000 0.0061918 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 1232644.220000 0.0227383 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 216919.700000 0.0040015 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 213283.980000 0.0039344 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 451922.450000 0.0083365 Long DBT CORP GB N 2 2027-02-12 Fixed 3.25 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 228414.000000 NS USD 603012.960000 0.0111237 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0Y1MR2 100000.000000 PA 141388.000000 0.0026082 Long DBT CORP GB N 2 2023-10-06 Floating 2.375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 230000.000000 PA USD 231500.020000 0.0042704 Long DBT CORP US N 2 2022-08-15 Floating 1.03588 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 1924000.000000 PA USD 2044633.260000 0.0377170 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 1150727.660000 0.0212273 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 831488.490000 0.0153383 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 816094.950000 0.0150543 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 475080.000000 0.0087637 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 206592.000000 0.0038110 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 931250.000000 0.0171786 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 071734AK3 500000.000000 PA USD 495150.000000 0.0091339 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAP7 400000.000000 PA USD 429420.000000 0.0079214 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 91911KAN2 500000.000000 PA USD 513625.000000 0.0094747 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 294135.300000 0.0054259 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 22500.000000 PA USD 22359.380000 0.0004125 Long LON CORP CA N 2 2025-11-27 Floating 2.8542 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL) KOO0397YRO83WY5MGD97 C9413PAZ6 1716645.540000 PA USD 1711818.330000 0.0315776 Long LON CORP CA N 2 2025-06-02 Floating 3.1043 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 900000.000000 PA USD 1003758.890000 0.0185161 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 917425.230000 0.0169236 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BBCMS MORTGAGE TRUST 2018-C2 N/A 05491UBD9 600000.000000 PA USD 698546.280000 0.0128859 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.314 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AF6 1000000.000000 PA USD 1050910.000000 0.0193859 Long DBT CORP US N 2 2026-11-15 Fixed 4.5 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 1361.840000 PA USD 1386.200000 0.0000256 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.30238 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZV7 5273.270000 PA USD 5459.970000 0.0001007 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.74174 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 8312.270000 PA USD 8512.570000 0.0001570 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.75623 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4F6 252630.400000 PA USD 256795.160000 0.0047371 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.61468 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 266017.630000 PA USD 264419.160000 0.0048777 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.12916 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 449983.180000 PA USD 448390.150000 0.0082714 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.17097 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 39508.480000 PA USD 40495.350000 0.0007470 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62374 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 50796.620000 PA USD 52120.050000 0.0009614 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62374 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 417424.880000 PA USD 326975.380000 0.0060317 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.00754 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HF71 209129.470000 PA USD 181573.440000 0.0033495 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.32592 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A 073871AC9 648189.020000 PA USD 613784.250000 0.0113224 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.4315 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AM3 131165.440000 PA USD 91692.130000 0.0016914 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.34394 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AV3 131470.410000 PA USD 100762.760000 0.0018588 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.11477 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 2544346.280000 PA USD 1710773.910000 0.0315583 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.08915 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-R1 N/A 073866BN4 350892.470000 PA USD 301578.430000 0.0055632 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.08776 Y N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 1608.660000 PA USD 1666.020000 0.0000307 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.50941 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 1665.010000 PA USD 1553.110000 0.0000286 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.82911 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAA1 554568.300000 PA USD 557580.220000 0.0102856 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.3415 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 299336.760000 PA USD 284824.140000 0.0052541 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.1415 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 101299.960000 PA USD 101357.710000 0.0018697 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.0915 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2 N/A 07386UAM4 2098828.050000 PA USD 2062815.100000 0.0380524 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.8915 N N N N N N BEAR STEARNS ASSETBACKED SEC 2001-3 N/A 07384YBM7 21748.960000 PA USD 21523.900000 0.0003970 Long ABS-MBS CORP US N 2 2032-10-27 Floating 0.8915 N N N N N N BEAR STEARNS ASSETBK SEC 2005-AQ2 N/A 0738792V9 762415.890000 PA USD 761689.690000 0.0140507 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8265 Y N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CJ6 270000.000000 PA USD 283035.100000 0.0052211 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 300000.000000 PA USD 336928.500000 0.0062153 Long DBT CORP US N 2 2050-05-20 Fixed 3.794 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 100000.000000 PA USD 105941.000000 0.0019543 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 460000.000000 PA USD 498230.400000 0.0091908 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAP6 2540000.000000 PA USD 2752574.530000 0.0507762 Long DBT CORP US N 2 2025-12-15 Fixed 4.375 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A 09076AAA5 1166008.440000 PA USD 864898.420000 0.0159546 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BITE LIETUVA (PLT VII FINANCE SARL) 894500SKZV4JDP64R249 ACI1NVWL8 1000000.000000 PA 1227933.190000 0.0226514 Long DBT CORP LU N 2 2026-01-05 Fixed 4.625 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 1210000.000000 PA USD 1205438.300000 0.0222365 Long DBT CORP US N 2 2028-09-01 Fixed 3.625 N N N N N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AJ8 1490000.000000 PA USD 1525350.250000 0.0281378 Long DBT CORP US N 2 2028-03-01 Fixed 4.875 N N N N N N BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC N/A 094234AA9 300000.000000 PA USD 308625.000000 0.0056931 Long DBT CORP US N 2 2029-04-15 Fixed 5.125 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP N/A 095796AH1 325000.000000 PA USD 352625.000000 0.0065048 Long DBT CORP US N 2 2025-12-15 Fixed 7.625 N N N N N N BLUE YONDER (BY CROWN PARENT LLC/BY BOND FINANCE INC) N/A 05608QAA5 1700000.000000 PA USD 1784150.000000 0.0329119 Long DBT CORP US N 2 2026-01-31 Fixed 4.25 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AGF4 1700000.000000 PA USD 2042762.500000 0.0376824 Long DBT CORP FR N 2 2028-08-16 Floating 7 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 500000.000000 PA USD 545891.380000 0.0100700 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 4600000.000000 PA USD 4855956.880000 0.0895769 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 1600000.000000 PA USD 1650101.950000 0.0304391 Long DBT CORP FR N 2 2026-06-09 Floating 2.219 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 1200000.000000 PA USD 1384669.480000 0.0255427 Long DBT CORP FR N 2 2028-08-14 Fixed 4.4 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 650000.000000 PA USD 646281.860000 0.0119218 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659X2M3 100000.000000 PA USD 99427.980000 0.0018341 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 1230000.000000 PA USD 1306710.620000 0.0241046 Long DBT CORP US N 2 2031-02-15 Fixed 3.4 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI10BM53 200000.000000 PA USD 206798.720000 0.0038148 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 212945.240000 0.0039282 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 1629509.200000 0.0300592 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DA0 2000000.000000 PA USD 2090539.900000 0.0385638 Long DBT CORP US N 2 2026-02-01 Fixed 2.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DB8 2000000.000000 PA USD 2122521.980000 0.0391538 Long DBT CORP US N 2 2028-02-01 Fixed 3.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 1775000.000000 PA USD 1910960.510000 0.0352511 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CU7 1000000.000000 PA USD 1154396.280000 0.0212949 Long DBT CORP US N 2 2027-05-01 Fixed 5.04 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 1000000.000000 PA USD 1185104.560000 0.0218614 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 180000.000000 PA USD 232158.560000 0.0042826 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 2000000.000000 PA USD 2697682.480000 0.0497636 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 1850000.000000 PA USD 2559421.410000 0.0472132 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOELS TOPHOLDING BV 724500V913SEHSEW2O75 938UKAII9 3000000.000000 PA 3547361.230000 0.0654375 Long LON CORP NL N 2 2027-02-06 Floating 4 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 500000.000000 PA USD 527620.000000 0.0097329 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 2000000.000000 PA USD 2061250.000000 0.0380235 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 000000000 2350000.000000 PA USD 2463387.500000 0.0454416 Long DBT CORP CA N 2 2026-06-15 Fixed 7.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BJ9 400000.000000 PA USD 401318.000000 0.0074030 Long DBT CORP CA N 2 2022-10-15 Fixed 6 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 4330000.000000 PA USD 4530284.150000 0.0835693 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 1370000.000000 PA USD 1400872.950000 0.0258416 Long DBT CORP US N 2 2028-09-01 Fixed 3.875 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137BA4 720000.000000 PA USD 745402.490000 0.0137503 Long DBT CORP US N 2 2030-06-01 Fixed 2.65 N N N N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304BV2 925000.000000 PA USD 960843.750000 0.0177245 Long DBT CORP US N 2 2031-06-15 Fixed 4.75 N N N N N N BOYNE USA INC N/A 103557AC8 700000.000000 PA USD 724230.500000 0.0133597 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 100000.000000 PA USD 108755.010000 0.0020062 Long DBT CORP US N 2 2027-11-15 Fixed 3.95 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 1800000.000000 PA USD 1826595.000000 0.0336948 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 6909699.060000 0.1274619 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CD0 1000000.000000 PA USD 1028920.000000 0.0189803 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.875 N N N N N N BRF SA (AKA: BRF-BRASIL FOODS SA) 254900MTXR9LUVQFU480 10552TAH0 3700000.000000 PA USD 3807688.500000 0.0702397 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AB0 2070000.000000 PA USD 2205005.400000 0.0406753 Long DBT CORP US N 2 2025-07-15 Fixed 5.5 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CQ9 240000.000000 PA USD 290254.030000 0.0053543 Long DBT CORP US N 2 2039-06-15 Fixed 4.125 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST N/A 11044MAA4 563047.930000 PA USD 608112.370000 0.0112177 Long DBT CORP US N 2 2034-05-15 Fixed 4.25 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 925000.000000 PA USD 928661.730000 0.0171308 Long DBT CORP US N 2 2022-02-01 Floating 1.22563 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 190000.000000 PA USD 213093.600000 0.0039309 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 11134LAH2 345000.000000 PA USD 381417.440000 0.0070359 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 2910000.000000 PA USD 3388165.380000 0.0625008 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 1900000.000000 PA USD 2243866.620000 0.0413922 Long DBT CORP US N 2 2030-04-15 Fixed 5 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 000000000 30504.000000 NS USD 186837.000000 0.0034465 Long EC CORP US N 3 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 776000.000000 PA USD 873735.900000 0.0161176 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 187000.000000 PA USD 200546.790000 0.0036994 Long DBT CORP US N 2 2025-11-15 Fixed 3.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 800000.000000 PA USD 898017.790000 0.0165656 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 1490000.000000 PA USD 1698547.480000 0.0313328 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 1000000.000000 PA USD 979011.860000 0.0180596 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 1275000.000000 PA USD 1305980.360000 0.0240912 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBG5 1100000.000000 PA USD 1150110.690000 0.0212159 Long DBT CORP US N 2 2051-02-15 Fixed 3.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 713000.000000 PA USD 749586.160000 0.0138275 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 2184000.000000 PA USD 2312375.520000 0.0426559 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAC6 432000.000000 PA USD 482697.350000 0.0089042 Long DBT CORP CA N 2 2028-01-25 Fixed 3.9 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAE2 3400000.000000 PA USD 3929048.090000 0.0724784 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAB8 626000.000000 PA USD 766651.390000 0.0141423 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 1678873.080000 0.0309698 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 1060305.300000 0.0195592 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 1366322.300000 0.0252043 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAM9 161000.000000 PA USD 172918.830000 0.0031898 Long DBT CORP US N 2 2027-06-01 Fixed 6.75 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAA7 1900000.000000 PA USD 1998154.000000 0.0368596 Long DBT CORP US N 2 2028-04-15 Fixed 6.25 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AQ1 2390000.000000 NS USD 2691020.500000 0.0496407 Long EP CORP US N 2 N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 1770000.000000 PA USD 1807993.050000 0.0333517 Long DBT CORP US N 2 2028-06-30 Fixed 4.125 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 1550000.000000 PA USD 1557750.000000 0.0287355 Long DBT CORP US N 2 2030-11-15 Fixed 4 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAA7 1000000.000000 PA USD 991670.000000 0.0182931 Long DBT CORP US N 2 2027-09-15 Fixed 3.875 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAB5 600000.000000 PA USD 612300.000000 0.0112950 Long DBT CORP US N 2 2028-09-15 Fixed 5.625 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 28470RAH5 1675000.000000 PA USD 1777593.750000 0.0327909 Long DBT CORP US N 2 2025-07-01 Fixed 6.25 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAD1 3056900.000000 PA USD 3070793.610000 0.0566463 Long LON CORP US N 2 2025-07-21 Floating 4.6043 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 4145817.220000 PA USD 4114939.170000 0.0759075 Long LON CORP US N 2 2024-12-23 Floating 2.8542 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12770RAA1 2230000.000000 PA USD 2352650.000000 0.0433989 Long DBT CORP US N 2 2025-07-01 Fixed 5.75 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685Q78 55931.500000 PA USD 57168.510000 0.0010546 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 322486.390000 0.0059488 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 424027.110000 0.0078219 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 335060.840000 0.0061808 Long DBT CORP US N 2 2039-01-15 Fixed 3.701 N N N N N N CANPACK SA / EASTERN PA LAND INVESTMENT HOLDING LLC N/A 13805AAA5 900000.000000 PA USD 916920.000000 0.0169142 Long DBT CORP PL N 2 2025-11-01 Fixed 3.125 N N N N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 1835000.000000 PA USD 1877278.400000 0.0346298 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BC5 6600000.000000 PA USD 7436055.000000 0.1371715 Long DBT CORP PA N 2 2023-04-01 Fixed 11.5 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAN8 992500.000000 PA USD 1017312.500000 0.0187662 Long LON CORP PA N 2 2025-06-30 Floating 8.5 N N N N N N CARRINGTON MORTGAGE LN TR 2005-NC1 N/A 144531BD1 4082552.450000 PA USD 4072277.890000 0.0751205 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.9165 N N N N N N CARRINGTON MORTGAGE LN TR 2005-NC4 N/A 78514RAF2 1500000.000000 PA USD 1487145.300000 0.0274331 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8865 Y N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14879EAE8 140000.000000 PA USD 146506.500000 0.0027026 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 81360.000000 0.0015008 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 476962.500000 0.0087984 Long DBT CORP US N 2 2027-08-15 Fixed 5 N N N N N N CBS OUTDOOR AMERICAS CAPITAL LLC/CBS OUTDOOR AMERICAS CAPITAL CORP N/A 69007TAE4 950000.000000 PA USD 957837.500000 0.0176690 Long DBT CORP US N 2 2029-01-15 Fixed 4.25 N N N N N N CC MORTGAGE FUNDING CORP 2005-AA N/A 16678RDC8 98690.600000 PA USD 95833.520000 0.0017678 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.3415 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 1940000.000000 PA USD 1968033.000000 0.0363039 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAS8 550000.000000 PA USD 629594.130000 0.0116140 Long DBT CORP CA N 2 2025-07-15 Fixed 5.375 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 2200000.000000 PA USD 2321000.000000 0.0428150 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAM3 3735000.000000 PA USD 3908285.330000 0.0720954 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAA8 600000.000000 PA USD 619236.000000 0.0114229 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 1760010.000000 0.0324666 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527AN6 950000.000000 PA USD 973607.500000 0.0179599 Long DBT CORP US N 2 2030-10-15 Fixed 4.125 N N N N N N CH ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541WAA8 200000.000000 PA USD 228646.440000 0.0042178 Long DBT CORP US N 2 2028-04-15 Fixed 4.2 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 1300000.000000 PA USD 1319721.000000 0.0243446 Long DBT CORP US N 2 2029-03-15 Fixed 3.75 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 175000.000000 PA USD 182294.000000 0.0033627 Long DBT CORP US N 2 2031-03-15 Fixed 4 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 220000.000000 PA USD 227770.400000 0.0042016 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 1248EPCN1 525000.000000 PA USD 545850.380000 0.0100692 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPBT9 6000000.000000 PA USD 6300900.000000 0.1162315 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 109435.000000 0.0020187 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCL5 5250000.000000 PA USD 5378677.500000 0.0992194 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 16117LBX6 12220560.770000 PA USD 12139599.550000 0.2239368 Long LON CORP US N 2 2027-02-01 Floating 1.86 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 3604000.000000 PA USD 3706257.660000 0.0683686 Long DBT CORP US N 2 2024-02-01 Floating 1.82563 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 3880000.000000 PA USD 4464678.400000 0.0823591 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 615296.920000 0.0113503 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 161175BV5 1000000.000000 PA USD 991430.720000 0.0182887 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 2350000.000000 PA USD 2312227.040000 0.0426532 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 100000.000000 PA USD 122746.290000 0.0022643 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 161175BZ6 1800000.000000 PA USD 1815150.190000 0.0334837 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 1825000.000000 PA USD 1863576.430000 0.0343770 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 4500000.000000 PA USD 5101004.610000 0.0940972 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 5356945.090000 0.0988185 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 2200000.000000 PA USD 3034942.770000 0.0559850 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 1850000.000000 PA USD 1991668.540000 0.0367399 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHASE MORTGAGE FINANCE CORP 2005-S3 N/A 16162WNQ8 332721.140000 PA USD 313573.770000 0.0057844 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 1084225.940000 PA USD 327676.930000 0.0060446 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 4472429.720000 0.0825020 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 229193.590000 0.0042279 Long DBT CORP US N 2 2024-06-30 Fixed 7 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 1410000.000000 PA USD 1541521.300000 0.0284361 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 3125000.000000 PA USD 3300781.250000 0.0608889 Long DBT CORP US N 2 2028-10-15 Fixed 4.625 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAH4 2925000.000000 PA USD 3060281.250000 0.0564524 Long DBT CORP US N 2 2031-03-01 Fixed 4 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 16412EAA5 300000.000000 PA USD 307875.000000 0.0056793 Long DBT CORP DE N 2 2028-01-15 Fixed 5.5 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 ACI1S21J6 2000000.000000 PA 2469324.640000 0.0455512 Long DBT CORP DE N 2 2028-01-15 Fixed 4.375 N N N N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DF1 600000.000000 PA USD 634680.000000 0.0117078 Long DBT CORP US N 2 2026-02-01 Fixed 5.5 N N N N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DG9 125000.000000 PA USD 135468.750000 0.0024990 Long DBT CORP US N 2 2029-02-01 Fixed 5.875 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP 2005-CA N/A 16678REK9 2270641.000000 PA USD 2338154.200000 0.0431315 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.3015 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AB6 15000.000000 PA USD 15355.940000 0.0002833 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AE0 20000.000000 PA USD 20469.490000 0.0003776 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AF7 720000.000000 PA USD 1024165.730000 0.0188926 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DP0 600000.000000 PA USD 612090.000000 0.0112911 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI1J8HN7 4530000.000000 PA 5280389.090000 0.0974063 Long DBT NUSS CL N 2 2040-01-29 Fixed 1.25 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 496250.000000 PA USD 498421.090000 0.0091943 Long LON CORP US N 2 2027-10-20 Floating 4.5 N N N N N N CHOBANI LLC / CHOBANI FINANCE CORP INC N/A 17027NAB8 1275000.000000 PA USD 1323768.750000 0.0244193 Long DBT CORP US N 2 2028-11-15 Fixed 4.625 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AF3 1250000.000000 PA USD 1358025.000000 0.0250512 Long DBT CORP US N 2 2029-12-01 Fixed 3.7 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 2875000.000000 PA USD 3016981.880000 0.0556537 Long DBT CORP US N 2 2029-04-15 Fixed 6.875 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 1000000.000000 PA USD 1071325.000000 0.0197625 Long DBT CORP US N 2 2029-01-15 Fixed 6 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 270000.000000 PA USD 285859.800000 0.0052732 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 400000.000000 PA USD 402000.000000 0.0074156 Long DBT CORP US N 2 2031-02-15 Fixed 4.75 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 2640000.000000 PA USD 2847939.600000 0.0525354 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 2225000.000000 PA USD 2378113.380000 0.0438686 Long DBT CORP US N 2 2027-03-15 Fixed 5.625 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BD8 200000.000000 PA USD 209925.000000 0.0038724 Long DBT CORP US N 2 2026-03-15 Fixed 5.875 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GY8 1000000.000000 PA USD 1086635.000000 0.0200449 Long DBT CORP US N 2 2024-02-16 Fixed 4.75 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GQ5 9612000.000000 PA USD 10056939.480000 0.1855184 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 10473187.500000 0.1931969 Long DBT CORP US N 2 2023-08-01 Fixed 5 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 948764.990000 PA USD 958983.760000 0.0176902 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.4415 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 N/A 17290YAR9 1100000.000000 PA USD 1189554.520000 0.0219435 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.209 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-WSS N/A 17328TAA3 4004213.000000 PA USD 4149601.570000 0.0765469 Long ABS-MBS CORP US N 2 2039-02-15 Floating 2.02288 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 2100000.000000 PA USD 2248557.020000 0.0414787 Long DBT CORP US N 2 2026-04-08 Floating 3.106 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 4400000.000000 PA USD 4527743.840000 0.0835224 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 12263.490000 PA USD 12721.420000 0.0002347 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.37609 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAL1 177491.080000 PA USD 125843.540000 0.0023214 Long ABS-MBS CORP US N 2 2036-05-25 Variable 7.25 Y N N N N N FARM CREDIT BANK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767EAD1 3600000.000000 NS USD 3910500.000000 0.0721362 Long EP USGSE US N 2 N N N CITIGROUP MTGE LOAN TR INC 2006-AR1 N/A 17307G2Z0 172528.250000 PA USD 180179.120000 0.0033237 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.48 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-NC1 N/A 172983AE8 2050700.090000 PA USD 2019667.260000 0.0372564 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.5915 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 295029.230000 PA USD 292051.120000 0.0053874 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.23376 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAR9 149309.050000 PA USD 155523.220000 0.0028689 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.21173 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR5 N/A 17311LAJ0 241658.890000 PA USD 216757.490000 0.0039985 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.52854 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 11820.390000 PA USD 11988.990000 0.0002212 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.47 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 108618.010000 PA USD 109959.260000 0.0020284 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.53 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-2 N/A 17307GRE0 178853.950000 PA USD 184995.900000 0.0034126 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.57876 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTK4 20940.720000 PA USD 17918.690000 0.0003305 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.99583 Y N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAC0 568245.320000 PA USD 570747.650000 0.0105285 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 70682.320000 PA USD 70999.490000 0.0013097 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 958464.130000 0.0176806 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 1674856E6 65000.000000 PA USD 66222.340000 0.0012216 Long DBT MUN US N 2 2022-01-01 Fixed 5.63 N N N N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 17875LAL3 384000.000000 PA USD 381497.090000 0.0070374 Long LON CORP US N 2 2024-04-18 Floating 3 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A 13323AAB6 200000.000000 PA USD 209916.000000 0.0038723 Long DBT CORP LU N 2 2026-11-01 Fixed 4.5 N N N N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAA7 1050000.000000 PA USD 1060878.000000 0.0195698 Long DBT CORP US N 2 2028-06-30 Fixed 3.875 N N N N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAB5 1200000.000000 PA USD 1233000.000000 0.0227449 Long DBT CORP US N 2 2029-06-30 Fixed 4.875 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18452RAD7 984962.380000 PA USD 962954.380000 0.0177634 Long LON CORP US N 2 2026-08-21 Floating 3.6855 N N N N N N CLEARWATER PAPER CORPORATION 549300HCVV19GXN4P292 18538RAJ2 870000.000000 PA USD 867825.000000 0.0160086 Long DBT CORP US N 2 2028-08-15 Fixed 4.75 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 62943WAE9 100000.000000 PA USD 103073.000000 0.0019014 Long DBT CORP US N 2 2026-09-15 Fixed 5 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 1815000.000000 PA USD 1808366.180000 0.0333586 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 420000.000000 PA USD 441088.200000 0.0081367 Long DBT CORP US N 2 2028-03-15 Fixed 4.75 N N N N N N CLEVELAND ELECTRIC ILLUMINATING COMPANY N/A 186108CL8 475000.000000 PA USD 549497.100000 0.0101365 Long DBT CORP US N 2 2030-11-15 Fixed 4.55 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 819000.000000 PA USD 929505.450000 0.0171464 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325CX1 10000000.000000 PA USD 10938050.000000 0.2017721 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.5 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A 12595VAD9 1000000.000000 PA USD 1149987.200000 0.0212136 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.228 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR9 N/A 12625UBF9 700000.000000 PA USD 744399.740000 0.0137318 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.38876 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 955000.000000 PA USD 1021897.750000 0.0188507 Long DBT CORP US N 2 2027-03-01 Fixed 8.25 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 3070000.000000 PA USD 3331287.700000 0.0614516 Long DBT CORP US N 2 2028-07-01 Fixed 7.125 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAB9 682000.000000 PA USD 703653.500000 0.0129802 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 616201.850000 0.0113670 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 471600.000000 PA USD 470126.250000 0.0086723 Long LON CORP US N 2 2026-04-06 Floating 3.3461 N N N N N N COMMSCOPE TECHNOLOGIES LLC (AKA: ANDREW CORP) M4TWC4QDOKW45N7T6Y12 20338HAB9 1000000.000000 PA USD 1025000.000000 0.0189080 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N CONSOLIDATED COMMUNICATIONS INC 549300WW675Y48HDVX34 20903XAH6 550000.000000 PA USD 558662.500000 0.0103055 Long DBT CORP US N 2 2028-10-01 Fixed 5 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAZ1 1000000.000000 PA USD 1157811.350000 0.0213579 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 193833.000000 PA USD 9691.650000 0.0001788 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAA1 1327114.000000 PA USD 378227.490000 0.0069771 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 750000.000000 PA USD 807191.250000 0.0148901 Long DBT CORP FR N 2 2028-06-15 Fixed 5.625 N N N N N N CONTINENTAL WIND LLC N/A 212168AA6 193485.150000 PA USD 222339.740000 0.0041015 Long DBT CORP US N 2 2033-02-28 Fixed 6 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 14987KAA1 1380000.000000 PA USD 1412471.400000 0.0260556 Long DBT CORP US N 2 2025-08-15 Fixed 6.125 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAB1 189140.000000 PA USD 189297.550000 0.0034919 Long LON CORP US N 2 2024-08-01 Floating 3.75 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 1488000.000000 NS USD 1460100.000000 0.0269342 Long EP CORP US N 2 N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 21925DAA7 3660000.000000 PA USD 3932816.400000 0.0725479 Long DBT CORP US N 2 2029-01-15 Fixed 6.125 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAD2 681504.000000 PA USD 682355.880000 0.0125873 Long LON CORP US N 2 2028-04-12 Floating 3.75 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAQ7 2600000.000000 PA USD 2948372.000000 0.0543880 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAY0 4000000.000000 PA USD 4371411.880000 0.0806386 Long DBT CORP CL N 2 2027-08-01 Fixed 3.625 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 CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAL0 580000.000000 PA USD 596663.570000 0.0110065 Long DBT CORP US N 2 2026-03-15 Fixed 2.25 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 221597CP0 1000000.000000 PA USD 1063260.000000 0.0196138 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N COSTAR GROUP INC N/A 22160NAA7 850000.000000 PA USD 864876.050000 0.0159542 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COTY INC 549300BO9IWPF3S48F93 ACI1YJLH4 575000.000000 PA 685893.760000 0.0126525 Long DBT CORP US N 2 2026-04-15 Fixed 3.875 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 3625000.000000 PA USD 3685791.250000 0.0679911 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 539112.690000 PA USD 370347.340000 0.0068317 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 1029425.940000 PA USD 901098.730000 0.0166224 Long ABS-MBS CORP US N 2 2046-12-20 Floating 0.28838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB N/A 12667FJ55 377049.910000 PA USD 353841.960000 0.0065273 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 15914.030000 PA USD 14079.050000 0.0002597 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.678 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFM2 611339.390000 PA USD 478136.730000 0.0088201 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 91762.310000 PA USD 84392.660000 0.0015568 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.1163 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB N/A 12668BAC7 144038.430000 PA USD 118392.950000 0.0021840 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 896586.330000 PA USD 806840.370000 0.0148836 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 840756.730000 PA USD 483286.470000 0.0089151 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 1559715.890000 PA USD 896560.880000 0.0165387 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 405633.900000 PA USD 274813.560000 0.0050694 Long ABS-MBS CORP US N 2 2046-09-20 Floating 0.37338 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB N/A 02152AAY5 3473589.220000 PA USD 2658989.130000 0.0490499 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 104037.160000 PA USD 81806.600000 0.0015091 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 2394417.030000 PA USD 2324152.380000 0.0428732 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.3315 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 646259.540000 PA USD 646242.350000 0.0119211 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.05081 Y N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAB7 670000.000000 NS USD 717811.200000 0.0132413 Long EP CORP US N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 1000000.000000 NS USD 1020300.000000 0.0188213 Long EP CORP US N 2 N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 N/A 02146YAC0 414110.290000 PA USD 329327.460000 0.0060750 Long ABS-MBS CORP US N 2 2046-07-20 Floating 0.5134 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59 N/A 12668AEV3 2952523.330000 PA USD 2835167.910000 0.0522998 Long ABS-MBS CORP US N 2 2035-11-20 Floating 0.751 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14 N/A 12668AQ24 463553.540000 PA USD 391660.370000 0.0072249 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 357608.630000 PA USD 233116.340000 0.0043003 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 7701968.550000 PA USD 7584191.590000 0.1399041 Long ABS-MBS CORP US N 2 2046-04-25 Floating 0.4515 N N N N N N COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2 N/A 12668BRC9 5468916.400000 PA USD 5228468.380000 0.0964485 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.4915 N N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-BC2 N/A 12669QAE9 4891603.760000 PA USD 4808437.690000 0.0887003 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.3815 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673D25 285137.800000 PA USD 293119.090000 0.0054071 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 34416.950000 PA USD 33971.030000 0.0006267 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.2515 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-15 N/A 12666UAG8 211314.220000 PA USD 212390.250000 0.0039179 Long ABS-MBS CORP US N 2 2046-10-25 Variable 5.826 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 118122.270000 PA USD 118666.410000 0.0021890 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.3115 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A 12670FAD2 119793.110000 PA USD 119651.010000 0.0022072 Long ABS-MBS CORP US N 2 2047-06-25 Floating 0.2715 N N N N N N COUNTRYWIDE ASSET-BACKED CERTI 2006-19 N/A 12667CAC6 2357196.560000 PA USD 2342733.980000 0.0432160 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.2515 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH2 N/A 23244LAB7 926112.730000 PA USD 806454.890000 0.0148765 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.7915 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 N/A 12669WAB2 8596980.190000 PA USD 8222216.330000 0.1516736 Long ABS-MBS CORP US N 2 2037-11-25 Floating 0.3815 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 N/A 12669WAF3 4227000.000000 PA USD 3959739.470000 0.0730445 Long ABS-MBS CORP US N 2 2037-11-25 Floating 0.3515 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1 N/A 12668TAE4 2400000.000000 PA USD 2297847.840000 0.0423880 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.3215 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670GQ5 8491.160000 PA USD 8118.510000 0.0001498 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 369236.940000 PA USD 372449.260000 0.0068705 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 271671.140000 PA USD 275810.380000 0.0050878 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 3314431.480000 PA USD 2465893.930000 0.0454879 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 100959.850000 PA USD 102427.230000 0.0018895 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.241 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB2 N/A 12669FTM5 86878.240000 PA USD 87427.220000 0.0016128 Long ABS-MBS CORP US N 2 2034-07-20 Floating 2.241 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3A9 14799.410000 PA USD 14922.020000 0.0002753 Long ABS-MBS CORP US N 2 2035-04-20 Floating 2.91549 N N N N N N COUNTRYWIDE HOME LOANS 2005-17 N/A 12669G5S6 120817.600000 PA USD 121483.470000 0.0022410 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 269452.210000 PA USD 220257.350000 0.0040630 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 82887.400000 PA USD 73424.920000 0.0013545 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.5515 N N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GN64 74325.000000 PA USD 71511.040000 0.0013192 Long ABS-MBS CORP US N 2 2035-06-25 Floating 0.4315 Y N N N N N COUNTRYWIDE HOME LOANS 2006-9 N/A 126694W20 154760.050000 PA USD 111510.880000 0.0020570 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CH8 1013000.000000 PA USD 1081354.350000 0.0199475 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 3000000.000000 PA USD 3117900.000000 0.0575153 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 329604.140000 0.0060801 Long DBT CORP FR N 2 2049-04-29 Floating 7.5 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAG2 3550000.000000 PA USD 3621263.730000 0.0668008 Long DBT CORP FR N 2 2026-06-16 Floating 1.907 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 12000000.000000 PA USD 13284600.000000 0.2450584 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 221410.000000 0.0040843 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N HIPOTECARIA SU CASITA SA N/A ACI012L97 157773.000000 NS 79.150000 0.0000015 Long EC CORP MX N 3 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 1900000.000000 PA USD 2085039.100000 0.0384623 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 2900000.000000 PA USD 3223480.500000 0.0594629 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 3600000.000000 PA USD 3924000.000000 0.0723853 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 565597.500000 0.0104335 Long DBT CORP CH N 2 2025-09-12 Floating 7.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 650000.000000 PA USD 725052.250000 0.0133749 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 219477.800000 0.0040487 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H9200RAA9 500000.000000 PA USD 555772.500000 0.0102522 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 ACI0S3RH2 1500000.000000 PA USD 1566360.000000 0.0288943 Long DBT CORP CH N 2 2022-07-29 Floating 7.125 N N N N Y CREDIT SUISSE GROUP AG CHF XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H3698DBW3 600000.000000 PA USD 654000.000000 0.0120642 Long DBT CORP CH N 2 2023-07-17 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 4250000.000000 PA USD 4684189.610000 0.0864083 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 3100000.000000 PA USD 3486967.140000 0.0643234 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 925000.000000 PA USD 955007.230000 0.0176168 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 1000000.000000 PA USD 1065475.600000 0.0196546 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 914189.090000 0.0168639 Long DBT CORP CH N 2 2024-06-12 Floating 1.359 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 2750000.000000 PA USD 2862623.560000 0.0528063 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 516486.670000 0.0095275 Long DBT CORP CH N 2 2023-12-14 Floating 2.997 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9 N/A 12654WAC7 1179615.020000 PA USD 1190146.620000 0.0219544 Long ABS-MBS CORP US N 2 2059-10-27 Fixed 2.9799 N N N N N N CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP N/A 226373AR9 1925000.000000 PA USD 2018843.750000 0.0372412 Long DBT CORP US N 2 2029-02-01 Fixed 6 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 575000.000000 PA USD 588020.880000 0.0108471 Long DBT CORP US N 2 2029-03-15 Fixed 4.25 N N N N N N CROMWELL EREIT LUX FINCO SARL 213800VKBKU9G6DF2O19 937JHBII7 2700000.000000 PA 3140036.850000 0.0579237 Long LON CORP LU N 3 2024-11-21 Floating 1.5 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAT8 3300000.000000 PA USD 3260764.190000 0.0601507 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 1930000.000000 PA USD 1925102.320000 0.0355120 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAE1 199000.000000 PA USD 223000.380000 0.0041136 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 356916.940000 0.0065840 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 1615965.380000 0.0298094 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 1084722.440000 0.0200097 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 558242.430000 0.0102978 Long DBT CORP US N 2 2049-11-15 Fixed 4 N N N N N N CROWNROCK LP / CROWNROCK FINANCE INC N/A 228701AG3 625000.000000 PA USD 657253.130000 0.0121242 Long DBT CORP US N 2 2029-05-01 Fixed 5 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR15 N/A 22541QCT7 83381.800000 PA USD 84056.980000 0.0015506 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.73576 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470SB0 514953.660000 PA USD 401995.900000 0.0074155 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 276652.730000 PA USD 106451.710000 0.0019637 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 832560.000000 0.0153581 Long DBT CORP LU N 2 2023-02-13 Fixed 7.625 N N N N N N CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP N/A 126458AE8 1000000.000000 PA USD 1022540.000000 0.0188626 Long DBT CORP US N 2 2028-06-30 Fixed 3.875 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAG1 1525000.000000 PA USD 1484095.060000 0.0273768 Long DBT CORP US N 2 2031-02-15 Fixed 2 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 1354000.000000 PA USD 1556734.880000 0.0287168 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 696125.720000 0.0128413 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 108645.780000 0.0020042 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 6901691.760000 PA USD 8398552.000000 0.1549265 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 4889813.160000 PA USD 6197435.020000 0.1143229 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 270657.060000 PA USD 320970.270000 0.0059209 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 28836.180000 PA USD 34895.560000 0.0006437 Long DBT CORP US N 2 2034-01-10 Fixed 5.926 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 73515.730000 PA USD 86128.630000 0.0015888 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 1068432.400000 PA USD 1401098.020000 0.0258458 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 500000.000000 PA 605034.930000 0.0111610 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 638760.000000 0.0117831 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAT1 1000000.000000 PA USD 951840.200000 0.0175584 Long DBT CORP US N 2 2030-11-01 Fixed 2.15 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 5700000.000000 PA USD 5792625.000000 0.1068554 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAF1 4000000.000000 PA USD 4080260.000000 0.0752678 Long DBT CORP US N 2 2025-03-20 Fixed 2.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 1300000.000000 PA USD 1299831.000000 0.0239777 Long DBT CORP US N 2 2024-08-01 Fixed 1.55 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAD6 5359000.000000 PA USD 5405676.890000 0.0997175 Long DBT CORP US N 2 2021-11-15 Fixed 5.25 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 5625000.000000 PA USD 5968586.250000 0.1101014 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75 N N N N N N IHEARTMEDIA INC N/A 45174J509 52704.000000 NS USD 1419318.720000 0.0261819 Long EC CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 3140000.000000 PA USD 3018325.000000 0.0556785 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 5000000.000000 PA USD 5147350.000000 0.0949522 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAJ6 1070000.000000 PA USD 1220131.700000 0.0225075 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 ACI1PZ1M9 2000000.000000 PA USD 2097728.000000 0.0386964 Long DBT CORP IL N 2 2023-06-30 Fixed 5.75 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 ACI1PZ1S6 1470000.000000 PA USD 1639050.000000 0.0302352 Long DBT CORP IL N 2 2027-06-30 Fixed 6.5 N N N N N N DELL INC 3E70L4WYANTIWWIPHC81 24702RAF8 1100000.000000 PA USD 1408000.000000 0.0259731 Long DBT CORP US N 2 2038-04-15 Fixed 6.5 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBF6 63338.700000 PA USD 63402.040000 0.0011696 Long LON CORP US N 2 2025-09-19 Floating 2 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 3300000.000000 PA USD 3963528.820000 0.0731144 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 24703TAB2 500000.000000 PA USD 544067.100000 0.0100363 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAJ5 100000.000000 PA USD 152629.550000 0.0028155 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 24703TAK2 2900000.000000 PA USD 4750551.310000 0.0876325 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N IHEARTMEDIA INC N/A 45174J608 40902.000000 NS USD 991341.770000 0.0182871 Long EC CORP US N 3 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAE6 2640000.000000 PA USD 3049730.300000 0.0562578 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 24703TAG1 3170000.000000 PA USD 3828130.290000 0.0706168 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 140054.740000 0.0025836 Long LON CORP LU N 2 2023-10-06 Floating 1.8972 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 2000000.000000 PA USD 2335346.640000 0.0430797 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 1350000.000000 PA USD 1585069.900000 0.0292395 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AA5 3000000.000000 PA USD 3225278.790000 0.0594961 Long DBT CORP US N 2 2025-10-20 Fixed 4.5 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 2600000.000000 PA USD 2892671.550000 0.0533606 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 N/A 251510KH5 259507.290000 PA USD 256579.580000 0.0047331 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 99155.130000 PA USD 97648.150000 0.0018013 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.8 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2005-AR2 N/A 251510GZ0 26646.110000 PA USD 26318.620000 0.0004855 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.62023 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CK3 500000.000000 PA USD 509508.460000 0.0093988 Long DBT CORP DE Y 2 2032-05-28 Floating 3.035 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CC1 2000000.000000 PA USD 2054793.980000 0.0379044 Long DBT CORP DE N 2 2024-09-18 Floating 2.222 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 1800000.000000 PA USD 1918103.270000 0.0353829 Long DBT CORP DE N 2 2031-09-18 Floating 3.547 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 28800000.000000 PA USD 29113344.580000 0.5370482 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 2812594.040000 0.0518834 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CE7 150000.000000 PA USD 152311.490000 0.0028097 Long DBT CORP DE Y 2 2026-11-24 Floating 2.129 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CF4 3000000.000000 PA USD 3056396.010000 0.0563807 Long DBT CORP DE Y 2 2032-01-14 Floating 3.729 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAE7 3400000.000000 PA USD 3981041.200000 0.0734375 Long DBT CORP DE N 2 2031-07-08 Floating 5.882 N N N N Y DEUTSCHE BANK AG EUR XXXX N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBA0 345000.000000 PA USD 379603.810000 0.0070025 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAZ6 182000.000000 PA USD 202688.480000 0.0037390 Long DBT CORP US N 2 2028-06-15 Fixed 5.875 N N N N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 937ZOJII6 46752.000000 PA USD 46752.000000 0.0008624 Long DBT CORP US N 3 2026-12-21 Fixed 9 Y N Y N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 000000000 18764.000000 PA USD 18904.730000 0.0003487 Long DBT CORP KY N 2 2027-04-22 Fixed 9 N N Y N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 000000000 69849.000000 PA USD 70372.870000 0.0012982 Long DBT CORP KY N 2 2027-04-22 Fixed 9 N N Y N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAB8 3072000.000000 PA USD 3169228.800000 0.0584621 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 2281312.050000 0.0420829 Long DBT CORP US N 2 2024-09-01 Fixed 10.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 1433175.000000 PA USD 1434787.320000 0.0264672 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 825922.500000 0.0152356 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 2052154.400000 0.0378557 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 450000.000000 PA USD 507158.750000 0.0093555 Long DBT CORP US N 2 2025-05-31 Fixed 4.75 N N N N N N DILOSK RMBS NO. 2 DA N/A ACI162RJ2 240211.270000 PA 285236.280000 0.0052617 Long ABS-MBS CORP IE N 2 2057-12-20 Floating 0.207 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAQ4 1200000.000000 PA USD 1256457.000000 0.0231776 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 1292041.990000 0.0238340 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 1357785.000000 0.0250468 Long DBT CORP US N 2 2022-07-15 Fixed 5.875 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 ACI0QB7T2 200000.000000 PA USD 207562.000000 0.0038289 Long DBT CORP NO N 2 2022-03-26 Floating 6.5 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 10425000.000000 PA USD 11203783.670000 0.2066740 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEG9 2250000.000000 PA USD 2250022.500000 0.0415057 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.3 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEE4 5200000.000000 PA USD 5194800.000000 0.0958275 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDW5 1250000.000000 PA USD 1366875.000000 0.0252145 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 3986750.000000 0.0735428 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 3872600.000000 0.0714371 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEF1 3550000.000000 PA USD 3665375.000000 0.0676145 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBD8 7000000.000000 PA USD 7702800.000000 0.1420921 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBK2 4000000.000000 PA USD 4644400.000000 0.0856743 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBV8 1800000.000000 PA USD 2028600.000000 0.0374212 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBE6 7700000.000000 PA USD 8729875.000000 0.1610383 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EAY3 800000.000000 PA USD 966200.000000 0.0178233 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45 N N N N N N DORIC NIMROD AIR ALPHA 2013-1 CLASS A PASS THROUGH TRUST N/A 233283AA8 49192.700000 PA USD 49451.750000 0.0009122 Long DBT CORP GG N 2 2025-05-30 Fixed 5.25 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 258258AA0 3793150.330000 PA USD 3812876.380000 0.0703354 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 106549.170000 PA USD 107103.270000 0.0019757 Long DBT CORP GG N 2 2024-11-30 Fixed 5.125 N N N N N N DRAGON FINANCE BV 1 N/A 096268II0 2696282.820000 PA 3672208.310000 0.0677405 Long ABS-MBS CORP NL N 2 2023-07-13 Floating 1.2665 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 870000.000000 PA USD 1248450.000000 0.0230299 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 1680000.000000 PA USD 1707854.400000 0.0315045 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 2680000.000000 PA USD 2741747.200000 0.0505765 Long DBT CORP US N 2 2031-06-15 Fixed 4.375 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 1200000.000000 PA USD 1203469.200000 0.0222002 Long LON CORP US N 2 2028-05-25 Floating 2.5 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAT1 100000.000000 PA USD 112924.880000 0.0020831 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAJ0 900000.000000 PA USD 882744.330000 0.0162838 Long DBT CORP US N 2 2030-06-15 Fixed 1.75 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483EAJ9 1139000.000000 PA USD 1211320.810000 0.0223450 Long DBT CORP US N 2 2026-08-15 Fixed 6.875 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 197507.500000 PA USD 196736.040000 0.0036292 Long LON CORP US N 2 2026-02-06 Floating 3.345 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 975000.000000 PA USD 959839.230000 0.0177060 Long DBT CORP US N 2 2030-10-01 Fixed 2.532 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BQ6 2906000.000000 PA USD 3233755.680000 0.0596525 Long DBT CORP US N 2 2027-08-24 Fixed 3.8 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 1090000.000000 PA USD 1135486.560000 0.0209461 Long DBT CORP US N 2 2030-03-11 Fixed 2.7 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 3130000.000000 PA USD 3870104.150000 0.0713911 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6MV9 585090.000000 PA USD 325273.470000 0.0060003 Long DBT NUSS EC N 2 2030-07-31 None 0 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J27 2313360.000000 PA USD 1995273.000000 0.0368064 Long DBT NUSS EC N 2 2030-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JH4 6062472.000000 PA USD 4175527.590000 0.0770251 Long DBT NUSS EC N 2 2035-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6LS7 2778480.000000 PA USD 1729603.800000 0.0319057 Long DBT NUSS EC N 2 2040-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J43 8000000.000000 PA USD 6900000.000000 0.1272830 Long DBT NUSS EC N 2 2030-07-31 Variable 0.5 N N N N N N EDGEWELL PERSONAL CARE CO (AKA: ENERGIZER HOLDINGS INC) 549300CY8QZDL4Z3RU59 28035QAB8 2050000.000000 PA USD 2073400.750000 0.0382476 Long DBT CORP US N 2 2029-04-01 Fixed 4.125 N N N N N N EDGEWELL PERSONAL CARE CO (AKA: ENERGIZER HOLDINGS INC) 549300CY8QZDL4Z3RU59 28035QAA0 1200000.000000 PA USD 1274400.000000 0.0235086 Long DBT CORP US N 2 2028-06-01 Fixed 5.5 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AP2 900000.000000 PA USD 927342.680000 0.0171065 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 425636.480000 0.0078516 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 427550.400000 0.0078869 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 2262150.000000 0.0417294 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 9367472.500000 0.1728000 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.577 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JAC4 4000000.000000 PA USD 3761800.000000 0.0693932 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120Q44 850000.000000 PA 1014596.310000 0.0187161 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCT0 4100000.000000 PA 4893935.150000 0.0902775 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX54 2000000.000000 PA USD 2127340.000000 0.0392426 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCY9 200000.000000 PA USD 220270.000000 0.0040633 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6003 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V83 5700000.000000 PA 7063581.320000 0.1303005 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120PQ6 2200000.000000 PA 2626013.980000 0.0484416 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V91 6300000.000000 PA 7807771.110000 0.1440284 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 1710000.000000 0.0315440 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.1246 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414HAG8 990000.000000 PA USD 1162002.600000 0.0214352 Long DBT CORP US N 2 2028-08-28 Variable 5.9 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AR5 300000.000000 PA USD 402086.320000 0.0074172 Long DBT CORP FR N 2 2055-10-13 Fixed 5.25 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 1000000.000000 PA USD 1065295.000000 0.0196513 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMC CORPORATION KDMDXRWU7UTJ30FC8R59 268648AN2 3000000.000000 PA USD 3123045.000000 0.0576102 Long DBT CORP US N 2 2023-06-01 Fixed 3.375 N N N N N N EMF-NL BV 2008-APRX N/A B39M0PII2 824690.810000 PA 943899.810000 0.0174119 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.263 N N N N N N EMPRESA DE LOS FERROCARRILES DEL ESTADO 8755006LY8XNRFOGWN86 292487AA3 1700000.000000 PA USD 1475234.500000 0.0272134 Long DBT CORP CL N 2 2050-08-18 Fixed 3.068 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 29246QAD7 1000000.000000 PA USD 1079863.770000 0.0199200 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 29246QAE5 4700000.000000 PA USD 5316875.000000 0.0980794 Long DBT CORP CL N 2 2050-05-07 Fixed 4.7 N N N N N N ENACT HOLDINGS INC N/A 37255LAA5 1325000.000000 PA USD 1464138.250000 0.0270087 Long DBT CORP US N 2 2025-08-15 Fixed 6.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 1600000.000000 PA USD 1604092.110000 0.0295904 Long DBT CORP CA N 2 2022-02-18 Floating 0.65513 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAD2 200000.000000 PA USD 208421.000000 0.0038447 Long DBT CORP US N 2 2026-01-30 Fixed 5.5 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAF7 1360000.000000 PA USD 1459300.400000 0.0269194 Long DBT CORP US N 2 2025-07-15 Fixed 6.625 N N N N N N ENDURANCE INTERNATIONAL GROUP HOLDINGS INC 549300UTQC2651SB0W88 29279XAA8 1325000.000000 PA USD 1313611.630000 0.0242319 Long DBT CORP US N 2 2029-02-15 Fixed 6 N N N N N N ENDURANCE INTERNATIONAL GROUP HOLDINGS INC 549300UTQC2651SB0W88 942FJRII1 3300000.000000 PA USD 3290720.400000 0.0607033 Long LON CORP US N 2 2028-02-10 Floating 4.25 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAA6 4000000.000000 PA USD 4398757.480000 0.0811430 Long DBT CORP NL N 2 2027-05-25 Fixed 3.625 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 4400000.000000 PA USD 4628098.240000 0.0853736 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29268BAF8 1300000.000000 PA USD 1823964.530000 0.0336463 Long DBT CORP NL N 2 2039-10-07 Fixed 6 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 ACI1WD819 1825000.000000 PA USD 1873632.600000 0.0345625 Long DBT CORP IL N 2 2026-03-30 Fixed 4.875 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 2175000.000000 PA USD 2180198.250000 0.0402177 Long DBT CORP US N 2 2029-03-31 Fixed 4.375 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAC3 3160000.000000 PA USD 3244530.000000 0.0598512 Long DBT CORP US N 2 2028-06-15 Fixed 4.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 130000.000000 PA USD 144098.480000 0.0026582 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 800000.000000 PA USD 1040299.460000 0.0191902 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 200000.000000 PA USD 236423.140000 0.0043613 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 670000.000000 PA USD 728454.650000 0.0134377 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 590000.000000 PA USD 683250.160000 0.0126038 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAS8 40000.000000 PA USD 46874.120000 0.0008647 Long DBT CORP US N 2 2025-12-01 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 2880000.000000 PA USD 3677007.800000 0.0678291 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 525000.000000 PA USD 556208.630000 0.0102603 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAJ2 100000.000000 PA USD 106777.380000 0.0019697 Long DBT CORP US N 2 2026-09-01 Fixed 2.95 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAK0 2000000.000000 PA USD 1920228.320000 0.0354221 Long DBT CORP US N 2 2031-03-15 Fixed 1.75 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 200000.000000 PA USD 231077.610000 0.0042626 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 809801.620000 0.0149383 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 3161778.370000 PA USD 2715177.180000 0.0500863 Long LON CORP US N 2 2025-10-10 Floating 3.8543 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 505000.000000 PA USD 506332.170000 0.0093402 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAK6 1075000.000000 PA USD 1095067.780000 0.0202005 Long DBT CORP US N 2 2029-01-15 Fixed 4.5 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAF7 390000.000000 PA USD 425031.750000 0.0078405 Long DBT CORP US N 2 2025-07-01 Fixed 6 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAH3 1930000.000000 PA USD 2157585.600000 0.0398006 Long DBT CORP US N 2 2027-07-01 Fixed 6.5 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAL3 900000.000000 PA USD 1004715.000000 0.0185338 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 1300000.000000 PA USD 1695525.000000 0.0312770 Long DBT CORP US N 2 2030-02-01 Variable 8.5 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAE9 300000.000000 PA USD 306750.000000 0.0056586 Long DBT CORP US N 2 2022-10-01 Fixed 3 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAM1 475000.000000 PA USD 487399.880000 0.0089910 Long DBT CORP US N 2 2026-05-15 Fixed 3.125 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 415000.000000 PA USD 415378.600000 0.0076624 Long DBT CORP US N 2 2021-08-15 Floating 1.02588 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 210000.000000 PA USD 208849.520000 0.0038526 Long DBT CORP US N 2 2030-07-15 Fixed 2.15 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 910000.000000 PA USD 977163.950000 0.0180256 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAF9 2100000.000000 PA USD 2288601.710000 0.0422174 Long DBT CORP NO N 2 2030-04-06 Fixed 3.125 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 1000000.000000 PA USD 1142514.950000 0.0210758 Long DBT CORP NO N 2 2040-04-06 Fixed 3.625 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 2100000.000000 PA USD 2419110.620000 0.0446249 Long DBT CORP NO N 2 2050-04-06 Fixed 3.7 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABG7 138000.000000 PA USD 150069.750000 0.0027683 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 92519.360000 0.0017067 Long DBT CORP US N 2 2047-08-01 Fixed 4 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BDB50MII1 1600000.000000 PA 1944436.700000 0.0358686 Long DBT CORP AT N 2 2021-10-15 Floating 8.875 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BN13P8II9 400000.000000 PA 508734.240000 0.0093845 Long DBT CORP AT N 2 2027-10-15 Floating 4.25 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 3800000.000000 PA USD 4239432.000000 0.0782040 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 1047775.000000 0.0193281 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAW7 700000.000000 PA USD 656583.590000 0.0121119 Long DBT CORP US N 2 2031-01-15 Fixed 1.65 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 690000.000000 PA USD 701467.050000 0.0129398 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAX5 300000.000000 PA USD 266911.730000 0.0049237 Long DBT CORP US N 2 2050-09-01 Fixed 2.65 N N N N N N EUROSAIL PLC 2006-3X N/A B1HM7HII8 4400000.000000 PA 5020507.120000 0.0926123 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 710533.880000 PA 984945.550000 0.0181691 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 4726598.560000 PA 6552361.020000 0.1208701 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-3X N/A B23DWGII5 467456.500000 PA 647990.490000 0.0119534 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-6NCX N/A B29Q4HII9 6396849.020000 PA 8702728.200000 0.1605375 Long ABS-MBS CORP GB N 2 2045-09-13 Floating 0.78425 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 2430000.000000 NS USD 2569907.250000 0.0474066 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 3200000.000000 NS USD 3320160.000000 0.0612463 Long EP CORP US N 2 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAK4 850000.000000 PA USD 814523.830000 0.0150254 Long DBT CORP US N 2 2030-08-15 Fixed 1.65 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 3380000.000000 NS USD 3426728.500000 0.0632122 Long EP CORP US N 2 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAX9 580000.000000 PA USD 661274.530000 0.0121984 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 253203.600000 0.0046708 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 637752.460000 0.0117645 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 1300000.000000 PA USD 1320016.040000 0.0243501 Long DBT CORP US N 2 2031-03-15 Fixed 2.95 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 400000.000000 PA USD 452642.340000 0.0083498 Long DBT CORP US N 2 2027-08-01 Fixed 4.625 N N N N N N EXPEDIA GROUP INC N/A 30212PBJ3 1000000.000000 PA USD 1063624.920000 0.0196205 Long DBT CORP US N 2 2023-12-15 Fixed 3.6 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 1847000.000000 PA USD 2149984.610000 0.0396603 Long DBT CORP US N 2 2025-05-01 Fixed 6.25 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAE5 5000000.000000 PA USD 5090861.500000 0.0939101 Long DBT CORP IN N 2 2030-01-15 Fixed 3.25 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 Y23874ZJ5 1400000.000000 PA USD 1496715.300000 0.0276096 Long DBT CORP IN N 2 2024-03-12 Fixed 3.875 N N N N N N F-BRASILE SPA / F-BRASILE US LLC N/A 30191BAB7 800000.000000 PA USD 827000.000000 0.0152555 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 1030950.000000 0.0190177 Long DBT CORP LU N 2 2026-08-15 Fixed 5.625 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AE4 300000.000000 PA USD 338400.000000 0.0062424 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 351949.570000 0.0064923 Long DBT CORP US N 2 2028-06-15 Fixed 4 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BF8 1200000.000000 PA USD 1377030.760000 0.0254018 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FAIRSTONE FINANCIAL INC 549300CWWT866A22GS52 30575FAA6 2420000.000000 PA USD 2531271.600000 0.0466939 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 14859.740000 PA USD 16470.740000 0.0003038 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 1193.480000 PA USD 1199.120000 0.0000221 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 0.5325 N N N N N N FANNIE MAE 2007-89 N/A 31396XPK4 640135.000000 PA USD 108878.450000 0.0020085 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 5.7085 N N N N N N FANNIE MAE REMICS 2010-97 N/A 31398NHF4 561068.830000 PA USD 73401.770000 0.0013540 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 4.5585 N N N N N N FANNIE MAE WHOLE LOAN N/A 31359UPD1 27233.200000 PA USD 29930.500000 0.0005521 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 238631.030000 0.0044020 Long DBT CORP SE N 2 2022-03-14 Fixed 1.125 N N N N N N FEL ENERGY VI SARL N/A 30260LAA3 5271470.190000 PA USD 5606340.330000 0.1034191 Long DBT CORP LU N 2 2040-12-01 Fixed 5.75 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 600000.000000 PA USD 648925.020000 0.0119706 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N FHLMC PASS THRU POOLS N/A 31288U5Q0 462.200000 PA USD 464.180000 0.0000086 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 2.375 N N N N N N MCDERMOTT INTERNATIONAL LTD 54930004RAXI4B3L4752 G5924V106 14432.000000 NS USD 7071.680000 0.0001304 Long EC CORP BM N 1 N N N FHLMC PASS THRU POOLS N/A 3132DV3P8 776570.490000 PA USD 826556.170000 0.0152473 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 1264828.800000 PA USD 1346438.460000 0.0248375 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEJ80 721019.150000 PA USD 767707.880000 0.0141618 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 6258.230000 PA USD 6313.360000 0.0001165 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 1.34833 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 4631.140000 PA USD 5644.850000 0.0001041 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 62828.980000 PA USD 64869.060000 0.0011966 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 1.5163 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A 31395HHV5 37612.260000 PA USD 38654.140000 0.0007130 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.3163 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 1620000.000000 PA USD 1981656.900000 0.0365552 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 4500000.000000 PA USD 5281672.500000 0.0974300 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 1050439.940000 PA USD 770334.460000 0.0142102 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.41163 N N N N N N FINSBURY SQUARE 19-3 N/A ACI1G06J8 83809.710000 PA 116718.960000 0.0021531 Long ABS-MBS CORP GB N 2 2069-12-16 Floating 1.05986 N N N N N N FIRST FRANKLIN MTG LOAN 2004-FF10 N/A 32027NMJ7 252784.390000 PA USD 253804.270000 0.0046819 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.3665 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF12 N/A 32027GAD8 16052.790000 PA USD 16023.100000 0.0002956 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.2315 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF13 N/A 30247DAE1 1033469.250000 PA USD 853109.130000 0.0157371 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.5715 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR6 N/A 32051GJ89 60056.730000 PA USD 56430.540000 0.0010410 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.68564 N N N N N N FIRST HORIZON MTGE PT TR 2007-2 N/A 320520AE9 534004.520000 PA USD 356493.780000 0.0065762 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 163871.990000 PA USD 107032.630000 0.0019744 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.2315 N N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAD2 109248.000000 PA USD 72753.780000 0.0013421 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.3715 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 280000.000000 PA USD 268799.610000 0.0049585 Long DBT CORP US N 2 2030-09-01 Fixed 2.25 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAD1 2000000.000000 PA USD 2074275.620000 0.0382638 Long DBT CORP US N 2 2028-09-15 Fixed 2.866 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 1200000.000000 PA USD 1321597.090000 0.0243792 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 628453.490000 0.0115930 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 335069.070000 0.0061810 Long DBT CORP SG N 2 2025-06-15 Fixed 4.75 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 17000.000000 NS 4421026.710000 0.0815538 Long EP CORP GB N 2 N N N NMG PARENT N/A 967DUC905 2151.000000 NS USD 237685.500000 0.0043845 Long EC CORP US Y 3 N N N NOBLE CORP N/A 000000000 154006.000000 NS USD 3808568.380000 0.0702559 Long EC CORP KY Y 1 N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 000000000 21327.000000 NS USD 527416.710000 0.0097292 Long EC CORP KY N 2 N N N FNMA PASS THRU POOLS N/A 31410FY66 28333.710000 PA USD 32455.100000 0.0005987 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 873694.880000 PA USD 918802.830000 0.0169490 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 3198869.840000 PA USD 32059073.500000 0.5913875 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138YRXV5 5257.870000 PA USD 5600.360000 0.0001033 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 125449.100000 PA USD 132836.140000 0.0024504 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 915210.600000 PA USD 968072.820000 0.0178579 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 313764.380000 PA USD 331677.290000 0.0061184 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 298447.840000 PA USD 315340.170000 0.0058170 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 371670.120000 PA USD 392833.410000 0.0072465 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 273685.360000 PA USD 289484.410000 0.0053401 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 194413.020000 PA USD 205147.540000 0.0037843 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 3140HBJZ2 346946.480000 PA USD 366371.400000 0.0067584 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 382847.170000 PA USD 403784.750000 0.0074485 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 218949.090000 PA USD 231104.980000 0.0042631 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 14074.890000 PA USD 15007.010000 0.0002768 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 163847.270000 PA USD 172870.290000 0.0031889 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 3140JM5C2 1054895.220000 PA USD 1124283.500000 0.0207394 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JYJD9 455271.560000 PA USD 485304.500000 0.0089523 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 56842.750000 PA USD 60722.790000 0.0011201 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 43841687.380000 PA USD 432322879.270000 7.9749764 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 31418CS47 1321327.830000 PA USD 1397393.160000 0.0257774 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 1872617.730000 PA USD 1982713.630000 0.0365747 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 1262303.100000 PA USD 1335033.240000 0.0246271 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 344826.840000 PA USD 364635.520000 0.0067264 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 366774.600000 PA USD 387007.780000 0.0071391 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 249915.950000 PA USD 263990.530000 0.0048698 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 1582730.860000 PA USD 1671285.320000 0.0308299 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 468474.130000 PA USD 493647.970000 0.0091062 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 209477.040000 PA USD 220932.170000 0.0040755 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 640679.890000 PA USD 682767.320000 0.0125949 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 343320.430000 PA USD 365867.270000 0.0067491 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DGN6 1269821.740000 PA USD 1353280.840000 0.0249637 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 206731.000000 0.0038135 Long DBT CORP PE N 2 2023-01-31 Fixed 3.5 N N N N N N FORD CREDIT CANADA COMPANY 549300BIUBSSCG5CXL88 34527ACA6 4000000.000000 PA 3322846.080000 0.0612959 Long DBT CORP CA Y 2 2023-05-08 Fixed 3.742 N N N N N N FORD CREDIT CANADA COMPANY 549300BIUBSSCG5CXL88 34527ABT6 1840000.000000 PA 1494487.690000 0.0275685 Long DBT CORP CA Y 2 2022-02-23 Fixed 2.71 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 3000000.000000 PA USD 3061890.000000 0.0564821 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 10300000.000000 PA USD 10524231.000000 0.1941385 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 3982875.000000 0.0734713 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 199314.010000 0.0036767 Long DBT CORP US N 2 2023-02-15 Floating 1.39088 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 800000.000000 PA USD 797212.000000 0.0147060 Long DBT CORP US N 2 2028-02-16 Fixed 2.9 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YL1 1000000.000000 PA USD 1017590.000000 0.0187713 Long DBT CORP US N 2 2022-03-28 Fixed 3.339 N N N N N N AT&T MOBILITY II LLC N/A 04651L206 1576079.000000 NS USD 41709600.520000 0.7694089 Long EP CORP US Y 3 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 2000000.000000 PA USD 1995463.680000 0.0368099 Long DBT CORP US N 2 2022-03-28 Floating 1.416 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540UAC3 1000000.000000 PA 1245348.300000 0.0229727 Long DBT CORP US N 2 2024-03-06 Fixed 3.021 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 800000.000000 PA USD 877160.000000 0.0161808 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1989Q0 4900000.000000 PA 7278602.150000 0.1342670 Long DBT CORP US N 2 2025-03-06 Fixed 4.535 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1TC740 1200000.000000 PA 1685878.580000 0.0310991 Long DBT CORP US N 2 2024-06-14 Fixed 2.748 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A60 5300000.000000 PA USD 5843250.000000 0.1077893 Long DBT CORP US N 2 2025-06-16 Fixed 5.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1K2ZL2 1000000.000000 PA 1205184.570000 0.0222318 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 905715.000000 0.0167075 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 199288.650000 0.0036762 Long DBT CORP US N 2 2022-08-03 Floating 1.25563 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397WF6 1000000.000000 PA USD 1035290.000000 0.0190978 Long DBT CORP US N 2 2022-09-20 Fixed 4.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397WW9 800000.000000 PA USD 840844.000000 0.0155109 Long DBT CORP US N 2 2024-09-08 Fixed 3.664 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZH9 2600000.000000 PA USD 2622750.000000 0.0483814 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 3392812.500000 0.0625866 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A78 5200000.000000 PA USD 5397246.400000 0.0995620 Long DBT CORP US N 2 2023-11-17 Fixed 3.37 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI12NHW2 100000.000000 PA 117100.650000 0.0021601 Long DBT CORP US N 2 2023-11-15 Floating 0.189 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B28 9700000.000000 PA USD 10070540.000000 0.1857693 Long DBT CORP US N 2 2025-11-13 Fixed 3.375 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI10JHM5 200000.000000 PA 236068.620000 0.0043547 Long DBT CORP US N 2 2022-12-07 Floating 0.000001 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI0Z5575 600000.000000 PA 693466.750000 0.0127922 Long DBT CORP US N 2 2024-12-01 Floating 0.157 N N N N N N FOREST CITY ENTERPRISES LP 54930078MCT017XXRD21 34555QAF7 231000.000000 PA USD 225905.530000 0.0041672 Long LON CORP US N 2 2025-12-08 Floating 3.6042 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAD3 3700000.000000 PA USD 3857250.000000 0.0711539 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 10569000.000000 PA USD 10991812.850000 0.2027638 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 862058.130000 0.0159022 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 635645.890000 0.0117256 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 275000.000000 PA USD 272629.500000 0.0050291 Long DBT CORP US N 2 2029-03-01 Fixed 6 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAB2 1000000.000000 PA USD 994464.000000 0.0183447 Long LON CORP US N 2 2028-02-03 Floating 3.75 N N N N N N FREDDIE MAC 2248 N/A 3133TPV48 5667.380000 PA USD 5701.810000 0.0001052 Long ABS-MBS USGSE US N 2 2030-09-15 Floating 0.57288 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 1175000.000000 PA USD 1230301.380000 0.0226951 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAF4 1100000.000000 PA USD 1146524.500000 0.0211497 Long DBT CORP US N 2 2026-05-01 Fixed 7.625 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAA5 420000.000000 PA USD 435651.300000 0.0080364 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAG2 2500000.000000 PA USD 2520925.000000 0.0465030 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCE3 2240000.000000 PA USD 2340800.000000 0.0431803 Long DBT CORP US N 2 2028-03-01 Fixed 4.125 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 1000000.000000 PA USD 1057500.000000 0.0195075 Long DBT CORP US N 2 2028-08-01 Fixed 4.375 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAB4 2270000.000000 PA USD 2217879.280000 0.0409128 Long DBT CORP US N 2 2031-02-16 Fixed 2.375 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 2000000.000000 PA USD 2036830.000000 0.0375730 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAQ3 2000000.000000 PA USD 2004688.000000 0.0369801 Long LON CORP US N 2 2028-05-01 Floating 4.5 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 1550000.000000 PA USD 1651168.500000 0.0304588 Long DBT CORP US N 2 2029-05-01 Fixed 6.75 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABF4 1550000.000000 PA USD 1604374.000000 0.0295956 Long DBT CORP US N 2 2028-05-01 Fixed 5 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 2725000.000000 PA USD 2922562.500000 0.0539119 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 2975000.000000 PA USD 3253445.130000 0.0600157 Long DBT CORP US N 2 2028-02-15 Fixed 8.25 N N N N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760AM0 2150000.000000 PA USD 2361355.750000 0.0435595 Long DBT CORP US N 2 2025-05-15 Fixed 8.625 N N N N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760AN8 1500000.000000 PA USD 1739542.500000 0.0320890 Long DBT CORP US N 2 2027-05-15 Fixed 8.875 N N N N N N GARDA WORLD SECURITY CORPORATION N/A 36485MAK5 660000.000000 PA USD 664629.900000 0.0122603 Long DBT CORP CA N 2 2027-02-15 Fixed 4.625 N N N N N N GARDNER DENVER (INGERSOLL-RAND SERVICES CO) N/A 365556AU3 483875.000000 PA USD 479079.310000 0.0088375 Long LON CORP BM N 2 2027-03-01 Floating 1.8542 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AW9 1584000.000000 PA USD 1586640.530000 0.0292685 Long LON CORP US N 2 2027-03-01 Floating 2.8542 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 3575589.840000 PA USD 3540152.170000 0.0653045 Long LON CORP US N 2 2027-03-01 Floating 1.8542 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 910000.000000 PA USD 962265.850000 0.0177507 Long DBT CORP US N 2 2028-07-01 Fixed 4.5 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 2950000.000000 PA USD 3021862.000000 0.0557437 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N GATES GLOBAL LLC 549300XI79MQJV13DW27 36740UAT9 1564059.460000 PA USD 1562816.030000 0.0288290 Long LON CORP US N 2 2027-03-31 Floating 3.5 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 500000.000000 PA USD 500965.750000 0.0092412 Long DBT CORP US N 2 2021-11-05 Floating 0.91513 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 10700000.000000 PA USD 11118840.800000 0.2051071 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 441420.800000 0.0081428 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 831315.200000 0.0153351 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 3381705.000000 0.0623817 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 8222533.000000 0.1516795 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 6664352.000000 0.1229360 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9J90 4800000.000000 PA USD 4715284.800000 0.0869819 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1K5SJ8 7230000.000000 PA USD 7214889.300000 0.1330917 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAJ2 5000000.000000 PA USD 5830812.400000 0.1075599 Long DBT CORP US N 2 2030-05-15 Fixed 4.4 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 1200000.000000 PA USD 1440291.060000 0.0265688 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 743358II6 100000.000000 PA 181405.680000 0.0033464 Long DBT CORP US N 2 2031-09-16 Fixed 5.625 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAU4 400000.000000 PA USD 504141.410000 0.0092998 Long DBT CORP US Y 2 2027-10-01 Fixed 6.8 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBX3 100000.000000 PA USD 100999.930000 0.0018631 Long DBT CORP US N 2 2022-06-30 Floating 1.45725 N N N N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A 37185LAM4 1525000.000000 PA USD 1604109.380000 0.0295907 Long DBT CORP US N 2 2027-01-15 Fixed 8 N N N N N N GERDAU TRADE INC 5493008RWEW71JB0LO29 G3925DAD2 1500000.000000 PA USD 1685077.500000 0.0310843 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 906489.000000 0.0167218 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAH4 2000000.000000 PA USD 1976280.000000 0.0364561 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 2733252.000000 0.0504198 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 1016557.000000 0.0187522 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 1983020.000000 0.0365804 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 1446075.000000 0.0266755 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI19RTQ6 4100000.000000 PA USD 4343540.000000 0.0801244 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI19RTR4 4260000.000000 PA USD 4330532.820000 0.0798845 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI19RW25 1100000.000000 PA USD 1090661.000000 0.0201192 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 00169QAD1 289500.000000 PA USD 290585.630000 0.0053604 Long LON CORP US N 2 2025-03-14 Floating 5.25 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37960BAA3 1275000.000000 PA USD 1314206.250000 0.0242429 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAJ3 1350000.000000 PA USD 1450622.250000 0.0267593 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 210000.000000 PA USD 221440.200000 0.0040849 Long DBT CORP US N 2 2025-02-15 Fixed 2.65 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1000000.000000 PA USD 1043180.420000 0.0192433 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 2000000.000000 PA USD 2143628.960000 0.0395431 Long DBT CORP US N 2 2029-08-15 Fixed 3.2 N N N N N N GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED 213800R3E823B1UBIA81 BD9MPVII0 1000000.000000 PA 1275985.710000 0.0235379 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 517897.500000 0.0095536 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 107465.500000 0.0019824 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 115354.000000 0.0021279 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 1129203.900000 0.0208302 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 1298460.970000 0.0239525 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 55320.690000 PA USD 55187.830000 0.0010180 Long ABS-MBS CORP US N 2 2035-11-19 Floating 2.99829 Y N N N N N GMAC MORTGAGE CORP LOAN TRUST 2006-AR1 N/A 36185MDN9 37052.390000 PA USD 32553.300000 0.0006005 Long ABS-MBS CORP US N 2 2036-04-19 Floating 3.05188 Y N N N N N GMS INC (GYP HOLDINGS III CORP) 549300055I1KJWZH9690 36261NAA5 100000.000000 PA USD 100666.000000 0.0018570 Long DBT CORP US N 2 2029-05-01 Fixed 4.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KG90 2133.420000 PA USD 2167.600000 0.0000400 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 3752.980000 PA USD 3836.330000 0.0000708 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 5709.020000 PA USD 5837.940000 0.0001077 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 4247.480000 PA USD 4390.240000 0.0000810 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CAN6 2627.700000 PA USD 2683.660000 0.0000495 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEF9 6252.930000 PA USD 6461.140000 0.0001192 Long ABS-MBS USGSE US N 2 2027-11-20 Floating 2.125 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 290000.000000 PA USD 304917.600000 0.0056248 Long DBT CORP US N 2 2027-12-01 Fixed 5.25 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 1025000.000000 PA USD 1051906.250000 0.0194043 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 3470000.000000 PA USD 3590617.200000 0.0662354 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 362500.000000 PA USD 361027.530000 0.0066598 Long LON CORP US N 2 2024-10-21 Floating 3.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXH2 2500000.000000 PA USD 2813023.930000 0.0518913 Long DBT CORP US N 2 2030-03-15 Fixed 3.8 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 100000.000000 PA USD 100799.600000 0.0018594 Long DBT CORP US N 2 2023-07-24 Floating 1.17575 N N N N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 4671525.000000 NS 7471023.390000 0.1378165 Long EP CORP NL N 2 N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 1100000.000000 PA USD 1193447.840000 0.0220153 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 201702.660000 PA USD 209886.660000 0.0038717 Long ABS-MBS USGSE US N 2 2042-09-16 Fixed 6.112 N N N N N N GRAHAM PACKAGING COMPANY INC N/A 38469EAD5 2286675.760000 PA USD 2287974.590000 0.0422058 Long LON CORP US N 2 2027-08-04 Floating 3.75 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 2000000.000000 PA USD 1983900.000000 0.0365966 Long DBT CORP US N 2 2029-03-01 Fixed 3.5 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 2870000.000000 PA USD 3021483.480000 0.0557367 Long DBT CORP US N 2 2027-10-15 Fixed 3.45 N N N N N N GREAT LAKES DREDGE & DOCK COMPANY 549300H65E3MZ1CX0P05 390607AF6 400000.000000 PA USD 413160.000000 0.0076215 Long DBT CORP US N 2 2029-06-01 Fixed 5.25 N N N N N N GREENPOINT MRGT PASS THRU CER 2003-1 N/A 395387AA1 84623.660000 PA USD 86293.390000 0.0015918 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.54946 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR5 N/A 39538WEA2 34361.330000 PA USD 31292.660000 0.0005772 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.6315 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39807UAB2 490000.000000 PA USD 505341.900000 0.0093219 Long DBT CORP US N 2 2025-12-01 Fixed 5.75 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 3000000.000000 PA USD 3196995.000000 0.0589743 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 858628.000000 0.0158389 Long DBT CORP ZA N 2 2023-05-02 Fixed 5.872 N N N N N N GRUENENTHAL GMBH 529900SH895E31PGLA72 ACI1XC6P9 1500000.000000 PA 1831834.550000 0.0337915 Long DBT CORP DE N 2 2026-11-15 Fixed 3.625 N N N N N N GSAA HOME EQUITY TRUST 2006-14 N/A 36298YAB6 1044228.780000 PA USD 345663.330000 0.0063764 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.4315 N N N N N N GSAA HOME EQUITY TRUST 2006-17 N/A 362257AC1 13474214.070000 PA USD 6666709.660000 0.1229795 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.5715 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAC2 215884.690000 PA USD 120492.410000 0.0022227 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.3915 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAF6 155621.930000 PA USD 122381.230000 0.0022575 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.6915 N N N N N N GSR MORTGAGE LOAN TRUST 2004-5 N/A 36228FW51 99190.560000 PA USD 97721.310000 0.0018026 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.48173 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4W0 200865.590000 PA USD 198148.620000 0.0036552 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.86863 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 10127.270000 PA USD 10247.140000 0.0001890 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.79338 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 227389.890000 PA USD 229589.840000 0.0042352 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.82518 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XC8 66451.090000 PA USD 48873.490000 0.0009016 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.10566 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-2F N/A 362334BP8 1234755.860000 PA USD 871636.880000 0.0160789 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 53230.230000 PA USD 54454.680000 0.0010045 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.92739 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-2F N/A 362636AT9 236904.400000 PA USD 184454.360000 0.0034026 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 68907.030000 PA USD 62855.070000 0.0011595 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 20027.420000 PA USD 20079.720000 0.0003704 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.33579 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 1669893.000000 PA USD 1743034.310000 0.0321534 Long DBT CORP LU N 2 2034-06-15 Fixed 5.198 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AS8 700000.000000 PA USD 814625.000000 0.0150272 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.375 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AQ2 1400000.000000 PA USD 1579984.000000 0.0291457 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.9 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AR0 2400000.000000 PA USD 2946000.000000 0.0543443 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 4400200.000000 0.0811696 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.5 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAD8 15500000.000000 PA USD 16138600.000000 0.2977056 Long DBT NUSS GT N 2 2022-06-06 Fixed 5.75 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAJ5 800000.000000 PA USD 982000.000000 0.0181148 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AL6 3000000.000000 PA USD 3243750.000000 0.0598368 Long DBT CORP US N 2 2026-05-15 Fixed 4.875 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AE3 3010000.000000 PA USD 3036337.500000 0.0560107 Long DBT CORP US N 2 2026-06-15 Fixed 3.375 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AD5 2570000.000000 PA USD 2517726.200000 0.0464440 Long DBT CORP US N 2 2030-09-15 Fixed 3.75 N N N N N N HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP) JJYR6MFKFF6CF8DBZ078 410867AG0 680000.000000 PA USD 681882.460000 0.0125786 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAA7 2447214.040000 PA USD 2301233.560000 0.0424504 Long ABS-MBS CORP US N 2 2036-12-19 Floating 0.29838 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAF6 549028.440000 PA USD 528480.340000 0.0097488 Long ABS-MBS CORP US N 2 2038-01-19 Floating 0.28338 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAD3 136590.500000 PA USD 88377.660000 0.0016303 Long ABS-MBS CORP US N 2 2036-06-19 Floating 3.13232 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-5 N/A 41165AAB8 397944.430000 PA USD 388581.590000 0.0071681 Long ABS-MBS CORP US N 2 2037-09-19 Floating 0.28338 N N N N N N HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD N/A 41984LAA5 1075000.000000 PA USD 1155474.500000 0.0213148 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 10486201.840000 PA 14579468.560000 0.2689446 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.09987 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AG1 8300000.000000 PA USD 8302739.000000 0.1531590 Long DBT CORP TR N 2 2026-06-22 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 205000.000000 PA USD 237390.000000 0.0043791 Long DBT CORP US N 2 2026-02-15 Fixed 5.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 679000.000000 PA USD 821926.110000 0.0151619 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 706176.000000 0.0130267 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 4252706.250000 0.0784488 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 1790871.600000 0.0330359 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 3800942.680000 0.0701153 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 2679906.030000 0.0494357 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 115839.800000 0.0021369 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 42804VBB6 1324271.840000 PA USD 1324271.840000 0.0244286 Long LON CORP US N 2 2028-06-14 Floating 4 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 42804VBC4 249574.300000 PA USD 249574.300000 0.0046038 Long LON CORP US N 2 2028-06-14 Floating 4 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 100000.000000 PA USD 104621.800000 0.0019299 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AN1 6375000.000000 PA USD 6303855.000000 0.1162860 Long DBT CORP US N 2 2032-02-15 Fixed 3.625 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AH4 1200000.000000 PA USD 1301592.000000 0.0240102 Long DBT CORP US N 2 2028-05-01 Fixed 5.75 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AJ0 5000000.000000 PA USD 5056600.000000 0.0932781 Long DBT CORP US N 2 2029-05-01 Fixed 3.75 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AL5 1375000.000000 PA USD 1389025.000000 0.0256231 Long DBT CORP US N 2 2031-05-01 Fixed 4 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 937RMJII6 2075000.000000 PA USD 2078566.930000 0.0383429 Long LON CORP US N 2 2028-05-19 Floating 3.5 N N N N N N HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC N/A 43284MAB4 1100000.000000 PA USD 1098493.000000 0.0202637 Long DBT CORP US N 2 2031-07-01 Fixed 4.875 N N N N N N HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC N/A 43284MAA6 1675000.000000 PA USD 1714781.250000 0.0316322 Long DBT CORP US N 2 2029-06-01 Fixed 5 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 2638926.650000 PA USD 2620290.550000 0.0483360 Long LON CORP US N 2 2026-06-22 Floating 1.8415 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AK5 582000.000000 PA USD 608335.500000 0.0112218 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 2650000.000000 PA USD 2634815.500000 0.0486039 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N HOME EQUITY ASSET TRUST 2006-4 N/A 437084VN3 520074.820000 PA USD 520283.680000 0.0095976 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.6515 N N N N N N HOMEBANC MORTGAGE TRUST 2005-5 N/A 43739ECB1 162438.310000 PA USD 160691.840000 0.0029643 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.6115 N N N N N N HOMEBANC MORTGAGE TRUST 2006-1 N/A 43739ECT2 942.340000 PA USD 1049.910000 0.0000194 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.74443 Y N N N N N HOSPITALITY MORTGAGE TRUST 2019-HIT N/A 40443RAA9 813534.700000 PA USD 814991.820000 0.0150340 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.07288 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAX4 560000.000000 PA USD 598135.410000 0.0110337 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAE7 3475000.000000 PA USD 3485998.380000 0.0643055 Long DBT CORP US N 2 2029-02-01 Fixed 4.125 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAF4 500000.000000 PA USD 499190.000000 0.0092085 Long DBT CORP US N 2 2031-02-01 Fixed 4.375 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAD9 1800000.000000 PA USD 1914534.000000 0.0353170 Long DBT CORP US N 2 2028-08-01 Fixed 5.375 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 700000.000000 PA USD 778750.000000 0.0143655 Long DBT CORP GB N 2 2027-05-22 Floating 6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BN8 700000.000000 PA USD 742000.000000 0.0136875 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 3216514.000000 0.0593344 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 404280CN7 1600000.000000 PA USD 1664000.000000 0.0306955 Long DBT CORP GB N 2 2030-12-17 Floating 4.6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CP2 1600000.000000 PA USD 1630000.000000 0.0300683 Long DBT CORP GB N 2 2026-03-09 Floating 4 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 600000.000000 PA USD 624000.000000 0.0115108 Long DBT CORP GB N 2 2031-03-09 Floating 4.7 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 2500000.000000 PA 3886142.650000 0.0716869 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 ACI09CXQ6 200000.000000 PA 248562.870000 0.0045852 Long DBT CORP GB N 2 2022-09-16 Floating 5.25 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0H2TW1 1500000.000000 PA 1952983.820000 0.0360263 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 1152962.210000 0.0212685 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 322724.560000 0.0059532 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 1131893.340000 0.0208798 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 1277009.820000 0.0235568 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 1700000.000000 PA USD 1745906.780000 0.0322064 Long DBT CORP GB N 2 2032-05-24 Floating 2.804 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 400000.000000 PA USD 462614.450000 0.0085338 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 4600000.000000 PA USD 4779015.810000 0.0881576 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 400000.000000 PA USD 400639.370000 0.0073905 Long DBT CORP GB N 2 2031-08-18 Floating 2.357 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 1700000.000000 PA USD 1755032.030000 0.0323747 Long DBT CORP GB N 2 2026-09-12 Floating 1.499 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1000000.000000 PA USD 1113649.880000 0.0205433 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 4200000.000000 PA USD 4655332.210000 0.0858760 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 480000.000000 PA USD 507131.080000 0.0093549 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 345193.480000 0.0063677 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 694480.190000 0.0128109 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AK8 4950000.000000 PA USD 4968867.420000 0.0916597 Long DBT CORP US N 2 2022-09-01 Floating 3.13463 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 1000000.000000 PA USD 1007084.280000 0.0185775 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 959341.000000 PA USD 1028902.820000 0.0189800 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 564092.950000 0.0104057 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 2440350.000000 0.0450167 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 333555.000000 0.0061530 Long DBT CORP BM N 2 2026-03-01 Fixed 4 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAH0 170000.000000 PA USD 182796.750000 0.0033720 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 463680.000000 0.0085534 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 408031.500000 0.0075269 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAE9 2540000.000000 NS USD 2796540.000000 0.0515872 Long EP CORP US N 2 N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 1640000.000000 NS USD 1847050.000000 0.0340722 Long EP CORP US N 2 N N N IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC) 549300O2G0VI2955B626 05552VAA0 1100000.000000 PA USD 1127945.500000 0.0208070 Long DBT CORP US N 2 2027-05-01 Fixed 7.625 N N N N N N INDIA GREEN ENERGY HOLDINGS 2549005BFUXXT5HWAG36 45410FAA3 1200000.000000 PA USD 1257172.930000 0.0231908 Long DBT CORP MU N 2 2024-04-29 Fixed 5.375 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2B9 1000000.000000 PA USD 981842.300000 0.0181119 Long DBT CORP IN N 2 2050-02-13 Fixed 3.95 N N N N N N INDIGO NATURAL RESOURCES LLC 549300F7DOI6H6TA3C86 45569LAC5 100000.000000 PA USD 104629.000000 0.0019301 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAN0 7300000.000000 PA USD 7590394.000000 0.1400185 Long DBT NUSS ID N 2 2025-06-23 Fixed 2.3 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAP5 1300000.000000 PA USD 1331499.000000 0.0245619 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAQ3 1300000.000000 PA USD 1365104.000000 0.0251818 Long DBT NUSS ID N 2 2050-06-23 Fixed 3.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CE4 200000.000000 PA USD 227605.360000 0.0041986 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI1TXS33 1675000.000000 PA 1946667.790000 0.0359098 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.1 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BV7 10600000.000000 PA USD 12118352.690000 0.2235449 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BB4 9400000.000000 PA USD 11740417.360000 0.2165732 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AJ8 14500000.000000 PA USD 20051528.440000 0.3698867 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 5137025.300000 0.0947617 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BU2 1000000.000000 PA USD 1194091.640000 0.0220272 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAK4 400000.000000 PA USD 442732.130000 0.0081670 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 456472AD1 800000.000000 PA USD 863944.000000 0.0159370 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 456472AB5 700000.000000 PA USD 761572.000000 0.0140486 Long DBT CORP MX N 2 2029-09-12 Fixed 4.15 N N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13 N/A 456681AE5 111299.910000 PA USD 90072.150000 0.0016615 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.83768 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR11 N/A 45661KAD2 265352.760000 PA USD 262217.700000 0.0048371 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.99816 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 33652.950000 PA USD 32717.240000 0.0006035 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.5715 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR19 N/A 45660GAB6 57976.220000 PA USD 43851.330000 0.0008089 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.15848 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2007-FLX3 N/A 45670AAB7 95064.830000 PA USD 120209.860000 0.0022175 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.3615 Y N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2005-D N/A 456606JP8 6000000.000000 PA USD 5797101.600000 0.1069380 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.7515 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-D N/A 43709LAQ0 7158728.720000 PA USD 6742797.280000 0.1243831 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.2315 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-D N/A 43709LAD9 1599575.850000 PA USD 1375265.090000 0.0253692 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.3315 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2007-A N/A 43710BAC0 3826745.520000 PA USD 2914407.290000 0.0537615 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.2815 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 G4768PAH4 4837123.080000 PA 5711420.740000 0.1053575 Long LON CORP US N 2 2024-04-01 Floating 2.5 N N N N N N INEOS QUATTRO FINANCE 2 PLC 213800V48W4Y5MT5Q131 ACI1VBTF0 700000.000000 PA 839342.120000 0.0154832 Long DBT CORP GB N 2 2026-01-15 Fixed 2.5 N N N N N N INEOS QUATTRO FINANCE 2 PLC 213800V48W4Y5MT5Q131 45674GAA2 1100000.000000 PA USD 1115928.000000 0.0205853 Long DBT CORP GB N 2 2026-01-15 Fixed 3.375 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 900000.000000 PA USD 919401.140000 0.0169600 Long DBT CORP US N 2 2025-07-15 Fixed 1.75 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ACI0QYRD5 1000000.000000 PA USD 1041567.000000 0.0192136 Long DBT CORP NL N 2 2022-04-16 Floating 6.875 N N N N Y ING GROEP NV EUR XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 2800000.000000 PA USD 3103618.000000 0.0572518 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 INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 1050000.000000 PA USD 1043479.500000 0.0192489 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 1800000.000000 PA USD 1854000.000000 0.0342004 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC) N/A 20752TAA2 2250000.000000 PA USD 2382210.000000 0.0439442 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75 N N N N N N INNOPHOS (IRIS HOLDINGS INC) N/A 46272EAA1 575000.000000 PA USD 587506.250000 0.0108376 Long DBT CORP US N 2 2026-02-15 Fixed 8.75 N N Y N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45774NAB4 1130000.000000 PA USD 1224942.600000 0.0225963 Long DBT CORP US N 2 2028-02-15 Fixed 9.375 N N N N N N INSTANT BRANDS HOLDINGS INC N/A 45783DAB5 1000000.000000 PA USD 997500.000000 0.0184007 Long LON CORP US N 3 2028-04-12 Floating 5.75 N N N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 45827AAD5 387000.000000 PA USD 128919.380000 0.0023782 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 6855000.000000 PA USD 4068956.630000 0.0750593 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 3971398.380000 PA USD 4034277.530000 0.0744195 Long LON CORP LU N 2 2023-11-27 Floating 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAK1 868622.830000 PA USD 879480.620000 0.0162236 Long LON CORP LU N 2 2022-07-13 Floating 5.618 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AS0 1320000.000000 PA USD 1374615.240000 0.0253573 Long DBT CORP US N 2 2050-12-01 Fixed 3.468 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 2000000.000000 PA USD 1991204.400000 0.0367314 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 460599AE3 2000000.000000 PA USD 2147850.000000 0.0396210 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 520000.000000 PA USD 542252.680000 0.0100028 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 3878875.000000 PA USD 3867447.830000 0.0713421 Long LON CORP US N 2 2024-09-13 Floating 3.6042 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI0RSP49 1300000.000000 PA 1891132.600000 0.0348854 Long DBT CORP IT N 2 2027-01-11 Floating 7.75 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 200000.000000 PA USD 217720.000000 0.0040162 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 ACI0VTHC3 2300000.000000 PA 2745047.710000 0.0506374 Long DBT CORP SE N 2 2024-07-15 Fixed 3.125 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 200000.000000 PA USD 225195.860000 0.0041541 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 780000.000000 PA USD 840154.540000 0.0154982 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N IPL PLASTICS (INTELLIGENT PACKAGING LTD/INTELLIGENT PACKAGING LTD CO-ISSUER LLC) N/A 45827MAA5 2120000.000000 PA USD 2210428.600000 0.0407753 Long DBT CORP CA N 2 2028-09-15 Fixed 6 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 1000000.000000 PA USD 1050460.000000 0.0193776 Long DBT CORP US N 2 2027-05-15 Fixed 5 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 46269KAK0 491148.540000 PA USD 492568.450000 0.0090863 Long LON CORP US N 2 2026-11-04 Floating 3.75 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 2960.000000 NS 632.570000 0.0000117 Long EC CORP MX N 1 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJJ8 800000.000000 PA USD 964592.800000 0.0177937 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 3854088.000000 0.0710956 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1M29S4 2480000.000000 PA USD 2830285.120000 0.0522097 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.8 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556JAA7 1900000.000000 PA USD 1945809.000000 0.0358940 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 4119000.000000 0.0759824 Long DBT CORP BR N 2 2025-01-24 Fixed 3.25 N N N N N N IVANTI SOFTWARE INC N/A 46583DAB5 1287681.820000 PA USD 1290901.020000 0.0238130 Long LON CORP US N 2 2027-12-01 Floating 5.75 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1T3TK0 4600000.000000 PA 5460657.430000 0.1007317 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI11JRN1 1000000.000000 PA 1248714.220000 0.0230348 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.625 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1G4C61 2000000.000000 PA 2555995.720000 0.0471500 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 3974292.870000 0.0733130 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N VALARIS LIMITED N/A G9460G101 115056.000000 NS USD 3322817.280000 0.0612954 Long EC CORP BM N 1 N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 1000000.000000 PA USD 972896.660000 0.0179468 Long DBT CORP NL N 2 2030-11-23 Fixed 2.2 N N N N N N JAGUAR HOLDING CO II / PPD DEVELOPMENT LP N/A 47010LAB8 360000.000000 PA USD 378720.000000 0.0069862 Long DBT CORP US N 2 2025-06-15 Fixed 4.625 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 ACI1H1HS3 2900000.000000 PA 3787394.880000 0.0698653 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 3457276.830000 0.0637757 Long DBT CORP GB N 2 2026-11-15 Fixed 6.875 N N N N N N JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) 529900L73GEWN1O5NH84 47010BAJ3 1600000.000000 PA USD 1761008.000000 0.0324850 Long DBT CORP GB N 2 2025-10-15 Fixed 7.75 N N N N N N JAZZ SECURITIES DESIGNATED ACTIVITY COMPANY 6354009DV8VV7K6KOO02 47216FAA5 1000000.000000 PA USD 1038050.000000 0.0191487 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAE2 4345000.000000 PA USD 4562250.000000 0.0841589 Long DBT CORP US N 2 2026-06-03 Fixed 6.25 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AC4 100000.000000 PA USD 102125.500000 0.0018839 Long DBT CORP US N 2 2025-12-15 Fixed 4.625 N N N N N N JETBLUE 2020-1 CLASS A PASS THROUGH TRUST N/A 477164AA5 1857180.500000 PA USD 2054703.720000 0.0379027 Long DBT CORP US N 2 2034-05-15 Fixed 4 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 418097AL5 5100000.000000 PA USD 5326312.500000 0.0982535 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AA7 622010.410000 PA USD 651275.560000 0.0120140 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.3715 Y N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 10000000.000000 PA USD 11029935.700000 0.2034671 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2 N/A 46628TAD3 1071332.280000 PA USD 628047.660000 0.0115855 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.3915 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 23898.570000 PA USD 24827.190000 0.0004580 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.69582 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 220446.720000 PA USD 150546.310000 0.0027771 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 200840.610000 PA USD 185700.620000 0.0034256 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.64122 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A3 N/A 46628KAV2 256014.220000 PA USD 261573.420000 0.0048252 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.927 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A4 N/A 46628LAA6 56301.870000 PA USD 49462.810000 0.0009124 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.85629 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAX3 22894.740000 PA USD 23366.720000 0.0004310 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.76103 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A4 N/A 46631JAL2 795662.540000 PA USD 660277.930000 0.0121800 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.63293 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A4 N/A 46631JAN8 218625.310000 PA USD 182194.200000 0.0033609 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.63293 Y N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAA3 795595.760000 PA USD 786142.410000 0.0145018 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.00527 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FQ2 2600000.000000 NS USD 2691650.000000 0.0496523 Long EP CORP US N 2 N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 185632.330000 PA USD 175167.440000 0.0032313 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.21414 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2006-FRE2 N/A 46626LHB9 9088758.190000 PA USD 9024208.010000 0.1664678 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.6015 Y N N N N N KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF) 5299005K04JUZBZIIE85 934FUQII0 23237688.000000 PA 2032114.250000 0.0374860 Long DBT NUSS AT N 3 2023-01-01 None 0 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BE3 500000.000000 PA USD 528455.580000 0.0097483 Long DBT CORP US N 2 2050-05-01 Fixed 3.5 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BC7 270000.000000 PA USD 314197.830000 0.0057959 Long DBT CORP US N 2 2069-11-15 Fixed 4.2 N N N N N N KANTAR GROUP (SUMMER BC HOLDCO B SARL) 984500NRF59D5DB9B654 942XGPII9 2000000.000000 PA USD 2004584.000000 0.0369782 Long LON CORP US N 2 2026-12-04 Floating 5.25 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 ACI166KG6 1500000.000000 PA 1841859.480000 0.0339764 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 4256371.700000 0.0785165 Long DBT NUSS KZ N 2 2028-11-09 Fixed 2.375 N N N N N N KENNEDY WILSON EUROPE REAL ESTATE LIMITED 213800WIL553Z1T6DZ52 ACI0DGFL3 118877.260000 PA 168065.910000 0.0031003 Long DBT CORP JE N 2 2022-06-30 Fixed 3.95 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 475000.000000 PA USD 489934.000000 0.0090377 Long DBT CORP US N 2 2029-03-01 Fixed 4.75 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BM8 100000.000000 PA USD 105959.760000 0.0019546 Long DBT CORP US N 2 2050-06-01 Fixed 3.3 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 491798AL8 1750000.000000 PA USD 1753281.250000 0.0323424 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.3 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 491798AH7 1500000.000000 PA USD 1654875.000000 0.0305272 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 769902.000000 0.0142022 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 3158554.000000 0.0582652 Long DBT NUSS KE N 2 2032-05-22 Fixed 8 N N N N N N KIK CUSTOM PRODUCTS (KRONOS ACQUISITION HOLDINGS INC) N/A 49387TAW6 1243750.000000 PA USD 1236643.210000 0.0228121 Long LON CORP US N 2 2026-12-22 Floating 4.25 N N N N N N KIK CUSTOM PRODUCTS INC 54930093YQIEW0FV8L89 50106GAF9 700000.000000 PA USD 702541.000000 0.0129596 Long DBT CORP US N 2 2027-12-31 Fixed 7 N N N N N N KIK CUSTOM PRODUCTS INC 54930093YQIEW0FV8L89 50106GAE2 100000.000000 PA USD 101646.500000 0.0018751 Long DBT CORP US N 2 2026-12-31 Fixed 5 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 100000.000000 PA USD 104231.810000 0.0019227 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 780000.000000 PA USD 771207.930000 0.0142263 Long DBT CORP US N 2 2032-11-15 Fixed 2.5 N N N N N N KIMBERLY CLARK DE MEXICO SA DE CV 549300JGHL56QT00KT54 494386AD7 1800000.000000 PA USD 1787679.000000 0.0329770 Long DBT CORP MX N 2 2031-07-01 Fixed 2.431 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 10100000.000000 PA USD 14502337.800000 0.2675218 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 3295441.100000 0.0607904 Long DBT CORP US N 2 2031-08-01 Fixed 7.8 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 300000.000000 PA USD 335446.800000 0.0061879 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N KKR GROUP FINANCE CO VIII LLC N/A 48252MAA3 970000.000000 PA USD 1018664.390000 0.0187911 Long DBT CORP US N 2 2050-08-25 Fixed 3.5 N N N N N N KORN FERRY 549300FOD20OM0GT5G40 50067PAA7 1250000.000000 PA USD 1300343.750000 0.0239872 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 1440089.120000 0.0265650 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 50077LBF2 900000.000000 PA USD 1023375.930000 0.0188780 Long DBT CORP US N 2 2031-03-01 Fixed 4.25 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LBC9 1000000.000000 PA USD 1099507.890000 0.0202824 Long DBT CORP US N 2 2027-05-15 Fixed 3.875 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAE6 2600000.000000 PA USD 3180826.220000 0.0586761 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 7600000.000000 PA USD 8626264.940000 0.1591270 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 50077LAL0 2100000.000000 PA USD 2582332.940000 0.0476358 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAM8 4180000.000000 PA USD 5198943.890000 0.0959039 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAA6 14915000.000000 PA USD 16661397.350000 0.3073496 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 128248.800000 0.0023658 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 1212268.750000 0.0223625 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 1050000.000000 PA USD 1069918.500000 0.0197366 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 300000.000000 PA USD 304443.000000 0.0056160 Long DBT CORP US N 2 2030-02-15 Fixed 4 N N N N N N LAMAR MEDIA CORP N/A 513075BX8 600000.000000 PA USD 587700.000000 0.0108412 Long DBT CORP US N 2 2031-01-15 Fixed 3.625 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AC8 1000000.000000 PA USD 1107500.000000 0.0204298 Long DBT CORP US N 2 2028-05-15 Fixed 4.875 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 440000.000000 PA USD 462022.050000 0.0085228 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 1702315.540000 0.0314023 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 958868.240000 0.0176881 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 33389.350000 PA USD 15342.410000 0.0002830 Long LON CORP US N 2 2025-06-30 Floating 1.0925 N N N N N N LEASEPLAN (LINCOLN FINANCING SARL) 222100831I4WRVCLV609 ACI19YX60 3500000.000000 PA 4207106.670000 0.0776077 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 2660289.700000 0.0490738 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 630626.160000 0.0116330 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N LEGACY LIFEPOINT HEALTH LLC N/A 53219LAS8 600000.000000 PA USD 608100.000000 0.0112175 Long DBT CORP US N 2 2027-02-15 Fixed 4.375 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 2600000.000000 NS USD 2693405.000000 0.0496847 Long EP CORP US N 2 N N N LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC N/A 52473NAA6 425000.000000 PA USD 443593.750000 0.0081829 Long DBT CORP US N 2 2026-02-01 Fixed 5 N N N N N N LEHMAN XS TRUST 2007-12N N/A 52524YAF0 407693.770000 PA USD 391561.370000 0.0072231 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.2715 Y N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 800000.000000 PA USD 782560.000000 0.0144357 Long DBT CORP US N 2 2031-02-15 Fixed 2.3 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 290000.000000 PA USD 329788.000000 0.0060835 Long DBT CORP US N 2 2030-05-15 Fixed 4.375 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 3000000.000000 PA USD 3141274.080000 0.0579465 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 4850000.000000 PA USD 4687137.000000 0.0864627 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 900000.000000 PA USD 914481.000000 0.0168693 Long DBT CORP US N 2 2028-07-01 Fixed 4.25 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 1825000.000000 PA USD 1777093.750000 0.0327817 Long DBT CORP US N 2 2029-07-15 Fixed 3.75 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 600000.000000 PA USD 637950.000000 0.0117681 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 850000.000000 PA USD 911438.000000 0.0168131 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 322451.320000 0.0059482 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 156963.800000 0.0028955 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 125114.360000 0.0023080 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 1875000.000000 PA USD 1830778.130000 0.0337720 Long DBT CORP US N 2 2029-01-15 Fixed 5.375 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 259617.710000 PA USD 259425.850000 0.0047856 Long LON CORP US N 2 2025-11-16 Floating 3.8543 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AA7 102672.180000 PA USD 120035.590000 0.0022143 Long DBT CORP KY N 2 2034-07-05 Fixed 5.875 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1850000.000000 PA USD 1919930.000000 0.0354166 Long DBT CORP US N 2 2029-06-01 Fixed 3.875 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AR0 310000.000000 PA USD 321625.000000 0.0059330 Long DBT CORP US N 2 2027-10-15 Fixed 4.75 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AX7 1050000.000000 PA USD 1056153.000000 0.0194826 Long DBT CORP US N 2 2028-01-15 Fixed 3.75 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 3200000.000000 PA USD 2525901.980000 0.0465948 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 2814000.000000 0.0519093 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 2276002.240000 0.0419850 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 2228834.600000 0.0411149 Long DBT CORP GB N 2 2025-06-27 Floating 4.947 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 3500000.000000 PA USD 3560191.850000 0.0656742 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 229947.910000 0.0042418 Long DBT CORP GB N 2 2028-03-22 Fixed 4.375 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 1000000.000000 PA USD 1167164.500000 0.0215305 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0Y68T3 200000.000000 PA 288303.880000 0.0053183 Long DBT CORP GB N 2 2024-10-16 Fixed 2.25 N N N N N N LOGMEIN INC 549300D12V5KRBV00592 541056AA5 1700000.000000 PA USD 1762985.000000 0.0325214 Long DBT CORP US N 2 2027-09-01 Fixed 5.5 N N N N N N LOGMEIN INC 549300D12V5KRBV00592 54142KAD3 1386525.000000 PA USD 1385514.220000 0.0255583 Long LON CORP US N 2 2027-08-31 Floating 4.827 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NW0 107651.380000 PA USD 107739.520000 0.0019875 Long ABS-MBS CORP US N 2 2045-08-25 Floating 0.8515 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 1725000.000000 PA USD 1737480.380000 0.0320510 Long DBT CORP US N 2 2029-03-15 Fixed 4 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 15669GAH7 3672809.360000 PA USD 3629481.230000 0.0669523 Long LON CORP US N 2 2027-03-15 Floating 2.3543 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 156700BC9 580000.000000 PA USD 592325.000000 0.0109265 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC) N/A 45232TAA9 1760000.000000 PA USD 1965955.200000 0.0362656 Long DBT CORP US N 2 2028-07-01 Fixed 9 N N N N N N LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC) 549300K1Y0YC1YC1H809 45232UAE8 656704.120000 PA USD 653557.190000 0.0120560 Long LON CORP US N 2 2027-06-30 Floating 3.6042 N N N N N N MACEDONIA GOVT N/A ACI1MQD56 1900000.000000 PA 2489325.370000 0.0459201 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.675 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 1000000.000000 PA USD 1018750.000000 0.0187927 Long DBT CORP US N 2 2029-06-30 Fixed 5.875 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 937DEDII9 800000.000000 PA USD 801400.000000 0.0147833 Long LON CORP US N 2 2028-06-16 Floating 3.75 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 300000.000000 PA USD 345772.430000 0.0063784 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 2200000.000000 PA USD 2339942.570000 0.0431645 Long DBT CORP US N 2 2032-10-15 Fixed 3.5 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAF3 150000.000000 PA USD 153975.000000 0.0028403 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAH9 600000.000000 PA USD 609000.000000 0.0112341 Long DBT CORP US N 2 2029-06-15 Fixed 4.5 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAG1 700000.000000 PA USD 746529.000000 0.0137711 Long DBT CORP US N 2 2025-09-15 Fixed 6.125 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAH1 135076.920000 PA USD 133585.400000 0.0024642 Long LON CORP US N 2 2025-08-29 Floating 1.8542 N N N N N N MARRIOTT OWNERSHIP RESORTS INC / ILG LLC N/A 57165PAB1 385000.000000 PA USD 400423.100000 0.0073865 Long DBT CORP US N 2 2026-09-15 Fixed 6.5 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AK0 331000.000000 PA USD 352021.190000 0.0064937 Long DBT CORP US N 2 2023-06-22 Fixed 4.2 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 490000.000000 PA USD 597710.330000 0.0110258 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 103289.590000 PA USD 59483.160000 0.0010973 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.5715 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF2 N/A 57645TAA5 3694118.600000 PA USD 3653249.830000 0.0673908 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.7115 N N N N N N MASTR ADJUSTABLE RATE MTGES TR 2007-1 N/A 576431AD2 460676.400000 PA USD 932679.360000 0.0172050 Long ABS-MBS CORP US N 2 2047-01-25 Floating 0.8563 Y N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2003-5 N/A 576433FJ0 13372.460000 PA USD 12869.390000 0.0002374 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.27635 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2004-8 N/A 576433QV1 7863.800000 PA USD 8013.720000 0.0001478 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.50543 N N N N N N MASTR ALT LN TR 2006-2 N/A 5764342H6 505562.010000 PA USD 28487.860000 0.0005255 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.4915 Y N N N N N MASTR ASSET BACKED SEC TR 2004-WMC3 N/A 57643LFN1 307352.850000 PA USD 304497.940000 0.0056170 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.9165 N N N N N N MASTR ASSET BACKED SEC TR 2006-HE5 N/A 576455AC3 8748264.360000 PA USD 6459077.160000 0.1191493 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.2515 N N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAT7 306064.000000 PA USD 367865.330000 0.0067859 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.7715 Y N N N N N MASTR SPECIALIZED LOAN TRUST 2005-3 N/A 576436CP2 3824403.040000 PA USD 3822225.420000 0.0705079 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.8415 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AE6 210000.000000 PA USD 216583.500000 0.0039953 Long DBT CORP US N 2 2026-09-15 Fixed 5.875 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 875000.000000 PA USD 908915.000000 0.0167666 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 725000.000000 PA USD 755025.880000 0.0139278 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 400000.000000 PA USD 436544.000000 0.0080528 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 1100000.000000 PA USD 1174833.000000 0.0216719 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 475000.000000 PA USD 495862.000000 0.0091471 Long DBT CORP CA N 2 2029-02-01 Fixed 5.875 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAB5 1700000.000000 PA USD 1765662.500000 0.0325708 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 700000.000000 PA USD 717325.000000 0.0132324 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 1705615.700000 0.0314632 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 5900000.000000 PA USD 6242937.500000 0.1151623 Long DBT CORP KY N 2 2029-12-04 Fixed 5.375 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 300000.000000 PA USD 306439.910000 0.0056528 Long DBT CORP US N 2 2050-01-01 Fixed 2.955 N N N N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BA8 1500000.000000 PA USD 1545375.000000 0.0285072 Long DBT CORP US N 2 2029-02-01 Fixed 5.125 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-AF1 N/A 59024KAX1 120070.410000 PA USD 89956.780000 0.0016594 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.91636 Y N N N N N MERRILL LYNCH MORTGAGE INV 2007-HE3 N/A 590238AA9 1182491.940000 PA USD 670441.000000 0.0123675 Long ABS-MBS CORP US N 2 2047-04-25 Floating 0.1615 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A10 N/A 59020UZ65 756694.690000 PA USD 750988.300000 0.0138533 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.5115 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020UW68 356726.480000 PA USD 306544.800000 0.0056548 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.94538 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAD3 1348987.600000 PA USD 1254314.570000 0.0231381 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.3515 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAE1 704531.480000 PA USD 657866.980000 0.0121355 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.4115 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A3 N/A 59020UHG3 104709.200000 PA USD 106533.490000 0.0019652 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.19628 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QBB3 1000000.000000 PA USD 1107995.000000 0.0204390 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAK6 1600000.000000 PA USD 1836000.000000 0.0338683 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAL4 2000000.000000 PA USD 2276000.000000 0.0419849 Long DBT NUSS MX N 2 2051-04-27 Fixed 5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI1TX124 900000.000000 PA USD 825210.000000 0.0152225 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 29826000.000000 PA USD 27816473.250000 0.5131251 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAQ3 524000.000000 PA USD 551321.360000 0.0101701 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAZ1 6000000.000000 PA USD 7192020.000000 0.1326698 Long DBT NUSS MX N 2 2099-10-12 Fixed 5.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAG6 1300000.000000 PA USD 1327599.000000 0.0244900 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAA9 1650000.000000 PA USD 1698848.250000 0.0313383 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 1892250.000000 0.0349060 Long DBT CORP KY N 2 2026-05-15 Fixed 5.875 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAE1 300000.000000 PA USD 312643.500000 0.0057673 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAJ4 810000.000000 PA USD 902489.850000 0.0166481 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAL9 3325000.000000 PA USD 3385465.130000 0.0624510 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953BX8 300000.000000 PA USD 313935.000000 0.0057911 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 1221499.500000 0.0225328 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N AA BOND CO LIMITED 2138002EPF6QVRZBMC58 ACI1V8R69 2000000.000000 PA 2880445.530000 0.0531350 Long DBT CORP JE N 2 2026-01-31 Fixed 6.5 N N N N N N MID-ATLANTIC INTERSTATE TRANSMISSION LLC N/A 59524QAA3 650000.000000 PA USD 732207.340000 0.0135069 Long DBT CORP US N 2 2028-05-15 Fixed 4.1 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 1400000.000000 PA USD 1466906.000000 0.0270597 Long DBT CORP US N 2 2028-05-01 Fixed 6.5 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAA7 600000.000000 PA USD 603066.000000 0.0111246 Long DBT CORP US N 2 2030-01-15 Fixed 5.625 N N N N N N MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP N/A 59833DAB6 1550000.000000 PA USD 1553875.000000 0.0286640 Long DBT CORP US N 2 2029-05-01 Fixed 4.875 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS1 N/A 59981BAC8 6923395.300000 PA USD 7138931.670000 0.1316905 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 1482281.620000 PA USD 1537693.160000 0.0283655 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.75 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-1 N/A 00252FBD2 8000000.000000 PA USD 7679578.400000 0.1416637 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.3965 N N N N N N MITCHELLS & BUTLERS FINANCE PLC 213800E7QA1U8BF34219 337786II0 1700000.000000 PA 2689945.890000 0.0496209 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 3643935.050000 0.0672190 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 606822BU7 2000000.000000 PA USD 1994715.460000 0.0367961 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 2500000.000000 PA USD 2499483.500000 0.0461075 Long DBT CORP JP N 2 2031-07-10 Floating 2.201 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 1000000.000000 PA USD 1052206.300000 0.0194098 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 ACI1HYJP5 200000.000000 PA 241524.730000 0.0044554 Long DBT CORP JP N 2 2030-04-15 Fixed 0.797 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL37 52936.890000 PA USD 53462.940000 0.0009862 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.65255 N N N N N N MMK INTERNATIONAL CAPITAL DESIGNATED ACTIVITY COMPANY 635400CNBLB2PNXXQI80 553142AA8 3300000.000000 PA USD 3544972.200000 0.0653934 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 1694000.000000 0.0312489 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625 N N N N N N MONGOLIA GOVT N/A 60937LAE5 2000000.000000 PA USD 1966834.460000 0.0362818 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N MONROE CAPITAL BSL CLO LTD 2015-1A N/A 610332AU2 1671161.450000 PA USD 1671578.890000 0.0308353 Long ABS-CBDO CORP KY N 2 2027-05-22 Floating 1.27013 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE8 N/A 61750SAE2 2044500.760000 PA USD 1220730.310000 0.0225186 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.2315 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE8 N/A 61750SAF9 1239091.370000 PA USD 747965.860000 0.0137976 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.3115 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAB6 556170.580000 PA USD 339438.690000 0.0062616 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.1815 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAD2 1622825.230000 PA USD 770905.110000 0.0142207 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.1915 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCR8 50000.000000 PA USD 50482.780000 0.0009312 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AF4 450000.000000 PA USD 461747.250000 0.0085178 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N MORGAN STANLEY CAPITAL INC 2004-HE8 N/A 61744CHD1 824796.110000 PA USD 827412.530000 0.0152631 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.6665 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 024747AG2 1800000.000000 PA USD 1793817.000000 0.0330902 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAD7 188030.610000 PA USD 127250.860000 0.0023474 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.4415 N N N N N N ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC) 549300H5GQ4C1BEKG397 02474RAH6 1080750.000000 PA USD 1074240.640000 0.0198163 Long LON CORP US N 2 2027-01-15 Floating 2.1042 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4S9 101966.760000 PA USD 98550.890000 0.0018179 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.29571 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-12XS N/A 61749EAH0 211837.720000 PA USD 92821.510000 0.0017123 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.22629 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-13 N/A 61756HBN9 4114488.860000 PA USD 3185314.250000 0.0587589 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 243124.180000 PA USD 108204.870000 0.0019960 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.4515 N N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XAG0 748769.590000 PA USD 646964.780000 0.0119344 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.8845 N N N N N N MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2 N/A 61915CAA7 4831321.960000 PA USD 4435951.690000 0.0818291 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.5915 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBK5 200000.000000 PA USD 207828.250000 0.0038338 Long DBT CORP US N 2 2022-12-01 Fixed 3.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 100000.000000 PA USD 113422.440000 0.0020923 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 55342UAM6 300000.000000 PA USD 303373.500000 0.0055963 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAJ9 6300000.000000 PA USD 7274780.100000 0.1341965 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A ACI1H1H46 3200000.000000 PA 4725255.320000 0.0871659 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 2445000.000000 PA USD 2624438.550000 0.0484125 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 1706299.410000 0.0314758 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 205016.000000 0.0037819 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 1682108.700000 0.0310295 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 800000.000000 PA USD 791840.000000 0.0146069 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9H8 700000.000000 PA USD 808308.900000 0.0149107 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N NARRAGANSETT ELECTRIC CO/THE VAI0KZ806W8MCH0BCZ61 631005BJ3 600000.000000 PA USD 658114.810000 0.0121401 Long DBT CORP US N 2 2030-04-09 Fixed 3.395 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1FS336 6000000.000000 PA USD 6137100.000000 0.1132099 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.125 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1QR9G1 8000000.000000 PA USD 7272400.000000 0.1341526 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N NASSAU LTD 2020-IA N/A 631715AA7 1700000.000000 PA USD 1701714.620000 0.0313912 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.33825 N N N N N N ACADEMY LTD (AKA: ACADEMY SPORTS & OUTDOORS) 549300BN53IR80C35Z14 942UDYII9 375000.000000 PA USD 377421.750000 0.0069622 Long LON CORP US N 2 2027-11-05 Floating 4.5 N N N N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180BR1 775000.000000 PA USD 780969.380000 0.0144064 Long DBT CORP US N 2 2031-03-01 Fixed 2.95 N N N N N N ACADEMY LTD (AKA: ACADEMY SPORTS & OUTDOORS) 549300BN53IR80C35Z14 00401YAA8 1000000.000000 PA USD 1072335.000000 0.0197812 Long DBT CORP US N 2 2027-11-15 Fixed 6 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAA7 1960000.000000 PA USD 2035028.800000 0.0375398 Long DBT CORP US N 2 2027-01-15 Fixed 6 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAP4 800000.000000 PA USD 836568.000000 0.0154320 Long DBT CORP US N 2 2029-04-15 Fixed 5 N N N N N N ACADIA HEALTHCARE COMPANY INC 5493005CW985Y9D0NC11 00404AAN9 800000.000000 PA USD 855636.000000 0.0157838 Long DBT CORP US N 2 2028-07-01 Fixed 5.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 1000000.000000 PA USD 1050566.350000 0.0193796 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 2696430.100000 0.0497405 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 1824677.080000 0.0336595 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 1500000.000000 PA USD 1510800.000000 0.0278694 Long DBT CORP GB N 2 2031-06-28 Floating 4.6 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 24100000.000000 PA USD 24330034.500000 0.4488114 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 2650000.000000 PA USD 2960262.000000 0.0546074 Long DBT CORP GB N 2 2025-12-29 Floating 6 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI1SQVK7 1700000.000000 PA 2537706.960000 0.0468126 Long DBT CORP GB N 2 2027-05-12 Floating 5.125 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 240000.000000 PA USD 260464.810000 0.0048047 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 1858000.000000 PA USD 1906597.770000 0.0351706 Long DBT CORP GB N 2 2023-05-15 Floating 3.498 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 2778000.000000 PA USD 2807727.490000 0.0517936 Long DBT CORP GB N 2 2023-05-15 Floating 1.62588 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 6300000.000000 PA 7807513.980000 0.1440237 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI14S007 700000.000000 PA 873017.900000 0.0161044 Long DBT CORP GB N 2 2025-03-04 Floating 2 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FDJ4 100000.000000 PA USD 97111.420000 0.0017914 Long DBT CORP US N 2 2025-01-25 Fixed 5.625 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 910000.000000 PA USD 1060127.250000 0.0195560 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 1950000.000000 PA USD 1885698.750000 0.0347851 Long DBT CORP BM N 2 2024-12-15 Fixed 3.625 N N N N N N NCR CORPORATION 549300YKTY8JX1DV2R67 62886EAY4 3500000.000000 PA USD 3624460.000000 0.0668597 Long DBT CORP US N 2 2028-10-01 Fixed 5 N N N N N N NCR CORPORATION 549300YKTY8JX1DV2R67 62886EAZ1 1050000.000000 PA USD 1090719.000000 0.0201203 Long DBT CORP US N 2 2030-10-01 Fixed 5.25 N N N N N N NE PROPERTY BV 7245006AG9J70KOIJH36 ACI1FZB15 400000.000000 PA 488293.330000 0.0090075 Long DBT CORP NL N 2 2026-10-09 Fixed 1.875 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 1400000.000000 PA USD 1463000.000000 0.0269877 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N NESTLE SKIN HEALTH SA (SUNSHINE LUXEMBOURG VII SARL) 254900CHQOBZNYV4DY60 L8908YAE8 744593.850000 PA USD 747855.920000 0.0137956 Long LON CORP LU N 2 2026-10-01 Floating 4.5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAJ5 300000.000000 PA USD 308308.500000 0.0056873 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 6217483.060000 0.1146927 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 5406346.000000 0.0997298 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 1049118.400000 0.0193529 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 780000.000000 PA USD 948438.190000 0.0174957 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 1412530.770000 0.0260567 Long DBT CORP US N 2 2030-06-15 Fixed 3.625 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1BLJV6 2000000.000000 PA 2860622.190000 0.0527693 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NEW ALBERTSONS LP N/A 01310QCW3 800000.000000 PA USD 855848.000000 0.0157877 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 300273.100000 PA USD 299602.320000 0.0055267 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.7515 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2004-1 N/A 64352VFQ9 5715369.090000 PA USD 5679644.030000 0.1047713 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.9765 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 5794524.250000 PA USD 6046802.770000 0.1115442 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 6121879.170000 PA USD 6339363.830000 0.1169410 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) 549300LWGYFM1TVO1Z12 651229BB1 480000.000000 PA USD 532348.800000 0.0098201 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 1455000.000000 PA USD 1603319.670000 0.0295761 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 301961.030000 PA USD 301583.580000 0.0055633 Long LON CORP US N 2 2026-09-18 Floating 2.6003 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 450000.000000 PA USD 477562.500000 0.0088095 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 ACI1H0BK8 6900000.000000 PA 5217592.650000 0.0962479 Long DBT CORP US N 2 2026-12-02 Fixed 2.2 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 475000.000000 PA USD 501471.750000 0.0092506 Long DBT CORP US N 2 2028-08-15 Fixed 6.875 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 1602000.000000 PA USD 1837179.130000 0.0338901 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 628998.930000 0.0116030 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 70152.200000 0.0012941 Long DBT CORP LU N 2 2025-02-01 Fixed 5 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 392097.280000 PA USD 392124.330000 0.0072334 Long LON CORP US N 2 2023-10-04 Floating 2.0813 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBD3 2600000.000000 PA USD 2749253.000000 0.0507149 Long DBT CORP US N 2 2028-10-01 Fixed 5.625 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBF8 1620000.000000 PA USD 1767376.750000 0.0326025 Long DBT CORP US N 2 2030-10-01 Fixed 5.875 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBK7 625000.000000 PA USD 627343.750000 0.0115725 Long DBT CORP US N 2 2031-07-15 Fixed 4.75 N N N N N N NIELSENIQ (INTERMEDIATE DUTCH HOLDINGS) N/A 45674PAC8 1197000.000000 PA USD 1200740.630000 0.0221498 Long LON CORP US N 2 2028-03-06 Floating 4.08 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAD5 1400000.000000 PA USD 1481384.800000 0.0273268 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 956601.900000 0.0176462 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI10XG45 3000000.000000 PA USD 3174396.000000 0.0585575 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BV5 4700000.000000 PA USD 5076305.500000 0.0936416 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 7235276.800000 0.1334677 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 452204.800000 0.0083417 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 6377346.000000 0.1176417 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 800000.000000 PA USD 886887.020000 0.0163602 Long DBT CORP US N 2 2030-05-01 Fixed 3.6 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1 N/A 004421WQ2 272254.180000 PA USD 271301.210000 0.0050046 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.6915 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BT5 1350000.000000 PA USD 1363635.230000 0.0251547 Long DBT CORP US N 2 2028-03-09 Fixed 2.75 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAQ2 1140000.000000 PA USD 1025916.940000 0.0189249 Long DBT CORP US N 2 2050-09-15 Fixed 2.5 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 2000000.000000 PA USD 2200223.340000 0.0405871 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 ACI1RDKV5 1500000.000000 PA 2016791.740000 0.0372034 Long DBT CORP JP N 2 2028-09-17 Fixed 3.201 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 3480000.000000 PA USD 3932510.980000 0.0725423 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAC5 398003.000000 PA USD 440362.460000 0.0081233 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAA9 284333.000000 PA USD 314594.560000 0.0058033 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOKIA OYJ 549300A0JPRWG1KI7U06 654902AE5 240000.000000 PA USD 265819.200000 0.0049035 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 109467.250000 PA USD 113846.890000 0.0021001 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 1787817.870000 0.0329795 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 2300000.000000 PA USD 2339570.860000 0.0431576 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAA9 1500000.000000 PA USD 1721572.500000 0.0317575 Long DBT CORP FI N 2 2026-03-26 Floating 6.625 N N N N Y NORDEA BANK ABP SEK XXXX N N N ADAPTHEALTH LLC N/A 00653VAA9 850000.000000 PA USD 906265.750000 0.0167177 Long DBT CORP US N 2 2028-08-01 Fixed 6.125 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 500000.000000 PA USD 507535.000000 0.0093624 Long DBT CORP US N 2 2029-08-01 Fixed 4.625 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAA8 2350000.000000 PA USD 2444987.000000 0.0451022 Long DBT CORP CA N 2 2026-02-15 Fixed 5.625 N N N N N N ADEVINTA ASA 529900W8V3YLHRSZH763 ACI1SD9X3 1000000.000000 PA 1217765.380000 0.0224639 Long DBT CORP NO N 2 2025-11-15 Fixed 2.625 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 185000.000000 PA USD 188148.700000 0.0034707 Long DBT CORP US N 2 2025-04-15 Fixed 5 N N N N N N NOURYON (STARFRUIT FINCO BV) 549300GD4NJGLPVYB245 N8232NAC1 755307.270000 PA 892480.030000 0.0164634 Long LON CORP NL N 2 2025-10-01 Floating 3 N N N N N N ADEVINTA ASA 529900W8V3YLHRSZH763 ACI1SD9Z8 750000.000000 PA 921994.830000 0.0170079 Long DBT CORP NO N 2 2027-11-15 Fixed 3 N N N N N N NOURYON (STARFRUIT US HOLDCO LLC) 549300K7VB5G6LULFT41 N8232NAB3 1072652.540000 PA USD 1065948.460000 0.0196633 Long LON CORP NL N 2 2025-10-01 Floating 2.8434 N N N N N N NOURYON HOLDING BV N/A ACI1564X8 1500000.000000 PA 1864312.240000 0.0343906 Long DBT CORP NL N 2 2026-10-01 Fixed 6.5 N N N N N N NOURYON HOLDING BV N/A 85529VAA2 1000000.000000 PA USD 1061250.000000 0.0195767 Long DBT CORP NL N 2 2026-10-01 Fixed 8 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 1500000.000000 PA USD 1503906.000000 0.0277423 Long LON CORP US N 2 2028-04-08 Floating 3.6042 N N N N N N NOVOLEX (FLEX ACQUISITION COMPANY INC) 549300HHED2KGPBEDW39 33936YAA3 100000.000000 PA USD 101877.500000 0.0018793 Long DBT CORP US N 2 2025-01-15 Fixed 6.875 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAB3 300000.000000 PA USD 331194.000000 0.0061095 Long DBT CORP US N 2 2025-04-15 Fixed 9 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 1800000.000000 PA USD 1962936.000000 0.0362099 Long DBT CORP US N 2 2025-10-01 Fixed 5.75 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 1290000.000000 PA USD 1428862.050000 0.0263579 Long DBT CORP US N 2 2030-10-01 Fixed 6.375 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 940000.000000 PA USD 998171.280000 0.0184131 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAC2 200000.000000 PA USD 214115.190000 0.0039497 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAA6 1400000.000000 PA USD 1552031.470000 0.0286300 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 1800000.000000 PA USD 1935270.770000 0.0356996 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TE6 80386.030000 PA USD 77470.370000 0.0014291 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.69887 Y N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 765000.000000 PA USD 748563.980000 0.0138086 Long DBT CORP US N 2 2045-06-15 Fixed 4.625 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DY8 3450000.000000 PA USD 4135791.000000 0.0762921 Long DBT CORP US N 2 2025-07-15 Fixed 8 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EA9 3180000.000000 PA USD 4257050.100000 0.0785290 Long DBT CORP US N 2 2030-07-15 Fixed 8.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 1717000.000000 PA USD 1708953.250000 0.0315247 Long DBT CORP US N 2 2022-08-15 Floating 1.60588 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CW3 8129000.000000 PA USD 8322063.750000 0.1535155 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 101037.500000 0.0018638 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 113555.960000 0.0020947 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 96135.500000 0.0017734 Long DBT CORP US N 2 2049-08-15 Fixed 4.4 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EB7 2500000.000000 PA USD 2784437.500000 0.0513640 Long DBT CORP US N 2 2025-09-01 Fixed 5.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EC5 3980000.000000 PA USD 4652261.800000 0.0858194 Long DBT CORP US N 2 2028-09-01 Fixed 6.375 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599ED3 1590000.000000 PA USD 1909987.500000 0.0352332 Long DBT CORP US N 2 2030-09-01 Fixed 6.625 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EE1 4325000.000000 PA USD 4792727.130000 0.0884105 Long DBT CORP US Y 2 2025-12-01 Fixed 5.5 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 85057.550000 PA USD 84633.110000 0.0015612 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 57037.940000 PA USD 56753.320000 0.0010469 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 26900.800000 0.0004962 Long DBT CORP KY N 2 2021-08-06 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 1242000.000000 PA USD 17089.920000 0.0003153 Long DBT CORP KY N 2 2021-08-05 None 0 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAS2 2400000.000000 PA USD 2583996.000000 0.0476665 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAT0 2000000.000000 PA USD 2040820.000000 0.0376466 Long DBT NUSS OM N 2 2051-01-25 Fixed 7 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAA1 1800000.000000 PA USD 1889537.400000 0.0348559 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.875 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAD5 600000.000000 PA USD 673590.000000 0.0124256 Long DBT NUSS OM N 2 2027-10-28 Fixed 6.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BJ1 5000000.000000 PA USD 5268135.000000 0.0971803 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BH5 11680000.000000 PA USD 11658100.000000 0.2150547 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 209948.600000 0.0038729 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.875 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BB8 4900000.000000 PA USD 5168275.000000 0.0953382 Long DBT NUSS OM N 2 2027-03-08 Fixed 5.375 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242AW3 3300000.000000 PA USD 3431092.500000 0.0632927 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI1DKJ46 4000000.000000 PA USD 4263708.000000 0.0786518 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 700000.000000 PA USD 765195.500000 0.0141154 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 2069064.810000 0.0381676 Long DBT CORP US N 2 2024-04-01 Fixed 4.95 N N N N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189AQ8 1820000.000000 PA USD 1877484.700000 0.0346336 Long DBT CORP US N 2 2028-09-01 Fixed 3.875 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAQ2 20000.000000 PA USD 22996.600000 0.0004242 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAL3 4000000.000000 PA USD 4277140.000000 0.0788996 Long DBT CORP US N 2 2023-03-15 Fixed 5.625 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAP4 5810000.000000 PA USD 6260275.000000 0.1154821 Long DBT CORP US N 2 2024-03-15 Fixed 6.125 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAM1 490000.000000 PA USD 553626.500000 0.0102126 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAN9 1740000.000000 PA USD 2028770.400000 0.0374243 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAK5 2401000.000000 PA USD 2500641.500000 0.0461288 Long DBT CORP US N 2 2022-05-15 Fixed 6.125 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAS8 400000.000000 PA USD 444664.000000 0.0082026 Long DBT CORP US N 2 2025-06-01 Fixed 8.875 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 682691AA8 550000.000000 PA USD 545875.000000 0.0100697 Long DBT CORP US N 2 2030-09-15 Fixed 4 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAF6 2000000.000000 PA USD 2257260.000000 0.0416392 Long DBT CORP US N 2 2023-10-01 Fixed 8.25 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAR0 1784000.000000 PA USD 1944096.160000 0.0358624 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 1000000.000000 PA USD 1294393.430000 0.0238774 Long DBT CORP US N 2 2031-01-15 Fixed 6.35 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 1498000.000000 PA USD 1688463.400000 0.0311468 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 163368.000000 0.0030136 Long DBT CORP US N 2 2030-02-15 Fixed 4.125 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCY7 595183.750000 PA USD 598939.180000 0.0110485 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.8515 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAF1 429137.580000 PA USD 303821.680000 0.0056045 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.3115 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAE6 810000.000000 PA USD 862666.200000 0.0159134 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 N/A 68402YAA4 313516.170000 PA USD 293326.860000 0.0054109 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.2315 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1000000.000000 PA USD 1092802.220000 0.0201587 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAC0 790000.000000 PA USD 874767.000000 0.0161367 Long DBT CORP US N 2 2026-04-15 Fixed 5.75 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2110000.000000 PA USD 2229033.050000 0.0411185 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 4834031.920000 0.0891725 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 5003043.640000 0.0922902 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 659273.860000 0.0121615 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 3278148.240000 0.0604714 Long DBT CORP US N 2 2047-11-15 Fixed 4 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 2400000.000000 PA USD 2404929.600000 0.0443633 Long LON CORP US N 2 2028-06-02 Floating 3.5 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAF3 3400000.000000 PA USD 3302250.000000 0.0609160 Long DBT CORP US N 2 2027-08-31 Fixed 3.375 N N N N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 8000000.000000 PA USD 8168400.000000 0.1506809 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 800000.000000 PA USD 825160.000000 0.0152216 Long DBT CORP US N 2 2031-04-30 Fixed 5.125 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAA6 450000.000000 PA USD 492412.500000 0.0090834 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 68752DAC2 78000.000000 PA USD 84069.570000 0.0015508 Long DBT CORP US N 2 2025-06-01 Fixed 7.375 N N N N N N ADVANTAGE SALES & MARKETING INC 549300T4O24KQDED1182 00775PAA5 2035000.000000 PA USD 2148970.180000 0.0396416 Long DBT CORP US N 2 2028-11-15 Fixed 6.5 N N N N N N OWENS & MINOR INC 549300LMT5KQQXCEZ733 690732AF9 165000.000000 PA USD 169752.830000 0.0031314 Long DBT CORP US N 2 2029-03-31 Fixed 4.5 N N N N N N ADVANTAGE SALES & MARKETING INC 549300T4O24KQDED1182 00769EAY6 997500.000000 PA USD 1008989.210000 0.0186126 Long LON CORP US N 2 2027-10-28 Floating 6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JP3 910000.000000 PA USD 939245.370000 0.0173261 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 890000.000000 PA USD 933798.480000 0.0172256 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 1400000.000000 PA USD 1314165.080000 0.0242421 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 400000.000000 PA USD 409691.890000 0.0075575 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 700000.000000 PA USD 725426.180000 0.0133818 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HL4 600000.000000 PA USD 578175.520000 0.0106655 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 100000.000000 PA USD 95547.590000 0.0017625 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 500000.000000 PA USD 496375.540000 0.0091565 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 1700000.000000 PA USD 1699398.180000 0.0313485 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 300000.000000 PA USD 310139.120000 0.0057211 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HM2 1100000.000000 PA USD 1154392.570000 0.0212949 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HD2 300000.000000 PA USD 298656.560000 0.0055093 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JL2 50000.000000 PA USD 52439.620000 0.0009673 Long DBT CORP US N 2 2025-07-01 Fixed 3.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 150000.000000 PA USD 157340.440000 0.0029024 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 540500.000000 PA USD 578607.830000 0.0106735 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 1400000.000000 PA USD 1402985.280000 0.0258806 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 440500.000000 PA USD 453823.070000 0.0083716 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JB4 100000.000000 PA USD 106021.130000 0.0019558 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 600000.000000 PA USD 630150.050000 0.0116243 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 300000.000000 PA USD 291679.310000 0.0053806 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 600000.000000 PA USD 661126.240000 0.0121957 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 100000.000000 PA USD 91415.360000 0.0016863 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 1150000.000000 PA USD 1026469.620000 0.0189351 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JR9 5000000.000000 PA USD 5010527.650000 0.0924282 Long DBT CORP US N 2 2021-11-15 Floating 1.53088 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 300000.000000 PA USD 326781.900000 0.0060281 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HW0 2600000.000000 PA USD 2675359.880000 0.0493518 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 500000.000000 PA USD 465912.490000 0.0085946 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 250000.000000 PA USD 246187.410000 0.0045414 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 400000.000000 PA USD 395011.100000 0.0072867 Long DBT CORP US N 2 2041-06-01 Fixed 4.2 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 1000000.000000 PA USD 1060921.670000 0.0195706 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 550000.000000 PA USD 604268.540000 0.0111468 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AW4 10200000.000000 PA USD 13880109.000000 0.2560437 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.7 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AK0 2100000.000000 PA USD 3112326.000000 0.0574125 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.375 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BH6 2200000.000000 PA USD 2503930.000000 0.0461895 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.5 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BL7 700000.000000 PA USD 716520.000000 0.0132175 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 69832AAA4 800000.000000 PA USD 815990.690000 0.0150524 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 2593250.000000 0.0478372 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.6 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AJ9 2500000.000000 PA USD 2878150.000000 0.0530927 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AB6 900000.000000 PA USD 1122309.000000 0.0207030 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 P75744AB1 2700000.000000 PA USD 3366927.000000 0.0621091 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N PAREXEL INTERNATIONAL CORPORATION 549300GCZVUYB6P2OA17 69946EAT8 308316.470000 PA USD 306871.080000 0.0056608 Long LON CORP US N 2 2024-09-27 Floating 2.845 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAC7 1675000.000000 PA USD 1734797.500000 0.0320015 Long DBT CORP US N 2 2029-05-15 Fixed 4.875 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAA1 840000.000000 PA USD 913201.800000 0.0168457 Long DBT CORP US N 2 2025-06-01 Fixed 7.5 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAB9 2025000.000000 PA USD 2162649.380000 0.0398940 Long DBT CORP US N 2 2028-10-01 Fixed 5.875 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAB1 10055000.000000 PA USD 10748056.160000 0.1982673 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65 N N N N N N PARK PLACE SECURITIES INC 2005-WLL1 N/A 70069FGZ4 14314000.000000 PA USD 14280961.860000 0.2634381 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.0515 N N N N N N PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC N/A 70339PAA7 720000.000000 PA USD 747144.000000 0.0137824 Long DBT CORP US N 2 2028-08-15 Fixed 4.5 N N N N N N PATTERSON-UTI ENERGY INC 254900XGFBKIXD6G0697 703481AB7 100000.000000 PA USD 101280.040000 0.0018683 Long DBT CORP US N 2 2028-02-01 Fixed 3.95 N N N N N N PEDERNALES ELECTRIC COOPERATIVE N/A 705322AJ4 122000.000000 PA USD 127199.260000 0.0023464 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 2405000.000000 0.0443646 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 1383544.500000 0.0255220 Long DBT CORP ID N 2 2023-05-02 Fixed 4.5 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAC6 986243.410000 PA USD 1075878.140000 0.0198465 Long DBT CORP PA N 2 2048-11-18 Fixed 6 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAB3 1600000.000000 PA USD 1543728.000000 0.0284769 Long DBT CORP US N 2 2029-02-15 Fixed 4.25 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAA5 2760000.000000 PA USD 2913083.400000 0.0537371 Long DBT CORP US N 2 2025-10-15 Fixed 5.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 1610000.000000 PA USD 1727573.860000 0.0318682 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 115808.870000 0.0021363 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 106857.570000 0.0019712 Long DBT CORP US N 2 2029-11-01 Fixed 3.35 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 1995000.000000 PA USD 2004508.170000 0.0369768 Long LON CORP US N 2 2028-02-01 Floating 4.5 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAD2 800000.000000 PA USD 855548.000000 0.0157821 Long DBT CORP US N 2 2025-05-01 Fixed 6.875 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 450000.000000 PA USD 473546.250000 0.0087354 Long DBT CORP US N 2 2027-10-15 Fixed 5.5 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 600000.000000 PA USD 613561.930000 0.0113183 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DF6 2175000.000000 PA USD 2221240.500000 0.0409748 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AP7 11040000.000000 PA USD 17359406.400000 0.3202256 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 206908.500000 0.0038168 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 7185373.110000 0.1325472 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 2804541.180000 0.0517348 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 17280000.000000 PA 5043339.970000 0.0930335 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 158319.340000 0.0029205 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 437789.930000 0.0080758 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAH2 2000000.000000 PA USD 2528260.000000 0.0466383 Long DBT CORP ID N 2 2049-01-25 Fixed 6.25 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAM1 1000000.000000 PA USD 1026310.000000 0.0189321 Long DBT CORP ID N 2 2050-02-05 Fixed 4.375 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAN9 5000000.000000 PA USD 5022975.000000 0.0926578 Long DBT CORP ID N 2 2030-06-30 Fixed 3 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 5400000.000000 PA USD 5373000.000000 0.0991147 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAK5 3000000.000000 PA USD 3277950.000000 0.0604677 Long DBT CORP ID N 2 2049-07-17 Fixed 4.875 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568QAC1 400000.000000 PA USD 434300.000000 0.0080114 Long DBT CORP ID N 2 2027-05-15 Fixed 4.125 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568QAF4 2820000.000000 PA USD 3570571.200000 0.0658656 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAS8 700000.000000 PA USD 863642.500000 0.0159314 Long DBT CORP NL N 2 2027-01-17 Fixed 7.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBE8 30087000.000000 PA USD 32877870.120000 0.6064917 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAM3 370000.000000 PA USD 366467.350000 0.0067602 Long DBT CORP US N 2 2030-06-04 Fixed 2.1 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VX67II1 11221000.000000 PA USD 504945.000000 0.0093146 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 1300000.000000 PA USD 1349023.000000 0.0248852 Long DBT CORP US N 2 2028-05-01 Fixed 6.625 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VXHCII8 47485000.000000 PA USD 2136825.000000 0.0394176 Long DBT CORP VE N 2 2037-04-12 Fixed 5.5 Y Y N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDB5 1660000.000000 PA USD 1755450.000000 0.0323824 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 2750000.000000 PA USD 2837312.500000 0.0523394 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDE9 1000000.000000 PA USD 972750.000000 0.0179441 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QBR2 8510000.000000 PA USD 7329237.500000 0.1352010 Long DBT CORP MX N 2 2045-01-23 Fixed 6.375 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 23620000.000000 PA USD 22763775.000000 0.4199189 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 8556000.000000 PA USD 7582327.200000 0.1398697 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 4393000.000000 PA USD 3749798.910000 0.0691718 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCG5 4950000.000000 PA USD 5230912.500000 0.0964936 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 5811670.000000 0.1072068 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 706451BR1 6400000.000000 PA USD 5929600.000000 0.1093822 Long DBT CORP MX N 2 2038-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 12901000.000000 PA USD 11433640.260000 0.2109141 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AR0 3900000.000000 PA USD 4821938.280000 0.0889494 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N PETRORIO LUXEMBOURG SARL 222100466T5WZDU1B498 71677WAA0 1800000.000000 PA USD 1843650.000000 0.0340095 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125 N N N N N N PETSMART INC / PETSMART FINANCE CORP N/A 71677KAB4 775000.000000 PA USD 855406.250000 0.0157795 Long DBT CORP US N 2 2029-02-15 Fixed 7.75 N N N N N N PETSMART INC / PETSMART FINANCE CORP N/A 71677KAA6 1950000.000000 PA USD 2028000.000000 0.0374101 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAK1 800000.000000 PA USD 829197.700000 0.0152960 Long DBT CORP HK N 2 2040-09-16 Fixed 3.2 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 23000.000000 PA USD 25282.630000 0.0004664 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 3386878.200000 0.0624771 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 426520.000000 0.0078679 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 603000.000000 0.0111234 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 2105250.000000 0.0388351 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 212608.000000 0.0039219 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 2850000.000000 PA USD 2901528.000000 0.0535239 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 2225000.000000 PA USD 2224110.000000 0.0410277 Long DBT CORP US N 2 2031-09-15 Fixed 4.5 N N N N N N AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST N/A 009090AA9 557342.150000 PA USD 568030.300000 0.0104783 Long DBT CORP CA N 2 2028-09-15 Fixed 3.6 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAC0 4090000.000000 PA USD 4417200.000000 0.0814832 Long DBT CORP US N 2 2025-09-01 Fixed 7.375 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 45569KAA1 300000.000000 PA USD 305118.000000 0.0056285 Long DBT CORP US N 2 2026-07-15 Fixed 2.875 N N N N N N PRESIDIO HOLDINGS INC N/A 74101XAF7 460000.000000 PA USD 501938.200000 0.0092592 Long DBT CORP US N 2 2028-02-01 Fixed 8.25 N N N N N N PRESIDIO HOLDINGS INC N/A 74101XAE0 1785000.000000 PA USD 1839906.600000 0.0339404 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 105638.000000 0.0019487 Long DBT CORP US N 2 2028-01-15 Fixed 5.125 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 850000.000000 PA USD 821206.250000 0.0151486 Long DBT CORP US N 2 2031-04-01 Fixed 3.75 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS I 2020-RPL2 LLC N/A 741388AA0 744321.410000 PA USD 747063.190000 0.0137809 Long ABS-MBS CORP US N 2 2069-06-27 Fixed 3.1789 N N N N N N PRIME HEALTHCARE SERVICES INC N/A 74165HAB4 2650000.000000 PA USD 2872308.500000 0.0529849 Long DBT CORP US N 2 2025-11-01 Fixed 7.25 N N N N N N PRIME MORTGAGE TR 2006-CL1 N/A 74161QAA0 206395.000000 PA USD 201369.760000 0.0037146 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.5915 N N N N N N AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST N/A 00909DAA1 955891.350000 PA USD 1039024.650000 0.0191667 Long DBT CORP CA N 2 2030-10-01 Fixed 5.25 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1200000.000000 PA USD 1283463.960000 0.0236758 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 2000000.000000 PA USD 1868533.740000 0.0344685 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPN70 1500000.000000 PA 1843143.040000 0.0340001 Long DBT CORP NL N 2 2028-08-03 Fixed 1.539 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPLN7 1100000.000000 PA 1343443.160000 0.0247822 Long DBT CORP NL N 2 2032-08-03 Fixed 2.031 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 900000.000000 PA USD 868872.470000 0.0160279 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 74435KAA3 150000.000000 PA USD 162444.980000 0.0029966 Long DBT CORP GB N 2 2030-04-14 Fixed 3.125 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAC5 3500000.000000 PA USD 4650366.180000 0.0857844 Long DBT CORP ID N 2 2048-11-07 Fixed 6.5 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 1500000.000000 PA USD 1545828.420000 0.0285156 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 1008000.910000 0.0185944 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 3256684.320000 0.0600754 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 3893540.070000 0.0718234 Long DBT CORP ID N 2 2041-05-27 Fixed 6.5 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAF7 3500000.000000 PA USD 4131031.210000 0.0762043 Long DBT CORP ID N 2 2043-05-20 Fixed 5.625 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 200000.000000 PA USD 207303.000000 0.0038241 Long DBT CORP US N 2 2028-02-15 Fixed 4 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAU5 200000.000000 PA USD 201114.940000 0.0037099 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 800000.000000 PA USD 864135.990000 0.0159405 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 690000.000000 PA USD 773508.150000 0.0142688 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 1100000.000000 PA USD 1210430.840000 0.0223286 Long DBT CORP NO N 2 2031-01-15 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBE0 3100000.000000 PA USD 3780357.000000 0.0697355 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 1200000.000000 PA USD 1288824.000000 0.0237747 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 1383492.000000 0.0255210 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 4200000.000000 PA USD 5418331.800000 0.0999509 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAH0 3300000.000000 PA USD 3900765.000000 0.0719567 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 798049.200000 0.0147215 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI1LN9V2 3200000.000000 PA USD 3902304.000000 0.0719850 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FU7 1570000.000000 PA USD 1500907.270000 0.0276869 Long DBT CORP US N 2 2030-09-15 Fixed 1.45 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAH4 500000.000000 PA USD 545720.000000 0.0100668 Long DBT CORP US N 2 2029-10-15 Fixed 4.375 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 3125000.000000 PA USD 3266250.000000 0.0602519 Long DBT CORP US N 2 2031-04-01 Fixed 3.375 N N N N N N QUALITYTECH LP / QTS FINANCE CORP N/A 74759BAF0 1475000.000000 PA USD 1579208.750000 0.0291314 Long DBT CORP US N 2 2028-10-01 Fixed 3.875 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 975000.000000 PA USD 1012271.480000 0.0186732 Long DBT CORP US N 2 2030-10-01 Fixed 2.9 N N N N N N QUICKEN LOANS LLC 549300FGXN1K3HLB1R50 74840LAB8 2855000.000000 PA USD 3001318.750000 0.0553647 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N QUICKEN LOANS LLC / QUICKEN LOANS CO-ISSUER INC N/A 74841CAA9 1000000.000000 PA USD 989505.000000 0.0182532 Long DBT CORP US N 2 2029-03-01 Fixed 3.625 N N N N N N QUICKEN LOANS LLC / QUICKEN LOANS CO-ISSUER INC N/A 74841CAB7 560000.000000 PA USD 564894.400000 0.0104205 Long DBT CORP US N 2 2031-03-01 Fixed 3.875 N N N N N N RACKSPACE TECHNOLOGY GLOBAL INC 549300QTYCKLMFSE8I97 750098AA3 1515000.000000 PA USD 1554768.750000 0.0286805 Long DBT CORP US N 2 2028-12-01 Fixed 5.375 N N N N N N RACKSPACE TECHNOLOGY GLOBAL INC 549300QTYCKLMFSE8I97 936RLKII5 997500.000000 PA USD 993603.770000 0.0183288 Long LON CORP US N 2 2028-02-15 Floating 3.5 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AX9 400000.000000 PA USD 451948.000000 0.0083370 Long DBT CORP US N 2 2025-03-15 Fixed 6.625 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 1100000.000000 PA USD 1199528.000000 0.0221275 Long DBT CORP US N 2 2027-03-15 Fixed 4.875 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 74969PAA6 925000.000000 PA USD 968484.250000 0.0178654 Long DBT CORP US N 2 2025-12-15 Fixed 5.25 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A 75405UAA4 451717.000000 PA USD 518941.520000 0.0095728 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 864990.000000 PA USD 993717.810000 0.0183309 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 575225.000000 0.0106111 Long DBT CORP QA N 2 2027-09-30 Fixed 6.332 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 650000.000000 PA USD 684125.000000 0.0126199 Long DBT CORP US N 2 2025-07-15 Fixed 5.625 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AG4 250000.000000 PA USD 299365.130000 0.0055223 Long DBT CORP US N 2 2030-04-01 Fixed 4.65 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 300000.000000 PA USD 303167.150000 0.0055925 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DB2 54000.000000 PA USD 57344.550000 0.0010578 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 1575700.760000 PA USD 1537619.070000 0.0283642 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 1266514.180000 PA USD 1245119.720000 0.0229685 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 58323.950000 PA USD 57974.040000 0.0010694 Long ABS-MBS CORP US N 2 2037-04-26 Floating 0.591 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 ACI1JGY75 700000.000000 PA 834474.020000 0.0153934 Long DBT CORP RO N 2 2028-02-05 Fixed 3.25 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 1229831.520000 PA USD 1363933.330000 0.0251602 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AX2 800000.000000 PA USD 872901.380000 0.0161022 Long DBT CORP US N 2 2031-01-15 Fixed 3.25 N N N N N N REDE DOR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 2000000.000000 PA USD 2055750.000000 0.0379220 Long DBT CORP LU N 2 2030-01-22 Fixed 4.5 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 100000.000000 PA USD 105419.440000 0.0019447 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N REINSURANCE GROUP OF AMERICA INCORPORATED LORM1GNEU1DKEW527V90 759351AP4 230000.000000 PA USD 246392.120000 0.0045451 Long DBT CORP US N 2 2030-06-15 Fixed 3.15 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAD4 500000.000000 PA USD 534641.990000 0.0098624 Long DBT CORP US N 2 2030-05-22 Fixed 3 N N N N N N ALBANIA GOVT N/A ACI1N03B0 1900000.000000 PA 2424726.190000 0.0447285 Long DBT NUSS AL N 2 2027-06-16 Fixed 3.5 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AC5 100000.000000 PA USD 104720.000000 0.0019317 Long DBT CORP US N 2 2027-01-15 Fixed 4.625 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-1 N/A 75970JAF3 927119.020000 PA USD 385988.850000 0.0071203 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.612 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AE1 100000.000000 PA USD 106778.000000 0.0019697 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N RENEW POWER PRIVATE LIMITED 335800BITJZHVZ1CN475 75975AAA8 800000.000000 PA USD 855601.600000 0.0157831 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 66238.480000 PA USD 57615.200000 0.0010628 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.54401 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 128470.850000 PA USD 134778.250000 0.0024862 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.4715 Y N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAD5 900000.000000 PA USD 920126.080000 0.0169734 Long DBT CORP US N 2 2030-05-27 Fixed 2.6 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS6 N/A 74922EAB5 72004.170000 PA USD 69122.600000 0.0012751 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 295964.920000 PA USD 289563.790000 0.0053415 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 308534.700000 PA USD 299386.030000 0.0055227 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.1915 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS7 N/A 74923WAC2 63383.820000 PA USD 62104.750000 0.0011456 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 100148.050000 PA USD 87155.540000 0.0016077 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.07135 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QO9 N/A 75114PAC3 171330.130000 PA USD 160431.790000 0.0029595 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.4915 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QH4 N/A 74922TAB2 43843.810000 PA USD 33787.780000 0.0006233 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.3215 Y N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AL3 120000.000000 PA USD 130871.580000 0.0024142 Long DBT CORP US N 2 2025-04-30 Fixed 3.45 N N N N N N RESIDENTIAL ASSET SEC TRUST 2006-R1 N/A 76113MAB1 801775.430000 PA USD 268568.150000 0.0049542 Long ABS-MBS CORP US N 2 2046-01-25 Floating 0.4915 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AF3 1920057.190000 PA USD 1115676.300000 0.0205807 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SECUR TRUST 2005-A15 N/A 45660L3U1 343923.210000 PA USD 218373.730000 0.0040283 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 629425.530000 0.0116109 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.1865 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-S10 N/A 74958DAA6 298447.390000 PA USD 285192.890000 0.0052609 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 256433.950000 PA USD 241983.330000 0.0044638 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.85556 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 152141.720000 PA USD 115268.640000 0.0021263 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.14787 Y N N N N N RESOLUTE FOREST PRODUCTS INC (AKA: ABITIBIBOWATER INC/NEW) N/A 76117WAC3 275000.000000 PA USD 285124.130000 0.0052596 Long DBT CORP US N 2 2026-03-01 Fixed 4.875 N N N N N N RESTAURANT BRANDS (1011778 BC ULC) 549300RHSHNRWI5LLA86 C6901LAH0 88244.130000 PA USD 87147.960000 0.0016076 Long LON CORP CA N 2 2026-11-19 Floating 1.8542 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAJ8 4520000.000000 PA USD 4588478.000000 0.0846428 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 68245XAM1 4250000.000000 PA USD 4117187.500000 0.0759490 Long DBT CORP CA N 2 2030-10-15 Fixed 4 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAH2 625000.000000 PA USD 633593.750000 0.0116878 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAP4 975000.000000 PA USD 964031.250000 0.0177833 Long DBT CORP CA N 2 2029-02-15 Fixed 3.5 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAC3 287000.000000 PA USD 290336.380000 0.0053558 Long DBT CORP CA N 2 2024-05-15 Fixed 4.25 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 1450000.000000 PA USD 1396867.040000 0.0257677 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N REYNOLDS GROUP ISSUER INC/REYNOLDS GROUP ISSUER LLC N/A 76174LAA1 3075000.000000 PA USD 3057539.230000 0.0564018 Long DBT CORP US N 2 2027-10-15 Fixed 4 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AG0 1000000.000000 PA USD 1003410.000000 0.0185097 Long DBT CORP US N 2 2029-02-15 Fixed 4.5 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAU6 500000.000000 PA USD 562595.260000 0.0103781 Long DBT CORP KY N 2 2037-12-06 Fixed 4 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 8026922.080000 PA USD 8909883.510000 0.1643589 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 765510.280000 PA USD 849716.410000 0.0156746 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 2352000.000000 PA USD 2723616.000000 0.0502420 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ALLEGION US HOLDING COMPANY INC 5493002B66JX7J7SXI33 01748NAD6 500000.000000 PA USD 532170.880000 0.0098169 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 653419.770000 0.0120535 Long DBT CORP US N 2 2027-10-01 Fixed 3.55 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAA9 400000.000000 PA USD 404500.000000 0.0074617 Long DBT CORP US N 2 2026-07-01 Fixed 3.75 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAS6 70000.000000 PA USD 71393.700000 0.0013170 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 1432731.300000 0.0264293 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61C2 1000000.000000 PA 1296321.330000 0.0239130 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 1000000.000000 PA USD 1102780.000000 0.0203428 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 01957TAH0 1350000.000000 PA USD 1355676.750000 0.0250079 Long LON CORP US N 2 2028-05-12 Floating 4.25 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61G3 2450000.000000 PA 3718775.120000 0.0685995 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AA5 4668000.000000 PA USD 4954988.640000 0.0914037 Long DBT CORP US N 2 2026-07-15 Fixed 6.625 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1J8666 2710000.000000 PA 3438786.980000 0.0634346 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.375 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YLB2 3220000.000000 PA 4851270.530000 0.0894904 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YR67 1400000.000000 PA 2109248.060000 0.0389089 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1X0BQ7 2000000.000000 PA 2357938.790000 0.0434964 Long DBT NUSS RO N 2 2033-04-14 Fixed 2 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1X0DG7 375000.000000 PA 442943.210000 0.0081709 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1T3QG2 3700000.000000 PA 4362007.530000 0.0804651 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.625 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A ACI1XMR17 4225000.000000 PA 4976804.810000 0.0918062 Long DBT CORP US N 2 2028-06-01 Fixed 3.625 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BC5 300000.000000 PA USD 329632.500000 0.0060807 Long DBT CORP LR N 2 2023-06-15 Fixed 9.125 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AZ5 1000000.000000 PA USD 1153810.000000 0.0212841 Long DBT CORP LR N 2 2025-06-01 Fixed 11.5 N N N N N N ROYALTY PHARMA (RPI INTERMEDIATE FINANCE TRUST) 5493009EMOUZYHVGX031 74968YAC4 112853.550000 PA USD 112594.890000 0.0020770 Long LON CORP US N 2 2027-02-11 Floating 1.8542 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XCF3 200000.000000 PA USD 238252.000000 0.0043950 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 29746543.750000 0.5487287 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 9530080.000000 0.1757995 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 5145020.000000 0.0949092 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 2275278.000000 0.0419716 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 400000.000000 PA USD 503733.600000 0.0092923 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 700000.000000 PA USD 755078.520000 0.0139288 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 78397PAD3 2850000.000000 PA USD 2888931.000000 0.0532916 Long DBT CORP KY N 2 2031-06-17 Fixed 2.694 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 7544000.000000 PA USD 8628518.730000 0.1591686 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 3817392.430000 0.0704187 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 2000000.000000 PA USD 2310477.500000 0.0426209 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 14162VAB2 1000000.000000 PA USD 1125642.880000 0.0207645 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 158802.720000 0.0029294 Long DBT CORP US N 2 2029-10-15 Fixed 3.9 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 730000.000000 PA USD 794802.100000 0.0146616 Long DBT CORP US N 2 2025-09-01 Fixed 7.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 6200000.000000 PA USD 8917327.440000 0.1644962 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N SALOMON BROTHERS MTGE SEC VII 2002-1 N/A 79549AQP7 7692.880000 PA USD 7285.740000 0.0001344 Long ABS-MBS CORP US N 2 2032-05-25 Floating 0.5915 N N N N N N SAMMONS FINANCIAL GROUP INC N/A 79588TAD2 725000.000000 PA USD 746974.560000 0.0137793 Long DBT CORP US N 2 2031-04-16 Fixed 3.35 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BZ6 1900000.000000 PA USD 1836185.780000 0.0338718 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAY6 40000.000000 PA USD 40918.730000 0.0007548 Long DBT CORP US N 2 2022-02-13 Fixed 4.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 1000000.000000 PA USD 1071720.000000 0.0197698 Long DBT CORP KY N 2 2026-01-08 Fixed 3.8 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBC3 100000.000000 PA USD 103604.180000 0.0019112 Long DBT CORP US N 2 2022-05-19 Fixed 4.625 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAB1 1700000.000000 PA USD 1811035.500000 0.0334078 Long DBT CORP KY N 2 2023-08-08 Fixed 4.6 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBH2 1400000.000000 PA USD 1509223.900000 0.0278404 Long DBT CORP US N 2 2024-05-21 Fixed 3.875 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 2100000.000000 PA USD 2351559.000000 0.0433788 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 4183884.000000 0.0771793 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 312430.500000 0.0057633 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 5349192.550000 0.0986755 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 4650000.000000 PA 6802108.220000 0.1254772 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 2550000.000000 PA 3944090.820000 0.0727559 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 208180.870000 0.0038403 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 6356000.000000 PA USD 8950735.750000 0.1651125 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 900000.000000 PA USD 990269.120000 0.0182673 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 598850.060000 0.0110469 Long DBT CORP GB N 2 2024-03-27 Floating 0.312 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 675000.000000 PA USD 775713.980000 0.0143094 Long DBT CORP US N 2 2025-11-20 Fixed 5.75 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 1100000.000000 PA USD 1127259.030000 0.0207943 Long DBT CORP AU N 2 2031-04-29 Fixed 3.649 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 5300000.000000 PA USD 5673729.500000 0.1046622 Long DBT CORP US N 2 2024-03-27 Fixed 5.875 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 1800000.000000 PA USD 1865259.000000 0.0344081 Long DBT CORP US N 2 2026-09-18 Fixed 4.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 48266XAA3 2000000.000000 PA USD 2038190.000000 0.0375981 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 404377.380000 0.0074595 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 1059277.000000 0.0195403 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 2090010.000000 0.0385540 Long DBT NUSS SA N 2 2027-02-03 Fixed 2.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 2000000.000000 PA USD 2001430.000000 0.0369200 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAJ8 300000.000000 PA USD 379755.000000 0.0070053 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI1J8HW7 2100000.000000 PA USD 2224481.700000 0.0410346 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI1J89F3 5400000.000000 PA USD 5643027.000000 0.1040958 Long DBT NUSS SA N 2 2027-02-03 Fixed 2.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 3000000.000000 PA USD 3116880.000000 0.0574965 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 02109TAD4 2200000.000000 PA USD 2381209.600000 0.0439257 Long DBT CORP LU N 2 2024-04-09 Fixed 4.65 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 02109TAE2 5500000.000000 PA USD 5652845.000000 0.1042769 Long DBT CORP LU N 2 2027-06-25 Fixed 3.1 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAB5 4480000.000000 PA USD 4509209.600000 0.0831805 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 31000000.000000 PA USD 36441275.000000 0.6722251 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2K0 800000.000000 PA USD 786692.000000 0.0145120 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25 N N N N N N ALT-2 STRUCTURED TRUST N/A 937CJTII1 8700000.000000 PA USD 8728817.880000 0.1610188 Long LON CORP US N 3 2031-05-13 Fixed 3.0992 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2L8 550000.000000 PA USD 535906.250000 0.0098858 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 2000000.000000 PA USD 1947422.000000 0.0359237 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAXON ASSET SECURITIES TR 2004-2 N/A 805564PZ8 1194.160000 PA USD 1770.690000 0.0000327 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.49 Y N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAD6 2020000.000000 PA USD 2079337.500000 0.0383571 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N SBA TOWER TRUST N/A 78403DAP5 1000000.000000 PA USD 1013876.000000 0.0187028 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N SBA TOWER TRUST N/A 78403DAR1 1420000.000000 PA USD 1473985.130000 0.0271903 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI060JC2 600000.000000 PA USD 636525.000000 0.0117419 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 222100YFG9QVABDS2B03 ACI02M251 900000.000000 PA USD 941602.500000 0.0173696 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAE3 9000000.000000 PA USD 9382950.000000 0.1730855 Long DBT CORP LU N 2 2026-05-15 Fixed 7.5 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAE8 1000000.000000 PA USD 1051055.000000 0.0193886 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 2653349.510000 0.0489458 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 1468112.810000 0.0270820 Long DBT CORP DE N 2 2027-05-15 Fixed 3.875 N N Y N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZTZ9 300000.000000 PA 346166.710000 0.0063857 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 50000.000000 PA USD 54710.000000 0.0010092 Long DBT CORP US N 2 2028-05-15 Fixed 7 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBG4 1190000.000000 PA USD 1304537.500000 0.0240646 Long DBT CORP US N 2 2025-07-01 Fixed 8.625 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 200000.000000 PA USD 226129.000000 0.0041714 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 81105DAA3 500000.000000 PA USD 496755.000000 0.0091635 Long DBT CORP US N 2 2029-01-15 Fixed 3.875 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 81104PAA7 300000.000000 PA USD 311031.000000 0.0057375 Long DBT CORP US N 2 2027-07-15 Fixed 5.875 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZW02 1200000.000000 PA 1356906.050000 0.0250306 Long DBT CORP LU N 2 2028-01-15 Fixed 3 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAY7 430000.000000 PA USD 439176.200000 0.0081014 Long DBT CORP KY N 2 2031-01-15 Fixed 4.125 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBA8 2000000.000000 PA USD 1940560.000000 0.0357971 Long DBT CORP KY N 2 2029-07-15 Fixed 3.125 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBB6 2250000.000000 PA USD 2177246.250000 0.0401632 Long DBT CORP KY N 2 2031-07-15 Fixed 3.375 N N N N N N SEC ASSET BACKED REC LLC 2006-FR1 N/A 81375WJT4 80749.010000 PA USD 80714.470000 0.0014889 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.6715 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 750000.000000 PA USD 834386.250000 0.0153918 Long DBT CORP LU N 2 2027-05-15 Fixed 10.5 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 BL5F4LII6 600000.000000 PA 768878.330000 0.0141833 Long DBT CORP LU N 2 2027-05-15 Fixed 8 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1 N/A 81375WKD7 513700.100000 PA USD 506888.490000 0.0093505 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.6715 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4 N/A 81377XAE2 25991090.700000 PA USD 10317506.540000 0.1903250 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.3015 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 190276.980000 PA USD 64410.620000 0.0011882 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.1515 Y N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 2100000.000000 PA USD 2114721.000000 0.0390098 Long DBT CORP FR N 2 2029-01-15 Fixed 5.125 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI11B6X9 700000.000000 PA 868053.500000 0.0160128 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 1797141.400000 0.0331515 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 1800000.000000 PA USD 1963350.000000 0.0362175 Long DBT CORP FR N 2 2027-02-01 Fixed 8.125 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 2175000.000000 PA USD 2210524.930000 0.0407771 Long DBT CORP NL N 2 2029-04-15 Fixed 4 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 5017000.000000 PA USD 5223600.060000 0.0963587 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1FL2Y4 1025000.000000 PA 1187003.500000 0.0218964 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 ACI1W3XG0 2500000.000000 PA 2908844.040000 0.0536589 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 ACI1MBV00 2900000.000000 PA 3831416.950000 0.0706774 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.125 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 ACI1CRTF6 4400000.000000 PA 5264414.140000 0.0971116 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1JBFC6 3900000.000000 PA 4516907.610000 0.0833225 Long DBT CORP FR N 2 2025-02-15 Fixed 2.125 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 F6628DAM6 5427253.770000 PA USD 5426689.340000 0.1001051 Long LON CORP FR N 2 2026-08-14 Floating 4.1548 N N N N N N SG MORTGAGE SECURITIES TRUST 2006-OPT2 N/A 78420MAF6 2000000.000000 PA USD 1624474.600000 0.0299664 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.3015 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 600000.000000 PA USD 627129.000000 0.0115685 Long DBT CORP US N 2 2026-11-01 Fixed 4.625 N N N N N N BRIGHTHOUSE HOLDINGS LLC N/A 10924BAA5 400000.000000 NS USD 359842.990000 0.0066380 Long EP CORP US N 2 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 F6628DAL8 3009886.840000 PA USD 2991075.050000 0.0551758 Long LON CORP FR N 2 2026-01-31 Floating 3.8712 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AC6 1600000.000000 PA USD 1628800.000000 0.0300462 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 4200655.000000 0.0774887 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AS6 500000.000000 PA USD 529600.000000 0.0097694 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N SIG COMBIBLOC (ONEX WIZARD ACQUISITION COMPANY I SARL) 549300Q95MWZB4BXB866 ACI1N21Q5 1400000.000000 PA 1718400.940000 0.0316990 Long DBT CORP LU N 2 2023-06-18 Fixed 1.875 N N N N N N SIG COMBIBLOC (ONEX WIZARD ACQUISITION COMPANY I SARL) 549300Q95MWZB4BXB866 ACI1N1X25 1300000.000000 PA 1632234.140000 0.0301095 Long DBT CORP LU N 2 2025-06-18 Fixed 2.125 N N N N N N SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMONS PET FOOD INC/SIMMONS FEED N/A 82873MAA1 250000.000000 PA USD 252492.500000 0.0046577 Long DBT CORP US N 2 2029-03-01 Fixed 4.625 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307AZ0 1800000.000000 PA USD 1995948.000000 0.0368189 Long DBT CORP US N 2 2029-02-01 Fixed 6.5 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BA7 1125000.000000 PA USD 1106718.750000 0.0204154 Long DBT CORP US N 2 2030-12-01 Fixed 4.125 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2016) LIMITED 5299002BJODD4TLAOX51 G8200TAD2 8400000.000000 PA USD 9192240.620000 0.1695675 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 10100000.000000 PA USD 11115733.870000 0.2050498 Long DBT CORP VG N 2 2027-04-12 Fixed 3.625 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BF3 1700000.000000 PA USD 1608608.000000 0.0296737 Long DBT CORP US N 2 2031-02-15 Fixed 3.375 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 500000.000000 PA USD 514347.500000 0.0094881 Long DBT CORP US N 2 2024-07-15 Fixed 4.625 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 2740000.000000 PA USD 2771003.100000 0.0511162 Long DBT CORP US N 2 2030-07-01 Fixed 4.125 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 127000.000000 PA USD 127387.350000 0.0023499 Long DBT CORP US N 2 2022-08-01 Fixed 3.875 N N N N N N SITKA HOLDINGS LLC N/A 82987VAA4 5165000.000000 PA USD 5161558.970000 0.0952143 Long DBT CORP KY N 2 2026-07-06 Floating 4.6419 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 1500000.000000 PA USD 1586062.500000 0.0292578 Long LON CORP US N 2 2027-10-20 Floating 4.75 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 10300000.000000 PA USD 10729009.730000 0.1979160 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGC4 620000.000000 PA USD 633618.300000 0.0116882 Long DBT CORP US N 2 2022-04-05 Fixed 5.125 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGD2 2000000.000000 PA USD 2156000.000000 0.0397713 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 126307BD8 3000000.000000 PA USD 2947080.000000 0.0543642 Long DBT CORP US N 2 2030-12-01 Fixed 4.625 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 64072UAK8 195031.250000 PA USD 193670.130000 0.0035726 Long LON CORP US N 2 2027-04-15 Floating 2.5729 N N N N N N ALTRA INDUSTRIAL MOTION (STEVENS HOLDING CO INC) N/A 86024TAA5 240000.000000 PA USD 258230.400000 0.0047635 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W96J3 400000.000000 PA 480373.460000 0.0088614 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 10112.810000 PA USD 10376.550000 0.0001914 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 9401.160000 PA USD 9710.200000 0.0001791 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20I N/A 83162CNF6 1231.140000 PA USD 1274.760000 0.0000235 Long ABS-O CORP US N 2 2023-09-01 Fixed 5.13 N N N N N N AM GENERAL (PM GENERAL PURCHASER LLC) N/A 69356MAA4 1200000.000000 PA USD 1266552.000000 0.0233638 Long DBT CORP US N 2 2028-10-01 Fixed 9.5 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-C N/A 78448RAB2 1711811.510000 PA USD 1729604.080000 0.0319057 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.75 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAA4 1019336.550000 PA USD 1019301.690000 0.0188029 Long ABS-O CORP US N 2 2054-09-15 Floating 0.3915 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BF2 580000.000000 PA USD 692793.910000 0.0127798 Long DBT CORP US N 2 2037-08-22 Fixed 3.875 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BJ4 1710000.000000 PA USD 2089870.170000 0.0385514 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAE2 300000.000000 PA USD 318877.590000 0.0058823 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BM7 880000.000000 PA USD 1129536.720000 0.0208363 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAD4 200000.000000 PA USD 212786.820000 0.0039252 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 1700000.000000 PA USD 1664923.710000 0.0307125 Long DBT CORP GB N 2 2030-10-14 Fixed 2.032 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368JKG4 600000.000000 PA USD 606858.000000 0.0111946 Long DBT CORP FR N 2 2021-09-13 Floating 7.375 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBU2 3100000.000000 PA USD 3516578.000000 0.0648696 Long DBT CORP FR N 2 2028-04-06 Floating 6.75 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAA6 1500000.000000 PA USD 1591875.000000 0.0293650 Long DBT CORP FR N 2 2030-11-18 Floating 5.375 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 6.640000 PA USD 9.340000 0.0000002 Long DBT CORP US N 2 2099-12-31 Fixed 5.1 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 F8586CRW4 200000.000000 PA USD 224064.000000 0.0041333 Long DBT CORP FR N 2 2023-12-18 Floating 7.875 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C N/A 83402DAA9 1271611.270000 PA USD 1277099.540000 0.0235584 Long ABS-O CORP US N 2 2036-10-27 Floating 1.1915 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600VAE1 947639.150000 PA USD 945862.330000 0.0174481 Long LON CORP US N 2 2026-12-11 Floating 3.25 N N N N N N SOUND UNITED (DEI SALES INC) 5493000ZI2GDB6NYME53 23319HAJ9 2575000.000000 PA USD 2549250.000000 0.0470255 Long LON CORP US N 3 2028-04-23 Floating 6.25 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 3203740.390000 PA USD 3205742.730000 0.0591357 Long DBT CORP KY N 2 2023-02-12 Floating 6 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-NS1 N/A 83612QAC2 9557008.850000 PA USD 9471272.920000 0.1747147 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.2915 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 N/A 83612TAC6 3087165.940000 PA USD 2514386.760000 0.0463824 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.2415 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 3625000.000000 PA USD 3661250.000000 0.0675384 Long DBT CORP US N 2 2029-02-15 Fixed 4.25 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAE5 1417267.990000 PA USD 542638.470000 0.0100099 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.3515 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AQ7 12100000.000000 PA USD 13037750.000000 0.2405048 Long DBT NUSS ZA N 2 2024-01-17 Fixed 4.665 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AY0 1100000.000000 PA USD 1257641.000000 0.0231995 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AZ7 2100000.000000 PA USD 2299689.000000 0.0424219 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.3 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BA1 4400000.000000 PA USD 4678630.000000 0.0863058 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AX2 3260000.000000 PA USD 3332209.000000 0.0614686 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BB9 8600000.000000 PA USD 8817881.000000 0.1626617 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AU8 5300000.000000 PA USD 5485765.000000 0.1011948 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.3 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 300000.000000 PA USD 325514.960000 0.0060047 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 1400000.000000 PA USD 1402703.600000 0.0258754 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 300000.000000 PA USD 356119.880000 0.0065693 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 230000.000000 PA USD 250720.970000 0.0046250 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 103954.970000 0.0019176 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FC2 1000000.000000 PA USD 1272601.920000 0.0234754 Long DBT CORP US N 2 2036-02-01 Fixed 5.625 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 800000.000000 PA USD 921395.420000 0.0169968 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 249873.120000 0.0046094 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 827582.490000 0.0152663 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 3200000.000000 PA USD 3531780.420000 0.0651501 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 8280000.000000 PA USD 9920268.000000 0.1829973 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 195285.600000 PA USD 198944.080000 0.0036699 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 710000.000000 PA USD 835761.090000 0.0154171 Long DBT CORP US N 2 2027-06-15 Fixed 5.125 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 491086.140000 PA USD 483766.890000 0.0089240 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.6915 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 350000.000000 PA USD 345119.250000 0.0063663 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 1850000.000000 PA USD 2000497.500000 0.0369028 Long DBT CORP US N 2 2030-07-15 Fixed 5.5 N N N N N N SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC N/A 84779MAA2 950000.000000 PA USD 961989.000000 0.0177456 Long DBT CORP US N 2 2027-11-01 Fixed 4.875 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 84857HAW0 497500.000000 PA USD 502164.060000 0.0092633 Long LON CORP US N 2 2025-01-15 Floating 6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 2400000.000000 PA USD 2568924.000000 0.0473884 Long DBT CORP US N 2 2025-04-15 Fixed 7.5 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 170987.030000 PA USD 179112.210000 0.0033040 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 982299.090000 PA USD 978094.060000 0.0180427 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A N/A 84858XAA2 83908.340000 PA USD 82524.640000 0.0015223 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 532749.920000 0.0098275 Long DBT CORP US N 2 2027-01-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 650000.000000 PA USD 694001.340000 0.0128021 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAG3 810000.000000 PA USD 846027.420000 0.0156065 Long DBT CORP US N 2 2031-02-15 Fixed 3.2 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 900000.000000 PA USD 590199.570000 0.0108873 Long DBT CORP US N 2 2067-01-15 Floating 1.93375 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AM2 100000.000000 PA USD 103853.650000 0.0019158 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 954000.000000 0.0175983 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAJ4 8100000.000000 PA USD 9633978.000000 0.1777161 Long DBT CORP US N 2 2025-02-15 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAK1 3700000.000000 PA USD 4523731.000000 0.0834484 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 763168.730000 PA USD 791490.230000 0.0146005 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 7910000.000000 PA USD 9136050.000000 0.1685309 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 2918402.550000 0.0538352 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 5185000.000000 PA USD 5897035.310000 0.1087815 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 18750.000000 PA USD 18865.220000 0.0003480 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 02376UAA3 785620.190000 PA USD 802239.510000 0.0147988 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAD2 1125000.000000 PA USD 1209937.500000 0.0223195 Long DBT CORP US N 2 2025-03-20 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 2535170.000000 0.0467658 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N SQUARE INC 549300OHIIUWSTIZME52 852234AL7 1325000.000000 PA USD 1349843.750000 0.0249003 Long DBT CORP US N 2 2026-06-01 Fixed 2.75 N N N N N N SQUARE INC 549300OHIIUWSTIZME52 852234AM5 1650000.000000 PA USD 1666500.000000 0.0307416 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAZ9 1800000.000000 PA USD 1152000.000000 0.0212507 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 495848.000000 0.0091468 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.2 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAK4 7070000.000000 PA USD 5293662.500000 0.0976512 Long DBT NUSS LK N 2 2023-04-18 Fixed 5.75 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 400000.000000 PA USD 412572.000000 0.0076106 Long DBT CORP US N 2 2029-07-01 Fixed 6.125 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 1325000.000000 PA USD 1356468.750000 0.0250225 Long DBT CORP US N 2 2028-07-01 Fixed 4.625 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 450000.000000 PA USD 450175.950000 0.0083043 Long LON CORP US N 2 2028-06-02 Floating 4.25 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 1574000.000000 PA USD 1609500.150000 0.0296901 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N STADA (NIDDA HEALTHCARE HOLDING GMBH) 549300Q89C4WAO6L0L19 ACI0XXYP4 1000000.000000 PA 1184762.400000 0.0218551 Long DBT CORP DE N 2 2024-09-30 Fixed 3.5 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BA7 1000000.000000 PA USD 1044230.000000 0.0192627 Long DBT CORP GB N 2 2022-04-02 Floating 7.5 N N N N Y STANDARD CHARTERED PLC GBP XXXX N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BX7 775000.000000 PA USD 797936.130000 0.0147194 Long DBT CORP GB N 2 2031-01-14 Floating 4.75 N N N N Y STANDARD CHARTERED PLC GBP XXXX N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 2600000.000000 PA USD 2984746.800000 0.0550590 Long DBT CORP GB N 2 2030-05-21 Floating 4.305 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 2400000.000000 PA USD 2409936.790000 0.0444556 Long DBT CORP GB N 2 2036-02-18 Floating 3.265 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 1200000.000000 PA USD 1257540.000000 0.0231976 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 4810000.000000 PA USD 4610673.600000 0.0850522 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 79663.020000 PA USD 81173.050000 0.0014974 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 470000.000000 PA USD 487331.250000 0.0089897 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 800000.000000 PA USD 827364.000000 0.0152622 Long DBT CORP US N 2 2030-07-15 Fixed 4.375 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 ACI1GX0Q6 3710000.000000 PA 4387163.990000 0.0809292 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 2002447.000000 0.0369388 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AQ3 2524480.000000 PA USD 2466891.560000 0.0455063 Long LON CORP US N 2 2026-04-16 Floating 5.1756 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 362766.040000 PA USD 367144.730000 0.0067726 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 322000.000000 PA USD 332655.690000 0.0061364 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAG0 100000.000000 PA USD 100625.000000 0.0018562 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 150773.820000 PA USD 149456.830000 0.0027570 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 1220000.000000 PA USD 1243234.900000 0.0229337 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 1507739.890000 PA USD 1537221.930000 0.0283568 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 1425000.000000 PA USD 1427158.880000 0.0263265 Long DBT CORP US N 2 2029-01-15 Fixed 3.875 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 780000.000000 PA USD 866422.240000 0.0159827 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 400000.000000 PA USD 403427.900000 0.0074420 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 2382470.380000 PA 3308812.700000 0.0610370 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 0.94841 N N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-2 N/A 863579V47 53661.460000 PA USD 47323.130000 0.0008730 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.13243 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAP3 347542.940000 PA USD 313558.770000 0.0057842 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.96425 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-8 N/A 86361JAB6 1046926.700000 PA USD 923564.080000 0.0170368 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.15622 Y N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 283757.960000 PA USD 293321.510000 0.0054108 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 177431.380000 PA USD 180200.520000 0.0033241 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.97805 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-18 N/A 863579XK9 773950.250000 PA USD 752590.850000 0.0138829 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.96068 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-3 N/A 86363GAA2 466262.730000 PA USD 449515.040000 0.0082921 Long ABS-MBS CORP US N 2 2047-04-25 Floating 0.4915 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBJ3 2950000.000000 PA USD 3079062.500000 0.0567989 Long LON CORP KY N 2 2028-04-20 Floating 5.5 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 10687.710000 PA USD 10665.710000 0.0001967 Long ABS-MBS CORP US N 2 2032-09-19 Floating 0.75338 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC2 N/A 86358GAE1 314759.370000 PA USD 311377.000000 0.0057439 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.4115 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 352009.980000 PA USD 346003.110000 0.0063827 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.2415 N N N N N N STRUCTURED ASSET INVST LN TR 2004-6 N/A 86358EJS6 6927327.420000 PA USD 6858491.950000 0.1265173 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.8915 N N N N N N STRUCTURED ASSET INVST LN TR 2005-3 N/A 86358ERY4 11000000.000000 PA USD 10847084.600000 0.2000941 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.9915 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESM9 240143.690000 PA USD 240435.700000 0.0044353 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.8115 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 1975000.000000 PA USD 2093500.000000 0.0386184 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAE8 779627.150000 PA USD 763216.230000 0.0140789 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.5315 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAB7 875000.000000 PA USD 947187.500000 0.0174726 Long DBT CORP US N 2 2029-04-20 Fixed 5.75 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAF8 5001.410000 PA USD 2081.580000 0.0000384 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.6115 Y N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 1500000.000000 PA USD 1547341.910000 0.0285435 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AF5 500000.000000 PA USD 515194.680000 0.0095037 Long DBT CORP US N 2 2030-02-01 Fixed 2.85 N N N N N N STRUCTURED ASSET SECURITIES CP 2002-14A N/A 86358RR66 66.360000 PA USD 64.170000 0.0000012 Long ABS-MBS CORP US N 2 2032-07-25 Floating 2.119 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 35614.020000 PA USD 35065.970000 0.0006469 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.33727 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AZ4 600000.000000 PA USD 602471.560000 0.0111137 Long DBT CORP US N 2 2050-06-15 Fixed 2.9 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 86389QAG7 1550000.000000 PA USD 1567081.000000 0.0289076 Long DBT CORP VG N 2 2029-01-15 Fixed 5 N N N N N N SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINANCE CORP N/A 864486AL9 1075000.000000 PA USD 1101875.000000 0.0203261 Long DBT CORP US N 2 2031-06-01 Fixed 5 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 900000.000000 PA USD 940548.670000 0.0173501 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 1995777.900000 0.0368157 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 1200000.000000 PA USD 1212682.400000 0.0223701 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCB4 400000.000000 PA USD 402509.120000 0.0074250 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765LAR8 1875000.000000 PA USD 1913475.000000 0.0352975 Long DBT CORP US N 2 2029-05-15 Fixed 4.5 N N N N N N SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC N/A 86828LAC6 800000.000000 PA USD 825048.000000 0.0152195 Long DBT CORP CA N 2 2029-03-15 Fixed 4.5 N N N N N N SWITCH LTD 5493002D70VTFFLT8L43 87105NAA8 1960000.000000 PA USD 1988420.000000 0.0366800 Long DBT CORP US N 2 2028-09-15 Fixed 3.75 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-1 N/A 02660WAC0 178888.640000 PA USD 160635.510000 0.0029632 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.4715 Y N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 1000000.000000 PA USD 1092904.600000 0.0201606 Long DBT CORP US N 2 2026-08-04 Fixed 3.7 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 1050000.000000 PA USD 1040812.500000 0.0191997 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N SYSTEMS ENERGY RESOURCES INC N/A 871911AT0 1200000.000000 PA USD 1213840.760000 0.0223915 Long DBT CORP US N 2 2025-12-09 Fixed 2.14 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-4 N/A 02660LAB6 514545.490000 PA USD 341306.870000 0.0062960 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.3015 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 1300000.000000 PA USD 1311375.000000 0.0241907 Long DBT CORP US N 2 2026-02-15 Fixed 2.25 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 100000.000000 PA USD 102206.000000 0.0018854 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 2243670.000000 0.0413885 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 2050000.000000 PA USD 2037187.500000 0.0375796 Long DBT CORP US N 2 2031-02-15 Fixed 2.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAT2 945000.000000 PA USD 1007313.300000 0.0185817 Long DBT CORP US N 2 2027-04-15 Fixed 5.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 2425000.000000 PA USD 2511815.000000 0.0463350 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 700000.000000 PA USD 707353.500000 0.0130484 Long DBT CORP US N 2 2026-02-15 Fixed 1.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 2300000.000000 PA USD 2341250.500000 0.0431886 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 1105000.000000 PA USD 1120470.000000 0.0206691 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 1300000.000000 PA USD 1287221.000000 0.0237451 Long DBT CORP US N 2 2041-02-15 Fixed 3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 1000000.000000 PA USD 999600.000000 0.0184394 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 760000.000000 PA USD 841612.600000 0.0155251 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 5010000.000000 PA USD 5617462.500000 0.1036242 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-1 N/A 02660BAA0 14840370.720000 PA USD 8480875.630000 0.1564451 Long ABS-MBS CORP US N 2 2047-02-25 Floating 0.8163 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AX4 1000000.000000 PA USD 992876.230000 0.0183154 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AY2 300000.000000 PA USD 303427.590000 0.0055973 Long DBT CORP JP N 2 2040-07-09 Fixed 3.025 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AZ9 400000.000000 PA USD 405144.130000 0.0074736 Long DBT CORP JP N 2 2050-07-09 Fixed 3.175 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060BD7 1000000.000000 PA USD 1028949.760000 0.0189808 Long DBT CORP JP N 2 2060-07-09 Fixed 3.375 N N N N N N TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC) K5K33XN0PQAU1XF7NN66 87422VAG3 300000.000000 PA USD 275190.000000 0.0050764 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 1233375.000000 0.0227518 Long DBT CORP US N 2 2027-05-15 Fixed 7.25 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAH4 760000.000000 PA USD 834723.200000 0.0153980 Long DBT CORP US N 2 2025-10-01 Fixed 7.5 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 2775000.000000 PA USD 2892410.250000 0.0533557 Long DBT CORP US N 2 2030-12-31 Fixed 6 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBN1 380000.000000 PA USD 428879.400000 0.0079115 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBT8 775000.000000 PA USD 798250.000000 0.0147252 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBR2 5445000.000000 PA USD 5901644.930000 0.1088665 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N TEAMSYSTEM (BRUNELLO BIDCO SPA) 8156000BE2F1A5658E76 ACI1VGDC3 400000.000000 PA 475213.550000 0.0087662 Long DBT CORP IT N 2 2028-02-15 Fixed 3.5 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742BG9 700000.000000 PA USD 755269.210000 0.0139323 Long DBT CORP CA N 2 2030-07-15 Fixed 3.9 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2 N/A 02660CAF7 2459718.460000 PA USD 2279341.160000 0.0420466 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAJ4 2110000.000000 PA USD 2191762.500000 0.0404310 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAF2 1000000.000000 PA USD 1066250.000000 0.0196689 Long DBT CORP US N 2 2026-03-15 Fixed 4.75 N N N N N N TELECOM ITALIA CAPITAL SA 549300777DJZOR5C4L39 87927VAV0 150000.000000 PA USD 205050.000000 0.0037825 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 129125.000000 0.0023819 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 213697.000000 0.0039420 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 333831.750000 0.0061581 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 309360.000000 0.0057067 Long DBT CORP CA N 2 2027-06-01 Fixed 4.875 N N N N N N AMERICAN HOME MORTGAGE INVT TR 2006-1 N/A 02660TJG9 498678.380000 PA USD 267687.810000 0.0049380 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.92113 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBD7 2000000.000000 PA USD 2216045.180000 0.0408790 Long DBT CORP KY N 2 2061-04-22 Fixed 3.94 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 1200000.000000 PA USD 1178009.620000 0.0217305 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 1000000.000000 PA USD 978787.800000 0.0180555 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAE4 300000.000000 PA USD 310497.580000 0.0057277 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 1096327.040000 0.0202237 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 218170.270000 0.0040245 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 910000.000000 PA USD 972325.900000 0.0179363 Long DBT CORP US N 2 2028-10-01 Fixed 6.125 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDG2 1560000.000000 PA USD 1607923.200000 0.0296610 Long DBT CORP US N 2 2028-06-15 Fixed 4.625 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDL1 2000000.000000 PA USD 2027500.000000 0.0374009 Long DBT CORP US N 2 2029-06-01 Fixed 4.25 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AV1 300000.000000 PA USD 389187.190000 0.0071793 Long DBT CORP US N 2 2028-10-15 Fixed 7 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 2000000.000000 PA USD 2076829.840000 0.0383109 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 7300371.340000 PA 13485780.510000 0.2487696 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 202064.380000 PA 375713.820000 0.0069307 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 93521.920000 PA 169761.840000 0.0031316 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAC5 809000.000000 PA USD 808878.650000 0.0149212 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 2025000.000000 PA USD 2044013.940000 0.0377055 Long DBT MUN US N 2 2024-07-01 Fixed 8.25 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 2000000.000000 PA USD 2200000.000000 0.0405830 Long DBT CORP CA N 2 2025-06-04 Floating 4.9 N N N N Y THE BANK OF NOVA SCOTIA CAD XXXX N N N THYSSENKRUPP ELEVATOR (VERTICAL US NEWCO INC) 549300C2AFWPAYWS5574 92537RAA7 1500000.000000 PA USD 1582500.000000 0.0291921 Long DBT CORP US N 2 2027-07-15 Fixed 5.25 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1010000.000000 PA USD 1136061.420000 0.0209567 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 2187566.820000 0.0403536 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 517747.000000 PA USD 601704.850000 0.0110995 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 225000.000000 PA USD 223062.750000 0.0041148 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 950000.000000 PA USD 1089746.560000 0.0201023 Long DBT CORP US N 2 2048-04-01 Floating 5.75 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 2003436.520000 PA 2786180.430000 0.0513961 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.11125 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC 19-GR4X N/A ACI19VH80 64626.980000 PA 89876.780000 0.0016579 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.11125 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874AZ0 5600000.000000 PA USD 7786128.060000 0.1436292 Long DBT CORP US N 2 2036-05-01 Fixed 6.25 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 17319516.090000 PA USD 17951695.750000 0.3311515 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 17684981.680000 PA USD 17837344.870000 0.3290420 Long ABS-MBS CORP US N 2 2048-10-25 Floating 1.0915 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 897837.070000 PA USD 905565.560000 0.0167048 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.0915 N N N N N N TP ICAP LIMITED 5493009UWRK48KKUD358 ACI1C5XB8 4900000.000000 PA 7755459.950000 0.1430635 Long DBT CORP GB N 2 2026-05-29 Fixed 5.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 6304000.000000 PA USD 6217754.980000 0.1146977 Long LON CORP US N 2 2025-12-09 Floating 2.3543 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BM8 375000.000000 PA USD 376233.750000 0.0069403 Long DBT CORP US N 2 2029-01-15 Fixed 4.625 N N N N N N TRANSOCEAN GUARDIAN LIMITED N/A 893800AA0 3941100.000000 PA USD 3840601.950000 0.0708468 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 891000.000000 PA USD 751362.480000 0.0138602 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 410606.100000 0.0075744 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PONTUS LIMITED N/A 89382PAA3 5118500.000000 PA USD 5185117.280000 0.0956489 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N TRANSURBAN FINANCE COMPANY PTY LTD 54930081LPJMUMEA6E57 89400PAK9 800000.000000 PA USD 806284.020000 0.0148734 Long DBT CORP AU N 2 2031-03-16 Fixed 2.45 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAP3 9291000.000000 PA USD 10153808.720000 0.1873053 Long DBT CORP US N 2 2024-04-01 Variable 5.65 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAN8 188000.000000 PA USD 207111.140000 0.0038205 Long DBT CORP US N 2 2027-04-01 Variable 6 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAQ1 800000.000000 PA USD 827608.000000 0.0152667 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAD6 1400000.000000 PA USD 1391593.000000 0.0256704 Long DBT CORP US N 2 2028-09-01 Fixed 4 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAV2 1225000.000000 PA USD 1303842.130000 0.0240517 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 860000.000000 PA USD 927080.000000 0.0171017 Long DBT CORP US N 2 2025-07-15 Fixed 7 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 1860000.000000 PA USD 1970135.530000 0.0363427 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 2291000.000000 PA USD 2551612.710000 0.0470691 Long DBT CORP US N 2 2024-06-01 Fixed 8.875 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAB2 500000.000000 PA USD 544880.000000 0.0100513 Long DBT CORP NL N 2 2027-08-15 Fixed 8.5 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAA4 1000000.000000 PA USD 1051950.000000 0.0194051 Long DBT CORP NL N 2 2026-08-15 Fixed 5.5 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 ACI1DF2Q6 800000.000000 PA 964517.610000 0.0177923 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBA7 870000.000000 PA USD 916318.600000 0.0169032 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BJ8 8500000.000000 PA USD 7716470.000000 0.1423442 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 6718202.200000 0.1239294 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 9348172.800000 0.1724439 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CX6 6425000.000000 PA USD 6316558.850000 0.1165203 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CY4 3000000.000000 PA USD 2855820.000000 0.0526808 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CT5 6200000.000000 PA USD 6806050.000000 0.1255499 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CM0 4100000.000000 PA USD 3513417.100000 0.0648113 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123DC1 200000.000000 PA USD 194800.000000 0.0035934 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CQ1 10600000.000000 PA USD 10800467.200000 0.1992341 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 6097392.800000 0.1124774 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.6 N N N N N N TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 10010YAA0 254533.580000 PA USD 238862.510000 0.0044063 Long DBT CORP TR N 2 2028-09-15 Fixed 4.2 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 1800000.000000 PA USD 1838250.000000 0.0339098 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 375000.000000 PA USD 385312.500000 0.0071078 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769G100 4701.000000 NS USD 487728.750000 0.0089970 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 1200000.000000 PA USD 1325520.000000 0.0244516 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 19500000.000000 PA USD 20982537.030000 0.3870608 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 600000.000000 PA USD 614520.000000 0.0113359 Long DBT CORP CH N 2 2031-02-10 Floating 4.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ACI0BSNR7 1500000.000000 PA 1836430.510000 0.0338763 Long DBT CORP CH N 2 2022-02-19 Floating 5.75 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ACI0BSPY0 200000.000000 PA USD 231200.000000 0.0042649 Long DBT CORP CH N 2 2025-02-19 Floating 7 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BD1FLTII2 3900000.000000 PA USD 3924375.000000 0.0723922 Long DBT CORP CH N 2 2021-08-10 Floating 7.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 700000.000000 PA USD 686388.540000 0.0126617 Long DBT CORP CH N 2 2032-02-11 Floating 2.095 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBC3 1200000.000000 PA USD 1181467.560000 0.0217943 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1J9SD5 10300000.000000 PA 11437333.010000 0.2109823 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 6874747.010000 0.1268171 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ6Q2 8000000.000000 PA USD 8080008.000000 0.1490503 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 1313001.300000 0.0242207 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 20525310.000000 0.3786264 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 3563049.600000 0.0657269 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 971740.800000 0.0179255 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 5090189.800000 0.0938977 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 1925000.000000 PA USD 2146876.640000 0.0396030 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 290000.000000 PA USD 316284.320000 0.0058344 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 2000000.000000 PA USD 2180659.640000 0.0402262 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 118000000.000000 PA USD 124289490.860000 2.2927442 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 48100000.000000 PA USD 51264078.610000 0.9456585 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BYXSS8II2 1300000.000000 PA 1653890.330000 0.0305090 Long DBT CORP IT N 2 2022-06-03 Floating 9.25 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 2050000.000000 PA USD 2113514.760000 0.0389876 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 2290779.970000 0.0422576 Long DBT CORP IT N 2 2022-01-14 Floating 4.08575 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 8650000.000000 PA USD 8774514.930000 0.1618618 Long DBT CORP IT N 2 2026-09-22 Floating 2.569 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 5850000.000000 PA USD 6781671.000000 0.1251002 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1200000.000000 PA USD 1309750.520000 0.0241607 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 142680.720000 PA USD 150740.980000 0.0027807 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 441730.710000 PA USD 463500.790000 0.0085501 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 834155.750000 PA USD 915648.010000 0.0168908 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST N/A 90932MAA3 573410.040000 PA USD 572616.210000 0.0105629 Long DBT CORP US N 2 2029-11-01 Fixed 2.9 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 96110.530000 PA USD 96705.260000 0.0017839 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 4948580.000000 PA USD 5501194.860000 0.1014795 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 700000.000000 PA USD 725501.000000 0.0133832 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N AMERIQUEST MORTGAGE SEC INC 2005-R10 N/A 03072SS89 3222000.000000 PA USD 3207136.910000 0.0591614 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.7665 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1100000.000000 PA USD 1139875.000000 0.0210271 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 1900000.000000 PA USD 1927143.400000 0.0355496 Long LON CORP US N 2 2028-04-21 Floating 4.5 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 4500000.000000 PA USD 4697300.880000 0.0866502 Long DBT CORP US N 2 2040-02-21 Fixed 3.15 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 B8MYVZII4 100000.000000 PA 165159.790000 0.0030467 Long DBT CORP US N 2 2029-09-13 Fixed 4 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 650000.000000 PA USD 656955.000000 0.0121187 Long DBT CORP US N 2 2029-04-15 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828W48 17100000.000000 PA USD 17893880.840000 0.3300850 Long DBT UST US N 2 2024-02-29 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 75000000.000000 PA USD 73441406.250000 1.3547594 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QU5 30600000.000000 PA USD 36513211.010000 0.6735521 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 22266956.090000 0.4107542 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBS9 66000000.000000 PA USD 66270702.960000 1.2224828 Long DBT UST US N 2 2028-03-31 Fixed 1.25 N N N N N N ANCESTRY.COM N/A 03952HAD6 3482500.000000 PA USD 3479599.080000 0.0641875 Long LON CORP US N 2 2027-12-06 Floating 3.75 N N N N N N ANCESTRY.COM N/A 039524AA1 475000.000000 PA USD 470333.130000 0.0086761 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 12531600.000000 PA USD 14416235.090000 0.2659335 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 15650000.000000 PA USD 18330673.790000 0.3381424 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 44558601.460000 0.8219639 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 35927367.100000 0.6627452 Long DBT UST US N 2 2024-07-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828K74 29800000.000000 PA USD 31367992.260000 0.5786393 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 86543382.620000 1.5964490 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 23564625.060000 0.4346921 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 36979003.820000 0.6821445 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 17235339.800000 0.3179370 Long DBT UST US N 2 2024-11-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285M8 12600000.000000 PA USD 14256703.190000 0.2629906 Long DBT UST US N 2 2028-11-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RD2 1500000.000000 PA USD 1969453.130000 0.0363301 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SS8 27320000.000000 PA USD 24545312.500000 0.4527826 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285U0 31000000.000000 PA USD 32758886.680000 0.6042968 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 92080664.280000 1.6985942 Long DBT UST US N 2 2024-12-31 Fixed 2.25 N N N N N N ANGI GROUP LLC N/A 001846AA2 1810000.000000 PA USD 1801366.300000 0.0332295 Long DBT CORP US N 2 2028-08-15 Fixed 3.875 N N N N N N UNITED WHOLESALE MORTGAGE LLC 549300HW662MN1WU8550 91153LAA5 2000000.000000 PA USD 2076930.000000 0.0383127 Long DBT CORP US N 2 2025-11-15 Fixed 5.5 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 500000.000000 PA USD 505943.150000 0.0093330 Long DBT CORP US N 2 2050-05-15 Fixed 2.9 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 270000.000000 PA USD 279307.490000 0.0051523 Long DBT CORP US N 2 2060-05-15 Fixed 3.125 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 1300000.000000 PA USD 1346514.000000 0.0248389 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AD2 3500000.000000 PA USD 3600625.000000 0.0664200 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908AX6 1150791.760000 PA USD 1150483.350000 0.0212227 Long LON CORP US N 2 2024-03-15 Floating 2.8542 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 2000000.000000 PA USD 2046510.000000 0.0377516 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AT9 700000.000000 PA USD 774140.500000 0.0142804 Long DBT CORP US N 2 2025-05-01 Fixed 9.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 2000000.000000 PA USD 2019620.000000 0.0372555 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AU6 4170000.000000 PA USD 4523616.000000 0.0834463 Long DBT CORP US N 2 2027-06-01 Fixed 6.625 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 2000000.000000 PA USD 2007100.000000 0.0370246 Long DBT CORP NL N 2 2031-07-15 Fixed 4.875 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 ACI1H0020 1100000.000000 PA USD 1131625.000000 0.0208749 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N URBAN ONE INC (AKA: RADIO ONE INC) 549300PLGIGPBRQUP240 91705JAC9 300000.000000 PA USD 324379.500000 0.0059838 Long DBT CORP US N 2 2028-02-01 Fixed 7.375 N N N N N N UROPA SECURITIES PLC 2008-1 N/A ACI07PFK2 7532196.900000 PA 10187684.720000 0.1879302 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.28375 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AY6 1618747.760000 PA 2184690.000000 0.0403006 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.83375 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AV2 1942136.650000 PA 2605917.050000 0.0480708 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.43375 N N N N N N UROPA SECURITIES PLC 2008-1 N/A G92958AU4 1518966.050000 PA 2040776.610000 0.0376458 Long ABS-MBS CORP GB N 2 2059-06-10 Floating 0.63375 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 917288BK7 880000.000000 PA USD 1026088.800000 0.0189281 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 1683011.000000 0.0310462 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 9897946.500000 0.1825855 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST N/A 90346WAA1 68166.410000 PA USD 68795.110000 0.0012691 Long DBT CORP US N 2 2027-05-15 Fixed 3.95 N N N N N N US FOODS INC (AKA: US FOODSERVICE INC) 5493000JOOFAOUY1JZ87 90290MAD3 600000.000000 PA USD 612777.000000 0.0113038 Long DBT CORP US N 2 2029-02-15 Fixed 4.75 N N N N N N US FOODS INC (AKA: US FOODSERVICE INC) 5493000JOOFAOUY1JZ87 90290MAC5 200000.000000 PA USD 212250.000000 0.0039153 Long DBT CORP US N 2 2025-04-15 Fixed 6.25 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 1620000.000000 PA USD 1931522.100000 0.0356304 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N US LBM (BCPE ULYSSES INTERMEDIATE INC) N/A 05553LAA1 75000.000000 PA USD 76977.380000 0.0014200 Long DBT CORP US N 2 2027-04-01 Fixed 7.75 N N Y N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 50179JAG3 550000.000000 PA USD 546104.350000 0.0100739 Long LON CORP US N 2 2027-12-17 Floating 4.5 N N N N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 50179JAF5 1100000.000000 PA USD 1092208.700000 0.0201478 Long LON CORP US N 2 2027-12-17 Floating 4.5 N N N N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 05552BAA4 2100000.000000 PA USD 2118795.000000 0.0390850 Long DBT CORP US N 2 2029-01-15 Fixed 6.25 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 2142000.000000 PA USD 2254401.450000 0.0415865 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 1400000.000000 PA USD 1776415.070000 0.0327692 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAL3 300000.000000 PA USD 321978.000000 0.0059395 Long DBT CORP US N 2 2025-05-15 Fixed 6.25 N N N N N N VALARIS LIMITED N/A 000000000 776000.000000 PA USD 808398.000000 0.0149124 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N N N N N VALARIS LIMITED N/A 91889FAA9 608000.000000 PA USD 633384.000000 0.0116839 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N Y N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 1360000.000000 PA USD 1449692.000000 0.0267422 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AM2 520000.000000 PA USD 622587.350000 0.0114847 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 3669592.680000 0.0676923 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 480000.000000 PA USD 672129.600000 0.0123986 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 720000.000000 PA USD 904602.590000 0.0166870 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 1375000.000000 PA USD 1378430.630000 0.0254276 Long DBT CORP US N 2 2031-06-15 Fixed 3.625 N N N N N N VENDOME FUNDING DAC 1A N/A ACI1MY1R4 2000000.000000 PA 2373871.400000 0.0437903 Long ABS-CBDO CORP IE N 2 2031-07-20 Floating 1.86 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 2700000.000000 PA USD 288900.000000 0.0053293 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 284850.000000 0.0052546 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 847354.420000 PA USD 845909.430000 0.0156043 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.06375 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAF6 640000.000000 PA USD 696769.470000 0.0128532 Long DBT CORP US N 2 2028-01-15 Fixed 3.4 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 200000.000000 PA USD 230759.070000 0.0042568 Long DBT CORP US N 2 2026-06-01 Fixed 4.875 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 438000.000000 PA USD 493748.130000 0.0091081 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAE9 1300000.000000 PA USD 1390770.880000 0.0256553 Long DBT CORP US N 2 2029-12-15 Fixed 3.1 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAG4 500000.000000 PA USD 523081.120000 0.0096492 Long DBT CORP US N 2 2032-12-15 Fixed 2.85 N N N N N N VERIFONE SYSTEMS INC N/A 92346NAB5 487500.000000 PA USD 480274.760000 0.0088595 Long LON CORP US N 2 2025-08-20 Floating 4.147 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 ACI1V59M0 2000000.000000 PA 2376326.260000 0.0438356 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25 N N N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A 92346LAE3 1040000.000000 PA USD 1085791.200000 0.0200294 Long DBT CORP US N 2 2025-09-01 Fixed 7.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 1800000.000000 PA USD 1841199.530000 0.0339643 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 1400000.000000 PA USD 1497791.340000 0.0276295 Long DBT CORP US N 2 2051-03-22 Fixed 3.55 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 150000.000000 PA USD 160910.050000 0.0029683 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 3400000.000000 PA USD 3201603.910000 0.0590594 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N VERUS SECURITIZATION TRUST 2020-INV1 N/A 92537TAE5 100000.000000 PA USD 104735.060000 0.0019320 Long ABS-MBS CORP US N 2 2060-03-25 Fixed 3.889 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 380000.000000 PA USD 397730.800000 0.0073369 Long DBT CORP US N 2 2027-04-15 Fixed 5.625 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 1530000.000000 PA USD 1633795.200000 0.0301383 Long DBT CORP US N 2 2028-07-15 Fixed 6.5 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 500000.000000 PA USD 511137.500000 0.0094289 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 2114184.100000 0.0389999 Long DBT CORP US N 2 2026-12-01 Fixed 4.25 N N N N N N VICTRA (LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP) N/A 50220MAA8 1550000.000000 PA USD 1609442.500000 0.0296891 Long DBT CORP US N 2 2026-02-15 Fixed 7.75 N N N N N N VIETNAM GOVT 5493008AE7RS4XK4BZ08 583140II1 4443333.380000 PA USD 4499492.090000 0.0830013 Long DBT NUSS VN N 2 2028-03-12 Variable 5.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 1930000.000000 PA USD 2274389.200000 0.0419552 Long DBT CORP BM N 2 2025-05-15 Fixed 13 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 1200000.000000 PA USD 1252008.000000 0.0230955 Long DBT CORP BM N 2 2029-02-15 Fixed 7 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A 92682RAA0 400000.000000 PA USD 405038.000000 0.0074717 Long DBT CORP BM N 2 2029-02-15 Fixed 5.625 N N N N N N VINE ENERGY HOLDINGS LLC 254900PNIMG4CPJH6R25 92735LAA0 775000.000000 PA USD 816656.250000 0.0150647 Long DBT CORP US N 2 2029-04-15 Fixed 6.75 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 260000.000000 PA USD 271597.300000 0.0050101 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAA8 3550000.000000 PA USD 3492393.440000 0.0644235 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 ACI1RCNW2 2900000.000000 PA 3457777.220000 0.0637849 Long DBT CORP GB N 2 2031-01-31 Fixed 3.25 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 2700000.000000 PA USD 2731374.000000 0.0503851 Long DBT CORP GB N 2 2030-07-15 Fixed 5 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 ACI1MZ6P0 550000.000000 PA 653157.120000 0.0120487 Long DBT CORP GB N 2 2030-07-15 Fixed 3.75 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYMM0 6800000.000000 PA 9397503.700000 0.1733539 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1BWKH1 100000.000000 PA 146250.080000 0.0026978 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 4735000.000000 PA USD 5096043.750000 0.0940057 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 2900000.000000 PA 4175623.070000 0.0770269 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N VIRGIN MEDIA VENDOR FINANCING NOTES III DESIGNATED ACTIVITY COMPANY 635400SSKC2QCGEPIQ43 ACI1MVKC2 3100000.000000 PA 4365954.080000 0.0805379 Long DBT CORP IE N 2 2028-07-15 Fixed 4.875 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 ACI1F6P97 500000.000000 PA 767665.210000 0.0141610 Long DBT CORP GB N 2 2027-09-03 Floating 4 N N N N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 92837TAA0 300000.000000 PA USD 308013.000000 0.0056819 Long DBT CORP US N 2 2028-12-15 Fixed 7.125 N N N N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 92828KAJ1 698250.000000 PA USD 702264.940000 0.0129545 Long LON CORP US N 2 2028-02-11 Floating 5 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 280000.000000 PA USD 311406.940000 0.0057445 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 730373.000000 0.0134730 Long DBT CORP BM N 2 2028-02-15 Fixed 5 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857TAH0 300000.000000 PA USD 428906.260000 0.0079120 Long DBT CORP GB N 2 2030-02-15 Fixed 7.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 3100000.000000 PA USD 3626522.380000 0.0668978 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 1320066.290000 0.0243510 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 1175168.260000 0.0216781 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 917004.100000 0.0169158 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 800000.000000 PA USD 771800.000000 0.0142372 Long DBT CORP GB N 2 2030-10-14 Fixed 2.375 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AX0 1000000.000000 PA USD 1005053.160000 0.0185400 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BE2 670000.000000 PA USD 704177.330000 0.0129898 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 200000.000000 PA USD 202809.920000 0.0037412 Long DBT CORP US N 2 2021-11-12 Fixed 4 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 2066000.000000 PA USD 2163050.350000 0.0399014 Long DBT CORP CL N 2 2028-01-15 Fixed 5.125 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 100000.000000 PA USD 116150.300000 0.0021426 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 162403.770000 PA USD 163462.450000 0.0030154 Long ABS-MBS CORP US N 2 2035-08-20 Floating 2.88005 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBR1 25611.260000 PA USD 18859.550000 0.0003479 Long ABS-MBS CORP US N 2 2035-10-20 Floating 2.47716 Y N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 250000.000000 PA USD 284124.540000 0.0052412 Long DBT CORP US N 2 2051-01-13 Fixed 3.6 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687GA8 1000000.000000 PA USD 1181909.150000 0.0218024 Long DBT CORP US N 2 2060-05-13 Fixed 3.8 N N N N N N WAMU MORTGAGE P/T CERTIFICATES 2007-OA1 N/A 92926WAA5 370017.780000 PA USD 354049.370000 0.0065311 Long ABS-MBS CORP US N 2 2047-02-25 Floating 0.8163 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAM2 1755114.910000 PA USD 1740390.020000 0.0321046 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.0306 Y N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BH7 1680000.000000 PA USD 1819179.600000 0.0335581 Long DBT CORP US N 2 2025-11-15 Fixed 4.625 N N N N N N WAMU MTGE P/T CERT 2007-OA5 N/A 93364BAB6 41225.580000 PA USD 11402.270000 0.0002103 Long ABS-MBS CORP US N 2 2047-06-25 Floating 0.8663 Y N N N N N WARNER MUSIC (WMG ACQUISITION CORP) 549300NAS11NXI33CP80 92933BAR5 1280000.000000 PA USD 1215974.400000 0.0224308 Long DBT CORP US N 2 2031-02-15 Fixed 3 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BJ3 870000.000000 PA USD 943423.650000 0.0174032 Long DBT CORP US N 2 2027-11-15 Fixed 4.875 N N N N N N WARNER MUSIC (WMG ACQUISITION CORP) 549300NAS11NXI33CP80 92933BAQ7 860000.000000 PA USD 870728.500000 0.0160622 Long DBT CORP US N 2 2030-07-15 Fixed 3.875 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAB9 380000.000000 PA USD 379810.000000 0.0070063 Long LON CORP US N 2 2026-10-01 Floating 2.6042 N N N N N N WASHING MUTUAL MTGE P/T 2006-7 N/A 93935HAG2 17674626.030000 PA USD 7503661.740000 0.1384186 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.171 Y N N N N N WASHINGTON MUTUAL 2002 AR2 N/A 929227LE4 16224.560000 PA USD 16591.660000 0.0003061 Long ABS-MBS CORP US N 2 2034-02-27 Floating 1.593 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A 929227XB7 1210.170000 PA USD 1194.350000 0.0000220 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.3163 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 1526.130000 PA USD 1512.740000 0.0000279 Long ABS-MBS CORP US N 2 2042-06-25 Floating 1.5163 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A 9393357P4 2125.500000 PA USD 2094.660000 0.0000386 Long ABS-MBS CORP US N 2 2042-08-25 Floating 1.5163 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBV9 1698401.700000 PA USD 1730110.350000 0.0319150 Long ABS-MBS CORP US N 2 2033-09-25 Floating 2.7464 N N N N N N WASHINGTON MUTUAL 2005-AR11 N/A 92922F2G2 369320.480000 PA USD 366815.710000 0.0067666 Long ABS-MBS CORP US N 2 2045-08-25 Floating 0.7315 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A 92922F5T1 594651.710000 PA USD 586117.450000 0.0108120 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.6115 N N N N N N WASHINGTON MUTUAL 2005-AR17 N/A 92922F7P7 520375.360000 PA USD 503675.840000 0.0092912 Long ABS-MBS CORP US N 2 2045-12-25 Floating 0.6315 N N N N N N WASHINGTON MUTUAL 2006 AR7 N/A 93363CAC3 622568.950000 PA USD 609925.200000 0.0112512 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.843 N N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAA3 220361.930000 PA USD 217857.960000 0.0040188 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.02901 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAA4 670841.970000 PA USD 633441.320000 0.0116850 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.9963 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 122323.670000 PA USD 119426.610000 0.0022030 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.843 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAJ2 239261.050000 PA USD 231411.250000 0.0042688 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.10317 Y N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAB6 170279.580000 PA USD 169141.410000 0.0031201 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.9375 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 1154772.800000 PA USD 1154068.850000 0.0212889 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.1163 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 3250000.000000 PA USD 3363367.740000 0.0620434 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA5 N/A 93936RAB0 21568.330000 PA USD 2025.360000 0.0000374 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.9563 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OC1 N/A 93936FAA8 428241.060000 PA USD 435726.630000 0.0080378 Long ABS-MBS CORP US N 2 2047-01-25 Floating 0.3315 Y N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAN1 995000.000000 PA USD 997842.720000 0.0184070 Long LON CORP US N 2 2027-10-30 Floating 4 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 2000000.000000 PA USD 2077092.080000 0.0383157 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 303398.450000 0.0055967 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2100000.000000 PA USD 2158051.290000 0.0398092 Long DBT CORP US N 2 2041-04-30 Floating 3.068 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 7200000.000000 PA USD 7775129.020000 0.1434263 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2900000.000000 PA USD 3009575.430000 0.0555171 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 400000.000000 PA USD 439826.100000 0.0081134 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 N/A 94988QAG6 500000.000000 PA USD 529444.800000 0.0097666 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.218 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EBB2 900000.000000 PA USD 954020.340000 0.0175986 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.725 N N N N N N WELLS FARGO MORTGAGE BACK SEC TR 2003-I N/A 949802AA0 23019.000000 PA USD 23274.310000 0.0004293 Long ABS-MBS CORP US N 2 2033-09-25 Floating 2.70424 N N N N N N WELLS FARGO MTGE BACKED SEC 2007-AR8 N/A 94985YAA5 330512.620000 PA USD 328422.090000 0.0060583 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.84442 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR5 N/A 94983RAD6 24664.160000 PA USD 24431.700000 0.0004507 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.63351 Y N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAD6 385000.000000 PA USD 442008.610000 0.0081536 Long DBT CORP US N 2 2028-04-15 Fixed 4.25 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 2160000.000000 PA USD 2337012.000000 0.0431104 Long DBT CORP US N 2 2025-06-15 Fixed 7.125 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 3400000.000000 PA USD 3791629.000000 0.0699434 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N ARBYS RESTAURANT (IRB HOLDING CORP) 549300HVW4WNWYBXN830 44988LAG2 2743125.000000 PA USD 2744554.170000 0.0506283 Long LON CORP US N 2 2027-12-15 Floating 4.25 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 1950000.000000 PA USD 2169375.000000 0.0400180 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AB3 200000.000000 PA USD 211587.000000 0.0039031 Long DBT CORP US N 2 2025-02-01 Variable 4.35 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AC1 2240000.000000 PA USD 2515228.800000 0.0463979 Long DBT CORP US N 2 2030-02-01 Variable 5.3 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 1270000.000000 PA USD 1834311.880000 0.0338372 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 2410000.000000 PA USD 2745171.140000 0.0506396 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 595019.180000 0.0109762 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 875000.000000 PA USD 937680.630000 0.0172972 Long DBT CORP US N 2 2028-10-15 Fixed 6.875 N N N N N N WHITE CAP BUYER LLC N/A 96350TAC4 497500.000000 PA USD 498821.360000 0.0092017 Long LON CORP US N 2 2027-10-19 Floating 4.5 N N N N N N WHITE CAP PARENT LLC N/A 96351CAA4 675000.000000 PA USD 700791.750000 0.0129274 Long DBT CORP US N 2 2026-03-15 Fixed 8.25 N N Y N N N WILLIAMS SCOTSMAN INTERNATIONAL INC 549300V3TCHCBOBTGH07 71953LAA9 518000.000000 PA USD 548691.500000 0.0101216 Long DBT CORP US N 2 2025-06-15 Fixed 6.125 N N N N N N WILLIAMS SCOTSMAN INTERNATIONAL INC 549300V3TCHCBOBTGH07 96950GAE2 1700000.000000 PA USD 1758990.000000 0.0324477 Long DBT CORP US N 2 2028-08-15 Fixed 4.625 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 200000.000000 PA USD 210187.040000 0.0038773 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N WINDSTREAM SERVICES II LLC 549300KT9GVEBYCD2N29 97381JAE3 297745.790000 PA USD 299122.860000 0.0055179 Long LON CORP US N 2 2027-09-21 Floating 7.25 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 97382WAA1 1000000.000000 PA USD 1031250.000000 0.0190233 Long DBT CORP US N 2 2028-08-15 Fixed 7.75 N N N N N N ARCONIC CORPORATION 549300B4YFWH3U74B152 03966VAA5 220000.000000 PA USD 236657.300000 0.0043656 Long DBT CORP US N 2 2028-02-15 Fixed 6.125 N N N N N N WR BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423AU6 650000.000000 PA USD 745873.950000 0.0137590 Long DBT CORP US N 2 2050-05-12 Fixed 4 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 383909AG3 3810000.000000 PA USD 4044505.500000 0.0746082 Long DBT CORP US N 2 2027-06-15 Fixed 4.875 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAF2 372000.000000 PA USD 406235.170000 0.0074937 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 524396.250000 0.0096734 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAE4 1110000.000000 PA USD 1254751.660000 0.0231462 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 115793.040000 0.0021360 Long DBT CORP US N 2 2032-06-01 Fixed 4.2 N N N N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98311AAB1 2760000.000000 PA USD 2873850.000000 0.0530134 Long DBT CORP US N 2 2028-08-15 Fixed 4.375 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 1225000.000000 PA USD 1322130.250000 0.0243891 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 100000.000000 PA USD 107695.000000 0.0019866 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAG1 2420000.000000 PA USD 2539705.300000 0.0468495 Long DBT CORP KY N 2 2026-01-15 Fixed 5.5 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAH9 2025000.000000 PA USD 2117400.750000 0.0390593 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAD8 400000.000000 PA USD 417380.000000 0.0076993 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC N/A 03969AAP5 300000.000000 PA USD 306399.000000 0.0056521 Long DBT CORP IE N 2 2027-08-15 Fixed 5.25 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 1020000.000000 PA USD 1078777.500000 0.0199000 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC N/A 03969AAN0 1600000.000000 PA USD 1654136.000000 0.0305135 Long DBT CORP IE N 2 2026-08-15 Fixed 4.125 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 970000.000000 PA USD 1144106.420000 0.0211051 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 290000.000000 PA USD 310688.820000 0.0057312 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N YELLOWSTONE ENERGY LP N/A 98580LAA3 2294005.750000 PA USD 2527306.130000 0.0466207 Long DBT CORP US N 3 2026-12-31 Fixed 5.75 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 2800000.000000 PA USD 2947602.000000 0.0543738 Long DBT CORP US N 2 2032-01-31 Fixed 4.625 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 310000.000000 PA USD 308837.500000 0.0056971 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 3370000.000000 PA USD 3351026.900000 0.0618157 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 1227168.000000 0.0226373 Long DBT CORP US N 2 2028-03-01 Fixed 6.125 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 2137894.740000 PA USD 2116960.470000 0.0390512 Long LON CORP US N 2 2027-03-09 Floating 3.1043 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAC5 790000.000000 PA 932812.030000 0.0172074 Long LON CORP US N 2 2027-03-09 Floating 3.25 N N N N N N ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1 N/A 933QMTII0 404667.380000 PA USD 394688.930000 0.0072808 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 615297.000000 0.0113503 Long DBT CORP NL N 2 2030-02-28 Fixed 5.125 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 5500000.000000 PA USD 5644760.000000 0.1041278 Long DBT CORP NL N 2 2030-01-15 Fixed 4.875 N N N N N N ZIGGO FINANCING PARTNERSHIP N/A N9833RAJ8 3410172.000000 PA USD 3381281.020000 0.0623738 Long LON CORP NL N 2 2028-04-30 Floating 2.5729 N N N N N N ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP N/A 98981BAA0 975000.000000 PA USD 970354.130000 0.0178999 Long DBT CORP US N 2 2029-02-01 Fixed 3.875 N N N N N N N/A N/A 000000000 -1141326.000000 PA USD -1140628.520000 -0.0210410 Short RA US N 2 Reverse repurchase N -0.5000000 2023-05-18 1000000.000000 USD 1143310.000000 USD N N N N/A N/A 000000000 -7674971.440000 PA USD -7674609.010000 -0.1415720 Short RA US N 2 Reverse repurchase N -0.0500000 2021-07-08 9725000.000000 USD 9599855.250000 USD CDS N N N N/A N/A 000000000 -1032740.580000 PA USD -1034203.630000 -0.0190778 Short RA US N 2 Reverse repurchase N 0.6000000 2021-07-08 1300000.000000 USD 1381758.300000 USD N N N N/A N/A 000000000 -1243008.340000 PA USD -1241903.440000 -0.0229092 Short RA US N 2 Reverse repurchase N -2.0000000 2021-09-09 1500000.000000 USD 1541250.000000 USD CDS N N N N/A N/A 000000000 -2060033.000000 PA USD -2059654.150000 -0.0379940 Short RA US N 2 Reverse repurchase N -0.2500000 2023-06-04 2000000.000000 USD 2070100.000000 USD N N N N/A N/A 000000000 -2223450.000000 PA USD -2222770.610000 -0.0410030 Short RA US N 2 Reverse repurchase N -0.5000000 2023-06-09 2000000.000000 USD 2190180.000000 USD N N N N/A N/A 000000000 -1823876.000000 PA -2157148.200000 -0.0397925 Short RA LU N 2 Reverse repurchase N -1.2500000 2023-04-20 2000000.000000 EUR 1651184.000000 EUR CDS N N N N/A N/A 000000000 -2957403.000000 PA USD -2956499.350000 -0.0545380 Short RA US N 2 Reverse repurchase N -0.5000000 2023-06-09 2600000.000000 USD 2984746.800000 USD CDS N N N ARGENT SECURITIES INC 2006-W4 N/A 040104TH4 614459.530000 PA USD 233365.030000 0.0043048 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.6315 N N N N N N N/A N/A 000000000 1.000000 NC 4151.720000 0.0000766 N/A DCR IT N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ATLANTIA SPA ATLANTIA SPA SR UNSEC Y Single Leg Swap 2025-06-21 0.000000 EUR -123530.920000 EUR 2900000.000000 EUR 127682.640000 N N N N/A N/A 000000000 1.000000 NC -4611.100000 -0.0000851 N/A DFE PE N 2 Banco Santander, S.A. N/A 467951.000000 USD 1783454.850000 PEN 2021-07-06 -4611.100000 N N N N/A N/A 000000000 1.000000 NC -33650.290000 -0.0006207 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1292916.930000 USD 1062000.000000 EUR 2021-07-02 -33650.290000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1TTRK5 82080717.730000 PA 484974.710000 0.0089462 Long DBT NUSS AR N 2 2021-09-13 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 13159.440000 0.0002427 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 644087.500000 USD 48430356.000000 RUB 2021-08-20 13159.440000 N N N N/A N/A 000000000 1.000000 NC -8995.800000 -0.0001659 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 638104.400000 USD 46568604.000000 RUB 2021-09-20 -8995.800000 N N N N/A N/A 000000000 1.000000 NC -9332.730000 -0.0001722 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 637388.820000 USD 46490694.000000 RUB 2021-09-20 -9332.730000 N N N N/A N/A 000000000 1.000000 NC 2624.260000 0.0000484 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1972692400.000000 IDR 136868.970000 USD 2021-09-15 2624.260000 N N N N/A N/A 000000000 1.000000 NC 36388.880000 0.0006713 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 40458415.000000 ZAR 2843047.580000 USD 2021-09-15 36388.880000 N N N N/A N/A 000000000 1.000000 NC -18691.460000 -0.0003448 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1020200.640000 USD 724000.000000 GBP 2021-07-02 -18691.460000 N N N N/A N/A 000000000 1.000000 NC -4307.540000 -0.0000795 N/A DFE GB N 2 BNP Paribas S.A. N/A 1012733.220000 USD 729000.000000 GBP 2021-07-02 -4307.540000 N N N N/A N/A 000000000 1.000000 NC 147176.760000 0.0027149 N/A DFE AU N 2 BNP Paribas S.A. N/A 5414001.000000 AUD 4207407.500000 USD 2021-07-02 147176.760000 N N N N/A N/A 000000000 1.000000 NC 537.460000 0.0000099 N/A DFE DK N 2 BNP Paribas S.A. N/A 1335000.000000 DKK 213413.680000 USD 2021-07-01 537.460000 N N N N/A N/A 000000000 1.000000 NC 625.700000 0.0000115 N/A DFE DK N 2 BNP Paribas S.A. N/A 1335000.000000 DKK 213873.380000 USD 2021-10-01 625.700000 N N N N/A N/A 000000000 1.000000 NC 8747.660000 0.0001614 N/A DFE GB N 2 BNP Paribas S.A. N/A 666000.000000 GBP 930025.440000 USD 2021-07-02 8747.660000 N N N N/A N/A 000000000 1.000000 NC 55077.770000 0.0010160 N/A DFE MX N 2 BNP Paribas S.A. N/A 271729000.000000 MXN 13460726.810000 USD 2021-11-08 55077.770000 N N N N/A N/A 000000000 1.000000 NC USD 577.690000 0.0000107 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO DEBENTURES SR UNSEC Y Single Leg Swap 2021-12-21 342.530000 USD 0.000000 USD 200000.000000 USD 235.160000 N N N N/A N/A 000000000 1.000000 NC USD 3055.970000 0.0000564 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO DEBENTURES SR UNSEC Y Single Leg Swap 2022-12-21 75.350000 USD 0.000000 USD 600000.000000 USD 2980.620000 N N N N/A N/A 000000000 1.000000 NC USD 14250.820000 0.0002629 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 165055.760000 N N N N/A N/A 000000000 1.000000 NC USD -2626.880000 -0.0000485 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 4280.970000 N N N N/A N/A 000000000 1.000000 NC USD -7223.920000 -0.0001333 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 9894.700000 N N N N/A N/A 000000000 1.000000 NC USD 1517.050000 0.0000280 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2023-12-21 0.000000 USD -20701.370000 USD 600000.000000 USD 22218.420000 N N N N/A N/A 000000000 1.000000 NC USD -638.760000 -0.0000118 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-06-21 0.000000 USD -152133.600000 USD 5200000.000000 USD 151494.840000 N N N N/A N/A 000000000 353.000000 NC 498990.920000 0.0092048 N/A DIR CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Long N/A CANADA GOVT 2021-09-21 41439625.690000 CAD 498990.920000 N N N N/A N/A 000000000 1.000000 NC USD -2973449.950000 -0.0548507 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-21 0.000000 USD -3615765.000000 USD 86000000.000000 USD 642315.050000 N N N N/A N/A 000000000 1.000000 NC USD -1651270.730000 -0.0304607 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.35 Y Single Leg Swap 2026-06-21 0.000000 USD -2301380.000000 USD 63700000.000000 USD 650109.270000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 2318075.000000 PA USD 883186.580000 0.0162920 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC USD 3996279.880000 0.0737186 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.34 Y Single Leg Swap 2025-06-21 1943642.700000 USD 0.000000 USD 39836000.000000 USD 2052637.180000 N N N N/A N/A 000000000 1.000000 NC USD 7783185.600000 0.1435749 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.35 Y Single Leg Swap 2025-12-21 6923280.000000 USD 0.000000 USD 75600000.000000 USD 859905.600000 N N N N/A N/A 000000000 -1000000.000000 NC USD -2788.040000 -0.0000514 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-10-20 XXXX 1711.960000 N N N N/A N/A 000000000 -1500000.000000 NC USD -4182.060000 -0.0000771 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-10-20 XXXX 2567.940000 N N N N/A N/A 000000000 -500000.000000 NC USD -2133.730000 -0.0000394 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Put Written CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 104.000000 USD 2021-10-20 XXXX 816.270000 N N N N/A N/A 000000000 -1800000.000000 NC USD -4002.590000 -0.0000738 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 104.000000 USD 2021-09-15 XXXX 6527.410000 N N N N/A N/A 000000000 1.000000 NC USD 34008977.630000 0.6273570 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.36 Y Single Leg Swap 2026-06-21 29751839.500000 USD 0.000000 USD 327700000.000000 USD 4257138.130000 N N N N/A N/A 000000000 1.000000 NC USD 1418453.620000 0.0261659 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 1318164.180000 USD 0.000000 USD 55500000.000000 USD 100289.440000 N N N N/A N/A 000000000 -4900000.000000 NC USD -3370.560000 -0.0000622 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2021-08-18 XXXX 598.440000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 76076932.000000 PA USD 27463772.450000 0.5066189 Long DBT NUSS AR N 2 2030-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 -7900000.000000 NC USD -1242.830000 -0.0000229 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-08-18 XXXX 6183.170000 N N N N/A N/A 000000000 -9300000.000000 NC USD -1756.120000 -0.0000324 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-08-18 XXXX 7311.380000 N N N N/A N/A 000000000 -4900000.000000 NC USD -770.870000 -0.0000142 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-08-18 XXXX 3982.130000 N N N N/A N/A 000000000 -9800000.000000 NC USD -3336.410000 -0.0000615 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-09-15 XXXX 8815.590000 N N N N/A N/A 000000000 -9800000.000000 NC USD -7099.020000 -0.0001310 N/A DCR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Call 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2021-08-18 XXXX 740.980000 N N N N/A N/A 000000000 -6200000.000000 NC USD -1170.750000 -0.0000216 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-08-18 XXXX 5091.250000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 3241112.000000 PA USD 1033914.730000 0.0190724 Long DBT NUSS AR N 2 2035-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 -13400000.000000 NC USD -7598.470000 -0.0001402 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2021-10-20 XXXX 6538.530000 N N N N/A N/A 000000000 -4100000.000000 NC USD -2690.870000 -0.0000496 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-10-20 XXXX 2311.130000 N N N N/A N/A 000000000 -17200000.000000 NC USD -4289.510000 -0.0000791 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-09-15 XXXX 13856.490000 N N N N/A N/A 000000000 -9800000.000000 NC USD -3336.410000 -0.0000615 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-09-15 XXXX 8423.590000 N N N N/A N/A 000000000 -7400000.000000 NC USD -431.200000 -0.0000080 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-07-21 XXXX 6783.800000 N N N N/A N/A 000000000 -7800000.000000 NC USD -2254.120000 -0.0000416 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2021-09-15 XXXX 5389.880000 N N N N/A N/A 000000000 -7200000.000000 NC USD -307.660000 -0.0000057 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-07-21 XXXX 8980.340000 N N N N/A N/A 000000000 -3700000.000000 NC USD -158.100000 -0.0000029 N/A DCR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-07-21 XXXX 4614.900000 N N N N/A N/A 000000000 -7600000.000000 NC USD -1658.470000 -0.0000306 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.950000 USD 2021-09-15 XXXX 5637.530000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 12274550.000000 PA USD 4394288.900000 0.0810606 Long DBT NUSS AR N 2 2041-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 -6500000.000000 NC USD -1022.580000 -0.0000189 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-08-18 XXXX 5509.920000 N N N N/A N/A 000000000 -27500000.000000 NC USD -6858.230000 -0.0001265 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-09-15 XXXX 21285.770000 N N N N/A N/A 000000000 -9800000.000000 NC USD -7099.020000 -0.0001310 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2021-08-18 XXXX 250.980000 N N N N/A N/A 000000000 -12100000.000000 NC USD -7941.350000 -0.0001465 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-10-20 XXXX 4884.650000 N N N N/A N/A 000000000 1.000000 NC USD 7817780.870000 0.1442131 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 7006656.740000 USD 0.000000 USD 303500000.000000 USD 811124.130000 N N N N/A N/A 000000000 1.000000 NC 72040.460000 0.0013289 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13454861.790000 USD 274533000.000000 MXN 2021-11-17 72040.460000 N N N N/A N/A 000000000 1.000000 NC -2125.140000 -0.0000392 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 280821.030000 USD 1072736.330000 PEN 2021-07-06 -2125.140000 N N N N/A N/A 000000000 1.000000 NC 25095.340000 0.0004629 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 718737.560000 USD 2856191.180000 PEN 2021-08-04 25095.340000 N N N N/A N/A 000000000 1.000000 NC 25208.040000 0.0004650 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 478536.480000 USD 36963067.000000 RUB 2021-07-22 25208.040000 N N N N/A N/A 000000000 1.000000 NC 11707.380000 0.0002160 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 587474.110000 USD 44151705.000000 RUB 2021-08-20 11707.380000 N N N N/A N/A 000000000 1.000000 NC -63254.090000 -0.0011668 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1352581.000000 USD 18588250.170000 ZAR 2021-09-16 -63254.090000 N N N N/A N/A 000000000 1.000000 NC -70750.020000 -0.0013051 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1352578.000000 USD 18480137.960000 ZAR 2021-09-16 -70750.020000 N N N N/A N/A 000000000 1.000000 NC -16707.470000 -0.0003082 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 336768.000000 USD 4613721.600000 ZAR 2021-09-15 -16707.470000 N N N N/A N/A 000000000 1.000000 NC -24052.760000 -0.0004437 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 755158.420000 USD 10539000.000000 ZAR 2021-09-15 -24052.760000 N N N N/A N/A 000000000 1.000000 NC 42322.010000 0.0007807 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1801000.000000 AUD 1392982.190000 USD 2021-07-02 42322.010000 N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 BF1CDZII9 2200000.000000 PA 3316182.530000 0.0611730 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 319482.650000 0.0058934 Long DBT CORP US N 2 2024-09-08 Fixed 3.25 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AU8 85000.000000 PA USD 87507.500000 0.0016142 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AV6 107000.000000 PA USD 112002.250000 0.0020661 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N ASDA (BELLIS ACQUISITION COMPANY PLC) 259400CYE2267UB4A481 ACI1VT9B2 2625000.000000 PA 3642509.820000 0.0671927 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC 325862.990000 0.0060111 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 32210506.200000 PEN 8717322.380000 USD 2021-10-12 325862.990000 N N N N/A N/A 000000000 1.000000 NC -4444.260000 -0.0000820 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1646776.420000 PEN 423935.230000 USD 2021-07-21 -4444.260000 N N N N/A N/A 000000000 1.000000 NC -65208.640000 -0.0012029 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 38656935.580000 PEN 9988872.240000 USD 2021-07-19 -65208.640000 N N N N/A N/A 000000000 1.000000 NC -24002.920000 -0.0004428 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2856191.180000 PEN 718032.880000 USD 2021-07-06 -24002.920000 N N N 2021-08-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX