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Form NPORT-P PIMCO Dynamic Income For: Sep 30

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6. BA
7. V
8. IBM
9. KMB
10. HCP


November 24, 2021 1:23 PM EST 

  
    NPORT-P
    false
    
      
      
        
          0001798618
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      PIMCO Dynamic Income Opportunities Fund
      811-23505
      0001798618
      549300MWJBXCL907ZB49
      1633 Broadway
      New York
      
      10019
      (844) 337-4626
      N/A
      N/A
      2022-06-30
      2021-09-30
      N
    
    
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          ZAR
          
          
        
        
          CHF
          
          
        
        
          COP
          
          
        
        
          BRL
          
          
        
        
          GBP
          
          
        
        
          IDR
          
          
        
        
          MXN
          
          
        
        
          PLN
          
          
        
        
          USD
          
          
        
        
          EUR
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        ASHFORD HOSPITALITY TRUST 2018-ASHF
        N/A
        ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A
        04410RAL0
        
          
        
        2500000.000000
        PA
        USD
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        Long
        ABS-MBS
        CORP
        US
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        2
        
          2035-04-15
          Floating
          2.184
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHFORD HOSPITALITY TRUST 2018-ASHF
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        04410RAN6
        
          
        
        8700000.000000
        PA
        USD
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        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-04-15
          Floating
          3.184
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -184253.120000
        -0.0082802
        N/A
        DFE
        
        N/A
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        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            21580486.370000
            USD
            18456000.000000
            EUR
            2021-11-17
            -184253.120000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -89600.610000
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        DFE
        
        PE
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        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1280075.150000
            USD
            4922016.970000
            PEN
            2021-10-04
            -89600.610000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -55965.120000
        -0.0025150
        N/A
        DFE
        
        PE
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              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            799543.110000
            USD
            3074323.200000
            PEN
            2021-10-04
            -55965.120000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -172387.410000
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        N/A
        DFE
        
        PE
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        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2436703.490000
            USD
            9361814.820000
            PEN
            2021-10-04
            -172387.410000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -6668.380000
        -0.0002997
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            146274.710000
            USD
            577404.800000
            PEN
            2021-10-19
            -6668.380000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -122326.390000
        -0.0054972
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2244549.390000
            USD
            8779106.010000
            PEN
            2021-10-27
            -122326.390000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -19678.590000
        -0.0008843
        N/A
        DFE
        
        PE
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        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            928259.930000
            USD
            3780617.040000
            PEN
            2022-02-07
            -19678.590000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -3824.980000
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        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            736832.470000
            USD
            3034791.900000
            PEN
            2021-11-23
            -3824.980000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -12091.250000
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        DFE
        
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              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1406393.810000
            USD
            5808687.710000
            PEN
            2022-02-24
            -12091.250000
          
        
        
          N
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        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -24892.520000
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        N/A
        DFE
        
        PE
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              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2399782.980000
            USD
            9902224.530000
            PEN
            2022-03-08
            -24892.520000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -8714.560000
        -0.0003916
        N/A
        DFE
        
        PE
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              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1127258.380000
            USD
            4647686.300000
            PEN
            2022-01-18
            -8714.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -29828.570000
        -0.0013405
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4190260.710000
            USD
            17358154.990000
            PEN
            2022-03-17
            -29828.570000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        48681.480000
        0.0021877
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2581445.010000
            USD
            192882990.000000
            RUB
            2021-11-22
            48681.480000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        16447.870000
        0.0007392
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2375509.070000
            USD
            176379173.000000
            RUB
            2021-12-20
            16447.870000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -127247.000000
        -0.0057184
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2698423.000000
            USD
            39101201.650000
            ZAR
            2021-12-15
            -127247.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -114870.510000
        -0.0051622
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2033356.960000
            USD
            29471000.000000
            ZAR
            2022-02-25
            -114870.510000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        52831.980000
        0.0023742
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2996000.000000
            EUR
            3526126.020000
            USD
            2021-11-17
            52831.980000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        3855054.980000
        0.1732427
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            202659000.000000
            EUR
            238799746.920000
            USD
            2021-11-17
            3855054.980000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        32834.760000
        0.0014756
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2166000.000000
            EUR
            2543901.150000
            USD
            2021-11-17
            32834.760000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        95016.560000
        0.0042700
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3427000.000000
            EUR
            4067973.400000
            USD
            2021-11-17
            95016.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        47251.340000
        0.0021234
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            2260000.000000
            EUR
            2667292.910000
            USD
            2021-11-17
            47251.340000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        10382.800000
        0.0004666
        N/A
        DFE
        
        ID
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            44881681143.000000
            IDR
            3119274.500000
            USD
            2021-12-15
            10382.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        6107.420000
        0.0002745
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4982000.000000
            MXN
            246227.750000
            USD
            2021-11-08
            6107.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        94489.110000
        0.0042463
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            74620000.000000
            PEN
            18117807.020000
            USD
            2021-11-23
            94489.110000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        26054.610000
        0.0011709
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            17358154.990000
            PEN
            4224423.210000
            USD
            2021-10-04
            26054.610000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        54410.380000
        0.0024452
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5315428.870000
            PLN
            1389853.000000
            USD
            2022-02-18
            54410.380000
          
        
        
          N
          N
          N
        
      
      
        ASSET BACKED SEC HOME EQTY LN 2007-HE2
        N/A
        ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A4
        04544TAD3
        
          
        
        6436518.240000
        PA
        USD
        5308030.530000
        0.2385381
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-05-25
          Floating
          0.316
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC (AKA: ASURION CORP)
        549300KNQVXGIOXWK278
        ASURION LLC 2021 SECOND LIEN TERM LOAN B4
        04649VBA7
        
          
        
        1437870.250000
        PA
        USD
        1434574.650000
        0.0644685
        Long
        LON
        CORP
        US
        N
        2
        
          2029-01-20
          Floating
          5.3341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC (AKA: ASURION CORP)
        549300KNQVXGIOXWK278
        ASURION LLC 2021 TERM LOAN B9
        04649VAY6
        
          
        
        6887802.000000
        PA
        USD
        6794816.670000
        0.3053529
        Long
        LON
        CORP
        US
        N
        2
        
          2027-07-31
          Floating
          3.3341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTIC AVIATION (AKA: KKR APPLE BIDCO LLC)
        2549001SCJD3WEYJFM53
        KKR APPLE BIDCO, LLC 2021 2ND LIEN TERM LOAN
        938PNZII2
        
          
        
        1700000.000000
        PA
        USD
        1731875.000000
        0.0778289
        Long
        LON
        CORP
        US
        N
        2
        
          2029-07-13
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TRS IBOXHY/3ML INDX 12/20/21 BPS
        000000000
        
          
        
        1.000000
        NC
        USD
        30927.510000
        0.0013899
        N/A
        DCR
        
        US
        N
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-12-20
            0.000000
            USD
            -502.130000
            USD
            4200000.000000
            USD
            31429.640000
          
        
        
          N
          N
          N
        
      
      
        ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM
        N/A
        ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM E 144A
        04965JAJ2
        
          
        
        1111000.000000
        PA
        USD
        1082166.880000
        0.0486316
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          3.134
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM
        N/A
        ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM E 144A
        04965KAQ3
        
          
        
        11037000.000000
        PA
        USD
        10839052.510000
        0.4870972
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-06-15
          Floating
          3.484
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
        N/A
        AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR E 144A
        05223HAN2
        
          
        
        6000000.000000
        PA
        USD
        5862574.200000
        0.2634588
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-09-15
          Floating
          2.334
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGNC INVESTMENT CORP (AMERICAN CAPITAL AGENCY CORP)
        5TRACI5HRMELWV32OF39
        AGNC INVESTMENT CORP REIT USD.01
        00123Q104
        
          
        
        1270500.000000
        NS
        USD
        20035785.000000
        0.9003900
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        451672.280000
        0.0202977
        N/A
        DCR
        
        GB
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
                JAGUAR LAND ROVER AUTOMO
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-21
            737724.930000
            EUR
            0.000000
            EUR
            11300000.000000
            EUR
            -286052.650000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        27979.690000
        0.0012574
        N/A
        DCR
        
        GB
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
                JAGUAR LAND ROVER AUTOMO SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-21
            49710.910000
            EUR
            0.000000
            EUR
            700000.000000
            EUR
            -21731.220000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        561980.590000
        0.0252549
        N/A
        DCR
        
        GB
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
                JAGUAR LAND ROVER AUTOMO SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-22
            937437.300000
            EUR
            0.000000
            EUR
            16500000.000000
            EUR
            -375456.710000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -150498.870000
        -0.0067633
        N/A
        DFE
        
        BR
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            21596289.290000
            USD
            116788413.200000
            BRL
            2021-10-04
            -150498.870000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -11492.100000
        -0.0005164
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            1141819.770000
            USD
            975000.000000
            EUR
            2021-11-17
            -11492.100000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -76944.050000
        -0.0034578
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            7644922.520000
            USD
            6528000.000000
            EUR
            2021-11-17
            -76944.050000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        27738.200000
        0.0012465
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            5373159.740000
            USD
            396080321.000000
            RUB
            2021-11-22
            27738.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -297119.310000
        -0.0133523
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            5377896.290000
            USD
            77266000.000000
            ZAR
            2021-12-15
            -297119.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        5058354.910000
        0.2273179
        N/A
        DFE
        
        GB
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            134363000.000000
            GBP
            186105250.760000
            USD
            2021-11-17
            5058354.910000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        724.950000
        0.0000326
        N/A
        DFE
        
        ID
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            12805738272.000000
            IDR
            890772.000000
            USD
            2021-11-15
            724.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        63500.700000
        0.0028537
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            5183958.340000
            PLN
            1366759.000000
            USD
            2021-11-15
            63500.700000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        61678.090000
        0.0027718
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            5550536.750000
            PLN
            1457095.000000
            USD
            2021-11-15
            61678.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ROLLS-ROYCE PLC SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        -210551.390000
        -0.0094620
        N/A
        DCR
        
        GB
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                ROLLS-ROYCE PLC
                ROLLS-ROYCE PLC
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2025-12-21
            0.000000
            EUR
            -642205.640000
            EUR
            6200000.000000
            EUR
            431654.250000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ROLLS-ROYCE PLC SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        -844858.830000
        -0.0379672
        N/A
        DCR
        
        GB
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                ROLLS-ROYCE PLC
                ROLLS-ROYCE PLC CO GTD SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-21
            0.000000
            EUR
            -1383423.580000
            EUR
            18300000.000000
            EUR
            538564.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -24069.460000
        -0.0010817
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            1152078.510000
            USD
            973000.000000
            EUR
            2021-11-17
            -24069.460000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        132797.630000
        0.0059678
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            4255788.800000
            USD
            320252363.000000
            RUB
            2021-10-22
            132797.630000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        95407.420000
        0.0042875
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            5332289.360000
            USD
            396080321.000000
            RUB
            2021-10-22
            95407.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -136489.470000
        -0.0061337
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            2340313.000000
            USD
            33505051.280000
            ZAR
            2021-12-13
            -136489.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        5672.680000
        0.0002549
        N/A
        DFE
        
        ID
        N
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            16213206996.000000
            IDR
            1128739.000000
            USD
            2021-12-15
            5672.680000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CHF/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        22776.640000
        0.0010236
        N/A
        DFE
        
        CH
        N
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            989000.000000
            CHF
            1085121.710000
            USD
            2021-11-17
            22776.640000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        183052.380000
        0.0082262
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            6362000.000000
            EUR
            7558585.320000
            USD
            2021-11-17
            183052.380000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        5098.140000
        0.0002291
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            594000.000000
            PLN
            154431.020000
            USD
            2021-11-15
            5098.140000
          
        
        
          N
          N
          N
        
      
      
        AYRESOME CDO I LTD
        N/A
        AYRESOME CDO LTD AYRES 2005 1A A1B 144A
        05473WAN6
        
          
        
        36582075.150000
        PA
        USD
        21469617.500000
        0.9648251
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2045-12-08
          Floating
          0.48463
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLYS CORPORATION
        549300NS4D5IK406VT62
        TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B
        05875CAB0
        
          
        
        1800000.000000
        PA
        USD
        1802109.600000
        0.0809852
        Long
        LON
        CORP
        US
        N
        2
        
          2028-08-06
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS EUR 0.25000 03/16/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -154216.180000
        -0.0069303
        N/A
        DIR
        
        N/A
        
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                Euribor 6 Month ACT/360
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.000000
            EUR
            -1095726.370000
            EUR
            57100000.000000
            EUR
            941510.190000
          
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING 2010-R8 TRUST
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2010 R8 1A4 144A
        05956GAD9
        
          
        
        443329.010000
        PA
        USD
        391345.310000
        0.0175867
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-05-26
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING 2014-R7 TRUST 2014-R7
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2014 R7 2A2 144A
        05963SAE2
        
          
        
        4526240.010000
        PA
        USD
        3969171.210000
        0.1783709
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-26
          Variable
          1.10251
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS MXN 4.50000 03/05/21-2Y CME
        000000000
        
          
        
        1.000000
        NC
        
        -309589.820000
        -0.0139127
        N/A
        DIR
        
        MX
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                MEXICO INTERBANK TIIE 28 DAY
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2023-03-03
            0.000000
            MXN
            -10191.670000
            MXN
            282100000.000000
            MXN
            -299398.150000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS MXN 4.55000 03/01/21-2Y CME
        000000000
        
          
        
        1.000000
        NC
        
        -159354.910000
        -0.0071613
        N/A
        DIR
        
        MX
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                MEXICO INTERBANK TIIE 28 DAY
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2023-02-27
            17506.290000
            MXN
            0.000000
            MXN
            151500000.000000
            MXN
            -176861.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.25000 06/16/21-2Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -12896.160000
        -0.0005795
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2023-06-16
            0.000000
            USD
            -57139.300000
            USD
            40100000.000000
            USD
            44243.140000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.50000 06/16/21-5Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -13193468.660000
        -0.5929025
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2026-06-16
            0.000000
            USD
            -9672956.500000
            USD
            574100000.000000
            USD
            -3520512.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.50000 06/16/21-7Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -321371.400000
        -0.0144421
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2028-06-16
            0.000000
            USD
            -351651.300000
            USD
            6300000.000000
            USD
            30279.900000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.75000 06/16/21-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        2881333.330000
        0.1294845
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2031-06-16
            3496083.120000
            USD
            0.000000
            USD
            40750000.000000
            USD
            -614749.790000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.42000 08/17/21-7Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -634755.310000
        -0.0285253
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2028-08-17
            0.000000
            USD
            0.000000
            USD
            76800000.000000
            USD
            -634755.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.50000 12/15/21-7Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        36939.000000
        0.0016600
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2028-12-15
            88020.380000
            USD
            0.000000
            USD
            5000000.000000
            USD
            -51081.380000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.70000 02/01/22-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        4851764.160000
        0.2180339
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2052-02-01
            0.000000
            USD
            -2036391.000000
            USD
            114200000.000000
            USD
            6888155.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.75000 12/15/21-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        150337.950000
        0.0067561
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2031-12-15
            296779.350000
            USD
            0.000000
            USD
            10500000.000000
            USD
            -146441.400000
          
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING TRUST 2014-R8
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A
        05969MAB5
        
          
        
        4177170.780000
        PA
        USD
        4074244.870000
        0.1830929
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-26
          Floating
          0.326
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ZCS BRL 6.17 03/18/21-01/02/23 CME
        000000000
        
          
        
        1.000000
        NC
        
        -305393.690000
        -0.0137241
        N/A
        DIR
        
        BR
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                Brazil Cetip DI Interbank Deposit Rate
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-03
            0.000000
            BRL
            -14270.140000
            BRL
            77400000.000000
            BRL
            -291123.550000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ZCS BRL 6.99 08/05/19-01/04/27 CME
        000000000
        
          
        
        1.000000
        NC
        
        -3687787.940000
        -0.1657258
        N/A
        DIR
        
        BR
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                Brazil Cetip DI Interbank Deposit Rate
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-01-04
            2522503.000000
            BRL
            0.000000
            BRL
            318400000.000000
            BRL
            -6210290.940000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ZCS BRL 7.655 05/12/21-01/02/24 CME
        000000000
        
          
        
        1.000000
        NC
        
        -1303461.040000
        -0.0585764
        N/A
        DIR
        
        BR
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                Brazil Cetip DI Interbank Deposit Rate
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-02
            0.000000
            BRL
            0.000000
            BRL
            248000000.000000
            BRL
            -1303461.040000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875
        ACI1T7K79
        
          
        
        10900000.000000
        PA
        
        12712868.340000
        0.5713047
        Long
        DBT
        CORP
        IT
        N
        2
        
          2026-01-09
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -38879.800000
        -0.0017472
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            1978406.150000
            USD
            1673000.000000
            EUR
            2021-11-17
            -38879.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -18800.560000
        -0.0008449
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            1537497.220000
            USD
            1310000.000000
            EUR
            2021-11-17
            -18800.560000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625
        ACI1J7WJ1
        
          
        
        1400000.000000
        PA
        
        1663266.760000
        0.0747457
        Long
        DBT
        CORP
        IT
        N
        2
        
          2025-04-28
          Fixed
          2.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2291.490000
        0.0001030
        N/A
        DFE
        
        ID
        N
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            8123196172.000000
            IDR
            564974.000000
            USD
            2021-12-15
            2291.490000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -191962.200000
        -0.0086266
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            11223960.230000
            USD
            9516000.000000
            EUR
            2021-11-17
            -191962.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT MXN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -2347.200000
        -0.0001055
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            107982.010000
            USD
            2188000.000000
            MXN
            2021-10-27
            -2347.200000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625
        BJSF9FII4
        
          
        
        7800000.000000
        PA
        
        9452917.540000
        0.4248055
        Long
        DBT
        CORP
        IT
        N
        2
        
          2024-09-24
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        35661.190000
        0.0016026
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1095223.690000
            USD
            82525105.000000
            RUB
            2021-10-22
            35661.190000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        17983.950000
        0.0008082
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            547711.450000
            USD
            41281012.000000
            RUB
            2021-10-22
            17983.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        27072.770000
        0.0012166
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1293437.170000
            USD
            96840934.000000
            RUB
            2021-11-22
            27072.770000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -114649.210000
        -0.0051522
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2545622.000000
            USD
            36958434.810000
            ZAR
            2021-12-13
            -114649.210000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR
        ACI0ZY1X9
        
          
        
        6000000.000000
        PA
        
        5281623.820000
        0.2373514
        Long
        DBT
        CORP
        IT
        N
        2
        
          2028-01-18
          Floating
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2086.270000
        0.0000938
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2277000.000000
            MXN
            112017.920000
            USD
            2021-10-27
            2086.270000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -315.850000
        -0.0000142
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            25008513.910000
            ZAR
            1644167.900000
            USD
            2021-12-15
            -315.850000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR
        ACI1J42S1
        
          
        
        2514000.000000
        PA
        
        2347873.910000
        0.1055113
        Long
        DBT
        CORP
        IT
        N
        2
        
          2030-01-22
          Floating
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
        ACI1DBG64
        
          
        
        12177000.000000
        PA
        
        14462907.170000
        0.6499499
        Long
        DBT
        CORP
        IT
        N
        2
        
          2029-07-23
          Fixed
          10.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2018-RRI
        N/A
        BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 RRI F 144A
        05492CAQ0
        
          
        
        5000000.000000
        PA
        USD
        5031174.000000
        0.2260964
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-02-15
          Floating
          4.73375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6
        N/A
        BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TB 144A
        05492TBH2
        
          
        
        12650000.000000
        PA
        USD
        12871999.910000
        0.5784560
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2053-02-15
          Variable
          3.81129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6
        N/A
        BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TC 144A
        05492TBK5
        
          
        
        3000000.000000
        PA
        USD
        2876233.500000
        0.1292553
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2053-02-15
          Variable
          3.81129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC JR SUBORDINA VAR
        ACI1CH093
        
          
        
        300000.000000
        PA
        
        453725.700000
        0.0203900
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-06-15
          Floating
          7.125
          N
          N
          N
          N
          Y
          
            
              BARCLAYS PLC
              BARCLAYS PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BBCCRE TRUST 2015-GTP
        N/A
        BBCCRE TRUST BBCCR 2015 GTP E 144A
        05490TAJ1
        
          
        
        16240000.000000
        PA
        USD
        16363852.740000
        0.7353767
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-08-10
          Variable
          4.71469
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS TRUST 2018-CBM
        N/A
        BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM E 144A
        05549RAJ6
        
          
        
        4278000.000000
        PA
        USD
        4254384.160000
        0.1911882
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-15
          Floating
          3.634
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP TRUST 2021-330N
        N/A
        BCP TRUST BCP 2021 330N E 144A
        05553BAN5
        
          
        
        5000000.000000
        PA
        USD
        4984188.000000
        0.2239849
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-06-15
          Floating
          3.722
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS  COMM MTGE SEC 2007-T26
        N/A
        BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 T26 AJ
        07388VAH1
        
          
        
        5126000.000000
        PA
        USD
        4152865.810000
        0.1866260
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2045-01-12
          Variable
          5.53987
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AQ2
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2007 AQ2 A4
        073857AD6
        
          
        
        6302493.880000
        PA
        USD
        6408993.420000
        0.2880143
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Floating
          0.416
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST  2021-B25
        N/A
        BENCHMARK MORTGAGE TRUST BMARK 2021 B25 300C 144A
        08163DBV8
        
          
        
        5809000.000000
        PA
        USD
        5654607.820000
        0.2541129
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2054-04-15
          Variable
          3.09402
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK MORTGAGE TRUST  2021-B25
        N/A
        BENCHMARK MORTGAGE TRUST BMARK 2021 B25 300D 144A
        08163DBX4
        
          
        
        14000000.000000
        PA
        USD
        12862617.600000
        0.5780343
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2054-04-15
          Variable
          3.09402
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP TRUST 2019-BXHP
        N/A
        BHP TRUST BHPT 2019 BXHP E 144A
        05550TAJ8
        
          
        
        11620000.000000
        PA
        USD
        11596919.190000
        0.5211550
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-15
          Floating
          2.65168
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHR 2018-PRME
        N/A
        BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME E 144A
        10482TAN2
        
          
        
        5000000.000000
        PA
        USD
        4875963.000000
        0.2191213
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-06-15
          Floating
          2.484
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOCEANICO SOVEREIGN CERTIFICATE LTD
        N/A
        BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
        09076AAA5
        
          
        
        3427093.140000
        PA
        USD
        2594892.110000
        0.1166121
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2034-06-05
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 02/28 6
        097751BX8
        
          
        
        33137000.000000
        PA
        USD
        33554360.520000
        1.5079024
        Long
        DBT
        CORP
        CA
        N
        2
        
          2028-02-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 06/26 7.125
        000000000
        
          
        
        25098000.000000
        PA
        USD
        26384272.500000
        1.1856852
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-06-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT-2019-FL5
        N/A
        BSPRT ISSUER, LTD. BSPRT 2019 FL5 D 144A
        05587TAJ5
        
          
        
        5000000.000000
        PA
        USD
        4899893.000000
        0.2201967
        Long
        ABS-MBS
        CORP
        KY
        
        N
        2
        
          2029-05-15
          Floating
          2.48375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSST 2021-1818 MORTGAGE TRUST
        N/A
        BSST MORTGAGE TRUST BSST 2021 1818 D 144A
        07403PAL6
        
          
        
        24870000.000000
        PA
        USD
        24964884.020000
        1.1218992
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSST 2021-1818 MORTGAGE TRUST
        N/A
        BSST MORTGAGE TRUST BSST 2021 1818 E 144A
        07403PAN2
        
          
        
        5750000.000000
        PA
        USD
        5776789.250000
        0.2596037
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          3.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSST 2021-1818 MORTGAGE TRUST
        N/A
        BSST MORTGAGE TRUST BSST 2021 1818 F 144A
        07403PAQ5
        
          
        
        6125000.000000
        PA
        USD
        6158691.180000
        0.2767660
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          4.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL GLOBAL FINANCE LLC
        549300JVAOO67CSCH406
        BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/28 6.25
        12116LAA7
        
          
        
        2800000.000000
        PA
        USD
        2971024.000000
        0.1335151
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-15
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2017-APPL
        N/A
        BX TRUST BX 2017 APPL F 144A
        12433PAQ9
        
          
        
        6800000.000000
        PA
        USD
        6826922.560000
        0.3067957
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-07-15
          Floating
          4.334
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2017-SLCT
        N/A
        BX TRUST BX 2017 SLCT E 144A
        05607DAN7
        
          
        
        9412050.000000
        PA
        USD
        9450187.630000
        0.4246828
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-07-15
          Floating
          3.234
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABINETWORKS (ACPRODUCTS HOLDINGS INC)
        N/A
        ACPRODUCTS INC 2021 TERM LOAN B
        00488YAB2
        
          
        
        3591000.000000
        PA
        USD
        3591642.790000
        0.1614052
        Long
        LON
        CORP
        US
        N
        2
        
          2028-05-17
          Floating
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABINETWORKS (ACPRODUCTS HOLDINGS INC)
        N/A
        VICTORS MERGER CORP SR UNSECURED 144A 05/29 6.375
        92641PAA4
        
          
        
        4400000.000000
        PA
        USD
        4219908.000000
        0.1896388
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
        549300V3UCT773B1KR38
        CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
        12769LAD1
        
          
        
        4962406.010000
        PA
        USD
        4974246.310000
        0.2235381
        Long
        LON
        CORP
        US
        N
        2
        
          2025-07-21
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
        549300V3UCT773B1KR38
        CAESARS RESORT COLLECTION LLC TERM B LOANS
        12769LAB5
        
          
        
        12409129.100000
        PA
        USD
        12350309.830000
        0.5550117
        Long
        LON
        CORP
        US
        N
        2
        
          2024-12-23
          Floating
          2.8341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM COMPANY
        549300EFOWPEB0WLZW21
        CALLON PETROLEUM COMPANY GUAR 144A 08/28 8
        13123XBD3
        
          
        
        2600000.000000
        PA
        USD
        2571686.000000
        0.1155692
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORPORATION
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION EUR TERM LOAN B
        P2121YAP3
        
          
        
        29849246.240000
        PA
        
        34589183.330000
        1.5544064
        Long
        LON
        CORP
        PA
        
        N
        2
        
          2025-06-30
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL PLC
        4DR1VPDQMHD3N3QW8W95
        CARNIVAL CORPORATION 2021 EUR TERM LOAN A
        942KESII3
        
          
        
        16556000.000000
        PA
        
        18848706.170000
        0.8470437
        Long
        LON
        CORP
        PA
        
        N
        3
        
          2022-09-22
          Floating
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TRUST 2021-N1
        N/A
        CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N1 R 144A
        14687D102
        
          
        
        10050.000000
        PA
        USD
        5189926.750000
        0.2332306
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2028-01-10
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO COMPANY GUAR 144A 09/29 4.875
        146869AH5
        
          
        
        6500000.000000
        PA
        USD
        6445075.000000
        0.2896358
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-09-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENGAGE LEARNING INC
        549300BYGM0FWUSVXJ88
        CENGAGE LEARNING INC 2021 TERM LOAN B
        15134NAF3
        
          
        
        30419000.000000
        PA
        USD
        30652861.270000
        1.3775117
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-29
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA SR SECURED 144A 04/27 7.75
        ACI1WM066
        
          
        
        8900000.000000
        PA
        
        10506737.540000
        0.4721632
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-04-01
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA SR SECURED 144A 04/27 8.75
        12531TAF6
        
          
        
        25253000.000000
        PA
        USD
        25453382.560000
        1.1438519
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-04-01
          Fixed
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)
        N/A
        CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 01/34 4.25
        1248EPCP6
        
          
        
        5400000.000000
        PA
        USD
        5356125.000000
        0.2406994
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-01-15
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/25 6.625
        12543DBF6
        
          
        
        5000000.000000
        PA
        USD
        5237500.000000
        0.2353685
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
        12543DBC3
        
          
        
        28000000.000000
        PA
        USD
        29728300.000000
        1.3359628
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P
        N/A
        CITIGROUP COMMERCIAL MORTGAGE CGCMT 2013 375P E 144A
        17320QAN9
        
          
        
        1300000.000000
        PA
        USD
        1297657.660000
        0.0583156
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-05-10
          Fixed
          3.63483
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR
        N/A
        CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR E 144A
        17326MAN2
        
          
        
        8811000.000000
        PA
        USD
        8744470.780000
        0.3929686
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          2.884
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7
        N/A
        CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 805B 144A
        17328CBM3
        
          
        
        4600000.000000
        PA
        USD
        4299307.660000
        0.1932070
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2072-12-15
          Variable
          3.91659
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-WSS
        N/A
        CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 WSS E 144A
        17328TAN5
        
          
        
        14326656.120000
        PA
        USD
        14263287.890000
        0.6409792
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-02-15
          Floating
          2.49375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLAVEAU RE LTD
        N/A
        CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
        182896AA8
        
          
        
        3400000.000000
        PA
        USD
        3426350.000000
        0.1539771
        Long
        DBT
        CORP
        BM
        N
        2
        
          2028-07-08
          Floating
          17.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HOLDINGS INC
        N/A
        CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
        18452RAD7
        
          
        
        11803858.800000
        PA
        USD
        11577165.690000
        0.5202673
        Long
        LON
        CORP
        US
        N
        2
        
          2026-08-21
          Floating
          3.6285
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLEGE AVE STUDENT LOANS LLC 2021-A
        N/A
        COLLEGE AVE STUDENT LOANS CASL 2021 A D 144A
        19424KAE3
        
          
        
        1750000.000000
        PA
        USD
        1770408.850000
        0.0795606
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2051-07-25
          Fixed
          4.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIAN GOVT
        549300MHDRBVRF6B9117
        FWD008I04 COLOMBIA GOVT NDF FWD 11 10 20
        943FLVII8
        
          
        
        41500000000.000000
        PA
        
        10256967.280000
        0.4609388
        Long
        DBT
        NUSS
        US
        
        N
        2
        
          2032-06-30
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIAN GOVT
        549300MHDRBVRF6B9117
        FWD0DL711 COLOMBIA GOVT NDF FWD 11 10 21
        936LELII4
        
          
        
        18500000000.000000
        PA
        
        4083768.840000
        0.1835209
        Long
        DBT
        NUSS
        US
        
        N
        2
        
          2036-07-09
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
        N/A
        COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A
        12564NAN2
        
          
        
        15000000.000000
        PA
        USD
        15020856.000000
        0.6750236
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Floating
          2.805
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2019-521F MORTGAGE TRUST
        N/A
        COMM MORTGAGE TRUST COMM 2019 521F D 144A
        20048GAJ5
        
          
        
        4950000.000000
        PA
        USD
        4739385.920000
        0.2129837
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-06-15
          Floating
          1.634
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2019-521F MORTGAGE TRUST
        N/A
        COMM MORTGAGE TRUST COMM 2019 521F F 144A
        20048GAN6
        
          
        
        7400000.000000
        PA
        USD
        6944796.400000
        0.3120928
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-06-15
          Floating
          2.47797
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORESTATE CAPITAL HOLDING SA
        529900GNB86RB7HRX793
        CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375
        ACI0Z2W07
        
          
        
        7300000.000000
        PA
        
        7797866.550000
        0.3504290
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2022-11-28
          Fixed
          1.375
          N
          N
          N
          Y
          N
          
            
              CORESTATE CAPITAL HOLDING SA
              CORESTATE CAPITAL HOLDING S.
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        COTY INC SR SECURED 144A 04/26 3.875
        ACI1YJLH4
        
          
        
        7300000.000000
        PA
        
        8672680.430000
        0.3897424
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        COTY INC TERM LOAN B
        22207EBG8
        
          
        
        2074239.270000
        PA
        USD
        2042866.400000
        0.0918046
        Long
        LON
        CORP
        US
        N
        2
        
          2025-04-07
          Floating
          2.3329
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        COTY INC TERM LOAN B
        22207EBK9
        
          
        
        33698937.760000
        PA
        
        38322769.740000
        1.7221904
        Long
        LON
        CORP
        US
        N
        2
        
          2025-04-07
          Floating
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPR CUSTODIAL RECEIPT
        N/A
        CPR CUSTODIAL RCPT 01/45 1
        12625SAA6
        
          
        
        13300000.000000
        PA
        USD
        12468750.000000
        0.5603343
        Long
        DBT
        MUN
        US
        N
        2
        
          2045-01-01
          Fixed
          0
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP (GUERNSEY) VII LIMITED
        213800SZFMXTCMU6PK17
        CSG GUERNSEY VII LTD COMPANY GUAR 144A REGS 11/21 3
        ACI1XF0N3
        
          
        
        1000000.000000
        PA
        
        1152905.200000
        0.0518105
        Long
        DBT
        CORP
        GG
        
        N
        3
        
          2021-11-12
          Fixed
          3
          N
          N
          N
          Y
          N
          
            
              CREDIT SUISSE GROUP AG
              CREDIT SUISSE GROUP AG-REG
              CHF
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
        225401AK4
        
          
        
        200000.000000
        PA
        USD
        221720.000000
        0.0099639
        Long
        DBT
        CORP
        CH
        N
        2
        
          2025-09-12
          Floating
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
        225401AR9
        
          
        
        700000.000000
        PA
        USD
        734125.000000
        0.0329909
        Long
        DBT
        CORP
        CH
        N
        2
        
          2027-02-11
          Floating
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A VAR
        225401AL2
        
          
        
        600000.000000
        PA
        USD
        660000.000000
        0.0296598
        Long
        DBT
        CORP
        CH
        N
        2
        
          2026-08-21
          Floating
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR
        ACI0S3RH2
        
          
        
        200000.000000
        PA
        USD
        207848.000000
        0.0093405
        Long
        DBT
        CORP
        CH
        N
        2
        
          2022-07-29
          Floating
          7.125
          N
          N
          N
          N
          Y
          
            
              CREDIT SUISSE GROUP AG
              CREDIT SUISSE GROUP AG-REG
              CHF
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CROMWELL EREIT LUX FINCO SARL
        213800VKBKU9G6DF2O19
        CROMWELL ERIET LUX FINCO SARL EUR TERM LOAN A
        937JHBII7
        
          
        
        6800000.000000
        PA
        
        7776279.540000
        0.3494589
        Long
        LON
        CORP
        LU
        
        N
        3
        
          2024-11-21
          Floating
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRSNT TRUST 2021-MOON
        N/A
        CRUCIBLE ACQUISITION CORP 04/36 3.61
        22877LAH0
        
          
        
        7000000.000000
        PA
        USD
        7027465.200000
        0.3158079
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-04-15
          Floating
          3.59
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF-2018-GLKS
        N/A
        DBWF MORTGAGE TRUST DBWF 2018 GLKS E 144A
        23307GAN6
        
          
        
        29075000.000000
        PA
        USD
        29056624.600000
        1.3057783
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2030-12-19
          Floating
          3.10539
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELUXE CORPORATION
        KWGNKB8TX9LE5TV29231
        DELUXE CORP COMPANY GUAR 144A 06/29 8
        248019AU5
        
          
        
        4200000.000000
        PA
        USD
        4394250.000000
        0.1974736
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1
        N/A
        DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A2 144A
        25160HAN5
        
          
        
        6300066.280000
        PA
        USD
        5576974.910000
        0.2506242
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-27
          Floating
          0.53018
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        DIRECTV FINANCING LLC TERM LOAN
        25460HAB8
        
          
        
        5400000.000000
        PA
        USD
        5410686.600000
        0.2431513
        Long
        LON
        CORP
        US
        N
        2
        
          2027-07-22
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORPORATION
        529900U350CWHH15G169
        DISH NETWORK CORP SR UNSECURED 08/26 3.375
        25470MAB5
        
          
        
        3700000.000000
        PA
        USD
        3855400.000000
        0.1732582
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          3.375
          N
          N
          N
          Y
          N
          
            
              DISH NETWORK CORPORATION
              DISH NETWORK CORP-A
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DOLP TRUST 2021-NYC
        N/A
        DOLP TRUST 05/41 1
        23345LAQ2
        
          
        
        6000000.000000
        PA
        USD
        5434798.200000
        0.2442349
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-05-10
          Variable
          3.70378
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLP TRUST 2021-NYC
        N/A
        DOLP TRUST DOLP 2021 NYC F 144A
        23345LAN9
        
          
        
        23000000.000000
        PA
        USD
        21898523.100000
        0.9840997
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-05-10
          Variable
          3.70378
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLP TRUST 2021-NYC
        N/A
        DOLP TRUST DOLP 2021 NYC X 144A
        23345LAC3
        
          
        
        309500000.000000
        PA
        USD
        15059310.550000
        0.6767517
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-05-10
          Variable
          0.665262
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DROP MORTGAGE TRUST 2021-FILE
        N/A
        DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE D 144A
        26210YAL0
        
          
        
        5500000.000000
        PA
        USD
        5532539.100000
        0.2486273
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2026-04-15
          Floating
          2.83
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTEK FINANCE PLC
        549300VBCR9V58ZYQ356
        DTEK FINANCE PLC COMPANY GUAR REGS 12/27 5
        ACI1XVP76
        
          
        
        4625000.000000
        PA
        USD
        2843311.250000
        0.1277758
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2027-12-31
          Fixed
          5
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        DUFRY ONE BV
        7245003K5MN9U7XW0808
        DUFRY ONE BV COMPANY GUAR REGS 02/27 2
        ACI1GQQH3
        
          
        
        2000000.000000
        PA
        
        2213613.620000
        0.0994778
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2027-02-15
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE FUNDING LTD 2005-HG3A
        N/A
        DUKE FUNDING LTD DUKEF 2005 HG3A A1B1 144A
        2644EPAQ5
        
          
        
        30098505.890000
        PA
        USD
        905814.530000
        0.0407065
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2049-08-02
          Floating
          0.22025
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE FUNDING LTD 2005-HG3A
        N/A
        DUKE FUNDING LTD DUKEF 2005 HG3A A1B2 144A
        2644EPAS1
        
          
        
        845670923.560000
        PA
        USD
        1851173.650000
        0.0831901
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2049-08-02
          Fixed
          0.09
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECUADOR GOVT
        5299003Y2U5XK0A35H71
        REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR
        ACI1Q6J43
        
          
        
        19720000.000000
        PA
        USD
        16589450.000000
        0.7455148
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2030-07-31
          Variable
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECUADOR GOVT
        5299003Y2U5XK0A35H71
        REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR
        ACI1Q6JR2
        
          
        
        3300000.000000
        PA
        USD
        2161500.000000
        0.0971358
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2035-07-31
          Variable
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/26 3.875
        03846JAA8
        
          
        
        2350000.000000
        PA
        USD
        2215030.100000
        0.0995414
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2026-02-16
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
        03846JAC4
        
          
        
        6650000.000000
        PA
        USD
        5854460.500000
        0.2630941
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2061-02-16
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 04/31 6.375
        ACI1B3T03
        
          
        
        2900000.000000
        PA
        
        3301802.390000
        0.1483800
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2031-04-11
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375
        ACI1B3V91
        
          
        
        2340000.000000
        PA
        
        2664212.960000
        0.1197273
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2031-04-11
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDURANCE INTERNATIONAL GROUP HOLDINGS INC
        549300UTQC2651SB0W88
        ENDURE DIGITAL INC SR UNSECURED 144A 02/29 6
        29279XAA8
        
          
        
        19100000.000000
        PA
        USD
        18173172.500000
        0.8166858
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENVISION HEALTHCARE CORPORATION
        549300OL60X0LPKY8N60
        ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
        29373UAC5
        
          
        
        56289541.720000
        PA
        USD
        50238415.990000
        2.2576687
        Long
        LON
        CORP
        US
        N
        2
        
          2025-10-10
          Floating
          3.8341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENVISION HEALTHCARE CORPORATION
        549300OL60X0LPKY8N60
        ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
        29373TAA2
        
          
        
        23228000.000000
        PA
        USD
        18901785.000000
        0.8494290
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-15
          Fixed
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75
        S25221AC6
        
          
        
        48000000.000000
        PA
        USD
        49661808.000000
        2.2317565
        Long
        DBT
        CORP
        ZA
        N
        2
        
          2023-08-06
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        N/A
        EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A
        30227FAN0
        
          
        
        18702700.900000
        PA
        USD
        18982179.100000
        0.8530419
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-07-15
          Floating
          3.784
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX INDIA HOLDINGS CORPORATION
        549300K2JHXU7AX7CV78
        FAIRFAX INDIA HOLDINGS SR UNSECURED 144A 02/28 5
        303897AA0
        
          
        
        20000000.000000
        PA
        USD
        19977900.000000
        0.8977887
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2028-02-26
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE INTEREST STRIP 418
        N/A
        FANNIEMAE STRIP FNS 418 C17
        31395Q3H1
        
          
        
        4067502.570000
        PA
        USD
        783732.500000
        0.0352202
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2043-08-25
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE INTEREST STRIP 421
        N/A
        FANNIEMAE STRIP FNS 421 C2
        31397VFZ5
        
          
        
        7683492.120000
        PA
        USD
        632480.710000
        0.0284231
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2030-05-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE INTEREST STRIP 421
        N/A
        FANNIEMAE STRIP FNS 421 C8
        31397VGF8
        
          
        
        3675590.750000
        PA
        USD
        682413.340000
        0.0306670
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2045-07-25
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2012-132
        N/A
        FANNIE MAE FNR 2012 132 IK
        3136AAPX7
        
          
        
        2724637.190000
        PA
        USD
        260454.880000
        0.0117046
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2032-12-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR REAL ESTATE FINANCE TRUST INC
        549300K23AYZDZ2REL62
        KKR REAL ESTATE FINANCE TRUS REIT USD.01
        48251K100
        
          
        
        1082100.000000
        NS
        USD
        22832310.000000
        1.0260632
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2020-34
        N/A
        FANNIE MAE FNR 2020 34 KI
        3136BAJR6
        
          
        
        2188318.990000
        PA
        USD
        260951.570000
        0.0117269
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2047-12-25
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2020-80
        N/A
        FANNIE MAE FNR 2020 80 IP
        3136BCYT1
        
          
        
        13012274.800000
        PA
        USD
        1363383.210000
        0.0612692
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2049-04-25
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2020-92
        N/A
        FANNIE MAE FNR 2020 92 MI
        3136BCK33
        
          
        
        14595090.630000
        PA
        USD
        1409386.600000
        0.0633366
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2050-02-25
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2020-96
        N/A
        FANNIE MAE FNR 2020 96 IB
        3136BDWU8
        
          
        
        9304713.700000
        PA
        USD
        1272326.550000
        0.0571772
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-01-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2020-99
        N/A
        FANNIE MAE FNR 2020 99 QI
        3136BDHS0
        
          
        
        5129013.410000
        PA
        USD
        779186.380000
        0.0350159
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-01-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2021-59
        N/A
        FANNIE MAE FNR 2021 59 KI
        3136BGB75
        
          
        
        35340695.350000
        PA
        USD
        5685476.770000
        0.2555002
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-09-25
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2021-63
        N/A
        FANNIE MAE FNR 2021 63 CI
        3136BGT50
        
          
        
        12304324.380000
        PA
        USD
        2422370.800000
        0.1088591
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2050-04-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANNALY CAPITAL MANAGEMENT INC
        2DTL0G3FPRYUT58TI025
        ANNALY CAPITAL MANAGEMENT IN REIT USD.01
        035710409
        
          
        
        2438000.000000
        NS
        USD
        20527960.000000
        0.9225078
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FEL ENERGY VI SA RL
        N/A
        FEL ENERGY VI SARL SR SECURED REGS 12/40 5.75
        L3500LAA7
        
          
        
        9946170.170000
        PA
        USD
        10421547.370000
        0.4683349
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2040-12-01
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST FRANKLIN MTG LOAN 2006-FF14
        N/A
        FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6
        32027LAF2
        
          
        
        4000000.000000
        PA
        USD
        3533066.800000
        0.1587728
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          0.396
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST NLC TRUST 2005-3
        N/A
        FIRST NLC TRUST FNLC 2005 3 M2
        32113JBV6
        
          
        
        3239454.440000
        PA
        USD
        3221086.090000
        0.1447527
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-12-25
          Floating
          1.106
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC
        N/A
        FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4
        337120AA7
        
          
        
        2000000.000000
        PA
        USD
        1975000.000000
        0.0887547
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-31
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST 2021-1
        N/A
        FLAGSHIP CREDIT AUTO TRUST FCAT 2021 1 R 144A
        33843WAL5
        
          
        
        10000.000000
        PA
        USD
        4405357.270000
        0.1979727
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2028-04-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOODSMART RE LTD
        549300KK1LNVFW95S875
        FLOODSMART RE LTD UNSECURED 144A 03/24 VAR
        33975CAG0
        
          
        
        3920000.000000
        PA
        USD
        3743600.000000
        0.1682340
        Long
        DBT
        CORP
        BM
        N
        2
        
          2024-03-01
          Floating
          13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOODSMART RE LTD
        549300KK1LNVFW95S875
        FLOODSMART RE LTD UNSECURED 144A 03/24 VAR
        33975CAH8
        
          
        
        1120000.000000
        PA
        USD
        1064000.000000
        0.0478152
        Long
        DBT
        CORP
        BM
        N
        2
        
          2024-03-01
          Floating
          16.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        549300XFX12G42QIKN82
        NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
        ACI07BWB4
        
          
        
        4600.000000
        NS
        
        1214816.010000
        0.0545927
        Long
        EP
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        PENNYMAC MORTGAGE INVESTMENT TRUST
        549300BSSOQO1ZWDUJ97
        PENNYMAC MORTGAGE INVESTMENT REIT USD.01
        70931T103
        
          
        
        556200.000000
        NS
        USD
        10951578.000000
        0.4921540
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 02/26 2.386
        345397ZT3
        
          
        
        100000.000000
        PA
        
        119603.330000
        0.0053749
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-17
          Fixed
          2.386
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125
        345397A60
        
          
        
        900000.000000
        PA
        USD
        978750.000000
        0.0439841
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-16
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 2.33
        BL4KJTII3
        
          
        
        300000.000000
        PA
        
        357846.720000
        0.0160813
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-25
          Fixed
          2.33
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOREST CITY ENTERPRISES LP
        54930078MCT017XXRD21
        FOREST CITY ENTERPRISES L P TERM LOAN B
        34555QAF7
        
          
        
        3500000.000000
        PA
        USD
        3462812.500000
        0.1556156
        Long
        LON
        CORP
        US
        N
        2
        
          2025-12-08
          Floating
          3.5841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4073
        N/A
        FREDDIE MAC FHR 4073 SB
        3137ARYF7
        
          
        
        2635851.420000
        PA
        USD
        452319.750000
        0.0203268
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2042-07-15
          Floating
          5.91625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4731
        N/A
        FREDDIE MAC FHR 4731 QS
        3137FBQG4
        
          
        
        402638.450000
        PA
        USD
        71973.600000
        0.0032344
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2047-11-15
          Floating
          6.11625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4999
        N/A
        FREDDIE MAC FHR 4999 DS
        3137FV3C4
        
          
        
        12706579.320000
        PA
        USD
        2285569.270000
        0.1027114
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2043-03-15
          Floating
          6.11625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5039
        N/A
        FREDDIE MAC FHR 5039 JI
        3137F63T2
        
          
        
        16289832.760000
        PA
        USD
        1561849.620000
        0.0701881
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2050-11-25
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5058
        N/A
        FREDDIE MAC FHR 5058 I
        3137F8XG3
        
          
        
        5750894.340000
        PA
        USD
        552946.190000
        0.0248489
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-01-25
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5068
        N/A
        FREDDIE MAC FHR 5068 GI
        3137F8PA5
        
          
        
        10528791.900000
        PA
        USD
        1561628.310000
        0.0701782
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2050-11-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5080
        N/A
        FREDDIE MAC FHR 5080 IG
        3137FXUX4
        
          
        
        8434104.160000
        PA
        USD
        1564118.110000
        0.0702900
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2048-11-25
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5087
        N/A
        FREDDIE MAC FHR 5087 CI
        3137FFM87
        
          
        
        18954624.800000
        PA
        USD
        2881908.540000
        0.1295103
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-03-25
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5087
        N/A
        FREDDIE MAC FHR 5087 IL
        3137FFMC8
        
          
        
        17790843.600000
        PA
        USD
        2860358.460000
        0.1285419
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-03-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5087
        N/A
        FREDDIE MAC FHR 5087 IP
        3137FFME4
        
          
        
        13038662.700000
        PA
        USD
        1989938.540000
        0.0894260
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-03-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5093
        N/A
        FREDDIE MAC FHR 5093 PI
        3137FYKD7
        
          
        
        6749596.140000
        PA
        USD
        917364.610000
        0.0412255
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-01-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5095
        N/A
        FREDDIE MAC FHR 5095 BI
        3137FYR32
        
          
        
        12241056.160000
        PA
        USD
        1536585.500000
        0.0690528
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2041-04-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5115
        N/A
        FREDDIE MAC FHR 5115 IM
        3137H0ZX9
        
          
        
        12476997.820000
        PA
        USD
        2092956.490000
        0.0940556
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-06-25
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5125
        N/A
        FREDDIE MAC FHR 5125 IQ
        3137H1DV5
        
          
        
        7663731.840000
        PA
        USD
        979454.820000
        0.0440158
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-07-25
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5135
        N/A
        FREDDIE MAC FHR 5135 PI
        3137H1S49
        
          
        
        17379514.440000
        PA
        USD
        2084003.650000
        0.0936532
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-08-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5140
        N/A
        FREDDIE MAC FHR 5140 JI
        3137H24K7
        
          
        
        6555080.200000
        PA
        USD
        1091840.380000
        0.0490663
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2050-12-25
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 5144
        N/A
        FREDDIE MAC FHR 5144 GI
        3137H26C3
        
          
        
        11189041.090000
        PA
        USD
        1640417.480000
        0.0737189
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-09-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORPORATION
        549300LYRWPSYPK6S325
        FREEDOM MORTGAGE SR UNSECURED 144A 01/27 6.625
        35640YAG2
        
          
        
        2500000.000000
        PA
        USD
        2434375.000000
        0.1093986
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS CORP 2021 DIP TERM LOAN B
        35906EAQ3
        
          
        
        26443678.500000
        PA
        USD
        26468482.670000
        1.1894695
        Long
        LON
        CORP
        US
        N
        2
        
          2028-05-01
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULL HOUSE RESORTS INC
        5493009DKIWW0H901Y82
        FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25
        359678AC3
        
          
        
        18879000.000000
        PA
        USD
        20319750.890000
        0.9131511
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-15
          Fixed
          8.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC/THE COMPANY GUAR 144A 10/29 3.625
        364760AP3
        
          
        
        2122000.000000
        PA
        USD
        2129957.500000
        0.0957184
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC/THE COMPANY GUAR 144A 10/31 3.875
        364760AQ1
        
          
        
        2122000.000000
        PA
        USD
        2124652.500000
        0.0954800
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-10-01
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC/THE SR SECURED 144A 05/27 8.875
        364760AN8
        
          
        
        5000000.000000
        PA
        USD
        5825000.000000
        0.2617702
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          8.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY CORPORATION
        549300ZF1NDXLMCHNO20
        GARDA WORLD SECURITY SR UNSECURED 144A 06/29 6
        36485MAL3
        
          
        
        3200000.000000
        PA
        USD
        3139728.000000
        0.1410965
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
        N/A
        GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT E 144A
        36167RAJ2
        
          
        
        49700000.000000
        PA
        USD
        50103494.420000
        2.2516055
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-02-15
          Floating
          3.434
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GIBSON BRANDS INC (AKA: GIBSON GUITAR CORP)
        549300KU4ACNZQGB7J14
        GIBSON BRANDS INC 2021 TERM LOAN
        37476YAB8
        
          
        
        6300000.000000
        PA
        USD
        6300000.000000
        0.2831163
        Long
        LON
        CORP
        US
        N
        3
        
          2028-06-25
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL MEDICAL RESPONSE INC
        549300ZFWD4ZFCEJCQ87
        GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/25 6.5
        37960BAA3
        
          
        
        2000000.000000
        PA
        USD
        2070000.000000
        0.0930239
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-10-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STICHTING AK RABOBANK CERTIFICATEN
        N/A
        STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
        BJBQCWII7
        
          
        
        40671275.000000
        NS
        
        67871751.020000
        3.0500948
        Long
        EP
        CORP
        NL
        N
        2
        
          N
          N
          N
        
      
      
        GREENWOOD PARK CLO LTD 2018-1A
        N/A
        FEE0009H3 GRNPK 2018 A SUB FEE
        937ZNKII4
        
          
        
        27000000.000000
        PA
        USD
        540000.000000
        0.0242671
        Long
        ABS-CBDO
        CORP
        US
        N
        3
        
          2031-04-15
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENWOOD PARK CLO LTD 2018-1A
        N/A
        GREENWOOD PARK CLO, LTD GRNPK 2018 1A SUB 144A
        39729TAB0
        
          
        
        27000000.000000
        PA
        USD
        19305013.230000
        0.8675497
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2031-04-15
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER SA
        959800HLB3PGTGSLVV62
        GRIFOLS ESCROW ISSUER 10/28 3.875
        ACI20T312
        
          
        
        3600000.000000
        PA
        
        4224332.990000
        0.1898377
        Long
        DBT
        CORP
        ES
        N
        2
        
          2028-10-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER SA
        959800HLB3PGTGSLVV62
        GRIFOLS ESCROW ISSUER SR UNSECURED 144A 10/28 4.75
        39843UAA0
        
          
        
        1800000.000000
        PA
        USD
        1841400.000000
        0.0827508
        Long
        DBT
        CORP
        ES
        N
        2
        
          2028-10-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES CORP TRUST 2017-STAY
        N/A
        GS MORTGAGE SECURITIES TRUST GSMS 2017 STAY F 144A
        36253VAQ2
        
          
        
        25400000.000000
        PA
        USD
        25523743.720000
        1.1470138
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-07-15
          Floating
          4.58375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU
        N/A
        GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU E 144A
        36256AAN2
        
          
        
        10632000.000000
        PA
        USD
        10606574.640000
        0.4766498
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-11-15
          Floating
          2.63375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 AIOS 144A
        36261WAQ0
        
          
        
        188656336.700000
        PA
        USD
        1298993.210000
        0.0583756
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2060-12-25
          Variable
          0.165
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 B 144A
        36261WAP2
        
          
        
        34467607.950000
        PA
        USD
        33991300.080000
        1.5275381
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-12-25
          Variable
          3.6388
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 B2 144A
        36261WAK3
        
          
        
        6990212.000000
        PA
        USD
        6784153.130000
        0.3048737
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-12-25
          Variable
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 SA 144A
        36261WAH0
        
          
        
        342030.800000
        PA
        USD
        340351.430000
        0.0152951
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-12-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 X 144A
        36261WAR8
        
          
        
        212293653.880000
        PA
        USD
        8457779.170000
        0.3800849
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2060-12-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        GUARA NORTE SARL SR SECURED 144A 06/34 5.198
        400666AA1
        
          
        
        1276977.000000
        PA
        USD
        1285366.740000
        0.0577632
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2034-06-15
          Fixed
          5.198
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        GUARA NORTE SARL SR SECURED REGS 06/34 5.198
        L4R02QAA8
        
          
        
        4342704.090000
        PA
        USD
        4371235.660000
        0.1964394
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2034-06-15
          Fixed
          5.198
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HHT-2019-MAIX
        N/A
        HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAIX F REGS
        U2471CAF3
        
          
        
        5000000.000000
        PA
        USD
        4996348.000000
        0.2245313
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-05-15
          Floating
          2.83375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HHT-2019-MAUI
        N/A
        HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI F 144A
        41975AAL6
        
          
        
        34335000.000000
        PA
        USD
        34309921.720000
        1.5418567
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-05-15
          Floating
          2.83375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON ORLANDO TRUST 2018-ORL
        N/A
        HILTON USA TRUST HILT 2018 ORL E 144A
        432885AN1
        
          
        
        10953000.000000
        PA
        USD
        10962090.990000
        0.4926264
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-12-15
          Floating
          2.88375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON USA TRUST 2016-SFP
        N/A
        HILTON USA TRUST HILT 2016 SFP F 144A
        43289VAS2
        
          
        
        6017000.000000
        PA
        USD
        6086718.380000
        0.2735316
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-11-05
          Fixed
          6.15522
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOSPITALITY MORTGAGE TRUST 2019-HIT
        N/A
        HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT F 144A
        40443RAQ4
        
          
        
        1780827.470000
        PA
        USD
        1758676.650000
        0.0790333
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-15
          Floating
          3.23375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
        N/A
        ICAHN ENTERPRISES/FIN COMPANY GUAR 05/27 5.25
        451102BZ9
        
          
        
        3900000.000000
        PA
        USD
        4051125.000000
        0.1820539
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHPT-2018-STAY
        N/A
        INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY F 144A
        46117MAS3
        
          
        
        13100000.000000
        PA
        USD
        13191134.080000
        0.5927976
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-01-15
          Floating
          4.184
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        ILLINOIS ST ILS 02/35 FIXED 6.63
        452152BM2
        
          
        
        7235000.000000
        PA
        USD
        8975500.070000
        0.4033508
        Long
        DBT
        MUN
        US
        N
        2
        
          2035-02-01
          Fixed
          6.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        ILLINOIS ST ILS 07/35 FIXED 7.35
        452152GS4
        
          
        
        10000000.000000
        PA
        USD
        12701896.000000
        0.5708117
        Long
        DBT
        MUN
        US
        N
        2
        
          2035-07-01
          Fixed
          7.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)
        549300O2G0VI2955B626
        BCPE EMPIRE HOLDINGS INC 2021 INCREMENTAL DDTL
        05550HAH8
        
          
        
        2697221.630000
        PA
        USD
        2690478.580000
        0.1209077
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-11
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)
        549300O2G0VI2955B626
        BCPE EMPIRE HOLDINGS INC 2021 INCREMENTAL TERM LOAN
        05550HAJ4
        
          
        
        5208427.980000
        PA
        USD
        5195406.910000
        0.2334769
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-11
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDEPENDENCE PLAZA TRUST 2018-INDP
        N/A
        INDEPENDENCE PLAZA TRUST IPT 2018 INDP D 144A
        45378YAQ7
        
          
        
        2550000.000000
        PA
        USD
        2642444.900000
        0.1187491
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-07-10
          Fixed
          4.356
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC RESIDENTIAL ASSET BACKED 2006-E
        N/A
        INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3
        43709XAE1
        
          
        
        8473005.060000
        PA
        USD
        7014009.510000
        0.3152032
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Floating
          0.256
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INNOPHOS (IRIS HOLDINGS INC)
        N/A
        IRIS HOLDINGS INC SR UNSECURED 144A 02/26 8.75
        46272EAA1
        
          
        
        17500000.000000
        PA
        USD
        17864787.500000
        0.8028273
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          8.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        INSTANT BRANDS HOLDINGS INC
        N/A
        INSTANT BRANDS HOLDINGS INC TERM LOAN
        45783DAB5
        
          
        
        21724875.000000
        PA
        USD
        21670562.810000
        0.9738554
        Long
        LON
        CORP
        US
        N
        3
        
          2028-04-12
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDG COMPANY GUAR 08/23 5.5
        45824TAP0
        
          
        
        69585000.000000
        PA
        USD
        38918542.580000
        1.7489639
        Long
        DBT
        CORP
        LU
        N
        2
        
          2023-08-01
          Fixed
          5.5
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDGS S A TERM LOAN B 3
        L5137LAF2
        
          
        
        3000000.000000
        PA
        USD
        3041250.000000
        0.1366710
        Long
        LON
        CORP
        LU
        N
        2
        
          2023-11-27
          Floating
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HOLDINGS SA 2021 DIP TERM LOAN
        L5137LAM7
        
          
        
        6766203.720000
        PA
        USD
        6714918.200000
        0.3017623
        Long
        LON
        CORP
        LU
        N
        3
        
          2022-10-13
          Floating
          3.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST GOVT (AKA: COTE D'IVOIRE)
        254900ICW11T82O6H590
        REPUBLIC OF COTE DIVOIRE THE 2021 EUR TERM LOAN A
        937JLBII2
        
          
        
        1000000.000000
        PA
        
        1169933.410000
        0.0525757
        Long
        LON
        NUSS
        CI
        N
        3
        
          2027-03-19
          Floating
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-LAQ
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 LAQ E 144A
        46649VAN1
        
          
        
        27416800.000000
        PA
        USD
        27480478.260000
        1.2349477
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-06-15
          Floating
          3.084
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
        529900L73GEWN1O5NH84
        JAGUAR LAND ROVER AUTOMO COMPANY GUAR REGS 01/26 4.5
        BFWND1II6
        
          
        
        800000.000000
        PA
        
        940580.120000
        0.0422688
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-01-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)
        529900L73GEWN1O5NH84
        JAGUAR LAND ROVER AUTOMO COMPANY GUAR REGS 11/26 6.875
        ACI1H1G62
        
          
        
        6600000.000000
        PA
        
        8535030.700000
        0.3835565
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-11-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERSON CAPITAL HOLDINGS LLC
        N/A
        JEFFERSON CAPITAL HOLDIN COMPANY GUAR 144A 08/26 6
        472481AA8
        
          
        
        11100000.000000
        PA
        USD
        11420790.000000
        0.5132399
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN ALTERNATIVE LN TRUST 2007-A1
        N/A
        J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A
        466287AA7
        
          
        
        18314801.450000
        PA
        USD
        19475234.600000
        0.8751993
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Floating
          0.366
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE CMML MTGE SEC 2006-CB15
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB15 AM
        46627QBC1
        
          
        
        645491.370000
        PA
        USD
        649811.060000
        0.0292019
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2043-06-12
          Fixed
          5.855
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MOR 2003-CB7
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2003 CB7 H 144A
        46625MQ69
        
          
        
        2619916.600000
        PA
        USD
        2657975.600000
        0.1194470
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-01-12
          Variable
          6.04372
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 D 144A
        46649JAL2
        
          
        
        1000000.000000
        PA
        USD
        999416.400000
        0.0449129
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-02-15
          Floating
          2.284
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT DFL 144A
        46645WAG8
        
          
        
        5012000.000000
        PA
        USD
        5025707.820000
        0.2258507
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-07-05
          Floating
          2.58288
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT EFL 144A
        46645WAL7
        
          
        
        10000000.000000
        PA
        USD
        10029148.000000
        0.4507008
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-07-05
          Floating
          2.93288
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A
        46653DAG9
        
          
        
        25550000.000000
        PA
        USD
        25645109.880000
        1.1524679
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          3.184
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 E 144A
        46653DAJ3
        
          
        
        9500000.000000
        PA
        USD
        9541524.500000
        0.4287874
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-15
          Floating
          3.934
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN RESECURITIZATION TRUST SERIES 2015-1
        N/A
        JP MORGAN REREMIC JPMRR 2015 1 3A3 144A
        46644BAH3
        
          
        
        9421219.760000
        PA
        USD
        8170834.530000
        0.3671899
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-12-27
          Floating
          0.27438
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYAGER AVIATION HOLDINGS LLC
        549300KHOKL1CX4NIJ92
        VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
        942UCF009
        
          
        
        6860.000000
        NS
        USD
        0.000000
        0.0000000
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JP MORGAN CHASE BANK NA UNSECURED 144A 06/35 7.5
        ACI1VN2X4
        
          
        
        228824000000.000000
        PA
        
        16998125.890000
        0.7638803
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2035-06-19
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        KENNEDY WILSON INC COMPANY GUAR 02/30 4.75
        489399AN5
        
          
        
        3380000.000000
        PA
        USD
        3435770.000000
        0.1544004
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-01
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR CLO 31 LTD 31A
        N/A
        KKR FINANCIAL CLO LTD KKR 31A SUB 144A
        48254MAC7
        
          
        
        10000000.000000
        PA
        USD
        9865868.200000
        0.4433631
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2034-04-20
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLOCKNER PENTAPLAST (KLEOPATRA HOLDINGS 2 SCA)
        222100ALG258IKQWWE73
        KLEOPATRA HOLDINGS 2 COMPANY GUAR 144A 09/26 6.5
        ACI1VPRD6
        
          
        
        700000.000000
        PA
        
        768153.140000
        0.0345201
        Long
        DBT
        CORP
        LU
        N
        2
        
          2026-09-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEMILES LTD
        254900CGQFLUG99LJ840
        LIFEMILES LTD 2021 TERM LOAN B
        G6368CAE9
        
          
        
        7345000.000000
        PA
        USD
        7323574.640000
        0.3291148
        Long
        LON
        CORP
        BM
        
        N
        2
        
          2026-08-30
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONG BEACH MORTGAGE LOAD TR 2005-WL3
        N/A
        LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL3 M2
        542514PS7
        
          
        
        10013895.010000
        PA
        USD
        9807800.040000
        0.4407536
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-11-25
          Floating
          0.791
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING XXIII LTD 2017-23A
        N/A
        MADISON PARK FUNDING LTD MDPK 2017 23A SUB 144A
        55820UAC9
        
          
        
        5600000.000000
        PA
        USD
        4142224.410000
        0.1861478
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2047-07-27
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST 2020-2A
        N/A
        MARLETTE FUNDING TRUST MFT 2020 2A CERT 144A
        57108R101
        
          
        
        37840.000000
        PA
        USD
        10408971.530000
        0.4677697
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2030-09-16
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        21VIANET GROUP INC
        529900672GYJQ3T38I58
        21VIANET GROUP INC SR UNSECURED 144A 02/26 0.0000
        90138VAA5
        
          
        
        20000000.000000
        PA
        USD
        16670000.000000
        0.7491346
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-02-01
          None
          0
          N
          N
          N
          Y
          N
          
            
              21VIANET GROUP INC
              21VIANET GROUP INC-ADR
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        280 PARK AVENUE 2017-280P MORTGAGE TRUST
        N/A
        280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P F 144A
        90205FAQ3
        
          
        
        4750000.000000
        PA
        USD
        4739474.000000
        0.2129877
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-09-15
          Floating
          2.91075
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTRESS FIRM INC
        N/A
        MATTRESS FIRM INC 2021 TERM LOAN B
        57723CAR0
        
          
        
        9300000.000000
        PA
        USD
        9297098.400000
        0.4178031
        Long
        LON
        CORP
        US
        N
        2
        
          2028-09-25
          Floating
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCLAREN FINANCE PLC (NMG FINCO PLC)
        213800BKPDWMWX3GSG36
        MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5
        58175LAA8
        
          
        
        1400000.000000
        PA
        USD
        1424479.000000
        0.0640148
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-08-01
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE INDUSTRIES INC
        BFU6OK7LIKHO5ZXU3397
        MEDLINE INDUSTRIES INC BRIDGE TERM LOAN
        938QJJII1
        
          
        
        10133333.330000
        PA
        USD
        10008038.110000
        0.4497521
        Long
        LON
        CORP
        US
        N
        3
        
          2022-08-04
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE INDUSTRIES INC
        BFU6OK7LIKHO5ZXU3397
        MEDLINE INDUSTRIES INC UNSECURED BRIDGE TERM LOAN
        938QJHII5
        
          
        
        10666666.670000
        PA
        USD
        10534776.960000
        0.4734233
        Long
        LON
        CORP
        US
        N
        3
        
          2022-08-04
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERRILL LYNCH/COUNTRYWIDE MTGE TR 2006-4
        N/A
        ML CFC COMMERCIAL MORTGAGE TRU MLCFC 2006 4 C
        55312VAN8
        
          
        
        201294.460000
        PA
        USD
        201415.840000
        0.0090514
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2049-12-12
          Variable
          5.324
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LIMITED
        529900VZFN87OS7WJM66
        MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75
        55300RAG6
        
          
        
        1300000.000000
        PA
        USD
        1280500.000000
        0.0575445
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-02-01
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LIMITED
        529900VZFN87OS7WJM66
        MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/24 5.375
        55300RAA9
        
          
        
        2600000.000000
        PA
        USD
        2635750.000000
        0.1184482
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-05-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 01/28 4.5
        55303XAF2
        
          
        
        200000.000000
        PA
        USD
        218892.000000
        0.0098368
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 02/27 5.75
        55303XAJ4
        
          
        
        5100000.000000
        PA
        USD
        5871375.000000
        0.2638543
        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
        MGM GROWTH/MGM FINANCE COMPANY GUAR 09/26 4.5
        55303XAB1
        
          
        
        1200000.000000
        PA
        USD
        1306500.000000
        0.0587129
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-09-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875
        55303XAL9
        
          
        
        3600000.000000
        PA
        USD
        3838500.000000
        0.1724987
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 06/25 4.625
        55303XAK1
        
          
        
        4000000.000000
        PA
        USD
        4315000.000000
        0.1939122
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2016-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2016 1 B4 144A
        59980TAH9
        
          
        
        19585571.000000
        PA
        USD
        19328291.020000
        0.8685958
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-04-25
          Variable
          3.56176
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2016-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2016 1 X 144A
        59980TAJ5
        
          
        
        199277620.020000
        PA
        USD
        4991605.470000
        0.2243182
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-04-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2016-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2016 1 XS 144A
        59980TAK2
        
          
        
        198717370.200000
        PA
        USD
        874356.430000
        0.0392928
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-04-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2017-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2017 1 B4 144A
        59981HAH4
        
          
        
        16205000.000000
        PA
        USD
        14946844.610000
        0.6716976
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          3.53864
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2017-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2017 1 X 144A
        59981HAL5
        
          
        
        167932305.610000
        PA
        USD
        790171.880000
        0.0355096
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2017-1
        N/A
        MILL CITY MORTGAGE TRUST MCMLT 2017 1 XS 144A
        59981HAK7
        
          
        
        161502478.700000
        PA
        USD
        598431.280000
        0.0268930
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOHEGAN GAMING & ENTERTAINMENT
        549300UB083Z2NRDHC48
        MOHEGAN GAMING + ENT SECURED 144A 02/26 8
        608328BH2
        
          
        
        14968000.000000
        PA
        USD
        15620604.800000
        0.7019758
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTAUK POINT CDO LTD
        N/A
        MONTAUK POINT CDO LTD MNPT 2006 1A A1 144A
        612180AA7
        
          
        
        213556427.940000
        PA
        USD
        19497915.430000
        0.8762186
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2042-10-06
          Floating
          2.35813
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTAUK POINT CDO LTD 2006-2A
        N/A
        MONTAUK POINT CDO LTD MNPT 2006 2A A1S 144A
        612181AA5
        
          
        
        327058386.200000
        PA
        USD
        9778391.630000
        0.4394320
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2046-04-06
          Floating
          0.44788
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I 2005-HE3
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M6
        61744CSL1
        
          
        
        6746519.550000
        PA
        USD
        6294318.560000
        0.2828610
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-07-25
          Floating
          1.196
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
        N/A
        MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A
        61691KAL5
        
          
        
        5370000.000000
        PA
        USD
        5345456.420000
        0.2402199
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-15
          Floating
          2.284
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
        N/A
        MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF E 144A
        61691KAN1
        
          
        
        3357000.000000
        PA
        USD
        3316335.320000
        0.1490331
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-15
          Floating
          3.234
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2019-NUGS
        N/A
        MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS D 144A
        61692AAL6
        
          
        
        3902000.000000
        PA
        USD
        3922438.680000
        0.1762708
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          3.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2019-NUGS
        N/A
        MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS E 144A
        61692AAN2
        
          
        
        3000000.000000
        PA
        USD
        3005516.400000
        0.1350652
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Floating
          3.74391
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL INC 2006-HE2
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C
        617451EU9
        
          
        
        2789474.870000
        PA
        USD
        2524958.730000
        0.1134693
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Floating
          0.446
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY REREMIC TRUST 2010-R5
        N/A
        MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A
        61759HAZ0
        
          
        
        4332679.310000
        PA
        USD
        4378791.150000
        0.1967789
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-26
          Floating
          1.05226
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRCD 2019-PARK MORTGAGE TRUST
        N/A
        MRCD MORTGAGE TRUST MRCD 2019 PARK F 144A
        55348UAU2
        
          
        
        15715000.000000
        PA
        USD
        15343442.400000
        0.6895203
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Fixed
          2.71752
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRCD 2019-PARK MORTGAGE TRUST
        N/A
        MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A
        55348UAW8
        
          
        
        13000000.000000
        PA
        USD
        12506804.700000
        0.5620444
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-15
          Fixed
          2.71752
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS 09/28 5.5
        553283AD4
        
          
        
        4109000.000000
        PA
        USD
        4103350.130000
        0.1844008
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75
        553283AC6
        
          
        
        17000000.000000
        PA
        USD
        16039330.000000
        0.7207929
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-01
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYERS PARK CLO LTD 2018-1A
        N/A
        FEE0009J9 MYERS 2018 1A SUB FEE
        937ZOKII3
        
          
        
        13000000.000000
        PA
        USD
        260000.000000
        0.0116842
        Long
        ABS-CBDO
        CORP
        US
        N
        3
        
          2030-10-20
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYERS PARK CLO LTD 2018-1A
        N/A
        MYERS PARK CLO LTD MYERS 2018 1A SUB 144A
        62848GAC4
        
          
        
        13000000.000000
        PA
        USD
        9552352.810000
        0.4292740
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2030-10-20
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
        213800F6E89RCASJ7E83
        NAC AVIATION 29 DAC  REVOLVER
        G6360LAB3
        
          
        
        9700000.000000
        PA
        USD
        6959750.000000
        0.3127648
        Long
        LON
        CORP
        IE
        N
        2
        
          2022-06-27
          Floating
          2.37175
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
        213800F6E89RCASJ7E83
        NAC AVIATION 29 DAC 2018 TERM LOAN
        941WFJII7
        
          
        
        3929059.220000
        PA
        USD
        2767434.630000
        0.1243660
        Long
        LON
        CORP
        IE
        N
        3
        
          2021-12-15
          Floating
          2.372
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
        213800F6E89RCASJ7E83
        NAC AVIATION 29 DAC 2019 TERM LOAN
        941WFHII1
        
          
        
        4570940.780000
        PA
        USD
        3219856.530000
        0.1446974
        Long
        LON
        CORP
        IE
        N
        3
        
          2023-06-11
          Floating
          2.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY
        213800F6E89RCASJ7E83
        NAC AVIATION 29 DAC SENIOR UNSECURED NOTES
        935UZU000
        
          
        
        6500000.000000
        PA
        USD
        5140182.190000
        0.2309951
        Long
        DBT
        CORP
        DK
        
        Y
        3
        
          2026-02-27
          Fixed
          4.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M
        N/A
        NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M E 144A
        63874FAL1
        
          
        
        13150000.000000
        PA
        USD
        13203578.360000
        0.5933568
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-11-15
          Fixed
          3.91675
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M
        N/A
        NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M F 144A
        63874FAN7
        
          
        
        2042000.000000
        PA
        USD
        2033025.210000
        0.0913623
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-11-15
          Variable
          3.91675
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
        N/A
        NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
        63874LAQ7
        
          
        
        6000000.000000
        PA
        USD
        5981755.800000
        0.2688147
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-15
          Floating
          2.33375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL CORPORATION LTD SR SECURED 144A 05/24 12.25
        62886HAR2
        
          
        
        15000000.000000
        PA
        USD
        17718750.000000
        0.7962645
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2024-05-15
          Fixed
          12.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS HOTEL TRUST 2019-HNLA
        N/A
        NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA E 144A
        647622AJ8
        
          
        
        7491000.000000
        PA
        USD
        7283177.190000
        0.3272994
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-04-15
          Floating
          2.7727
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
        N/A
        NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 B4 144A
        64830NAK7
        
          
        
        5000000.000000
        PA
        USD
        4710486.000000
        0.2116850
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2059-07-25
          Variable
          4.00898
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ1R
        N/A
        NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ1R B1 144A
        64828BAE1
        
          
        
        1242000.000000
        PA
        USD
        1231934.090000
        0.0553620
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2055-07-25
          Variable
          3.52753
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ1R
        N/A
        NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ1R B2 144A
        64828BAF8
        
          
        
        1000000.000000
        PA
        USD
        991025.400000
        0.0445358
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2055-07-25
          Variable
          4.32751
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1
        N/A
        ACE SECURITIES CORP. ACE 2006 HE1 M1
        004421WR0
        
          
        
        6020560.750000
        PA
        USD
        6070849.290000
        0.2728184
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Floating
          0.671
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        NGD HOLDINGS BV
        984500ED2ABF0UF46690
        NGD HOLDINGS BV SR SECURED 12/26 6.75
        ACI1XVPP6
        
          
        
        1113000.000000
        PA
        USD
        1081502.100000
        0.0486017
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2026-12-31
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIGERIA GOVT
        549300GSBZD84TNEQ285
        REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25
        65412JAT0
        
          
        
        5300000.000000
        PA
        USD
        5348786.500000
        0.2403696
        Long
        DBT
        NUSS
        NG
        N
        2
        
          2051-09-28
          Fixed
          8.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO LTD
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
        654744AD3
        
          
        
        200000.000000
        PA
        USD
        225065.000000
        0.0101142
        Long
        DBT
        CORP
        JP
        N
        2
        
          2030-09-17
          Fixed
          4.81
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OI SA (AKA: BRASIL TELECOM S/A)
        254900YEMWCRRAGD4978
        OI SA COMPANY GUAR 07/25 VAR
        P7354PAA2
        
          
        
        25900000.000000
        PA
        USD
        24344705.000000
        1.0940289
        Long
        DBT
        CORP
        BR
        N
        2
        
          2025-07-27
          Fixed
          10
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        OPTION ONE MORTGAGE LOAN TRUST 2007-4
        N/A
        OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3
        68403FAD8
        
          
        
        4244335.800000
        PA
        USD
        2995402.220000
        0.1346107
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Floating
          0.326
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKETING INC
        549300T4O24KQDED1182
        ADVANTAGE SALES + MARKET SR SECURED 144A 11/28 6.5
        00775PAA5
        
          
        
        10000000.000000
        PA
        USD
        10436200.000000
        0.4689933
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
        694308HH3
        
          
        
        21408000.000000
        PA
        USD
        21839318.320000
        0.9814391
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-02-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
        694308GZ4
        
          
        
        448000.000000
        PA
        USD
        447373.780000
        0.0201046
        Long
        DBT
        CORP
        US
        N
        2
        
          2042-04-15
          Fixed
          4.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
        694308HD2
        
          
        
        8128000.000000
        PA
        USD
        8127369.510000
        0.3652366
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-06-15
          Fixed
          4.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
        694308JN8
        
          
        
        20200000.000000
        PA
        USD
        21528801.050000
        0.9674847
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-07-01
          Fixed
          4.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25
        694308JT5
        
          
        
        4187000.000000
        PA
        USD
        4176921.640000
        0.1877071
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-06-01
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2
        694308JU2
        
          
        
        7500000.000000
        PA
        USD
        7384170.830000
        0.3318379
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-06-01
          Fixed
          4.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAREXEL (PHOENIX NEWCO INC)
        N/A
        PAREXEL INTERNATIONAL CORP 2021 1ST LIEN TERM LOAN
        71911KAC8
        
          
        
        7423688.000000
        PA
        USD
        7433999.500000
        0.3340772
        Long
        LON
        CORP
        US
        N
        2
        
          2028-08-11
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNYMAC CORP
        EWN0I878407TKQNXZ933
        PENNYMAC CORP COMPANY GUAR 144A 03/26 5.5
        70932AAE3
        
          
        
        24225000.000000
        PA
        USD
        24913927.510000
        1.1196092
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          5.5
          N
          N
          N
          Y
          N
          
            
              PENNYMAC MORTGAGE INVESTMENT TRUST
              PENNYMAC MORTGAGE INVESTMENT TRUST
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PENNYMAC FINANCIAL SERVICES INC
        549300W1D516HBDEU871
        PENNYMAC FIN SVCS INC COMPANY GUAR 144A 02/29 4.25
        70932MAB3
        
          
        
        5400000.000000
        PA
        USD
        5149224.000000
        0.2314014
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU LNG SRL
        254900F70J1LOALV5K70
        PERU LNG SRL SR UNSECURED REGS 03/30 5.375
        P7721BAE1
        
          
        
        12625000.000000
        PA
        USD
        10249795.630000
        0.4606165
        Long
        DBT
        CORP
        PE
        N
        2
        
          2030-03-22
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/49 6.9
        71647NBD0
        
          
        
        25000000.000000
        PA
        USD
        27881875.000000
        1.2529861
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2049-03-19
          Fixed
          6.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE COMPANY GUAR 06/50 6.75
        71647NBG3
        
          
        
        20000000.000000
        PA
        USD
        21771500.000000
        0.9783914
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2050-06-03
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 01/29 6.5
        71654QCP5
        
          
        
        3000000.000000
        PA
        USD
        3088245.000000
        0.1387829
        Long
        DBT
        CORP
        MX
        N
        2
        
          2029-01-23
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35
        71654QCL4
        
          
        
        10000000.000000
        PA
        USD
        8465000.000000
        0.3804094
        Long
        DBT
        CORP
        MX
        N
        2
        
          2048-02-12
          Fixed
          6.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625
        706451BG5
        
          
        
        5250000.000000
        PA
        USD
        4988996.250000
        0.2242010
        Long
        DBT
        CORP
        MX
        N
        2
        
          2035-06-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
        71654QCC4
        
          
        
        54100000.000000
        PA
        USD
        47267170.000000
        2.1241436
        Long
        DBT
        CORP
        MX
        N
        2
        
          2047-09-21
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA 2021 TERM LOAN B
        C0102MAP0
        
          
        
        2800000.000000
        PA
        USD
        2815750.000000
        0.1265372
        Long
        LON
        CORP
        CA
        N
        2
        
          2028-08-11
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRORIO LUXEMBOURG SARL
        222100466T5WZDU1B498
        PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125
        71677WAA0
        
          
        
        4381000.000000
        PA
        USD
        4418238.500000
        0.1985516
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2026-06-09
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA SR SECURED 144A 08/26 3.875
        008911BK4
        
          
        
        1100000.000000
        PA
        USD
        1111330.000000
        0.0499422
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-08-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST 2021-1R
        N/A
        PMT CREDIT RISK TRANSFER TRUST PMTCR 2021 1R A 144A
        69356UAA6
        
          
        
        27606747.030000
        PA
        USD
        28219434.610000
        1.2681557
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2024-02-27
          Floating
          2.99613
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC
        N/A
        PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A2 144A
        74143EAB8
        
          
        
        2600000.000000
        PA
        USD
        2597424.440000
        0.1167259
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2051-07-25
          Fixed
          3.721
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3
        N/A
        PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A2 144A
        74143JAB7
        
          
        
        17900000.000000
        PA
        USD
        17883026.500000
        0.8036469
        Long
        ABS-MBS
        CORP
        US
        N
        3
        
          2051-09-25
          Variable
          3.967
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICES INC
        N/A
        PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25
        74165HAB4
        
          
        
        17440000.000000
        PA
        USD
        18726200.000000
        0.8415384
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-01
          Fixed
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/35 FIXED 8
        74514L2G1
        
          
        
        64550000.000000
        PA
        USD
        55835750.000000
        2.5092078
        Long
        DBT
        MUN
        PR
        N
        2
        
          2035-07-01
          Fixed
          8
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        QUANTUM BIDCO LIMITED
        259400QEGOEU126C6775
        ADDO AND WINTERBOTHAM GBP TERM LOAN
        937ICLII2
        
          
        
        20000000.000000
        PA
        
        26678523.790000
        1.1989086
        Long
        LON
        CORP
        GB
        N
        3
        
          2028-02-05
          Floating
          6.113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC
        N/A
        READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 E 144A
        75574YAL7
        
          
        
        7000000.000000
        PA
        USD
        7021365.750000
        0.3155338
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-04-25
          Floating
          3.836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC
        N/A
        REGIONALCARE/LIFEPOINT COMPANY GUAR 144A 12/26 9.75
        53219LAR0
        
          
        
        15225000.000000
        PA
        USD
        16100437.500000
        0.7235390
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-12-01
          Fixed
          9.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENAISSANCE HOME EQUITY LOAN TR 2006-3
        N/A
        RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3
        75971EAF3
        
          
        
        8038766.170000
        PA
        USD
        4149696.310000
        0.1864836
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-25
          Variable
          5.586
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS 2007-QA4
        N/A
        RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B
        74923YAB0
        
          
        
        1128126.190000
        PA
        USD
        1107001.910000
        0.0497477
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-06-25
          Floating
          0.506
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITE AID CORPORATION
        529900W353T1JY1DKT44
        RITE AID CORP SR SECURED 144A 11/26 8
        767754CL6
        
          
        
        4493000.000000
        PA
        USD
        4533347.140000
        0.2037245
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-15
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375
        ACI066P57
        
          
        
        300000.000000
        PA
        
        407965.160000
        0.0183336
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-06-18
          Fixed
          3.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625
        77578JAB4
        
          
        
        6972000.000000
        PA
        USD
        7063681.800000
        0.3174354
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-10-14
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75
        77578JAC2
        
          
        
        16584000.000000
        PA
        USD
        18346050.000000
        0.8244548
        Long
        DBT
        CORP
        GB
        N
        2
        
          2027-10-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625
        ACI1S5ZS2
        
          
        
        100000.000000
        PA
        
        128618.310000
        0.0057800
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-02-16
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR REGS 05/28 1.625
        ACI12HZ39
        
          
        
        3000000.000000
        PA
        
        3354083.240000
        0.1507294
        Long
        DBT
        CORP
        GB
        N
        2
        
          2028-05-09
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75
        ACI1S61G3
        
          
        
        4200000.000000
        PA
        
        6303989.650000
        0.2832956
        Long
        DBT
        CORP
        GB
        N
        2
        
          2027-10-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA GOVT
        315700IASY927EDWBK92
        ROMANIA UNSECURED 144A 04/41 2.75
        ACI1X0DG7
        
          
        
        5800000.000000
        PA
        
        6251458.980000
        0.2809349
        Long
        DBT
        NUSS
        RO
        N
        2
        
          2041-04-14
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA GOVT
        315700IASY927EDWBK92
        ROMANIA UNSECURED 144A 04/42 2.875
        ACI1Z3VF1
        
          
        
        4000000.000000
        PA
        
        4336876.420000
        0.1948953
        Long
        DBT
        NUSS
        RO
        N
        2
        
          2042-04-13
          Fixed
          2.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125
        780153BC5
        
          
        
        1900000.000000
        PA
        USD
        2067305.450000
        0.0929028
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2023-06-15
          Fixed
          9.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD 2017 NON EXTENDED REVOLVER
        937MWXII5
        
          
        
        14200000.000000
        PA
        USD
        13685250.000000
        0.6150027
        Long
        LON
        CORP
        LR
        
        N
        2
        
          2022-10-12
          Floating
          1.49425
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5
        780153AZ5
        
          
        
        12474000.000000
        PA
        USD
        14248426.500000
        0.6403113
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2025-06-01
          Fixed
          11.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALORICA INC
        549300I7BKCLNE05U640
        ALORICA INC 2020 TERM LOAN
        937JVNII5
        
          
        
        19016508.440000
        PA
        USD
        18971163.390000
        0.8525468
        Long
        LON
        CORP
        US
        N
        3
        
          2025-12-11
          Floating
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
        02154CAH6
        
          
        
        6453000.000000
        PA
        USD
        6259410.000000
        0.2812922
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2029-08-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIONAL INC
        RLTHESQ0RNFQJWPBJN60
        SCIENTIFIC GAMES INTL INC TERM B 5
        80875AAP6
        
          
        
        1790721.650000
        PA
        USD
        1784343.100000
        0.0801868
        Long
        LON
        CORP
        US
        N
        2
        
          2024-08-14
          Floating
          2.8341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091
        81180WBC4
        
          
        
        2600000.000000
        PA
        USD
        2734459.000000
        0.1228841
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-06-01
          Fixed
          4.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1
        N/A
        FREDDIE MAC   SCRT SCRT 2018 1 BX
        35563PEX3
        
          
        
        18105815.520000
        PA
        USD
        10718461.730000
        0.4816779
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2057-05-25
          Variable
          5.00361
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3
        N/A
        FREDDIE MAC   SCRT SCRT 2019 3 M
        35563PLU1
        
          
        
        2360000.000000
        PA
        USD
        2512857.670000
        0.1129255
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-10-25
          Variable
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1
        N/A
        FREDDIE MAC   SCRT SCRT 2021 1 BXS 144A
        35563PWX3
        
          
        
        4250000.000000
        PA
        USD
        4044693.130000
        0.1817648
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-09-25
          Fixed
          15.2845
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1
        N/A
        FREDDIE MAC   SCRT SCRT 2021 1 M 144A
        35563PWQ8
        
          
        
        6220000.000000
        PA
        USD
        6516988.830000
        0.2928676
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-09-25
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-2
        N/A
        FREDDIE MAC   SCRT SCRT 2021 2 BXS 144A
        35563P4Q9
        
          
        
        5550000.000000
        PA
        USD
        5183904.240000
        0.2329599
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2060-11-25
          Variable
          13.6116
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2
        N/A
        SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3
        81376VAC1
        
          
        
        1629033.580000
        PA
        USD
        1327480.080000
        0.0596557
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Floating
          0.586
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUA MEZZANINE HOLDINGS LLC
        N/A
        SEQUA MEZZANINE HOLDINGS LLC 2020 EXTENDED TERM LOAN
        81733HAE6
        
          
        
        16343203.630000
        PA
        USD
        16608780.690000
        0.7463835
        Long
        LON
        CORP
        US
        N
        2
        
          2023-11-28
          Fixed
          7.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SFA COLLATERALIZED ABS 3A
        N/A
        SFA COLLATERALIZED ABS LTD SFA 3A B 144A
        99NURSII3
        
          
        
        44338064.280000
        PA
        USD
        11648895.290000
        0.5234908
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2037-07-02
          Floating
          0.13013
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO COMMERCIAL MORTGAGE TRUST 2021-555
        N/A
        SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A
        78432WAJ2
        
          
        
        18000000.000000
        PA
        USD
        18155280.600000
        0.8158818
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-05-15
          Floating
          2.984
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO COMMERCIAL MORTGAGE TRUST 2021-555
        N/A
        SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 F 144A
        78432WAL7
        
          
        
        6000000.000000
        PA
        USD
        6089229.000000
        0.2736444
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-05-15
          Floating
          3.734
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA MADRE FUNDING LTD 2004-1A
        N/A
        SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A
        82639RAB3
        
          
        
        1477704.260000
        PA
        USD
        1323479.220000
        0.0594760
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2039-09-07
          Floating
          0.46288
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITKA HOLDINGS LLC
        N/A
        SITKA HOLDINGS L SR SECURED 144A 07/26 VAR
        82987VAA4
        
          
        
        5328000.000000
        PA
        USD
        5407562.810000
        0.2430110
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-07-06
          Floating
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUND UNITED (DEI SALES INC)
        5493000ZI2GDB6NYME53
        DEI SALES INC 2021 TERM LOAN B
        23319HAJ9
        
          
        
        993750.000000
        PA
        USD
        986296.880000
        0.0443233
        Long
        LON
        CORP
        US
        N
        3
        
          2028-04-23
          Floating
          5.5841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH AFRICA GOVT
        378900AAFB4F17004C49
        REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875
        BYY9RYII7
        
          
        
        682900000.000000
        PA
        
        40283524.440000
        1.8103049
        Long
        DBT
        NUSS
        ZA
        N
        2
        
          2035-02-28
          Fixed
          8.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST
        N/A
        AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7
        02377AAA6
        
          
        
        2278331.980000
        PA
        USD
        2325595.520000
        0.1045101
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-01
          Fixed
          3.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST
        N/A
        AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575
        02376UAA3
        
          
        
        685684.860000
        PA
        USD
        701253.750000
        0.0315137
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-15
          Fixed
          3.575
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY UNDERWRITING & RESIDL 2006-BC4
        N/A
        SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A2C
        84751YAD2
        
          
        
        25297564.230000
        PA
        USD
        12961229.800000
        0.5824659
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-09-25
          Floating
          0.386
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A
        N/A
        SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1
        84858DAA6
        
          
        
        341974.060000
        PA
        USD
        358699.400000
        0.0161196
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          4.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAGWELL (MIDAS OPCO HOLDINGS LLC)
        N/A
        MIDAS OPCO HOLDINGS LLC 08/29 5.625
        59565JAA9
        
          
        
        7200000.000000
        PA
        USD
        7459200.000000
        0.3352097
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-15
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST
        N/A
        AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35
        02376AAA7
        
          
        
        837633.270000
        PA
        USD
        846285.350000
        0.0380313
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-04-15
          Fixed
          3.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25
        ACI1GX0P8
        
          
        
        2000000.000000
        PA
        
        2290512.210000
        0.1029335
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-21
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEENBOK LUX FINCO 2 SARL
        N/A
        STEENBOK LUX FINCO 2 SARL EUR 1ST LIEN FIXED RATE TL A1
        935YNSII2
        
          
        
        3060375.000000
        PA
        
        3632131.470000
        0.1632247
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2022-12-31
          Fixed
          7.875
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        STEENBOK LUX FINCO 2 SARL
        N/A
        STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2
        935YNTII0
        
          
        
        39032308.320000
        PA
        
        43202716.750000
        1.9414908
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2022-12-31
          Fixed
          10.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
        N/A
        AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
        00253XAA9
        
          
        
        4000000.000000
        PA
        USD
        4210000.000000
        0.1891936
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-20
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATHCONA RESOURCES LTD/CA
        549300ZPS06QWKX6NG96
        STRATHCONA RESOURCES LTD SR UNSECURED 144A 08/26 6.875
        86304TAA6
        
          
        
        5800000.000000
        PA
        USD
        5755491.960000
        0.2586466
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-08-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATTON MORTGAGE FUNDING 21-2A
        N/A
        STRATTON MORTGAGE FUNDING PLC STRA 2021 2A E 144A
        ACI1W7GR6
        
          
        
        22471000.000000
        PA
        
        30616225.060000
        1.3758653
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2060-07-20
          Floating
          3.05035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET INVEST LN TR 2006-BNC2
        N/A
        STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC2 A6
        86358GAF8
        
          
        
        14746500.000000
        PA
        USD
        7068479.660000
        0.3176510
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-05-25
          Floating
          0.606
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SEC CORP 2007-MN1A
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A4 144A
        863613AD7
        
          
        
        10000000.000000
        PA
        USD
        7881840.000000
        0.3542027
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Floating
          0.326
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SEC CORP 2007-OSI
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2007 OSI A4
        863619AD4
        
          
        
        6434400.000000
        PA
        USD
        5177322.210000
        0.2326642
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-06-25
          Floating
          0.286
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SECUR CORP 2006-OPT1
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1
        86359UAG4
        
          
        
        17952603.060000
        PA
        USD
        17720052.220000
        0.7963230
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-04-25
          Floating
          0.386
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUBHUB (PUG LLC)
        N/A
        PUG LLC USD TERM LOAN
        74530DAC9
        
          
        
        10921704.340000
        PA
        USD
        10703270.250000
        0.4809952
        Long
        LON
        CORP
        US
        N
        2
        
          2027-02-12
          Floating
          3.5841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LIMITED
        254900D6R731QAUIG324
        STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5
        86389QAG7
        
          
        
        7700000.000000
        PA
        USD
        7111065.500000
        0.3195648
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2029-01-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER STREET LTD 2005-1A
        N/A
        SUMMER STREET LTD SMSTR 2005 1A A1 144A
        86565MAA5
        
          
        
        51107958.000000
        PA
        USD
        13550712.880000
        0.6089567
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2045-12-06
          Floating
          0.3655
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC)
        54930054EVI5HWPPW113
        SURGERY CENTER HOLDINGS COMPANY GUAR 144A 04/27 10
        86881WAD4
        
          
        
        460000.000000
        PA
        USD
        497375.000000
        0.0223516
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          10
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYLVAMO CORPORATION
        5493001AOYU1ZOWOC971
        SYLVAMO CORPORATION TERM LOAN B
        938QFNII6
        
          
        
        1740000.000000
        PA
        USD
        1737825.000000
        0.0780963
        Long
        LON
        CORP
        US
        N
        3
        
          2028-08-18
          Floating
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNIVERSE HOLDINGS INC
        549300CYZBHMZC8VLL59
        SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
        87164GAM5
        
          
        
        39226471.430000
        PA
        USD
        39274053.140000
        1.7649402
        Long
        LON
        CORP
        US
        N
        2
        
          2023-03-09
          Floating
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNIVERSE HOLDINGS INC
        549300CYZBHMZC8VLL59
        SYNIVERSE HLDGS INC SECOND LIEN TERM LOAN
        87164GAN3
        
          
        
        22468497.080000
        PA
        USD
        22499391.260000
        1.0111022
        Long
        LON
        CORP
        US
        N
        2
        
          2024-03-11
          Floating
          10
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEAM HEALTH HOLDINGS INC
        549300PVTQ4UDTTMQT11
        TEAM HEALTH INC DEL TERM LOAN B
        87817JAE8
        
          
        
        33105916.670000
        PA
        USD
        32372852.360000
        1.4548065
        Long
        LON
        CORP
        US
        N
        2
        
          2024-02-06
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEPIZZA (FOODCO BONDCO SL)
        959800QP38XCGBED7808
        FOODCO BONDCO SAU SR SECURED REGS 05/26 6.25
        ACI1BNB99
        
          
        
        9000000.000000
        PA
        
        9941161.620000
        0.4467468
        Long
        DBT
        CORP
        ES
        N
        2
        
          2026-05-15
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THARALDSON HOTEL PORTFOLIO TRUST 2018
        N/A
        THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL E 144A
        88327HAN3
        
          
        
        5024927.870000
        PA
        USD
        5009562.140000
        0.2251252
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-11
          Floating
          3.413
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIMES SQUARE HOTEL TRUST
        N/A
        TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528
        887367AA8
        
          
        
        581321.270000
        PA
        USD
        629948.100000
        0.0283093
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-01
          Fixed
          8.528
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FINANCE AUTHORITY
        N/A
        TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
        88880LAB9
        
          
        
        25000000.000000
        PA
        USD
        2710460.000000
        0.1218056
        Long
        DBT
        MUN
        US
        N
        2
        
          2047-06-01
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPAZ SOLAR FARMS LLC
        N/A
        TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
        89054XAC9
        
          
        
        18352747.000000
        PA
        USD
        22080735.360000
        0.9922882
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-09-30
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TIRE DISTRIBUTORS INC
        HZ8T88YVE2JVXJ0BTQ24
        AMERICAN TIRE DISTRIBUTORS H. 2015 TERM LOAN
        03021BAE4
        
          
        
        7453378.350000
        PA
        USD
        7463358.420000
        0.3353965
        Long
        LON
        CORP
        US
        N
        2
        
          2024-09-02
          Floating
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2019-SJ2
        N/A
        TOWD POINT MORTGAGE TRUST TPMT 2019 SJ2 B2 144A
        89177KAF2
        
          
        
        2816479.000000
        PA
        USD
        2872979.820000
        0.1291091
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2019-SJ2
        N/A
        TOWD POINT MORTGAGE TRUST TPMT 2019 SJ2 B3 144A
        89177KAG0
        
          
        
        5277686.000000
        PA
        USD
        5398438.400000
        0.2426009
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2019-SJ2
        N/A
        TOWD POINT MORTGAGE TRUST TPMT 2019 SJ2 B4 144A
        89177KAH8
        
          
        
        5460000.000000
        PA
        USD
        5571878.130000
        0.2503951
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2058-11-25
          Variable
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 2020 TERM LOAN F
        89364MBR4
        
          
        
        9924242.410000
        PA
        USD
        9811046.500000
        0.4408995
        Long
        LON
        CORP
        US
        N
        2
        
          2025-12-09
          Floating
          2.3341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 2020 TERM LOAN G
        89364MBS2
        
          
        
        9924242.410000
        PA
        USD
        9826905.440000
        0.4416122
        Long
        LON
        CORP
        US
        N
        2
        
          2024-08-22
          Floating
          2.3341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A F 144A
        ACI1WK3V2
        
          
        
        10843000.000000
        PA
        
        14659402.310000
        0.6587802
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Floating
          3.55035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A G 144A
        ACI1WK3C4
        
          
        
        5421000.000000
        PA
        
        7360781.160000
        0.3307868
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Floating
          4.55035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A H 144A
        ACI1WK227
        
          
        
        10843000.000000
        PA
        
        11663445.920000
        0.5241447
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A X 144A
        ACI1WK391
        
          
        
        10261385.250000
        PA
        
        13855215.000000
        0.6226408
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Floating
          6.05035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A Y 144A
        ACI1WK2X9
        
          
        
        10000.000000
        PA
        
        28313282.290000
        1.2723732
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A Z 144A
        ACI1WK1T9
        
          
        
        10844000.000000
        PA
        
        14391455.110000
        0.6467389
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2059-07-15
          Floating
          5.05035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
        N/A
        TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2
        10010YAA0
        
          
        
        304458.980000
        PA
        USD
        286741.570000
        0.0128859
        Long
        DBT
        CORP
        TR
        N
        2
        
          2028-09-15
          Fixed
          4.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5
        90353TAK6
        
          
        
        9900000.000000
        PA
        USD
        9986625.000000
        0.4487898
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVT
        6354001WLTJXOMEXPY07
        UKRAINE GOVERNMENT SR UNSECURED 144A 05/29 6.876
        90372UAR5
        
          
        
        10700000.000000
        PA
        USD
        10874784.500000
        0.4887029
        Long
        DBT
        NUSS
        UA
        N
        2
        
          2029-05-21
          Fixed
          6.876
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
        01F0206A2
        
          
        
        41750000.000000
        PA
        USD
        41865791.540000
        1.8814106
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2051-10-14
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES, INC. 2021 TERM LOAN B
        90932RAJ3
        
          
        
        2388000.000000
        PA
        USD
        2409816.770000
        0.1082950
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-21
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 01/22 0.00000
        912796Q51
        
          
        
        9500000.000000
        PA
        USD
        9499373.290000
        0.4268932
        Long
        DBT
        UST
        US
        N
        2
        
          2022-01-04
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 02/22 0.00000
        912796L80
        
          
        
        1134000.000000
        PA
        USD
        1133813.910000
        0.0509526
        Long
        DBT
        UST
        US
        N
        2
        
          2022-02-17
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 12/21 0.00000
        9127965G0
        
          
        
        5800000.000000
        PA
        USD
        5799682.040000
        0.2606324
        Long
        DBT
        UST
        US
        N
        2
        
          2021-12-02
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
        N/A
        UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 12/24 7.125
        20341WAE5
        
          
        
        10000000.000000
        PA
        USD
        10225000.000000
        0.4595022
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-12-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
        N/A
        UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875
        91327AAA0
        
          
        
        19000000.000000
        PA
        USD
        20099150.000000
        0.9032375
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-15
          Fixed
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
        N/A
        UNITI GRP/UNITI HLD/CSL SR UNSECURED 144A 01/30 6
        91327AAB8
        
          
        
        21202000.000000
        PA
        USD
        21069487.500000
        0.9468436
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
        N/A
        UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5
        91327BAA8
        
          
        
        27215000.000000
        PA
        USD
        28031450.000000
        1.2597079
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV)
        2549002VGA888UKFKS25
        SIGMA BIDCO B.V. 2018 GBP TERM LOAN B
        963RMBII0
        
          
        
        20000000.000000
        PA
        
        26178072.410000
        1.1764188
        Long
        LON
        CORP
        NL
        N
        2
        
          2025-07-02
          Floating
          4.105
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV)
        2549002VGA888UKFKS25
        SIGMA BIDCO B.V. 2018 PLN TERM LOAN B
        933XDYII4
        
          
        
        31053750.000000
        PA
        
        7368653.360000
        0.3311406
        Long
        LON
        CORP
        NL
        N
        2
        
          2025-03-31
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
        07335BAA4
        
          
        
        20402000.000000
        PA
        USD
        21710584.280000
        0.9756539
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          10.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE SA
        254900SMTWBX7RU2SR20
        VALE SA SUBORDINATED 12/49 VAR
        B011X9II2
        
          
        
        340000000.000000
        PA
        
        35463536.810000
        1.5936991
        Long
        DBT
        CORP
        BR
        N
        3
        
          2049-12-29
          Variable
          2.76247
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VASA TRUST 2021-VASA
        N/A
        VASA TRUST VASA 2021 VASA E 144A
        92230AAJ5
        
          
        
        10000000.000000
        PA
        USD
        10058437.000000
        0.4520170
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-07-15
          Floating
          3.234
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VASA TRUST 2021-VASA
        N/A
        VASA TRUST VASA 2021 VASA F 144A
        92230AAL0
        
          
        
        7000000.000000
        PA
        USD
        7043507.100000
        0.3165288
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-07-15
          Floating
          3.984
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC
        549300RFUWCPWS8FQ104
        VERITAS US INC 2021 EUR TERM LOAN B
        G9341JAP5
        
          
        
        6583417.090000
        PA
        
        7682034.830000
        0.3452237
        Long
        LON
        CORP
        US
        N
        2
        
          2025-09-01
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC
        549300RFUWCPWS8FQ104
        VERITAS US INC 2021 TERM LOAN B
        G9341JAN0
        
          
        
        9775376.880000
        PA
        USD
        9836472.990000
        0.4420421
        Long
        LON
        CORP
        US
        N
        2
        
          2025-09-01
          Floating
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC / VERITAS BERMUDA LTD
        N/A
        VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
        92346LAE3
        
          
        
        22099000.000000
        PA
        USD
        23010583.750000
        1.0340747
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-09-01
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2021-R1
        N/A
        VERUS SECURITIZATION TRUST VERUS 2021 R1 B1 144A
        92538BAE3
        
          
        
        1800000.000000
        PA
        USD
        1810195.920000
        0.0813486
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2063-10-25
          Variable
          3.195
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIAD CORP
        549300PXU4ZW7LPO5Y40
        VIAD CORP INITIAL TERM LOAN
        92553BAL7
        
          
        
        6200000.000000
        PA
        USD
        6200000.000000
        0.2786224
        Long
        LON
        CORP
        US
        N
        3
        
          2028-07-30
          Floating
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD SR SECURED 144A 05/25 13
        92676XAE7
        
          
        
        100000.000000
        PA
        USD
        115250.000000
        0.0051792
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2025-05-15
          Fixed
          13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING OCEAN CRUISES SHIP VII LTD
        N/A
        VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625
        92682RAA0
        
          
        
        14500000.000000
        PA
        USD
        14525592.500000
        0.6527669
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2029-02-15
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        VOC ESCROW LTD SR SECURED 144A 02/28 5
        91832VAA2
        
          
        
        15000000.000000
        PA
        USD
        14820675.000000
        0.6660277
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-02-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYAGER AVIATION HOLDINGS LLC
        549300KHOKL1CX4NIJ92
        VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
        000000000
        
          
        
        14864000.000000
        PA
        USD
        13656300.000000
        0.6137017
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-05-09
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAIKIKI BEACH HOTEL TRUST 2019-WBM
        N/A
        WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM D 144A
        93065PAG6
        
          
        
        3000000.000000
        PA
        USD
        2988164.700000
        0.1342854
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-12-15
          Floating
          2.114
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAIKIKI BEACH HOTEL TRUST 2019-WBM
        N/A
        WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM E 144A
        93065PAJ0
        
          
        
        5000000.000000
        PA
        USD
        4890843.000000
        0.2197900
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-12-15
          Floating
          2.764
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2005-AR19
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1
        92925CBL5
        
          
        
        7365940.550000
        PA
        USD
        6830421.200000
        0.3069529
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2045-12-25
          Floating
          1.136
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2007-OA6
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A
        92927BAA0
        
          
        
        2678100.560000
        PA
        USD
        2441410.570000
        0.1097148
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-07-25
          Floating
          0.90211
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO MTGE BK SEC TR 2006-AR15
        N/A
        WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1
        94985AAA7
        
          
        
        353220.010000
        PA
        USD
        350686.960000
        0.0157596
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          2.70694
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO AIRCRAFT HOLDINGS INC
        529900P5VTXZS191P208
        WOLVERINE ESCROW LLC SR SECURED 144A 11/24 8.5
        97789LAC0
        
          
        
        41004000.000000
        PA
        USD
        38184975.000000
        1.7159980
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-15
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO AIRCRAFT HOLDINGS INC
        529900P5VTXZS191P208
        WOLVERINE ESCROW LLC SR SECURED 144A 11/26 9
        97789LAB2
        
          
        
        12254000.000000
        PA
        USD
        11334950.000000
        0.5093823
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-15
          Fixed
          9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
        549300L3SXBFJVGRCF66
        WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
        97382WAA1
        
          
        
        47575000.000000
        PA
        USD
        49764163.630000
        2.2363562
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-15
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLDWIDE EXPRESS INC
        N/A
        WORLDWIDE EXPS OPTN LLC 2021 1ST LIEN TERM LOAN
        00435UAB4
        
          
        
        3100000.000000
        PA
        USD
        3112700.700000
        0.1398819
        Long
        LON
        CORP
        US
        N
        2
        
          2028-07-26
          Floating
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLDWIDE PLAZA TRUST 2017-WWP
        N/A
        WORLDWIDE PLAZA TRUST WPT 2017 WWP D 144A
        98162JAL0
        
          
        
        19000000.000000
        PA
        USD
        18947267.400000
        0.8514730
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-10
          Variable
          3.71539
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
        N/A
        WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5
        983130AV7
        
          
        
        24976000.000000
        PA
        USD
        25506740.000000
        1.1462497
        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
        WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25
        983130AX3
        
          
        
        200000.000000
        PA
        USD
        202288.000000
        0.0090906
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
        98313RAG1
        
          
        
        1800000.000000
        PA
        USD
        1748430.000000
        0.0785729
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-01-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875
        98313RAC0
        
          
        
        500000.000000
        PA
        USD
        486657.500000
        0.0218699
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-10-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5
        98313RAD8
        
          
        
        600000.000000
        PA
        USD
        573918.000000
        0.0257914
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XP INC
        5493008KDA8NBZRJST80
        XP INC COMPANY GUAR 144A 07/26 3.25
        98379XAA2
        
          
        
        4800000.000000
        PA
        USD
        4674960.000000
        0.2100884
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-07-01
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAHOO (AKA: AP CORE HOLDINGS II LLC)
        N/A
        AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B
        938QUEII9
        
          
        
        10000000.000000
        PA
        USD
        10034380.000000
        0.4509359
        Long
        LON
        CORP
        US
        N
        2
        
          2027-09-01
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAHOO (AKA: AP CORE HOLDINGS II LLC)
        N/A
        AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B
        938QVBII4
        
          
        
        5900000.000000
        PA
        USD
        5923965.800000
        0.2662176
        Long
        LON
        CORP
        US
        N
        2
        
          2027-09-01
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BARCLAYS REV REPO EUR
        000000000
        
          
        
        -1790139.000000
        PA
        
        -2073607.340000
        -0.0931860
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.5500000
          2021-11-05
          
            
              2000000.000000
              EUR
              1977392.320000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BARCLAYS REV REPO EUR
        000000000
        
          
        
        -420566.000000
        PA
        
        -487092.480000
        -0.0218895
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.6500000
          2023-09-23
          
            
              362000.000000
              EUR
              404138.250000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JP MORGAN CHASE  REV REPO REVERSE REPO
        000000000
        
          
        
        -509425034.000000
        PA
        
        -33844642.940000
        -1.5209475
        Short
        RA
        
        ZA
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          5.5000000
          2023-09-28
          
            
              682900000.000000
              ZAR
              606619503.190000
              ZAR
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -11335567.000000
        PA
        
        -13116887.760000
        -0.5894610
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4000000
          2021-10-01
          
            
              10200000.000000
              EUR
              10458651.600000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -22128446.000000
        PA
        
        -25612476.130000
        -1.1510014
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3000000
          2021-10-01
          
            
              25800000.000000
              EUR
              25768395.670000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -2887945.000000
        PA
        
        -3341984.240000
        -0.1501857
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4800000
          2021-10-21
          
            
              3300000.000000
              EUR
              3363195.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1697880.000000
        PA
        
        -1964938.690000
        -0.0883026
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4500000
          2021-10-21
          
            
              2000000.000000
              EUR
              1911006.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -371570.000000
        PA
        
        -430040.320000
        -0.0193256
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4200000
          2021-10-21
          
            
              400000.000000
              EUR
              406000.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1244208.000000
        PA
        
        -1440055.430000
        -0.0647148
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4000000
          2021-10-21
          
            
              1200000.000000
              EUR
              1339684.800000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1764329.000000
        PA
        
        -2042093.570000
        -0.0917698
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4000000
          2021-10-22
          
            
              1700000.000000
              EUR
              1897886.800000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -799790.500000
        PA
        
        -926360.300000
        -0.0416298
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3700000
          2021-10-25
          
            
              900000.000000
              EUR
              917235.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -7315576.000000
        PA
        
        -8473996.780000
        -0.3808137
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3500000
          2021-11-05
          
            
              9000000.000000
              EUR
              8582175.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -2362135.000000
        PA
        
        -2727280.100000
        -0.1225615
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.2500000
          2023-07-01
          
            
              2749000.000000
              EUR
              2089061.310000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -2054582.980000
        PA
        
        -2379701.600000
        -0.1069416
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4200000
          2023-09-23
          
            
              2300000.000000
              EUR
              2315821.700000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -166515.000000
        PA
        
        -192835.270000
        -0.0086658
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.2500000
          2023-09-24
          
            
              200000.000000
              EUR
              161250.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -674704.000000
        PA
        
        -781435.850000
        -0.0351170
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.7000000
          2023-09-24
          
            
              700000.000000
              EUR
              663144.300000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -23272952.000000
        PA
        
        -26958221.800000
        -1.2114780
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4000000
          2023-10-01
          
            
              25000000.000000
              EUR
              25667479.950000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO GBP ZCP
        000000000
        
          
        
        -1071439.000000
        PA
        
        -1444774.290000
        -0.0649268
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3000000
          2021-10-01
          
            
              1100000.000000
              GBP
              1225356.000000
              GBP
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO GBP ZCP
        000000000
        
          
        
        -302616.710000
        PA
        
        -407766.630000
        -0.0183247
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2300000
          2021-10-25
          
            
              300000.000000
              GBP
              336741.600000
              GBP
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO GBP ZCP
        000000000
        
          
        
        -1125475.000000
        PA
        
        -1516465.230000
        -0.0681486
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2000000
          2021-11-05
          
            
              1100000.000000
              GBP
              1225356.000000
              GBP
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MERRILL LYNCH REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1985708.000000
        PA
        
        -2297140.510000
        -0.1032314
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.5500000
          2021-10-08
          
            
              1977000.000000
              EUR
              2027132.770000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -3165090.000000
        PA
        
        -3663420.050000
        -0.1646308
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3000000
          2021-10-01
          
            
              3500000.000000
              EUR
              3567025.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -12307036.000000
        PA
        
        -14245698.150000
        -0.6401887
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3000000
          2021-10-08
          
            
              14600000.000000
              EUR
              14218973.800000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -2901369.000000
        PA
        
        -3358805.290000
        -0.1509417
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.2500000
          2021-10-08
          
            
              3514000.000000
              EUR
              3088642.500000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -380067.000000
        PA
        
        -439858.780000
        -0.0197669
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4500000
          2021-10-22
          
            
              400000.000000
              EUR
              406000.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -3179553.000000
        PA
        
        -3683034.920000
        -0.1655122
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3000000
          2021-11-03
          
            
              3500000.000000
              EUR
              3567025.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -5049844.000000
        PA
        
        -5847356.460000
        -0.2627749
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3000000
          2021-11-16
          
            
              5800000.000000
              EUR
              5396865.550000
              EUR
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1314839.000000
        PA
        
        -1522938.910000
        -0.0684395
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3500000
          2022-01-13
          
            
              1400000.000000
              EUR
              1435893.200000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PARIBAS REVERSE REPO GBP ZCP
        000000000
        
          
        
        -2987136.000000
        PA
        
        -4028185.170000
        -0.1810230
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-08
          
            
              3000000.000000
              GBP
              3341880.000000
              GBP
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REV REPO  CANADIAN IMPERIAL BA
        000000000
        
          
        
        -273751.000000
        PA
        
        -368872.200000
        -0.0165768
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2800000
          2022-01-13
          
            
              300000.000000
              GBP
              302779.500000
              GBP
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REV REPO STANDARD CHARTERED BA ZCP
        000000000
        
          
        
        -3648716.000000
        PA
        
        -4222895.460000
        -0.1897731
        Short
        RA
        
        LU
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4300000
          2021-10-22
          
            
              4000000.000000
              EUR
              3744012.440000
              EUR
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -2313688.320000
        PA
        USD
        -2316155.480000
        -0.1040859
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4570000
          2021-10-01
          
            
              2700000.000000
              USD
              2629125.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -15756314.170000
        PA
        USD
        -15770831.240000
        -0.7087268
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4570000
          2022-01-06
          
            
              18806315.090000
              USD
              17885068.510000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -105687036.700000
        PA
        USD
        -105886316.710000
        -4.7584348
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8500000
          2022-01-12
          
            
              131651656.160000
              USD
              132150729.030000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -12890675.000000
        PA
        USD
        -12905051.710000
        -0.5799413
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-01-20
          
            
              309500000.000000
              USD
              15059310.550000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -8509107.980000
        PA
        USD
        -8516659.810000
        -0.3827309
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4500000
          2022-01-21
          
            
              9000000.000000
              USD
              10035000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -5952491.050000
        PA
        USD
        -5963313.010000
        -0.2679859
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-03-07
          
            
              6850000.000000
              USD
              6721875.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -13100704.080000
        PA
        USD
        -13103306.020000
        -0.5888507
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6500000
          2022-03-17
          
            
              15363600.000000
              USD
              15412717.800000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -28996833.540000
        PA
        USD
        -29032692.960000
        -1.3047028
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8400000
          2022-05-09
          
            
              35352000.000000
              USD
              35394627.910000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -13372598.010000
        PA
        USD
        -13391765.400000
        -0.6018138
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6000000
          2022-07-05
          
            
              15827093.140000
              USD
              15093286.110000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS FR REVERSE REPO BARCLAYS FR
        000000000
        
          
        
        -2731364.000000
        PA
        
        -3140936.400000
        -0.1411508
        Short
        RA
        
        FR
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.2500000
          2023-03-12
          
            
              3000000.000000
              EUR
              2279805.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -46280042.800000
        PA
        USD
        -46501415.670000
        -2.0897313
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.0500000
          2022-01-20
          
            
              58518200.000000
              USD
              58267285.110000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -45818735.750000
        PA
        USD
        -45867934.900000
        -2.0612633
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6040000
          2022-01-31
          
            
              53350000.000000
              USD
              53367954.880000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -36124987.460000
        PA
        USD
        -36238630.650000
        -1.6285311
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7500000
          2022-02-03
          
            
              42733050.000000
              USD
              42652191.960000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1336064.000000
        PA
        USD
        -1337244.190000
        -0.0600945
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6000000
          2022-02-09
          
            
              1587000.000000
              USD
              1569801.150000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -9006940.000000
        PA
        USD
        -9013600.130000
        -0.4050630
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6050000
          2022-02-18
          
            
              10530000.000000
              USD
              10490924.330000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -384285.000000
        PA
        USD
        -384438.200000
        -0.0172763
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5980000
          2022-03-07
          
            
              455000.000000
              USD
              453917.150000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1271263.410000
        PA
        USD
        -1271581.220000
        -0.0571437
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-14
          
            
              1500000.000000
              USD
              1539729.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -36573439.340000
        PA
        USD
        -36580781.450000
        -1.6439070
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8030000
          2022-03-21
          
            
              57901759.320000
              USD
              46634243.420000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -19053063.300000
        PA
        USD
        -19070211.050000
        -0.8569979
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4000000
          2023-07-12
          
            
              17235000.000000
              USD
              21677396.070000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CANADIAN IMPERIAL
        000000000
        
          
        
        -2883260.000000
        PA
        
        -3339614.000000
        -0.1500792
        Short
        RA
        
        N/A
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3200000
          2022-01-13
          
            
              3300000.000000
              EUR
              3204498.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -16729056.710000
        PA
        USD
        -16737142.420000
        -0.7521520
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2900000
          2022-02-02
          
            
              17771000.000000
              USD
              18048138.440000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -7153894.480000
        PA
        USD
        -7154896.020000
        -0.3215345
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2800000
          2022-03-14
          
            
              7672000.000000
              USD
              7816919.540000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -19350102.730000
        PA
        USD
        -19354832.750000
        -0.8697886
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4000000
          2021-10-04
          
            
              59639000.000000
              USD
              21948392.000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -45872842.500000
        PA
        USD
        -45918078.220000
        -2.0635167
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-24
          
            
              49440000.000000
              USD
              52484280.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO MERRILL LYNCH
        000000000
        
          
        
        -51378605.780000
        PA
        USD
        -51434979.520000
        -2.3114412
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-11
          
            
              64100000.000000
              USD
              55732170.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -6671718.750000
        PA
        USD
        -6671718.750000
        -0.2998210
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2021-10-01
          
            
              7500000.000000
              USD
              7770000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -7600937.630000
        PA
        USD
        -7600937.630000
        -0.3415792
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2021-10-01
          
            
              7669000.000000
              USD
              8276768.250000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -37048896.570000
        PA
        USD
        -37083890.280000
        -1.6665163
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-05
          
            
              37450000.000000
              USD
              39755166.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -8536606.520000
        PA
        USD
        -8545973.080000
        -0.3840483
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-12
          
            
              9160000.000000
              USD
              9512160.200000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -14397133.700000
        PA
        USD
        -14411530.830000
        -0.6476411
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-21
          
            
              16788000.000000
              USD
              16617989.720000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -13224706.020000
        PA
        USD
        -13226410.980000
        -0.5943829
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-14
          
            
              14861000.000000
              USD
              15402486.710000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -14105031.380000
        PA
        USD
        -14107229.410000
        -0.6339661
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2022-03-21
          
            
              15369000.000000
              USD
              15387833.750000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -4110789.350000
        PA
        USD
        -4115185.610000
        -0.1849327
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-04-25
          
            
              4461000.000000
              USD
              4723930.990000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -42213494.190000
        PA
        USD
        -42244568.020000
        -1.8984325
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5300000
          2022-05-12
          
            
              49490000.000000
              USD
              49800395.520000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -32475907.330000
        PA
        USD
        -32514085.010000
        -1.4611534
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7985000
          2022-02-10
          
            
              43055827.460000
              USD
              42123804.910000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -349192.530000
        PA
        USD
        -349774.030000
        -0.0157185
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-03-14
          
            
              418167.040000
              USD
              400795.910000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -915087.830000
        PA
        USD
        -915202.220000
        -0.0411284
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-23
          
            
              1000000.000000
              USD
              1055000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -934822.090000
        PA
        USD
        -934938.940000
        -0.0420153
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-23
          
            
              1113000.000000
              USD
              1081502.100000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO STANDARD CHARTERE VAR 1
        000000000
        
          
        
        -6608934.380000
        PA
        USD
        -6610256.160000
        -0.2970589
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4000000
          2021-10-04
          
            
              8950000.000000
              USD
              8022362.300000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO STANDARD CHARTERE VAR 1
        000000000
        
          
        
        -68032628.000000
        PA
        USD
        -68107274.910000
        -3.0606790
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-11
          
            
              68556000.000000
              USD
              75063106.800000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -22843750.000000
        PA
        USD
        -22865007.380000
        -1.0275326
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-26
          
            
              25000000.000000
              USD
              25865525.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -117545307.000000
        PA
        USD
        -117654224.280000
        -5.2872738
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-26
          
            
              131308000.000000
              USD
              133419489.100000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -13960340.890000
        PA
        USD
        -14001027.520000
        -0.6291934
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6100000
          2022-03-25
          
            
              16950000.000000
              USD
              16708083.750000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -11144422.000000
        PA
        USD
        -11149731.080000
        -0.5010588
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-01
          
            
              12910216.660000
              USD
              13083438.200000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -1504332.810000
        PA
        USD
        -1505445.190000
        -0.0676533
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2200000
          2023-06-02
          
            
              1544691.440000
              USD
              1569397.700000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -16797997.290000
        PA
        USD
        -16806620.260000
        -0.7552742
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2200000
          2023-07-09
          
            
              17128000.000000
              USD
              17719409.580000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -1137947.550000
        PA
        USD
        -1138316.110000
        -0.0511549
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2200000
          2023-08-09
          
            
              1141973.880000
              USD
              1182319.970000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -2023045.000000
        PA
        USD
        -2024007.440000
        -0.0909571
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2023-08-13
          
            
              2278331.970000
              USD
              2325595.510000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -5505676.310000
        PA
        USD
        -5505676.310000
        -0.2474201
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-01
          
            
              6327000.000000
              USD
              6469357.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -23919118.110000
        PA
        USD
        -23919118.110000
        -1.0749034
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2021-10-01
          
            
              27500000.000000
              USD
              28325000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -97218930.740000
        PA
        USD
        -97313840.110000
        -4.3731955
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2022-01-07
          
            
              104644747.000000
              USD
              113086874.010000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -30758968.030000
        PA
        USD
        -30806029.250000
        -1.3843949
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2022-01-11
          
            
              34702000.000000
              USD
              34934076.280000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -12024100.000000
        PA
        USD
        -12029229.550000
        -0.5405826
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2023-08-18
          
            
              14300000.000000
              USD
              13439283.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -1042737.500000
        PA
        USD
        -1043132.870000
        -0.0468774
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2023-08-23
          
            
              1200000.000000
              USD
              1224204.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -3108386.250000
        PA
        USD
        -3109111.540000
        -0.1397206
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2023-09-07
          
            
              3660000.000000
              USD
              3637103.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WOOD GUNDY REVERSE REPO
        000000000
        
          
        
        -25564642.670000
        PA
        USD
        -25572099.010000
        -1.1491869
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2021-10-13
          
            
              229864909.630000
              USD
              33257315.160000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WOOD GUNDY REVERSE REPO
        000000000
        
          
        
        -6841846.990000
        PA
        USD
        -6842132.060000
        -0.3074792
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2021-10-14
          
            
              63482691.620000
              USD
              8799968.790000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -14149100.000000
        PA
        USD
        -14153914.620000
        -0.6360640
        Short
        RA
        
        US
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-13
          
            
              19720000.000000
              USD
              16589450.000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -1961850.000000
        PA
        USD
        -1962269.620000
        -0.0881826
        Short
        RA
        
        US
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-04
          
            
              3300000.000000
              USD
              2161500.000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -21815228.750000
        PA
        USD
        -21892854.610000
        -0.9838450
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7000000
          2022-01-04
          
            
              25550000.000000
              USD
              25645109.880000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -12699680.000000
        PA
        USD
        -12736209.220000
        -0.5723537
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9500000
          2022-03-14
          
            
              16240000.000000
              USD
              16363852.740000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -4842000.000000
        PA
        USD
        -4846949.600000
        -0.2178175
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8000000
          2022-02-16
          
            
              6000000.000000
              USD
              6089229.000000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -21192348.750000
        PA
        USD
        -21270334.530000
        -0.9558695
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7442500
          2022-01-06
          
            
              24870000.000000
              USD
              24964884.020000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -25686871.880000
        PA
        USD
        -25812737.550000
        -1.1600009
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.0500000
          2022-01-18
          
            
              34335000.000000
              USD
              34309921.720000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -15190400.000000
        PA
        USD
        -15217765.930000
        -0.6838726
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7630000
          2022-01-10
          
            
              18800000.000000
              USD
              19080932.160000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -15453000.000000
        PA
        USD
        -15466006.280000
        -0.6950283
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6060000
          2022-02-15
          
            
              18000000.000000
              USD
              18155280.600000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -8675082.000000
        PA
        USD
        -8684779.110000
        -0.3902861
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8212500
          2022-01-06
          
            
              11037000.000000
              USD
              10839052.510000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -8138817.000000
        PA
        USD
        -8146616.700000
        -0.3661015
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7500000
          2022-02-03
          
            
              9500000.000000
              USD
              9541524.500000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -868802.000000
        PA
        USD
        -868995.790000
        -0.0390519
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8030000
          2022-03-21
          
            
              1111000.000000
              USD
              1082166.880000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -32026085.020000
        PA
        USD
        -32190485.590000
        -1.4466111
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1000000
          2022-04-18
          
            
              38434031.950000
              USD
              39287013.790000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -4554310.850000
        PA
        USD
        -4569896.710000
        -0.2053670
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1000000
          2022-04-18
          
            
              5992514.270000
              USD
              6042568.540000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -6016492.800000
        PA
        USD
        -6036146.680000
        -0.2712589
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.0500000
          2022-06-01
          
            
              10000000.000000
              USD
              7881840.000000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO ROYAL BANK OF CAN
        000000000
        
          
        
        -5794450.000000
        PA
        USD
        -5800839.510000
        -0.2606845
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7490000
          2022-02-09
          
            
              6800000.000000
              USD
              6826922.560000
              USD
              PLCMO
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HSBC REPO
        000000000
        
          
        
        100700000.000000
        PA
        USD
        100700000.000000
        4.5253664
        Long
        RA
        
        US
        N
        2
        
          Repurchase
          
            
              
            
          
          N
          0.0400000
          2021-10-01
          
            
              101750200.000000
              USD
              103564750.340000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -6793925.200000
        PA
        USD
        -6801823.140000
        -0.3056677
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4500000
          2022-03-30
          
            
              7400000.000000
              USD
              7285715.210000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -10402500.000000
        PA
        USD
        -10403077.920000
        -0.4675049
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2500000
          2021-10-18
          
            
              10000000.000000
              USD
              10657822.300000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -1115072.070000
        PA
        USD
        -1115488.370000
        -0.0501290
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2400000
          2021-11-05
          
            
              1200000.000000
              USD
              1278938.680000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -94324.810000
        PA
        USD
        -94355.360000
        -0.0042402
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2200000
          2023-08-09
          
            
              100000.000000
              USD
              98455.610000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -9807623.330000
        PA
        USD
        -9815918.940000
        -0.4411185
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-05
          
            
              9946170.170000
              USD
              10421547.370000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REPO CREDIT AGRICOLE REPO
        000000000
        
          
        
        -9881145.970000
        PA
        USD
        -9886679.410000
        -0.4442984
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3600000
          2021-11-05
          
            
              11100000.000000
              USD
              11420790.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -20674529.490000
        PA
        USD
        -20743577.250000
        -0.9321975
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6570000
          2021-10-01
          
            
              24225000.000000
              USD
              24913927.510000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF NEW YORK
        000000000
        
          
        
        -20641153.500000
        PA
        USD
        -20641153.500000
        -0.9275947
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6070000
          2022-04-01
          
            
              24225000.000000
              USD
              24913927.510000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1845971.400000
        PA
        USD
        -1848068.120000
        -0.0830505
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4700000
          2021-10-04
          
            
              2275000.000000
              USD
              2405812.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -24422261.160000
        PA
        USD
        -24450753.790000
        -1.0987946
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2021-10-08
          
            
              25900000.000000
              USD
              24344705.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1701959.000000
        PA
        USD
        -1702124.470000
        -0.0764919
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-24
          
            
              2000000.000000
              USD
              1975000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -5508236.210000
        PA
        USD
        -5511602.350000
        -0.2476864
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-18
          
            
              6500000.000000
              USD
              6445075.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -2829167.000000
        PA
        USD
        -2829520.650000
        -0.1271561
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-02-07
          
            
              3265000.000000
              USD
              3318872.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -3913791.000000
        PA
        USD
        -3915258.670000
        -0.1759482
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4500000
          2021-10-12
          
            
              4200000.000000
              USD
              4394250.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -3554207.960000
        PA
        USD
        -3555590.150000
        -0.1597850
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-03
          
            
              4109000.000000
              USD
              4103350.130000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -20249314.000000
        PA
        USD
        -20255220.050000
        -0.9102512
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-10
          
            
              22099000.000000
              USD
              23010583.750000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -4423612.500000
        PA
        USD
        -4424515.650000
        -0.1988337
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2021-10-05
          
            
              5400000.000000
              USD
              5149224.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -41329421.440000
        PA
        USD
        -41339753.790000
        -1.8577709
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-14
          
            
              46809000.000000
              USD
              48962916.140000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -2347473.210000
        PA
        USD
        -2347707.960000
        -0.1055039
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4000000
          2021-10-18
          
            
              4625000.000000
              USD
              2843311.250000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -550862.920000
        PA
        USD
        -551266.890000
        -0.0247734
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4400000
          2022-02-02
          
            
              847000.000000
              USD
              687649.660000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -1770692.000000
        PA
        USD
        -1770790.370000
        -0.0795777
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-24
          
            
              2200000.000000
              USD
              2175019.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NOMURA
        000000000
        
          
        
        -4017320.530000
        PA
        USD
        -4019898.310000
        -0.1806506
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3000000
          2023-07-16
          
            
              4027389.000000
              USD
              4053848.950000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NOMURA
        000000000
        
          
        
        -10680740.000000
        PA
        USD
        -10682757.480000
        -0.4800734
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4000000
          2021-10-14
          
            
              10700000.000000
              USD
              10874784.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO PARIBAS
        000000000
        
          
        
        -184504.910000
        PA
        USD
        -184627.140000
        -0.0082970
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4500000
          2021-10-12
          
            
              200000.000000
              USD
              207848.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -21764188.290000
        PA
        USD
        -21801405.050000
        -0.9797353
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5400000
          2022-03-09
          
            
              25098000.000000
              USD
              26384272.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -12680160.740000
        PA
        USD
        -12681523.860000
        -0.5698961
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4300000
          2021-10-12
          
            
              16310000.000000
              USD
              15188687.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO REGIONS BANK REPU REGIONS BANK
        000000000
        
          
        
        -943181.000000
        PA
        USD
        -943287.890000
        -0.0423905
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5100000
          2022-03-21
          
            
              1100000.000000
              USD
              1111330.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -8504278.830000
        PA
        USD
        -8517011.630000
        -0.3827468
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-03-02
          
            
              9700000.000000
              USD
              10322158.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -4694842.010000
        PA
        USD
        -4701369.140000
        -0.2112753
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-03-02
          
            
              6271000.000000
              USD
              5091205.420000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -2436000.000000
        PA
        USD
        -2436981.170000
        -0.1095157
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-02
          
            
              3000000.000000
              USD
              2793750.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -746886.400000
        PA
        USD
        -747073.120000
        -0.0335728
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-07
          
            
              1040000.000000
              USD
              962000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -594026.880000
        PA
        USD
        -594158.890000
        -0.0267010
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-03-15
          
            
              800000.000000
              USD
              745000.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -9063125.000000
        PA
        USD
        -9063404.450000
        -0.4073012
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3700000
          2021-10-22
          
            
              10000000.000000
              USD
              10436200.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -19955341.650000
        PA
        USD
        -20014514.780000
        -0.8994341
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6100000
          2022-03-25
          
            
              23000000.000000
              USD
              23796283.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -4758432.000000
        PA
        USD
        -4759026.800000
        -0.2138663
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-26
          
            
              5400000.000000
              USD
              5356125.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -13245423.230000
        PA
        USD
        -13259956.400000
        -0.5958904
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5000000
          2022-01-12
          
            
              23228000.000000
              USD
              18901785.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -2379814.690000
        PA
        USD
        -2380022.920000
        -0.1069561
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3500000
          2023-09-22
          
            
              3092000.000000
              USD
              2860100.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -1049510.260000
        -0.0471640
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            18609740.580000
            USD
            72628234.580000
            PEN
            2021-10-19
            -1049510.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        6613.890000
        0.0002972
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            311142.980000
            USD
            23303022.000000
            RUB
            2021-11-22
            6613.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        27663.830000
        0.0012432
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2403940.240000
            USD
            179302691.000000
            RUB
            2021-12-20
            27663.830000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        27791.420000
        0.0012489
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2415028.130000
            USD
            180129703.000000
            RUB
            2021-12-20
            27791.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT ZAR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -53441.080000
        -0.0024016
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2047115.060000
            USD
            30626000.000000
            ZAR
            2022-02-25
            -53441.080000
          
        
        
          N
          N
          N
        
      
      
        CAYENNE AVIATION LLC
        N/A
        VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
        942UCF900
        
          
        
        41160.000000
        NS
        USD
        12170216.750000
        0.5469185
        Long
        EP
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        248799.890000
        0.0111808
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            10030000.000000
            EUR
            11876683.480000
            USD
            2021-11-17
            248799.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        52755.530000
        0.0023708
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            4335000.000000
            EUR
            5078366.230000
            USD
            2021-11-17
            52755.530000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        65035.820000
        0.0029227
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            5700413.230000
            PLN
            1498132.000000
            USD
            2021-11-15
            65035.820000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PLN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        67510.990000
        0.0030339
        N/A
        DFE
        
        PL
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            6923079.420000
            PLN
            1806858.000000
            USD
            2022-02-18
            67510.990000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
        040114HU7
        
          
        
        2899000.000000
        PA
        USD
        1124812.000000
        0.0505480
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2038-01-09
          Variable
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        216308.010000
        0.0097207
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            78033000.000000
            ZAR
            5296056.000000
            USD
            2022-02-25
            216308.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1594.400000
        -0.0000717
        N/A
        DFE
        
        ZA
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            70463486.090000
            ZAR
            4633201.920000
            USD
            2021-12-13
            -1594.400000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -95709.350000
        -0.0043011
        N/A
        DFE
        
        GB
        N
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            3980396.360000
            USD
            2883000.000000
            GBP
            2021-11-17
            -95709.350000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        39636.470000
        0.0017812
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            2199628.070000
            USD
            164218733.000000
            RUB
            2021-11-22
            39636.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -651110.450000
        -0.0292603
        N/A
        DFE
        
        BR
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            21999022.980000
            USD
            116788413.200000
            BRL
            2021-11-03
            -651110.450000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
        040114HS2
        
          
        
        17043000.000000
        PA
        USD
        6254781.000000
        0.2810842
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2030-07-09
          Variable
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT MXN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -718998.740000
        -0.0323111
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            20668576.400000
            USD
            413213000.000000
            MXN
            2021-10-27
            -718998.740000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT MXN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -8385.640000
        -0.0003768
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            340580.490000
            USD
            6857000.000000
            MXN
            2021-10-04
            -8385.640000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        31087.020000
        0.0013970
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            5048820.740000
            USD
            370700792.000000
            RUB
            2021-10-22
            31087.020000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
        040114HT0
        
          
        
        3348000.000000
        PA
        USD
        1099818.000000
        0.0494248
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2035-07-09
          Variable
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        656483.080000
        0.0295018
        N/A
        DFE
        
        BR
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            116788413.200000
            BRL
            22102273.500000
            USD
            2021-10-04
            656483.080000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        107754.030000
        0.0048424
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            6654000.000000
            EUR
            7821805.610000
            USD
            2021-11-17
            107754.030000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
        040114HV5
        
          
        
        41970000.000000
        PA
        USD
        15402990.000000
        0.6921964
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2041-07-09
          Variable
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        1920.080000
        0.0000863
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            6857000.000000
            MXN
            334114.930000
            USD
            2021-10-04
            1920.080000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        8473.310000
        0.0003808
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            6857000.000000
            MXN
            337780.530000
            USD
            2021-12-03
            8473.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX HY35 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        64869.290000
        0.0029152
        N/A
        DCR
        
        US
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.HY.35
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2025-12-21
            61460.000000
            USD
            0.000000
            USD
            700000.000000
            USD
            3409.290000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX HY36 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        13858415.100000
        0.6227846
        N/A
        DCR
        
        US
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.HY.36
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-21
            13678385.000000
            USD
            0.000000
            USD
            148100000.000000
            USD
            180030.100000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX HY37 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        3046949.690000
        0.1369271
        N/A
        DCR
        
        US
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.HY.37
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-22
            3070626.500000
            USD
            0.000000
            USD
            32300000.000000
            USD
            -23676.810000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
      
      
      
      
    
    
      2021-11-05
      PIMCO Dynamic Income Opportunities Fund
      /s/ Jason Nagler
      Jason Nagler
      Assistant Treasurer
    
  
  XXXX




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