NPORT-P false 0001320615 XXXXXXXX S000041478 C000128966 C000128968 Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 617-747-9500 Mercer Opportunistic Fixed Income Fund S000041478 549300IP3KXY463OLM11 2027-03-31 2026-06-30 N 2582144778.83 541418793.80 2040725985.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 224123832.80000000 0.00000000 0.00000000 32251432.12000000 AUD BRL COP EUR USD ZAR UST Blended Benchmark Opp FI 33.3%LF98TRUU,33.3%SPBDLL,33.3%JPEIDIVR AAL DELAWARE HOLDCO INC 984500AF5AADE92B5332 00036YAE3 183982.33000000 PA USD 184365.57000000 0.009034312854 Long LON CORP US N 2 2031-07-30 Floating 6.14000000 N N N N N N A&K TRAVEL GROUP HOLD 254900QJTRYLWP442517 00039UAA6 1710000.00000000 PA USD 1727314.26000000 0.084642145622 Long DBT CORP JE N 2 2033-05-15 Fixed 7.50000000 N N N N N N ACCO BRANDS CORP JCT8P4Y190IH4I1NX328 00081TAK4 240000.00000000 PA USD 223754.26000000 0.010964444106 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N Aimco 254900THVAKUZYK59M09 00092QAA9 1575000.00000000 PA USD 1591902.90000000 0.078006695248 Long ABS-CBDO CORP KY N 2 2038-04-19 Floating 9.78000000 N N N N N N Aimco 254900THVAKUZYK59M09 00092QAE1 1620000.00000000 PA USD 984461.04000000 0.048240726448 Long ABS-CBDO CORP KY N 2 2038-04-19 Variable 0.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAB9 325000.00000000 PA USD 319506.82000000 0.015656527252 Long DBT CORP US N 2 2033-10-15 Fixed 5.88000000 N N N N N N AGL CLO Ltd. 2549006GHWX66A91GS48 00120NAU8 300000.00000000 PA USD 295011.00000000 0.014456178936 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 6.57000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAQ7 3349395.43000000 PA USD 3351016.54000000 0.164207079469 Long LON CORP US N 2 2028-07-31 Floating 6.16000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 550000.00000000 PA USD 556906.22000000 0.027289612818 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N AL GCX HOLDINGS LLC 2549009G4C2J89LNWS21 00162DAE5 1082287.50000000 PA USD 1084824.38000000 0.053158747816 Long LON CORP US N 2 2032-12-17 Floating 5.86000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAD5 1505000.00000000 PA USD 1515032.33000000 0.074239870571 Long DBT CORP US N 2 2031-01-15 Fixed 6.50000000 N N N N N N AMSR Trust N/A 00182MAQ4 340000.00000000 PA USD 300397.89000000 0.014720148231 Long ABS-O CORP US N 2 2042-06-17 Fixed 3.66000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 325000.00000000 PA USD 322120.18000000 0.015784587561 Long DBT CORP US N 2 2034-06-01 Fixed 5.75000000 N N N N N N AP CORE HOLDINGS II LLC 549300PND8ZZ4RWYRZ56 00187GAE9 575478.36000000 PA USD 573499.87000000 0.028102737663 Long LON CORP US N 2 2031-05-15 Floating 10.12000000 N N N N N N EVERFORTH INC LZBNYYCBUKY537072438 00191UAA0 275000.00000000 PA USD 254832.22000000 0.012487331560 Long DBT CORP US N 2 2028-05-15 Fixed 4.63000000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 2040000.00000000 PA USD 2201882.89000000 0.107897037924 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N Trident TPI Holdings Inc 549300TPLK304J3RNC85 00216EAL3 2130768.36000000 PA USD 2048733.78000000 0.100392399324 Long LON CORP US N 2 2028-09-15 Floating 7.48000000 N N N N N N AST SPACEMOBILE INC 254900MBSC9P2UCI6623 00217DAE0 213000.00000000 PA USD 248943.75000000 0.012198783757 Long DBT CORP US N 2 2036-01-15 Fixed 2.00000000 N N N N Y AST SpaceMobile, Inc. USD XXXX N N N ASP UNIFRAX HOLDINGS INC 549300RRU6BWJLD0YT71 00218LAH4 2057122.00000000 PA USD 30856.83000000 0.001512051604 Long DBT CORP US N 2 2029-09-30 Fixed 7.10000000 Y N Y N N N Arizona Biltmore Trust N/A 00218TAN4 900000.00000000 PA USD 918915.03000000 0.045028829776 Long ABS-MBS CORP US N 2 2039-06-11 Fixed 8.27000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 1840000.00000000 PA USD 1896438.32000000 0.092929591425 Long DBT CORP US N 2 2033-03-15 Fixed 7.38000000 N N N N N N Access CIG LLC 5493002EU9Z6IQMPAN35 00435CAV0 903550.90000000 PA USD 809807.49000000 0.039682323640 Long LON CORP US N 2 2030-08-19 Floating 7.64000000 N N N N N N ACI ROVER PARENT LLC 549300GVXMQFQZDSJR97 00451AAB7 150000.00000000 PA USD 150000.00000000 0.007350325379 Long LON CORP US N 2 2033-06-09 Floating 5.98000000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 1230579.66000000 PA USD 1118289.27000000 0.054798600018 Long LON CORP US N 2 2030-11-06 None 0.00000000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAX3 990000.00000000 PA USD 898425.00000000 0.044024773859 Long LON CORP US N 2 2032-06-21 Floating 6.89000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAK9 870000.00000000 PA USD 819564.27000000 0.040160427025 Long DBT CORP US N 2 2029-02-01 Fixed 8.25000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAL7 143000.00000000 PA USD 135724.94000000 0.006650816473 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAM5 1815000.00000000 PA USD 1707926.80000000 0.083692118027 Long DBT CORP US N 2 2029-06-15 Fixed 8.50000000 N N N N N N Acres PLC N/A 00501DAA3 3026780.70000000 PA USD 3038615.41000000 0.148898746440 Long ABS-CBDO CORP KY N 2 2040-08-18 Floating 5.26000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 150000.00000000 PA USD 145629.80000000 0.007136176099 Long DBT CORP US N 2 2030-03-01 Fixed 5.13000000 N N N N N N ADMI Corp 5493008U1LYGMQWO7N12 00709LAH0 397900.26000000 PA USD 357695.62000000 0.017527861291 Long LON CORP US N 2 2027-12-23 Floating 7.13000000 N N N N N N ADM ELEKTRIK DAGITIM AS 984500CB836F7EC9CF60 00710QAA1 835000.00000000 PA USD 803160.01000000 0.039356582701 Long DBT CORP TR N 2 2031-02-05 Fixed 9.50000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAK2 600000.00000000 PA USD 615577.20000000 0.030164618107 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MHE0 409883.74000000 PA USD 390480.62000000 0.019134397408 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.41000000 N N N N N N ADVANCED DRAINAGE SYSTEMS INC 6QQTOZ5MF5DHM7K92I60 00769QAK9 625000.00000000 PA USD 631093.75000000 0.030924962715 Long LON CORP US N 2 2033-02-28 Floating 5.25000000 N N N N N N AEGEA FINANCE SARL 213800V6WTKUT1XWIZ47 00775CAE6 580000.00000000 PA USD 480077.02000000 0.023524815360 Long DBT CORP LU N 2 2036-01-20 Fixed 7.63000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 80000.00000000 PA USD 80355.04000000 0.003937571265 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N N AFRICELL HOLDING LTD 984500JFB7AFK4B6C829 00833NAA0 2405000.00000000 PA USD 2470398.76000000 0.121054898017 Long DBT CORP JE N 2 2029-10-23 Fixed 10.50000000 N N N N N Agiliti Health Inc 25490002CCQ55NKGNB14 00847YAE2 88556.58000000 PA USD 85623.14000000 0.004195719593 Long LON CORP US N 2 2030-05-01 Floating 6.58000000 N N N N N N Aimco 254900QER1MDK5C1YE06 00889CAE9 250000.00000000 PA USD 245777.00000000 0.012043606138 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 8.28000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 200000.00000000 PA USD 195949.06000000 0.009601928991 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAT8 323000.00000000 PA USD 297767.06000000 0.014591231854 Long DBT CORP US N 2 2032-05-15 None 0.00000000 N N N N Y Akamai Technologies, Inc. USD XXXX N N N ALA Trust N/A 009920AG4 315000.00000000 PA USD 316971.65000000 0.015532298423 Long ABS-MBS CORP US N 2 2040-06-15 Floating 6.72000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 013092AG6 750000.00000000 PA USD 712885.88000000 0.034932954508 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Albion Financing 3 SARL 259400QTZA08U7DIP580 01330EAC2 1000000.00000000 PA 1154196.88000000 0.056558150798 Long LON CORP LU N 2 2031-05-21 Floating 5.20000000 N N N N N N ALERA GROUP INC 2549003D76KZAKICNX26 01451PAE6 282866.06000000 PA USD 269394.56000000 0.013200917809 Long LON CORP US N 2 2032-05-30 Floating 6.39000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBG6 130000.00000000 PA USD 153530.00000000 0.007523303036 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. USD XXXX N N N AlixPartners LLP 5493005G2MHUFTGARL57 01642PBE5 1473320.69000000 PA USD 1465822.96000000 0.071828504696 Long LON CORP US N 2 2032-08-12 Floating 5.64000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAP7 50000.00000000 PA USD 50724.36000000 0.002485603671 Long DBT CORP US N 2 2033-06-15 Fixed 5.88000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AQ1 75000.00000000 PA USD 78341.63000000 0.003838909808 Long DBT CORP US N 2 2035-06-15 Fixed 8.38000000 N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAC9 225000.00000000 PA USD 235463.85000000 0.011538239417 Long DBT CORP US N 2 2029-06-15 Fixed 8.63000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAN5 1493504.07000000 PA USD 1474927.87000000 0.072274665036 Long LON CORP US N 2 2031-09-19 Floating 6.14000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 750000.00000000 PA USD 741468.30000000 0.036333555089 Long DBT CORP US N 2 2027-10-15 Fixed 4.25000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 525000.00000000 PA USD 529463.53000000 0.025944861479 Long DBT CORP US N 2 2028-04-15 Fixed 6.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAF0 1480000.00000000 PA USD 1504824.04000000 0.073739642217 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAH6 2170000.00000000 PA USD 2156561.62000000 0.105676197383 Long DBT CORP US N 2 2032-10-01 Fixed 7.38000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 450000.00000000 PA USD 470663.55000000 0.023063534911 Long DBT CORP US N 2 2031-02-15 Fixed 7.88000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAX5 1846547.50000000 PA USD 1848944.31000000 0.090602281911 Long LON CORP US N 2 2032-08-20 Floating 6.89000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 01973KAJ5 299250.00000000 PA USD 299490.60000000 0.014675689053 Long LON CORP US N 2 2033-01-02 Floating 5.38000000 N N N N N N UMBS, TBA N/A 01F040677 6200000.00000000 PA USD 5795532.09000000 0.283993644051 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042681 15950000.00000000 PA USD 15267763.47000000 0.748153528793 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 11975000.00000000 PA USD 11768265.40000000 0.576670532267 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050684 6400000.00000000 PA USD 6282011.33000000 0.307832182080 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 24601000.00000000 PA USD 24683450.01000000 1.209542593717 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052680 21380000.00000000 PA USD 21419918.81000000 1.049622485680 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060683 14825000.00000000 PA USD 15107931.57000000 0.740321418986 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 725000.00000000 PA USD 737221.32000000 0.036125443857 Long DBT CORP US N 2 2035-07-26 Fixed 6.18000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCB4 132000.00000000 PA USD 133824.50000000 0.006557690791 Long DBT CORP US N 2 2031-08-15 Fixed 7.10000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6S7 183361.76000000 PA USD 183189.45000000 0.008976680423 Long ABS-O CORP US N 2 2033-09-15 Fixed 6.16000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02009EAE6 500692.92000000 PA USD 500773.93000000 0.024539008846 Long ABS-O CORP US N 2 2034-03-15 Fixed 6.37000000 N N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 248734.18000000 PA USD 246925.14000000 0.012099867488 Long LON CORP US N 2 2031-09-30 Floating 5.39000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 600000.00000000 PA USD 611312.40000000 0.029955633656 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K404 3122.00000000 NS USD 158878.58000000 0.007785395058 Long EP CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K602 3122.00000000 NS USD 157036.60000000 0.007695134043 Long EP CORP US N 1 N N N Altar Bidco Inc N/A 02090CAB6 1630000.00000000 PA USD 1544425.00000000 0.075680175159 Long LON CORP US N 2 2030-02-01 Floating 9.11000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAA6 494868.00000000 PA USD 502729.47000000 0.024634834548 Long DBT CORP FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAB4 1262807.00000000 PA USD 1226227.27000000 0.060087796156 Long DBT CORP FR N 2 2030-10-15 Fixed 6.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 376100.00000000 PA USD 363787.35000000 0.017826369275 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAE8 65000.00000000 PA USD 63104.93000000 0.003092278456 Long DBT CORP FR N 2 2032-07-15 Fixed 6.88000000 N N N N N N ASPIRE BAKERIES HOLDINGS LLC 549300MWN7R72KAKOD18 02106XAK2 207667.43000000 PA USD 208402.99000000 0.010212198576 Long LON CORP US N 2 2030-12-23 None 0.00000000 N N N N N N ALTAGAS LTD 2549008X5V70MOS4HM10 021361AD2 243000.00000000 PA USD 254860.59000000 0.012488721752 Long DBT CORP CA N 2 2054-10-15 Fixed 7.20000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02351XAD0 340930.23000000 PA USD 341072.40000000 0.016713287452 Long LON CORP US N 2 2031-09-29 Floating 5.39000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 385000.00000000 PA USD 396796.02000000 0.019443865708 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N AMERICAN AIRLINES INC N/A 02376CBX2 1115000.00000000 PA USD 1102555.49000000 0.054027610668 Long LON CORP US N 2 2033-05-29 Floating 6.67000000 N N N N N N AMER AIRLINE 26-1A PTT N/A 02379VAA8 600000.00000000 PA USD 597239.04000000 0.029266008488 Long DBT CORP US N 2 2038-11-10 Fixed 5.25000000 N N N N N N American Auto Auction Group, LLC 5493002VI1KML1L8HW19 02403MAR1 1194428.39000000 PA USD 1195495.01000000 0.058581848752 Long LON CORP US N 2 2032-05-28 None 0.00000000 N N N N N N American Axle and Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406MBB2 592500.00000000 PA USD 593487.70000000 0.029082184690 Long LON CORP US N 2 2033-02-03 Floating 6.92000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 1000000.00000000 PA USD 983971.10000000 0.048216718325 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N American Builders & Contractors Supply Co Inc 549300H5GQ4C1BEKG397 02474RAJ2 197474.75000000 PA USD 197811.44000000 0.009693189651 Long LON CORP US N 2 2031-01-31 Floating 5.39000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AR8 132000.00000000 PA USD 128990.45000000 0.006320811855 Long DBT CORP US N 2 2055-12-01 Fixed 7.00000000 N N N N N N AMERITEX HOLDCO INTERMED N/A 030727AB7 950000.00000000 PA USD 993379.85000000 0.048677767485 Long DBT CORP US N 2 2033-08-15 Fixed 7.63000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 50000.00000000 PA USD 53678.75000000 0.002630375189 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 03167DAS3 1711080.78000000 PA USD 1720705.61000000 0.084318307436 Long LON CORP US N 2 2032-08-01 Floating 6.64000000 N N N N N N AMNEAL PHARMACEUTICALS L 54930037VIXE7LRZ1M66 03168LAA3 300000.00000000 PA USD 311777.70000000 0.015277783606 Long DBT CORP US N 2 2032-08-01 Fixed 6.88000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 1500000.00000000 PA USD 1446343.05000000 0.070873946850 Long DBT CORP US N 2 2029-06-30 Fixed 4.88000000 N N N N N N AXIS Equipment Finance Receivables LLC 254900UXD59DZRJ7U848 03237FAF2 510000.00000000 PA USD 521253.20000000 0.025542537500 Long ABS-O CORP US N 2 2034-01-20 Fixed 8.35000000 N N N N N N Anchorage Capital CLO LTD 549300H5Q0HJ2EHSSX26 03329GAJ1 250000.00000000 PA USD 246750.75000000 0.012091322000 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.73000000 N N N N N N Anchorage Capital CLO LTD 63670045P01T5CDEDN27 03329HAA8 250000.00000000 PA USD 250012.50000000 0.012251154825 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 10.67000000 N N N N N N Anchorage Capital CLO LTD 635400KKB8Y6IYOHUU90 03330RAL9 1000000.00000000 PA USD 1000474.00000000 0.049025396223 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 4.84000000 N N N N N N Anchorage Credit Funding Ltd. 636700TZS0ICKG81QT91 03331MAC9 600000.00000000 PA USD 601082.40000000 0.029454341465 Long ABS-CBDO CORP KY N 2 2040-10-22 Fixed 5.70000000 N N N N N N Anchorage Capital CLO LTD 5493004K3H2URWHGJT03 03331UAL1 250000.00000000 PA USD 249690.25000000 0.012235363876 Long ABS-CBDO CORP KY N 2 2038-03-19 Floating 9.93000000 N N N N N N Anchorage Credit Funding Ltd. 636700BL2MXA0PSWSR37 03333NAA9 1800000.00000000 PA USD 1790595.00000000 0.087743039150 Long ABS-CBDO CORP KY N 2 2042-04-25 Fixed 4.90000000 N N N N N N Anchorage Capital CLO LTD 636700ZD2WXM90FMIT59 03333RAA0 250000.00000000 PA USD 254654.25000000 0.012478610644 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 10.24000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464PAD9 265000.00000000 PA USD 222834.66000000 0.010919381711 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.08000000 N N N N N N Angel Oak Mortgage Trust 254900WZRTR935QJJ709 03466UAA2 2343768.75000000 PA USD 2343934.69000000 0.114857884262 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.41000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 2356000.00000000 PA USD 2380192.00000000 0.116634571101 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 250000.00000000 PA USD 255474.00000000 0.012518780173 Long DBT CORP US N 2 2032-02-01 Fixed 6.63000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAB9 1000000.00000000 PA USD 1026552.36000000 0.050303292432 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N APLD COMPUTECO 3 LLC N/A 03790NAA5 1990000.00000000 PA USD 1988408.56000000 0.097436332686 Long DBT CORP US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Apro LLC 549300HALLMPVGYAKP14 03834XAP8 1234296.50000000 PA USD 1237638.97000000 0.060646994210 Long LON CORP US N 2 2031-07-09 None 0.00000000 N N N N N N Ascensus Group Holdings Inc. N/A 03836BAH2 105000.00000000 PA USD 102539.01000000 0.005024633917 Long LON CORP US N 2 2032-11-25 None 0.00000000 N N N N N N APTIV SWISS HOLDINGS LTD 254900HTTDFIJZ32GX53 03837AAD2 300000.00000000 PA USD 306813.30000000 0.015034517238 Long DBT CORP JE N 2 2054-12-15 Fixed 6.88000000 N N N N N N Aqua Finance Trust N/A 03837GAA5 797526.49000000 PA USD 793595.08000000 0.038887880382 Long ABS-O CORP US N 2 2051-05-17 Fixed 4.79000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JBB6 999999.83000000 PA USD 1002291.83000000 0.049114473836 Long LON CORP US N 2 2028-04-06 Floating 5.39000000 N N N N N N ARC FALCON I INC/ARCL/HO N/A 03881HAA8 605000.00000000 PA USD 582636.18000000 0.028550436671 Long DBT CORP US N 2 2033-03-01 Fixed 9.75000000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 1505091.40000000 PA USD 1502081.22000000 0.073605238087 Long LON CORP US N 2 2027-12-06 None 0.00000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 500000.00000000 PA USD 510215.50000000 0.025001666257 Long DBT CORP US N 2 2032-09-01 Fixed 6.63000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 03969UAA4 264746.00000000 PA USD 253163.36000000 0.012405553800 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 1810000.00000000 PA USD 1831651.22000000 0.089754882989 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990B309 5059.00000000 NS USD 185412.35000000 0.009085607345 Long EP CORP US N 1 N N ARES CLO Ltd N/A 039953AU8 1085000.00000000 PA USD 1062529.65000000 0.052066257684 Long ABS-CBDO CORP JE N 2 2036-04-15 Floating 7.14000000 N N N N N N ARDONAGH GROUP FINANCE 254900SRT1BTAJ76NW62 039956AA5 200000.00000000 PA USD 194450.84000000 0.009528512961 Long DBT CORP JE N 2 2032-02-15 Fixed 8.88000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 039959AA9 298578.00000000 PA USD 319375.75000000 0.015650104538 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010L103 100752.00000000 NS USD 1866934.56000000 0.091483843185 Long EC CORP US N 1 N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HS2 56686.32000000 PA USD 50309.11000000 0.002465255520 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 3731214.00000000 PA USD 2990568.02000000 0.146544320106 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HU7 1281033.00000000 PA USD 1070303.07000000 0.052447172126 Long DBT NUSS AR N 2 2038-01-09 Fixed 5.00000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HV5 7336949.00000000 PA USD 5502711.75000000 0.269644812207 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HW3 4100000.00000000 PA USD 3144700.00000000 0.154097121468 Long DBT NUSS AR N 2 2046-07-09 Variable 4.13000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HX1 3853.50000000 PA USD 3527.88000000 0.000172873772 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 04016NBH5 2000000.00000000 PA USD 2001386.00000000 0.098072255397 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.80000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAM9 600000.00000000 PA USD 594220.17000000 0.029118077309 Long DBT CORP US N 2 2028-09-09 Fixed 5.45000000 N N N N N N ARSENAL AIC PARENT LLC 254900G9F9HA5EP57J39 04288BAB6 1210000.00000000 PA USD 1262574.50000000 0.061868889270 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Aruba Investments Holdings LLC 254900GMIYFF4FZ0A357 04317JAB4 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2027-11-24 None 0.00000000 N N N N N N Aruba Investments Holdings LLC 254900GMIYFF4FZ0A357 04317JAF5 3020000.00000000 PA USD 2733100.00000000 0.133927828628 Long LON CORP US N 2 2028-11-24 Floating 11.52000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 1000000.00000000 PA USD 974378.20000000 0.047746645416 Long DBT CORP US N 2 2029-11-15 Fixed 4.63000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAF6 377314.47000000 PA USD 377314.47000000 0.018489227498 Long LON CORP US N 2 2033-05-30 Floating 5.40000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04544PAF6 810000.00000000 PA USD 731520.56000000 0.035846094251 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.78000000 N N N N N N ASURION LLC/ASURION CO 549300KNQVXGIOXWK278 045941AA9 1436000.00000000 PA USD 1448021.47000000 0.070956193071 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N ASURION LLC/ASURION CO 549300KNQVXGIOXWK278 045941AB7 4415000.00000000 PA USD 4090117.81000000 0.200424644954 Long DBT CORP US N 2 2034-02-01 Fixed 8.38000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-01-20 None 0.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 431737.50000000 PA USD 428859.11000000 0.021015026669 Long LON CORP US N 2 2030-09-19 Floating 7.91000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBF6 2480997.95000000 PA USD 2352296.18000000 0.115267615410 Long LON CORP US N 2 2033-02-23 Floating 0.00000000 N N N N N N Athenahealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 456845.62000000 PA USD 456369.59000000 0.022363099864 Long LON CORP US N 2 2029-02-15 Floating 6.39000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAF0 695244.33000000 PA USD 688726.41000000 0.033749088072 Long LON CORP US N 2 2032-02-16 Floating 6.89000000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 310000.00000000 PA USD 297076.60000000 0.014557397817 Long DBT CORP US N 2 2031-06-01 Fixed 4.25000000 N N N N N ATLANTICUS HOLDINGS CORP N/A 04914AAA2 160000.00000000 PA USD 162051.13000000 0.007940856890 Long DBT CORP US N 2 2030-09-01 Fixed 9.75000000 N N N N N Auctioncom LLC N/A 05069PAJ0 1162915.28000000 PA USD 1093140.36000000 0.053566248875 Long LON CORP US N 2 2028-05-26 Floating 9.63000000 N N N N N N Autokiniton US Holdings Inc 254900EHNKMJ1OSEZL85 05278HAC0 997933.50000000 PA USD 996256.97000000 0.048818752606 Long LON CORP US N 2 2028-04-06 None 0.00000000 N N N N N N Avaya Inc J6LB5QIFSP2MFEFG4U76 05349UBN1 454359.09000000 PA USD 407219.33000000 0.019954630508 Long LON CORP US N 2 2028-08-01 Floating 11.14000000 N N N N N N AVAYA HLDGS CORP 549300NZS2OZN6Q63A60 05351X507 23382.00000000 NS USD 347316.23000000 0.017019248666 Long EC CORP US N 2 N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 1420000.00000000 PA USD 1439840.24000000 0.070555295054 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N AVID AUTOMOBILE RECEIVABLES N/A 05368WAA2 1188485.35000000 PA USD 1184929.40000000 0.058064110943 Long ABS-O CORP US N 2 2032-07-15 Fixed 7.80000000 N N N N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 05369YAC3 279249.00000000 PA USD 286020.79000000 0.014015639144 Long DBT CORP GB N 2 2028-12-01 Fixed 9.00000000 N N N N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 05369YAD1 1200000.00000000 PA USD 1182900.00000000 0.057964665941 Long DBT CORP GB N 2 2031-01-28 Fixed 9.50000000 N N N N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 05369YAE9 200000.00000000 PA USD 200090.00000000 0.009804844034 Long DBT CORP GB N 2 2032-01-07 Fixed 10.25000000 N N N N N N AVILEASE CAPITAL LTD 635400SXOPVAVBWNE366 05370HAA1 400000.00000000 PA USD 391655.57000000 0.019191972507 Long DBT CORP KY N 2 2030-11-12 Fixed 4.75000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BH9 35000.00000000 PA USD 35372.05000000 0.001733307178 Long DBT CORP US N 2 2031-02-15 Fixed 8.00000000 N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BJ5 520000.00000000 PA USD 536036.80000000 0.026266965968 Long DBT CORP US N 2 2030-01-15 Fixed 8.25000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BK2 701000.00000000 PA USD 706204.22000000 0.034605538674 Long DBT CORP US N 2 2032-06-15 Fixed 8.38000000 N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJU9 905000.00000000 PA USD 915932.94000000 0.044882700897 Long ABS-O CORP US N 2 2029-12-20 Fixed 7.37000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJY1 2160000.00000000 PA USD 2192630.23000000 0.107443637513 Long ABS-O CORP US N 2 2030-02-20 Fixed 7.52000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLW2 100000.00000000 PA USD 100288.29000000 0.004914343754 Long ABS-O CORP US N 2 2031-04-20 Fixed 6.96000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABD2 1025000.00000000 PA USD 1007187.09000000 0.049354352195 Long DBT CORP KY N 2 2031-01-30 Fixed 4.70000000 N N N N N N Avtech Equipment Receivables Funding LLC N/A 05452AAC3 900000.00000000 PA USD 894785.76000000 0.043846443205 Long ABS-O CORP US N 2 2033-02-15 Fixed 5.67000000 N N N N N N Avtech Equipment Receivables Funding LLC N/A 05452AAD1 1230000.00000000 PA USD 1227419.95000000 0.060146240063 Long ABS-O CORP US N 2 2033-02-15 Fixed 7.71000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 1000000.00000000 PA USD 1025598.00000000 0.050256526722 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAW2 280000.00000000 PA USD 264936.73000000 0.012982474469 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05492PAG3 450000.00000000 PA USD 430613.24000000 0.021100982844 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05492PAJ7 270000.00000000 PA USD 254419.22000000 0.012467093665 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 05494LAB1 1134434.46000000 PA USD 1132439.33000000 0.055491983652 Long ABS-O CORP US N 2 2036-09-17 Fixed 5.17000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 790000.00000000 PA USD 794906.72000000 0.038952153588 Long DBT CORP GB N 2 2030-01-23 Fixed 8.13000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAB4 700000.00000000 PA USD 700975.19000000 0.034349304862 Long DBT CORP GB N 2 2031-01-22 Fixed 8.25000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAC2 480000.00000000 PA USD 480858.49000000 0.023563109086 Long DBT CORP GB N 2 2033-01-22 Fixed 8.63000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 685000.00000000 PA USD 686482.34000000 0.033639123774 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N BCPE Empire Holdings Inc 549300O2G0VI2955B626 05550HAQ8 1086215.55000000 PA USD 1073542.67000000 0.052605919553 Long LON CORP US N 2 2030-12-11 Floating 6.89000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05550HAT2 170152.67000000 PA USD 168380.53000000 0.008251011220 Long LON CORP US N 2 2032-12-29 Floating 7.14000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 286000.00000000 PA USD 208119.65000000 0.010198314302 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N BCC Middle Market CLO 254900QLKY6UDXZ5DZ03 05555YAJ2 300000.00000000 PA USD 296103.90000000 0.014509733407 Long ABS-CBDO CORP US N 2 2037-07-17 Floating 7.18000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 340000.00000000 PA USD 356315.87000000 0.017460250548 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 425000.00000000 PA USD 462951.96000000 0.022685650273 Long DBT CORP FR N 2 2034-10-19 Fixed 7.00000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 1300000.00000000 PA USD 1334289.32000000 0.065383071014 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86000000 N N N N N N BX Trust N/A 05594MAL6 1285000.00000000 PA USD 1289047.24000000 0.063166110955 Long ABS-MBS CORP US N 2 2042-12-15 Floating 7.58000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XQS0 335000.00000000 PA USD 337244.50000000 0.016525712049 Long DBT CORP FR N 2 2036-04-17 Fixed 7.20000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAC4 1000000.00000000 PA USD 969812.20000000 0.047522901512 Long DBT CORP US N 2 2029-04-15 Fixed 4.13000000 N N N N N N BX Trust N/A 05609CAA5 196381.72000000 PA USD 196394.15000000 0.009623739367 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.47000000 N N N N N N BX Trust N/A 05609QAA4 650565.65000000 PA USD 650624.40000000 0.031882006931 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.59000000 N N N N N N BX Trust N/A 05610FAA5 236064.56000000 PA USD 236150.96000000 0.011571909297 Long ABS-MBS CORP US N 2 2039-01-17 Floating 4.62000000 N N N N N N BKV UPSTREAM MIDSTREAM L 254900LG75NBYHBBAU18 05619CAA3 100000.00000000 PA USD 100443.70000000 0.004921959182 Long DBT CORP US N 2 2030-10-15 Fixed 7.50000000 N N N N N N BCPE Pequod Buyer Inc 254900HEEOS2IWC84V94 05624AAB8 149625.00000000 PA USD 145697.34000000 0.007139485706 Long LON CORP US N 2 2031-11-25 Floating 6.39000000 N N N N N N BAFFINLAND IRON CORP/LP N/A 056623AA9 6340000.00000000 PA USD 2884700.00000000 0.141356557478 Long DBT CORP CA N 2 2026-07-15 Fixed 8.75000000 Y N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AP5 1219000.00000000 PA USD 1369229.56000000 0.067095218566 Long DBT NUSS BS N 2 2036-06-24 Fixed 8.25000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2R4 1000000.00000000 PA USD 990017.58000000 0.048513008961 Long DBT NUSS BH N 2 2036-06-10 Fixed 7.13000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05682GAQ1 1500000.00000000 PA USD 1500429.00000000 0.073524275723 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 4.81000000 N N N N N N Bain Capital Specialty Finance Inc 549300V2JL72R0EYBK64 05684B107 58527.00000000 NS USD 732758.04000000 0.035906733455 Long EC CORP US N 1 N N Balboa Bay Loan Funding Ltd 254900FG1DS8PNX30R63 05765DAX3 300000.00000000 PA USD 300387.00000000 0.014719614598 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.58000000 N N N N N N Balboa Bay Loan Funding Ltd 2549005WFJ6KJ4A4P984 05765KAA7 700000.00000000 PA USD 702129.40000000 0.034405863655 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.43000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 1200000.00000000 PA USD 1095600.60000000 0.053686805971 Long DBT CORP US N 2 2030-08-15 Fixed 2.88000000 N N N N N N Ballyrock Ltd 254900DD7OSYIC2KWA70 05876TAC0 1220000.00000000 PA USD 796731.98000000 0.039041595287 Long ABS-CBDO CORP KY N 2 2038-07-25 Variable 0.00000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAW1 200000.00000000 PA USD 202628.80000000 0.009929250741 Long DBT CORP ES N 2 2033-05-08 Fixed 7.13000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAR0 600000.00000000 PA USD 590607.07000000 0.028941027572 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAY5 400000.00000000 PA USD 406775.89000000 0.019932900986 Long DBT CORP ES N 2 2035-12-03 Fixed 7.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 740000.00000000 PA USD 734752.38000000 0.036004460441 Long DBT CORP KY N 2 2029-06-27 Fixed 7.50000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971V2K0 2080000.00000000 PA USD 2092688.00000000 0.102546251449 Long DBT CORP PE N 2 2037-01-15 Fixed 5.65000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 100.00000000 NS USD 125450.00000000 0.006147322125 Long EP CORP US N 1 N N N Bank 549300664283JRAXM588 06541GAH0 1020000.00000000 PA USD 1020804.68000000 0.050021643644 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.05000000 N N N N N N Bank 549300664283JRAXM588 06541MBN3 1280000.00000000 PA USD 1240662.91000000 0.060795173830 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.49000000 N N N N N N Barclays Mortgage Loan Trust N/A 06745CAB6 1588179.75000000 PA USD 1602445.67000000 0.078523313847 Long ABS-MBS CORP US N 2 2028-02-25 Variable 7.25000000 N Y N N N N Barings BDC Inc 549300GSF4KFZP6ONG49 06759L103 151455.00000000 NS USD 1290396.60000000 0.063232232522 Long EC CORP US N 1 N N Babson CLO Ltd 2549000XGGHFFMGI1592 06763EAE3 250000.00000000 PA USD 249915.00000000 0.012246377114 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 10.38000000 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAP6 345614.05000000 PA USD 346946.05000000 0.017001109043 Long LON CORP US N 2 2032-01-23 Floating 6.89000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 641000.00000000 PA USD 593210.25000000 0.029068589038 Long DBT CORP CA N 2 2028-06-01 Fixed 4.88000000 N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337FAB1 1800961.31000000 PA USD 1813906.62000000 0.088885359097 Long LON CORP US N 2 2032-09-12 Floating 6.39000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337JAC1 1675655.00000000 PA USD 1903518.94000000 0.093276557164 Long DBT CORP US N 2 2033-07-15 Fixed 10.00000000 N N Y N N N VAN POOL TRANSPORTATION LLC 254900EBTYFG24UQEM31 07363PAE0 533686.75000000 PA USD 535103.69000000 0.026221241554 Long LON CORP US N 2 2030-08-06 Floating 6.48000000 N N N N N N VAN POOL TRANSPORTATION LLC 254900EBTYFG24UQEM31 07363PAG5 26313.25000000 PA USD 26399.58000000 0.001293636685 Long LON CORP US N 2 2030-08-06 Floating 6.49000000 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 073644AA4 1125000.00000000 PA USD 1171848.12000000 0.057423099847 Long DBT CORP US N 2 2030-08-01 Fixed 7.25000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 1100000.00000000 PA USD 1122713.30000000 0.055015387084 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 145000.00000000 PA USD 145083.01000000 0.007109382203 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N BELRON FINANCE 2019 LLC N/A 08078UAQ6 518954.68000000 PA USD 519171.08000000 0.025440509103 Long LON CORP US N 2 2031-10-16 Floating 5.66000000 N N N N N N Bending Spoons US Inc 9845008E9B4A982B2F23 08167PAB2 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-03-07 Floating 9.49000000 N N N N N N BENDING SPOONS US INC 9845008E9B4A982B2F23 08167PAD8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-03-07 Floating 9.49000000 N N N N N N Benefit Street Partners CLO Ltd 254900TPMKEES6UQHQ33 08183HAA2 250000.00000000 PA USD 249643.25000000 0.012233060775 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 8.57000000 N N N N N N Benefit Street Partners CLO Ltd 2549004LEBIHR2BCXR45 08187CAA9 250000.00000000 PA USD 250809.25000000 0.012290197304 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 8.92000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAC2 418000.00000000 PA USD 452208.54000000 0.022159199388 Long DBT NUSS BJ N 2 2041-01-23 Fixed 8.38000000 N N N N N N BENIN SUKUK SA 254900FAFYBRYHYVQK50 08205RAA4 500000.00000000 PA USD 485779.93000000 0.023804270321 Long DBT NUSS BJ N 2 2033-01-29 Fixed 6.20000000 N N N N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 08511LBD9 1192004.96000000 PA USD 1187467.00000000 0.058188458848 Long LON CORP US N 2 2031-06-07 Floating 6.98000000 N N N N N N Bingo Holdings I LLC N/A 09081AAC4 1663767.66000000 PA USD 1664509.70000000 0.081564585946 Long LON CORP US N 2 2032-06-30 None 0.00000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 865000.00000000 PA USD 877166.23000000 0.042983048014 Long DBT CORP US N 2 2031-02-15 Fixed 6.13000000 N N N N N N BLACKHAWK NETWORK HOLDINGS INC 549300LFU3K8UIR03132 09238FAN1 692759.39000000 PA USD 690705.36000000 0.033846060914 Long LON CORP US N 2 2029-03-12 Floating 7.14000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAF7 800000.00000000 PA USD 829321.60000000 0.040638557360 Long DBT US N 2 2029-12-01 Fixed 7.75000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261X102 30000.00000000 NS USD 711300.00000000 0.034855242948 Long EC CORP US N 1 N N BLOCK COMMUNICATIONS INC M5G68A9OHJWIL4SFC742 093645AK5 1765000.00000000 PA USD 1615785.14000000 0.079176976813 Long DBT CORP US N 2 2031-03-01 Fixed 10.25000000 N N N N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AN7 50000.00000000 PA USD 91612.50000000 0.004489211225 Long DBT CORP US N 2 2030-11-15 None 0.00000000 N N N N N Bloom Energy Corp. USD XXXX N N N BLOOMIN' BRANDS INC/OSI N/A 094234AA9 175000.00000000 PA USD 166898.94000000 0.008178410096 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N BLUE RACER MID LLC/FINAN N/A 095796AJ7 150000.00000000 PA USD 153838.35000000 0.007538412855 Long DBT CORP US N 2 2029-07-15 Fixed 7.00000000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AK4 150000.00000000 PA USD 155275.20000000 0.007608821622 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 900000.00000000 PA USD 881474.89000000 0.043194181701 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N Blue Owl Technology Finance Corp 254900G5EZJSOD3UKL16 095924106 52534.00000000 NS USD 543726.90000000 0.026643797549 Long EC CORP US N 1 N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 7500.00000000 NS USD 504750.00000000 0.024733844901 Long EP CORP US N 1 N N N BOND US BIDCO 1/2/3/G1/2 N/A 097947AA3 500000.00000000 PA USD 505163.48000000 0.024754106318 Long DBT CORP US N 2 2033-06-15 Fixed 7.13000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AC4 400000.00000000 PA USD 390947.42000000 0.019157271621 Long DBT CORP XX N 2 2032-01-15 Fixed 8.75000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBM5 740000.00000000 PA USD 719280.00000000 0.035246280258 Long DBT US N 2 2030-10-01 Fixed 2.00000000 N N N N Y BXP, Inc. USD XXXX N N N BOYNE USA INC N/A 103557AC8 900000.00000000 PA USD 886264.65000000 0.043428890331 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AS2 905000.00000000 PA USD 957060.13000000 0.046898022420 Long DBT US N 2 2029-04-12 Fixed 8.88000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AT0 870000.00000000 PA USD 832239.22000000 0.040781527069 Long DBT US N 2 2031-01-15 Fixed 6.13000000 N N N N N Brant Point CLO Ltd 2549006N6CIHZ26VQC36 105488AJ9 450000.00000000 PA USD 452644.65000000 0.022180569724 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 6.87000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CN8 2075000.00000000 PA USD 2089006.25000000 0.102365837712 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N BRIGHTVIEW LANDSCAPES LLC 549300OSAEQC89PVOW06 10801XAM9 145000.00000000 PA USD 144697.68000000 0.007090500197 Long LON CORP US N 2 2033-06-17 Floating 5.64000000 N N N N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAJ1 225000.00000000 PA USD 379012.50000000 0.018572434652 Long DBT CORP US N 2 2031-03-01 Fixed 1.75000000 N N N N Y Bridgebio Pharma, Inc. USD XXXX N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAK8 121000.00000000 PA USD 120104.60000000 0.005885385930 Long DBT CORP US N 2 2033-02-01 Fixed 0.75000000 N N N N Y Bridgebio Pharma, Inc. USD XXXX N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922N707 4585.00000000 NS USD 54882.45000000 0.002689359100 Long EP CORP US N 1 N N N Broadstreet Partners Inc 549300BS9N54G8DD0R75 11132VAY5 1607722.35000000 PA USD 1554739.86000000 0.076185625674 Long LON CORP US N 2 2031-06-13 Floating 6.14000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 75000.00000000 PA USD 69860.42000000 0.003423312120 Long DBT CORP CA N 2 2030-02-15 Fixed 4.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 320000.00000000 PA USD 304977.18000000 0.014944543375 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N BROOKFIELD PPTY REIT INC N/A 11284DAC9 1136000.00000000 PA USD 1123774.14000000 0.055067370545 Long DBT US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 11565HAD8 455391.33000000 PA USD 457099.05000000 0.022398844987 Long LON CORP US N 2 2031-07-01 Floating 6.17000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 900000.00000000 PA USD 838994.31000000 0.041112541132 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N BULLDOG PURCHASER INC 254900JB2GC3Q5OISZ63 12021GAH7 834782.62000000 PA USD 836765.23000000 0.041003311377 Long LON CORP US N 2 2033-02-04 Floating 6.91000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 800000.00000000 PA USD 790917.68000000 0.038756681975 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAE9 955000.00000000 PA USD 930657.05000000 0.045604214227 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N BX Trust N/A 12433GAJ5 1110000.00000000 PA USD 1120169.93000000 0.054890756437 Long ABS-MBS CORP US N 2 2042-07-15 Floating 7.28000000 N N N N N N C&S GROUP ENTERPRISES LL N/A 12467AAF5 884000.00000000 PA USD 838486.20000000 0.041087642640 Long DBT CORP US N 2 2028-12-15 Fixed 5.00000000 N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AJ2 700000.00000000 PA USD 473629.14000000 0.023208855254 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AK9 400000.00000000 PA USD 264589.68000000 0.012965468266 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 500000.00000000 PA USD 493993.45000000 0.024206750618 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 162000.00000000 PA USD 150693.70000000 0.007384318184 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 3030000.00000000 PA USD 2731142.31000000 0.133831897571 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1560000.00000000 PA USD 1322114.66000000 0.064786486265 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCV3 1790000.00000000 PA USD 1757582.74000000 0.086125366800 Long DBT CORP US N 2 2036-02-01 Fixed 7.38000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 600000.00000000 PA USD 551095.11000000 0.027004855823 Long DBT CORP US N 2 2031-12-01 Fixed 3.57000000 N N N N N N CBAMR Ltd 635400U9D8ZDLM1G7T76 12517KAA4 630000.00000000 PA USD 631137.78000000 0.030927120281 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 10.44000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12527DAF7 75927.65000000 PA USD 74691.08000000 0.003660024939 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08000000 N N N N N N CFC Bidco 2022 Ltd N/A 12531JAB7 533662.50000000 PA USD 503643.98000000 0.024679647522 Long LON CORP US N 2 2032-07-01 Floating 7.18000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 368000.00000000 PA USD 362254.12000000 0.017751237679 Long DBT CORP US N 2 2029-04-15 Fixed 6.88000000 N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 455000.00000000 PA USD 418899.26000000 0.020526972414 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 1031000.00000000 PA USD 973563.22000000 0.047706709628 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 200000.00000000 PA USD 215638.20000000 0.010566739561 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBQ2 1425000.00000000 PA USD 1489596.68000000 0.072993468546 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 125493AG1 250000.00000000 PA USD 249523.25000000 0.012227180514 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 8.92000000 N N N N N N Charlotte Buyer Inc N/A 12568YAH7 740601.51000000 PA USD 741064.39000000 0.036313762623 Long LON CORP US N 2 2028-02-11 Floating 8.15000000 N N N N N N CHARLOTTE BUYER INC N/A 12568YAJ3 240000.00000000 PA USD 240150.00000000 0.011767870932 Long LON CORP US N 2 2031-06-30 Floating 8.15000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12574CAJ3 250000.00000000 PA USD 255601.00000000 0.012525003448 Long ABS-CBDO CORP KY N 2 2038-03-16 Floating 10.22000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12574PAC9 300000.00000000 PA USD 212871.60000000 0.010431170160 Long ABS-CBDO CORP KY N 2 2038-07-21 Variable 0.00000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 58000.00000000 PA USD 56866.87000000 0.002786599985 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAC3 2064000.00000000 PA USD 1983799.57000000 0.097210482179 Long DBT CORP US N 2 2030-07-15 Fixed 9.75000000 N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAD1 1657615.00000000 PA USD 1275751.72000000 0.062514601634 Long DBT CORP US N 2 2031-01-15 Fixed 12.75000000 N N Y N N N CPI HOLDCO B LLC N/A 1261MAAE0 277178.84000000 PA USD 276427.69000000 0.013545556435 Long LON CORP US N 2 2031-05-19 Floating 5.64000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12624PAL9 288434.58000000 PA USD 281531.68000000 0.013795663017 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 235000.00000000 PA USD 157652.15000000 0.007725297328 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 750000.00000000 PA USD 446298.45000000 0.021869592158 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 240000.00000000 PA USD 141993.57000000 0.006957992941 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N CPS Auto Trust N/A 12630SAB7 500000.00000000 PA USD 501008.85000000 0.024550520436 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.79000000 N N N N N N CPS Auto Trust N/A 12630SAC5 500000.00000000 PA USD 502028.70000000 0.024600495298 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.12000000 N N N N N N CPS Auto Trust N/A 12634SAB3 500000.00000000 PA USD 500249.80000000 0.024513325339 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.71000000 N N N N N N CPS Auto Trust N/A 12634SAC1 1200000.00000000 PA USD 1199675.76000000 0.058786714571 Long ABS-O CORP US N 2 2031-10-15 Fixed 4.91000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126401AE8 465000.00000000 PA USD 434045.55000000 0.021269173479 Long ABS-MBS CORP US N 2 2065-05-25 Variable 4.46000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12654PAB4 1000000.00000000 PA USD 941851.11000000 0.046152747449 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.92000000 N N N N N N CNT Holdings I Corp 254900SYIEHMSB69WT08 12656AAF6 992462.32000000 PA USD 994426.40000000 0.048729050705 Long LON CORP US N 2 2032-11-08 Floating 6.16000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 675000.00000000 PA USD 662805.94000000 0.032478928815 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 12658HAL6 1508600.00000000 PA USD 1327568.00000000 0.065053711754 Long LON CORP US N 2 2030-07-08 None 0.00000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAH1 560000.00000000 PA USD 557740.68000000 0.027330503168 Long DBT CORP US N 2 2031-02-15 Fixed 7.50000000 N N N N N N CPPIB OVM Member US LLC N/A 12673CAB0 1086187.89000000 PA USD 1087884.52000000 0.053308701314 Long LON CORP US N 2 2031-08-20 Floating 5.98000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12674GAN4 2075000.00000000 PA USD 2073892.37000000 0.101625224807 Long ABS-MBS CORP US N 2 2041-12-10 Variable 8.19000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 12718FAQ7 374062.50000000 PA USD 373672.73000000 0.018310774339 Long LON CORP US N 2 2033-03-09 Floating 5.39000000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719QAA7 1000000.00000000 PA USD 1008355.00000000 0.049411582319 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 10.42000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 640091.45000000 PA USD 621128.74000000 0.030436655609 Long LON CORP US N 2 2030-02-06 Floating 5.89000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 1284000.00000000 PA USD 1253480.48000000 0.061423262564 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAD2 3040000.00000000 PA USD 2757065.68000000 0.135102198934 Long DBT CORP US N 2 2032-10-15 Fixed 6.00000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAN4 200000.00000000 PA USD 198429.29000000 0.009723465641 Long DBT CORP ES N 2 2032-04-22 Fixed 4.82000000 N N N N N N Venture Global Calcasieu Pass, LLC 254900QL2WSD96B4YM44 12867PAB7 180000.00000000 PA USD 180731.16000000 0.008856218881 Long LON CORP US N 2 2033-04-11 Floating 6.95000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAL1 153000.00000000 PA USD 151399.21000000 0.007418889704 Long DBT CORP US N 2 2034-01-15 Fixed 7.00000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAM9 90000.00000000 PA USD 89341.98000000 0.004377950820 Long DBT CORP US N 2 2035-01-15 Fixed 7.25000000 N N N N N N Capital Four US CLO 549300NMXY8VXHO96C52 14016TAL3 1000000.00000000 PA USD 999849.00000000 0.048994769867 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 4.82000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040H733 6048.00000000 NS USD 94409.28000000 0.004626259512 Long EP CORP US N 1 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040H824 2650.00000000 NS USD 48442.00000000 0.002373763080 Long EP CORP US N 1 N N Carlyle Global Market Strategies 549300K65HYRGER5BW54 142924AG4 285000.00000000 PA USD 286213.53000000 0.014025083823 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 10.51000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14315GAW5 400000.00000000 PA USD 400362.80000000 0.019618645665 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 4.75000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14315KAG1 2000000.00000000 PA USD 1979314.00000000 0.096990679518 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 11.24000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14318RAU2 700000.00000000 PA USD 700839.30000000 0.034342645957 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.53000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14318YAG8 250000.00000000 PA USD 248343.00000000 0.012169345704 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 9.43000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14320DAA3 1000000.00000000 PA USD 1011902.00000000 0.049585393013 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 10.42000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14320FAA8 250000.00000000 PA USD 250927.00000000 0.012295967309 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 8.92000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 744000.00000000 PA USD 753370.67000000 0.036916797038 Long DBT CORP BM N 2 2033-02-15 Fixed 6.13000000 N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 925000.00000000 PA USD 942143.92000000 0.046167095774 Long DBT CORP BM N 2 2031-06-15 Fixed 5.88000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CB6 1270000.00000000 PA USD 1268644.66000000 0.062166340278 Long DBT CORP BM N 2 2029-05-01 Fixed 5.13000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 240000.00000000 PA USD 240118.32000000 0.011766318543 Long DBT CORP US N 2 2034-03-01 Fixed 5.63000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 1706000.00000000 PA USD 1883834.67000000 0.092311985235 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N N N N N Cast and Crew Payroll LLC 549300XE7OZGFGN5F466 14835JAQ3 1614058.69000000 PA USD 648851.60000000 0.031795135885 Long LON CORP US N 2 2028-12-29 Floating 7.41000000 N N N N N N Six Flags Entertainment Corporation 529900AS2CYWYFHRS781 15018LAN1 740554.15000000 PA USD 735042.21000000 0.036018662740 Long LON CORP US N 2 2031-05-01 Floating 5.64000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 1710000.00000000 PA USD 1742883.78000000 0.085405085875 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CC5 200000.00000000 PA USD 208330.00000000 0.010208621908 Long DBT CORP MX N 2 2030-06-10 Fixed 7.20000000 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15131YAR6 1496221.66000000 PA USD 1482194.58000000 0.072630749589 Long LON CORP US N 2 2031-03-24 Floating 6.65000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1000000.00000000 PA USD 970586.24000000 0.047560831151 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 211000.00000000 PA USD 196766.80000000 0.009642000025 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 1689000.00000000 PA USD 1476355.93000000 0.072344643074 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Central Parent Inc N/A 15477BAE7 1134056.57000000 PA USD 588494.84000000 0.028837523720 Long LON CORP US N 2 2029-07-06 Floating 6.98000000 N N N N N N CNT PRNT/CDK GLO II/FIN N/A 154915AA0 1055000.00000000 PA USD 590800.00000000 0.028950481560 Long DBT CORP US N 2 2029-06-15 Fixed 8.00000000 N N N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AS7 2470000.00000000 PA USD 2542494.50000000 0.124587745667 Long DBT CORP US N 2 2032-08-01 Fixed 6.88000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 220000.00000000 PA USD 211602.87000000 0.010368999637 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Champ Acquisition Corporation N/A 15807EAH5 144377.21000000 PA USD 145249.54000000 0.007117542534 Long LON CORP US N 2 2031-11-25 None 0.00000000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 2078000.00000000 PA USD 2179587.19000000 0.106804500260 Long DBT CORP US N 2 2031-12-01 Fixed 8.38000000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAE6 1321650.00000000 PA USD 1323962.89000000 0.064877053544 Long LON CORP US N 2 2032-09-08 Floating 6.64000000 N N N N N N CHARLOTTE BUYER INC N/A 160924AA4 620000.00000000 PA USD 628020.85000000 0.030774383949 Long DBT CORP US N 2 2031-06-30 Fixed 8.00000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 497448.98000000 PA USD 492647.10000000 0.024140776547 Long LON CORP US N 2 2030-12-07 Floating 5.69000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16160VAB9 911794.39000000 PA USD 813928.67000000 0.039884270400 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.38000000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAM9 1676380.21000000 PA USD 1675681.16000000 0.082112011719 Long LON CORP US N 2 2032-10-15 None 0.00000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DY1 5898000.00000000 PA USD 5222384.10000000 0.255908149271 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863EE4 4934000.00000000 PA USD 5135307.20000000 0.251641192285 Long DBT NUSS CL N 2 2037-01-13 Fixed 5.65000000 N N N N N N CIFC Funding Ltd 254900PA63PFHC11GD90 17182HAG1 250000.00000000 PA USD 244648.75000000 0.011988319440 Long ABS-CBDO CORP KY N 2 2038-01-17 Floating 8.53000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 17182XBE0 250000.00000000 PA USD 250578.00000000 0.012278865552 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.52000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAH5 300000.00000000 PA USD 303534.30000000 0.014873839125 Long DBT CORP IE N 2 2032-09-15 Fixed 7.38000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172442AW5 592514.92000000 PA USD 594049.53000000 0.029109715579 Long LON CORP US N 2 2030-05-24 Floating 5.64000000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 402000.00000000 PA USD 418390.58000000 0.020502045990 Long DBT CORP US N 2 2030-11-15 Fixed 7.13000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAD2 1000000.00000000 PA USD 1008762.54000000 0.049431552663 Long DBT CORP US N 2 2030-02-10 Fixed 5.90000000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAB2 265000.00000000 PA USD 271063.57000000 0.013282702919 Long DBT CORP US N 2 2035-06-18 Fixed 6.20000000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAF3 500000.00000000 PA USD 496467.58000000 0.024327988355 Long DBT CORP US N 2 2036-03-27 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967242 8554.00000000 NS USD 215218.64000000 0.010546180211 Long EP CORP US N 1 N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PE5 114000.00000000 PA USD 118503.68000000 0.005806937377 Long DBT CORP US N 2 2028-11-15 Fixed 7.63000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 215000.00000000 PA USD 219144.56000000 0.010738558807 Long DBT CORP US N 2 2031-02-15 Fixed 6.63000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAD9 270000.00000000 PA USD 265616.71000000 0.013015794964 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610808 12100.00000000 NS USD 299838.00000000 0.014692712407 Long EP CORP US N 1 N N CLARIOS GLOBAL LP/US FIN N/A 18060TAE5 123000.00000000 PA USD 125696.78000000 0.006159414880 Long DBT CORP XX N 2 2032-09-15 Fixed 6.75000000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 225000.00000000 PA USD 183971.22000000 0.009014988849 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 801000.00000000 PA USD 743225.31000000 0.036419652390 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Clermont Park CLO, LTD. N/A 185836AA1 1000000.00000000 PA USD 998221.00000000 0.048914994336 Long ABS-CBDO CORP KY N 2 2038-04-24 Floating 9.17000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 500000.00000000 PA USD 496672.70000000 0.024338039680 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 490000.00000000 PA USD 490104.96000000 0.024016206173 Long DBT CORP US N 2 2033-05-01 Fixed 7.38000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 479000.00000000 PA USD 465296.69000000 0.022800547129 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 1325000.00000000 PA USD 1242804.12000000 0.060900097765 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAB4 376200.00000000 PA USD 361152.00000000 0.017697231409 Long LON CORP US N 2 2031-12-09 Floating 7.38000000 N N N N N N Clover Holdings 2 LLC N/A 18914DAC2 444300.00000000 PA USD 422640.38000000 0.020710295409 Long LON CORP US N 2 2031-12-09 Fixed 7.75000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAA3 675000.00000000 PA USD 674677.35000000 0.033060653657 Long DBT CORP US N 2 2029-04-15 Fixed 6.63000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 1148000.00000000 PA USD 1133326.38000000 0.055535451026 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAC6 2350000.00000000 PA USD 2311666.80000000 0.113276687657 Long LON CORP US N 2 2029-04-13 Floating 6.82000000 N N N N N N COGENT COMMS GRP / FIN 549300KFWFYF8Q1U0Y26 19240CAE3 400000.00000000 PA USD 397593.93000000 0.019482965028 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N COGENT COMMS GRP / FIN 549300KFWFYF8Q1U0Y26 19240WAB5 875000.00000000 PA USD 788373.69000000 0.038632020946 Long DBT CORP US N 2 2032-07-01 Fixed 6.50000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 530000.00000000 PA USD 503450.18000000 0.024670150901 Long DBT CORP US N 2 2028-10-01 Fixed 3.38000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 228000.00000000 PA USD 204744.00000000 0.010032900129 Long DBT CORP US N 2 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAJ6 365000.00000000 PA USD 284152.50000000 0.013924088882 Long DBT CORP US N 2 2032-10-01 None 0.00000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325BK0 1100000.00000000 PA USD 1170950.00000000 0.057379090019 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 2572000.00000000 PA USD 2752040.00000000 0.134855929712 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EP6 2581000.00000000 PA USD 2819097.25000000 0.138141880422 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EQ4 2541000.00000000 PA USD 2920879.50000000 0.143129431458 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.38000000 N N N N N N COLOSSUS ACQUIRECO LLC 2549009FT92RXWA46910 19682LAC2 1000750.00000000 PA USD 995245.88000000 0.048769207002 Long LON CORP US N 2 2033-01-31 Floating 5.37000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 199333AK1 1000000.00000000 PA USD 1002929.00000000 0.049145696549 Long DBT CORP US N 2 2033-02-01 Fixed 7.13000000 N N N N N COLUMBUS MCKINNON CORPORATION 549300W3HQB0HO1F3G69 19933MAS2 1656681.54000000 PA USD 1655127.57000000 0.081104841225 Long LON CORP US N 2 2033-02-03 None 0.00000000 N N N N N N COMISION EJ HI RIO LEMPA 254900YU43PQQ27Q0E71 200444AA5 250000.00000000 PA USD 264405.00000000 0.012956418546 Long DBT CORP SV N 2 2033-01-24 Fixed 8.65000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 200474AE4 1968000.00000000 PA USD 1852975.91000000 0.090799839056 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.87000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 200474AG9 798000.00000000 PA USD 737743.26000000 0.036151020049 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.57000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAJ0 2840000.00000000 PA USD 2996949.76000000 0.146857039209 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 205873.00000000 PA USD 196256.22000000 0.009616980498 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459KAB5 700000.00000000 PA USD 696937.50000000 0.034151449293 Long LON CORP US N 2 2033-01-14 Floating 5.92000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 600000.00000000 PA USD 591200.52000000 0.028970107909 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753XAJ3 1250000.00000000 PA USD 1324257.88000000 0.064891508694 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 13.48000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753YAL6 500000.00000000 PA USD 528471.30000000 0.025896240057 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 13.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754AAJ2 3105000.00000000 PA USD 3164335.00000000 0.155059279061 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 9.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAJ0 1840000.00000000 PA USD 1902507.38000000 0.093226988530 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 11.28000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAJ6 2920000.00000000 PA USD 3049669.90000000 0.149440440430 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 10.63000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754RAJ5 2475000.00000000 PA USD 2510595.95000000 0.123024647523 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 9.63000000 N N N N N N ConnectWise LLC N/A 20786NAC1 762095.25000000 PA USD 703985.49000000 0.034496816092 Long LON CORP US N 2 2028-09-29 Floating 7.49000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 1150000.00000000 PA USD 1172719.40000000 0.057465794457 Long DBT CORP FR N 2 2032-08-15 Fixed 6.38000000 N N N N N N Coolsys Inc 254900H6AUTCJCAHGK17 21651CAF8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-02-11 None 0.00000000 N N N N N N COOPER-STANDARD AUTOMOTI ITCH5B3Q4RTX2PH9UN62 216762AK0 825000.00000000 PA USD 832185.75000000 0.040778906923 Long DBT CORP US N 2 2031-03-01 Fixed 9.25000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871X208 4725.00000000 NS USD 108391.50000000 0.005311418622 Long EP CORP US N 1 N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 3250000.00000000 PA USD 3215759.14000000 0.157579173470 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAH1 335000.00000000 PA USD 369773.00000000 0.018119679109 Long DBT CORP US N 2 2032-10-01 Fixed 1.75000000 N N N N Y CoreWeave, Inc. USD XXXX N N N COREWEAVE FINANCING DDTL V LLC N/A 21882DAB6 3710089.11000000 PA USD 3789856.03000000 0.185711166408 Long LON CORP US N 2 2031-11-17 Floating 0.50000000 N N N N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160NAA7 1000000.00000000 PA USD 900006.30000000 0.044102260989 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AT3 1790000.00000000 PA USD 1915313.93000000 0.093854537260 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.63000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AX4 756000.00000000 PA USD 733290.42000000 0.035932821230 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N Cotiviti Corporation 254900YAQHVRTG4IFI64 22164MAB3 1086180.90000000 PA USD 995213.25000000 0.048767608062 Long LON CORP US N 2 2031-05-01 Floating 6.37000000 N N N N N N COUGAR JV SUBSIDIARY LLC N/A 22208WAA1 500000.00000000 PA USD 524430.50000000 0.025698232092 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N Covetrus Inc 5493009S30DUFCF75V87 22304EAC0 3889744.46000000 PA USD 3777914.31000000 0.185125996224 Long LON CORP US N 2 2029-10-13 Floating 8.73000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AA6 3158680.80000000 PA 1019048.83000000 0.049935603186 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N Creation Technologies Inc N/A 22526YAB0 1734519.41000000 PA USD 1728014.96000000 0.084676481442 Long LON CORP CA N 2 2028-10-05 None 0.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 590000.00000000 PA USD 602336.31000000 0.029515785775 Long DBT CORP CH N 2 2030-02-10 Fixed 7.00000000 N N N N N N Crescent Capital BDC Inc 549300VPIZMU6OEE0V68 225655109 39542.00000000 NS USD 431798.64000000 0.021159070015 Long EC CORP US N 1 N N Crisis Prevention Institute Inc 254900BRN1WN9IDRU529 22663GAD8 2068828.91000000 PA USD 2037796.48000000 0.099856447898 Long LON CORP US N 2 2031-04-09 None 0.00000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 145000.00000000 PA USD 136039.74000000 0.006666242356 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAA8 1103000.00000000 PA USD 1088530.96000000 0.053340378276 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAB6 3367000.00000000 PA USD 3253848.93000000 0.159445655804 Long DBT CORP US N 2 2032-12-01 Fixed 6.75000000 N N N N N N Cross Mortgage Trust N/A 227923AA7 1015211.60000000 PA USD 1007764.01000000 0.049382622527 Long ABS-MBS CORP US N 2 2070-11-25 Variable 5.04000000 N N N N N N CROWN AMER/CAP CORP V N/A 22819KAB6 1000000.00000000 PA USD 1000417.40000000 0.049022622700 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N Cyberswift US Finco LLC 9845008473F79E3H9069 23252DAB4 2877047.50000000 PA USD 2873451.19000000 0.140805341387 Long LON CORP NL N 2 2032-10-08 Floating 7.43000000 N N N N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282WAD2 354000.00000000 PA USD 531000.00000000 0.026020151842 Long DBT CORP US N 2 2031-10-01 Fixed 1.75000000 N N N N Y Cytokinetics, Inc. USD XXXX N N N CYPRIUM CORP/CYPRIUM HOL N/A 23292NAA6 400000.00000000 PA USD 400982.44000000 0.019649009369 Long DBT CORP XX N 2 2031-04-15 Fixed 6.13000000 N N N N N N WCG Intermediate Corp. 254900CEZYHAWVXDTS47 23343FAE4 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2032-02-25 None 0.00000000 N N N N N N WCG INTERMEDIATE CORP 254900CEZYHAWVXDTS47 23343FAG9 693017.50000000 PA USD 688426.26000000 0.033734380071 Long LON CORP US N 2 2032-02-25 Floating 6.39000000 N N N N N N DG Investment Intermediate Holdings 2, Inc. N/A 23344MAN8 970000.00000000 PA USD 978487.50000000 0.047948010030 Long LON CORP US N 2 2033-07-29 Floating 9.14000000 N N N N N N Drake Software LLC 25490030X7DBAF7KCR65 23344UAF7 1816283.25000000 PA USD 1739091.21000000 0.085219241718 Long LON CORP US N 2 2031-06-26 None 0.00000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAE1 364035.14000000 PA USD 365855.32000000 0.017927704291 Long LON CORP US N 2 2032-01-05 Floating 8.11000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAF8 745964.86000000 PA USD 745964.86000000 0.036553896283 Long LON CORP US N 2 2032-01-05 Fixed 1.00000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAD5 633000.00000000 PA USD 901392.00000000 0.044170163295 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N Dave & Buster's Inc 549300JAVWTAY1FT5Z45 23833EAX2 1475000.01000000 PA USD 1303531.26000000 0.063875859354 Long LON CORP US N 2 2029-06-29 Floating 6.92000000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAY0 275000.00000000 PA USD 224339.78000000 0.010993135856 Long LON CORP US N 2 2031-11-01 Floating 6.92000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 320000.00000000 PA USD 296641.70000000 0.014536086773 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N DAYFORCE INC 549300T64GVCHFJ8L449 23923YAB7 834000.00000000 PA USD 762849.79000000 0.037381294480 Long LON CORP US N 2 2033-02-04 Floating 6.66000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380UAK9 530000.00000000 PA USD 510235.45000000 0.025002643850 Long ABS-MBS CORP US N 2 2071-02-25 Variable 6.71000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 75000.00000000 PA USD 75596.78000000 0.003704406204 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AW1 500000.00000000 PA USD 518255.00000000 0.025395619196 Long DBT CORP US N 2 2029-09-15 Fixed 8.13000000 N N N N N N DRC INTERNATIONAL BOND N/A 24811WAA6 2270000.00000000 PA USD 2352852.02000000 0.115294852775 Long DBT NUSS CD N 2 2032-04-16 Fixed 8.75000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAB5 130000.00000000 PA USD 130194.22000000 0.006379799196 Long DBT CORP US N 2 2055-09-12 Fixed 8.38000000 N N N N N N DEXKO GLOBAL INC 549300SMZ4OV1KBH1M19 252142AB0 3460800.00000000 PA USD 2858611.66000000 0.140078172227 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N DHAFRAH PV2 ENERGY COMPA 529900AHXZA1YRZN9C67 25241MAA5 597333.66000000 PA USD 592229.83000000 0.029020546332 Long DBT CORP AE N 2 2053-06-30 Fixed 5.79000000 N N N N N N Diameter Capital CLO 254900L1QJX98W5ORK78 25255KAC8 250000.00000000 PA USD 165259.75000000 0.008098086230 Long ABS-CBDO CORP KY N 2 2122-04-15 Variable 0.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 173000.00000000 PA USD 168318.36000000 0.008247964755 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N DirecTV Financing LLC N/A 25460HAF9 1532797.09000000 PA USD 1539119.88000000 0.075420212771 Long LON CORP US N 2 2031-02-17 None 0.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 180000.00000000 PA USD 186903.90000000 0.009158696531 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAE2 2434000.00000000 PA USD 2474832.78000000 0.121272174616 Long DBT CORP US N 2 2032-06-01 Fixed 9.25000000 N N N N N N Kohler Energy Co LLC 254900T31FAYMRQSAA12 25472PAB6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-05-01 None 0.00000000 N N N N N N KOHLER ENERGY CO LLC 254900T31FAYMRQSAA12 25472PAD2 1000000.00000000 PA USD 1002812.00000000 0.049139963295 Long LON CORP US N 2 2031-05-01 Floating 6.73000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 25472YAB7 3628187.02000000 PA USD 3633698.23000000 0.178059095471 Long LON CORP US N 2 2033-06-03 Floating 6.14000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AQ5 1475000.00000000 PA USD 1324505.75000000 0.064903654861 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AR3 2040000.00000000 PA USD 1496992.80000000 0.073355894469 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAE7 225000.00000000 PA USD 231866.33000000 0.011361953133 Long DBT US N 2 2030-10-15 Fixed 7.25000000 N N N N N N DOMAN BUILDING MATERIALS 529900HEUBRUITK08D78 25703LAC4 195000.00000000 PA 142313.23000000 0.006973656975 Long DBT CORP CA N 2 2029-09-17 Fixed 7.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 350000.00000000 PA USD 350927.50000000 0.017196208730 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFA1 75600000.00000000 PA 1377538.28000000 0.067502363869 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.75000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 133000.00000000 PA USD 132376.22000000 0.006486721929 Long DBT CORP US N 2 2027-01-15 Fixed 4.35000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEC9 165000.00000000 PA USD 165545.49000000 0.008112088110 Long DBT CORP US N 2 2056-12-15 Fixed 6.15000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 87068.62000000 0.004266551248 N/A DFE NG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 482953.68000000 USD 813776946.15000000 NGN 2026-09-16 87068.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 90741.71000000 0.004446540626 N/A DFE NG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 511273.54000000 USD 859450813.86000000 NGN 2026-09-16 90741.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -40169.45000000 -0.00196839018 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11916423.33000000 ZAR 676977.00000000 USD 2026-12-21 -40169.45000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -77189.85000000 -0.00378247008 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 22572721.37000000 ZAR 1281267.00000000 USD 2026-12-21 -77189.85000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -6783.67000000 -0.00033241454 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1708504982.00000000 UZS 134074.00000000 USD 2026-09-10 -6783.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3852.06000000 -0.00018875929 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 886421680.00000000 UZS 68344.00000000 USD 2026-12-11 -3852.06000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10481.38000000 0.000513610356 N/A DFE EG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 272684.44000000 USD 14470000.00000000 EGP 2026-10-05 10481.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3908.32000000 -0.00019151615 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 887446840.00000000 UZS 68344.00000000 USD 2026-12-14 -3908.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 46862.57000000 0.002296367584 N/A DFE TR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 931618.89000000 USD 52260000.00000000 TRY 2026-12-16 46862.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3067.39000000 -0.00015030876 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 572623520.00000000 UZS 42448.00000000 USD 2027-06-18 -3067.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5224.37000000 -0.00025600546 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1107481365.00000000 UZS 84897.00000000 USD 2026-12-18 -5224.37000000 N N N Dragon Buyer, Inc 2549006V6EIUFGF2Y127 26143FAB5 1429755.03000000 PA USD 1207249.40000000 0.059157839359 Long LON CORP US N 2 2031-09-30 None 0.00000000 N N N N N N Engineered Machinery Holdings Inc 5493008AR0NPSLW8EW07 26658NAQ2 3310000.00000000 PA USD 3326550.00000000 0.163008165937 Long LON CORP US N 2 2029-05-21 Floating 9.99000000 N N N N N N DYNAMO NEWCO II GMBH 391200FDSPYB8FKV7F97 26806DAC6 60000.00000000 PA USD 57412.50000000 0.002813337038 Long LON CORP US N 2 2031-09-30 Floating 6.99000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 345629.40000000 PA USD 345802.21000000 0.016945058402 Long LON CORP US N 2 2031-08-04 Floating 5.89000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 26873CAB8 410000.00000000 PA USD 425325.39000000 0.020841866723 Long DBT CORP US N 2 2031-07-15 Fixed 6.75000000 N N N N N N EP Purchaser LLC 549300GGODRVQG1GH476 26881KAC8 690979.40000000 PA USD 439923.78000000 0.021557219500 Long LON CORP US N 2 2028-11-06 Floating 7.28000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 26928BAQ2 67987.28000000 PA USD 68114.76000000 0.003337770994 Long LON CORP US N 2 2028-06-30 Floating 9.50000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 26928BAR0 93241.37000000 PA USD 89123.18000000 0.004367229145 Long LON CORP US N 2 2029-11-30 Floating 7.10000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 2747000.00000000 PA USD 2761559.10000000 0.135322386261 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Eagle Parent Corp 5493007MVERDD2NKNE42 26972CAC6 527154.55000000 PA USD 530778.74000000 0.026009309622 Long LON CORP US N 2 2029-04-02 Floating 7.98000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7273.00000000 -0.00035639277 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 248558.00000000 USD 211000.00000000 EUR 2026-07-07 -7273.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 23362.91000000 0.001144833268 N/A DFE KZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 178156.00000000 USD 96453658.40000000 KZT 2026-07-07 23362.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2972.97000000 -0.00014568197 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2785000.00000000 ZAR 166846.39000000 USD 2026-07-09 -2972.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2729.83000000 -0.00013376759 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1008000.00000000 CNY 145875.54000000 USD 2026-07-13 -2729.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6743.81000000 0.000330461318 N/A DFE AR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 56577.84000000 USD 94485000.00000000 ARS 2026-07-14 6743.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2841.24000000 -0.00013922692 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1075000.00000000 CNY 155661.74000000 USD 2026-07-15 -2841.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 14526.29000000 0.000711819720 N/A DFE AR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 112233.80000000 USD 199215000.00000000 ARS 2026-10-16 14526.29000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 50610.42000000 0.002480020363 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 416520.00000000 USD 224296020.00000000 KZT 2026-07-16 50610.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 19760.67000000 0.000968315694 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 156711.00000000 USD 84851170.95000000 KZT 2026-07-20 19760.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -465445.54000000 -0.02280784110 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 18674493474.12000000 COP 4918547.04000000 USD 2026-07-27 -465445.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -577.22000000 -0.00002828503 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1003000.00000000 MXN 56700.30000000 USD 2026-07-28 -577.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1625.77000000 0.000079666256 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4007002.50000000 UYU 101314.85000000 USD 2026-07-31 1625.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1242.85000000 0.000060902345 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4006601.80000000 UYU 100921.96000000 USD 2026-07-31 1242.85000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 12732.32000000 0.000623911298 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 119503.00000000 USD 63778751.10000000 KZT 2026-07-29 12732.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 18154.55000000 0.000889612330 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 167302.00000000 USD 89448014.30000000 KZT 2026-07-29 18154.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3502.79000000 0.000171644308 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8001990.00000000 UYU 202582.03000000 USD 2026-07-31 3502.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3098.12000000 0.000151814600 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8014405.70000000 UYU 202486.25000000 USD 2026-07-31 3098.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3876.36000000 0.000189950048 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 35431.00000000 USD 18991016.00000000 KZT 2026-08-03 3876.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 17238.31000000 0.000844714583 N/A DFE AR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 186585.89000000 USD 304135000.00000000 ARS 2026-07-14 17238.31000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8945.67000000 -0.00043835723 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 198015000.00000000 ARS 123759.38000000 USD 2026-07-14 -8945.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4610.38000000 0.000225918620 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 244849.65000000 USD 13965000.00000000 TRY 2027-02-10 4610.38000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -333.36000000 -0.00001633536 N/A DFE TH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4747.97000000 USD 146000.00000000 THB 2026-08-26 -333.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 802.55000000 0.000039326690 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 766000.00000000 ZAR 47329.23000000 USD 2026-08-26 802.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7010.56000000 -0.00034353264 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12921695.25000000 EGP 247494.64000000 USD 2026-09-16 -7010.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 217.49000000 0.000010657481 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1648574.59000000 MXN 93968.00000000 USD 2026-09-17 217.49000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1448.71000000 0.000070989932 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 377095.18000000 PEN 111901.00000000 USD 2026-08-03 1448.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1503.17000000 -0.00007365859 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1055000.00000000 MXN 58536.31000000 USD 2026-09-08 -1503.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1058.56000000 0.000051871736 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 41771.09000000 USD 750000.00000000 MXN 2026-07-28 1058.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5920.52000000 0.000290118322 N/A DFE NG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 329091.88000000 USD 511079693.57000000 NGN 2027-03-17 5920.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -422931.37000000 -0.02072455455 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13400981454.20000000 COP 3396695.17000000 USD 2026-09-16 -422931.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -5266.19000000 -0.00025805473 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5011917064.00000000 UGX 1286756.63000000 USD 2027-03-17 -5266.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2294.66000000 -0.00011244331 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8575000.00000000 UYU 210326.22000000 USD 2026-09-16 -2294.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4943.82000000 -0.00024225790 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8489250.00000000 UYU 205550.85000000 USD 2026-09-16 -4943.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1674.11000000 -0.00008203502 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4071863.97000000 UYU 99289.54000000 USD 2026-09-16 -1674.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3727.50000000 0.000182655585 N/A DFE AR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 103509.38000000 USD 165615000.00000000 ARS 2026-09-14 3727.50000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -13472.55000000 -0.00066018417 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5011917064.00000000 UGX 1278550.27000000 USD 2027-03-17 -13472.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -40063.39000000 -0.00196319301 N/A DFE GH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 652329.75000000 USD 7280000.00000000 GHS 2027-03-17 -40063.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1832.66000000 -0.00008980431 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 994559.02000000 PEN 288948.00000000 USD 2026-09-16 -1832.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -38654.82000000 -0.00189417002 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 52260000.00000000 TRY 939826.64000000 USD 2026-12-16 -38654.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 38601.08000000 0.001891536653 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 868091.89000000 USD 52260000.00000000 TRY 2027-03-17 38601.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8748.95000000 0.000428717528 N/A DFE TR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 208121.74000000 USD 12500000.00000000 TRY 2027-03-17 8748.95000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4713.19000000 0.000230956533 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 335000.00000000 EUR 387796.00000000 USD 2026-07-07 4713.19000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 398.63000000 0.000019533734 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 14049.24000000 USD 253000.00000000 MXN 2026-07-28 398.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 134352.24000000 0.006583551196 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4140521.00000000 USD 22126530.17000000 BRL 2026-07-02 134352.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1503.75000000 0.000073687011 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 51991.15000000 USD 940000.00000000 MXN 2026-09-08 1503.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 183.10000000 0.000008972297 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6361.49000000 USD 115000.00000000 MXN 2026-09-08 183.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1800.61000000 -0.00008823379 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3290971.51000000 UYU 79800.47000000 USD 2026-09-16 -1800.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 104704.70000000 0.005130757424 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1474113.91000000 USD 91000000.00000000 TRY 2027-03-17 104704.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1161.88000000 -0.00005693464 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1090000.00000000 CNY 160482.92000000 USD 2026-10-08 -1161.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2060.76000000 0.000100981710 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 291611.77000000 USD 1992000.00000000 CNY 2026-07-13 2060.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1722.40000000 0.000084401336 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 317495.23000000 USD 2165000.00000000 CNY 2026-07-15 1722.40000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -911.06000000 -0.00004464391 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1093000.00000000 CNY 161190.42000000 USD 2026-10-09 -911.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5778.27000000 -0.00028314776 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1690430000.00000000 UZS 133000.00000000 USD 2026-10-09 -5778.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4352.33000000 -0.00021327361 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9872914.52000000 UYU 240450.91000000 USD 2026-09-16 -4352.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 38383.37000000 0.001880868391 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 360474.21000000 USD 21664500.00000000 EGP 2027-03-17 38383.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8518.00000000 -0.00041740047 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13965000.00000000 TRY 240942.03000000 USD 2027-02-10 -8518.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 9596.32000000 0.000470240496 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 90123.06000000 USD 5416395.80000000 EGP 2027-03-17 9596.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 18592.68000000 0.000911081651 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 180866.03000000 USD 10833875.00000000 EGP 2027-03-17 18592.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 9596.32000000 0.000470240496 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 90123.06000000 USD 5416395.81000000 EGP 2027-03-17 9596.32000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3478.27000000 0.000170442775 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 113068.45000000 USD 6717523.68000000 TRY 2027-03-17 3478.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1570.62000000 -0.00007696378 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 497126175.00000000 UZS 39221.00000000 USD 2026-10-13 -1570.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6276.44000000 -0.00030755917 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11110000.00000000 TRY 186478.23000000 USD 2027-03-17 -6276.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3068.95000000 -0.00015038520 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 952618130.00000000 UZS 75098.00000000 USD 2026-10-13 -3068.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12146.77000000 0.000595218078 N/A DFE TR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 368589.61000000 USD 21944896.33000000 TRY 2027-03-17 12146.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14798.74000000 0.000725170361 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 389854.91000000 USD 23323440.48000000 TRY 2027-03-17 14798.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9912.15000000 -0.00048571685 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 18795000.00000000 TRY 316174.62000000 USD 2027-03-17 -9912.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 956.86000000 0.000046888215 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 24030000.00000000 UYU 595243.99000000 USD 2026-10-23 956.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1322.52000000 0.000064806348 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 154000.00000000 PLN 42296.07000000 USD 2026-10-27 1322.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -705.34000000 -0.00003456319 N/A DFE TH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 36310.08000000 USD 1171000.00000000 THB 2026-10-27 -705.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 170.06000000 0.000008333308 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 56609.00000000 BRL 11106.99000000 USD 2026-07-02 170.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -13092.73000000 -0.00064157217 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 22355000.00000000 TRY 374758.81000000 USD 2027-03-17 -13092.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12957.69000000 0.000634954917 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15357821.61000000 THB 478158.26000000 USD 2026-09-16 12957.69000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -37802.98000000 -0.00185242802 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10181398.70000000 PEN 2932599.43000000 USD 2026-11-12 -37802.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -60519.37000000 -0.00296558040 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5043673.04000000 USD 87627262.30000000 MXN 2026-09-17 -60519.37000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 33374.03000000 0.001635399864 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 329234.68000000 USD 1272195726.99000000 COP 2026-09-16 33374.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11005.07000000 0.000539272302 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14567230.18000000 THB 452258.00000000 USD 2026-09-16 11005.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 7429.62000000 0.000364067496 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 453496.00000000 USD 43694112.85000000 INR 2026-07-20 7429.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4822.91000000 0.000236333051 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 283435.00000000 USD 27325826.63000000 INR 2026-07-20 4822.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2918.39000000 -0.00014300744 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 301338.32000000 USD 5285413.87000000 MXN 2026-12-16 -2918.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7002.84000000 0.000343154350 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 399389.00000000 USD 38524503.80000000 INR 2026-07-20 7002.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 9438.03000000 0.000462483942 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 533396.00000000 USD 51458739.02000000 INR 2026-07-20 9438.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 179.51000000 0.000008796379 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10144.32000000 USD 978662.11000000 INR 2026-07-20 179.51000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8273.48000000 0.000405418466 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 17089699.40000000 THB 525934.00000000 USD 2026-09-16 8273.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -29652.83000000 -0.00145305299 N/A DFE AR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 858900.80000000 USD 1242400000.00000000 ARS 2026-07-21 -29652.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -29059.46000000 -0.00142397657 N/A DFE AR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 858307.43000000 USD 1242400000.00000000 ARS 2026-07-21 -29059.46000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 10054.06000000 0.000492670749 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 27087526.82000000 THB 830556.69000000 USD 2026-09-16 10054.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 21686.65000000 0.001062692892 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 776044.38000000 USD 75512222.35000000 INR 2026-07-01 21686.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8010.03000000 -0.00039250884 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 736043.39000000 USD 548528.00000000 GBP 2026-07-02 -8010.03000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 62702.63000000 0.003072564884 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6319282.38000000 SGD 4948305.00000000 USD 2026-07-02 62702.63000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 103816.73000000 0.005087244968 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 24330439.45000000 BRL 4734746.03000000 USD 2026-09-02 103816.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -24052.46000000 -0.00117862271 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1059786.00000000 USD 168332593.00000000 JPY 2026-07-02 -24052.46000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4423.42000000 0.000216757175 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 386687.97000000 SGD 303382.00000000 USD 2026-07-02 4423.42000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2913.59000000 -0.00014277223 N/A DFE AR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 132476.25000000 USD 209180000.00000000 ARS 2026-11-30 -2913.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 86.24000000 0.000004225947 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1071258000.00000000 IDR 60000.00000000 USD 2026-07-02 86.24000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -84845.72000000 -0.00415762432 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4094807.99000000 USD 20918121.88000000 BRL 2026-08-04 -84845.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10312.53000000 -0.00050533633 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 163781.00000000 USD 1518647.22000000 NOK 2026-07-02 -10312.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 60037.23000000 0.002941954502 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1008468.86000000 USD 58037383.18000000 EGP 2027-03-17 60037.23000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -52.35000000 -0.00000256526 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4292136000.00000000 IDR 240000.00000000 USD 2026-07-02 -52.35000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6618.84000000 -0.00032433751 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 41329794.00000000 INR 430000.00000000 USD 2026-07-01 -6618.84000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 22742.34000000 0.001114423992 N/A DFE EG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 376195.02000000 USD 21668833.39000000 EGP 2027-03-17 22742.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 33688.45000000 0.001650807126 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 905876.44000000 CHF 1156698.98000000 USD 2026-07-02 33688.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 106.45000000 0.000005216280 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 260000.00000000 MXN 14892.03000000 USD 2026-09-17 106.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 50460.85000000 0.002472691109 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2371281.00000000 AUD 1693284.34000000 USD 2026-07-02 50460.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -228.48000000 -0.00001119601 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 35064397.00000000 HUF 97293.00000000 EUR 2026-11-30 -228.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -29189.58000000 -0.00143035273 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1398472.00000000 USD 222542625.00000000 JPY 2026-07-02 -29189.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5230.78000000 0.000256319566 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 511821.04000000 SGD 400933.00000000 USD 2026-07-02 5230.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 59160.30000000 0.002898983030 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1009345.79000000 USD 58037383.17000000 EGP 2027-03-17 59160.30000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5901.60000000 0.000289191201 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 188000.00000000 CHF 238964.27000000 USD 2026-07-02 5901.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 41339.12000000 0.002025706552 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2196437.00000000 AUD 1563030.69000000 USD 2026-07-02 41339.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4198.22000000 -0.00020572188 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 68776.00000000 USD 639029.45000000 NOK 2026-07-02 -4198.22000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5173.12000000 -0.00025349410 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 93900000.00000000 KZT 186069.55000000 USD 2026-09-16 -5173.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -278.36000000 -0.00001364024 N/A DFE NG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 50568.39000000 USD 71352000.00000000 NGN 2026-09-02 -278.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9412.66000000 -0.00046124075 N/A DFE JP N 2 Bank of America NA B4TYDEB6GKMZO031MB27 441881.00000000 USD 70286917.00000000 JPY 2026-07-02 -9412.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 143516.78000000 0.007032633535 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6370000.00000000 NZD 3767090.60000000 USD 2026-07-02 143516.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 105287.19000000 0.005159300698 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5373452.01000000 CAD 3892742.35000000 USD 2026-07-02 105287.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -20770.45000000 -0.00101779710 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1431159.34000000 USD 7410042.17000000 BRL 2026-09-02 -20770.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 408704.16000000 0.020027390399 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 17806589.96000000 EUR 20766980.06000000 USD 2026-07-02 408704.16000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7799.23000000 -0.00038217918 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 713195.03000000 USD 531472.00000000 GBP 2026-07-02 -7799.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4733.32000000 0.000231942947 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 428290.18000000 SGD 335855.65000000 USD 2026-07-02 4733.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 24686.99000000 0.001209716060 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1074282.00000000 AUD 768949.57000000 USD 2026-07-02 24686.99000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -439.34000000 -0.00002152861 N/A DFE BR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 24231.19000000 USD 125000.00000000 BRL 2026-09-02 -439.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4128.23000000 -0.00020229222 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 183904.17000000 USD 29218085.00000000 JPY 2026-07-02 -4128.23000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 13288.34000000 0.000651157485 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 588000.00000000 EUR 685548.79000000 USD 2026-07-02 13288.34000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1789.92000000 -0.00008770996 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 27785.58000000 USD 257240.07000000 NOK 2026-07-02 -1789.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 59959.26000000 0.002938133803 N/A DFE CO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1540603.57000000 USD 5615500000.00000000 COP 2026-09-16 59959.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 63333.16000000 0.003103462222 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1537229.67000000 USD 5615500000.00000000 COP 2026-09-16 63333.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14653.13000000 0.000718035155 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 760000.00000000 EUR 886310.33000000 USD 2026-09-16 14653.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 48200.44000000 0.002361926116 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 797313.08000000 USD 45925233.65000000 EGP 2027-03-17 48200.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 16.36000000 0.000000801675 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 20000.00000000 CNY 2962.74000000 USD 2026-07-02 16.36000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -47781.68000000 -0.00234140596 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2199983.64000000 USD 11307453.90000000 BRL 2026-09-02 -47781.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 968.91000000 0.000047478691 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 75610.33000000 USD 3608404.71000000 TRY 2026-07-14 968.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -81549.75000000 -0.00399611464 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8191005496.28000000 COP 2253098.80000000 USD 2026-09-16 -81549.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11566.58000000 -0.00056678751 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1135218240.00000000 COP 312000.00000000 USD 2026-09-16 -11566.58000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 17209.84000000 0.000843319491 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 760000.00000000 EUR 888867.04000000 USD 2026-09-16 17209.84000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 6333.46000000 0.000310353278 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11081042.00000000 THB 340000.00000000 USD 2026-07-06 6333.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 702.52000000 0.000034425003 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 13045465000.00000000 IDR 730000.00000000 USD 2026-07-06 702.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -700.18000000 -0.00003431033 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6694310.00000000 INR 70000.00000000 USD 2026-07-06 -700.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5236.89000000 -0.00025661896 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 260000.00000000 USD 394672460.00000000 KRW 2026-07-06 -5236.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -858.34000000 -0.00004206052 N/A DFE NG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 61475.34000000 USD 86004000.00000000 NGN 2026-09-02 -858.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -29157.51000000 -0.00142878123 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 888123.00000000 USD 3228762.29000000 PLN 2026-07-10 -29157.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -129336.10000000 -0.00633774945 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5219039.57000000 USD 26740793.04000000 BRL 2026-09-02 -129336.10000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2940.33000000 0.000144082548 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10164180.00000000 MXN 580953.03000000 USD 2026-09-17 2940.33000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3956.16000000 0.000193860421 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 873362.54000000 USD 3000699.00000000 PEN 2026-09-16 3956.16000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2900.42000000 0.000142126871 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 698941.72000000 USD 2400515.35000000 PEN 2026-09-16 2900.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4383.50000000 0.000214801008 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 142000.00000000 CHF 180420.19000000 USD 2026-07-02 4383.50000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6636.36000000 0.000325196035 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 184606.31000000 USD 93900000.00000000 KZT 2026-09-16 6636.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4261.97000000 -0.00020884577 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 525567.42000000 USD 9167000.00000000 MXN 2026-09-17 -4261.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -19948.02000000 -0.00097749625 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1592306067.92000000 COP 433900.42000000 USD 2026-09-16 -19948.02000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2208.82000000 0.000108236971 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 8131195.48000000 MXN 464610.54000000 USD 2026-09-17 2208.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2173.18000000 0.000106490534 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 563388.04000000 USD 1934392.82000000 PEN 2026-09-16 2173.18000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3056.71000000 0.000149785420 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6552312.26000000 MXN 375671.10000000 USD 2026-09-17 3056.71000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1844.83000000 0.000090400671 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 563716.40000000 USD 1934392.83000000 PEN 2026-09-16 1844.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11056.64000000 -0.00054179934 N/A DFE HU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 618292.05000000 USD 189107406.00000000 HUF 2026-07-10 -11056.64000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 29743.07000000 0.001457474948 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3179433.93000000 USD 57735340735.00000000 IDR 2026-09-16 29743.07000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -66863.37000000 -0.00327645016 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2263310.54000000 USD 8256217.35000000 PLN 2026-07-10 -66863.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3027.10000000 0.000148334466 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6552312.26000000 MXN 375641.49000000 USD 2026-09-17 3027.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -143098.98000000 -0.00701216042 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13235052763.90000000 COP 3629233.59000000 USD 2026-09-16 -143098.98000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2144.24000000 -0.00010507241 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 312000.00000000 USD 1603797.94000000 BRL 2026-07-02 -2144.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -125182.13000000 -0.00613419591 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10358284980.73000000 COP 2827197.17000000 USD 2026-09-16 -125182.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8531.85000000 0.000418079157 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 849655.86000000 EUR 983016.91000000 USD 2026-09-16 8531.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -518.18000000 -0.00002539194 N/A DFE TH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 69193.95000000 USD 2267216.00000000 THB 2026-09-16 -518.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2733.00000000 -0.00013392292 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3021537695.00000000 IDR 165216.98000000 USD 2026-09-16 -2733.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1996.07000000 -0.00009781175 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 88452.86000000 USD 324994.13000000 PLN 2026-09-16 -1996.07000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -42201.85000000 -0.00206798219 N/A DFE CZ N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3612694.76000000 USD 75734581.99000000 CZK 2026-09-16 -42201.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 108.46000000 0.000005314775 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 91112.09000000 USD 1604086.07000000 MXN 2026-09-17 108.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5731.65000000 -0.00028086328 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1901939.59000000 USD 33344247.71000000 MXN 2026-09-17 -5731.65000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -129.50000000 -0.00000634578 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 51310.36000000 USD 900000.00000000 MXN 2026-09-17 -129.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -161.75000000 -0.00000792610 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 207875.20000000 BRL 40000.00000000 USD 2026-07-02 -161.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4554.63000000 -0.00022318674 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15000000.00000000 UYU 367376.93000000 USD 2026-09-16 -4554.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4554.63000000 -0.00022318674 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15000000.00000000 UYU 367376.93000000 USD 2026-09-16 -4554.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -775.36000000 -0.00003799432 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3219000000.00000000 IDR 178150.42000000 USD 2026-09-16 -775.36000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -793.40000000 -0.00003887832 N/A DFE AU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 49224.00000000 USD 70000.00000000 AUD 2026-09-16 -793.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3084.13000000 -0.00015112906 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 241642.94000000 USD 208000.00000000 EUR 2026-09-16 -3084.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5016.54000000 -0.00024582134 N/A DFE PE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 405565.42000000 USD 1370000.00000000 PEN 2026-09-16 -5016.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5377.05000000 -0.00026348711 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 457900000.00000000 COP 125136.30000000 USD 2026-09-16 -5377.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 67231.14000000 0.003294471697 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17724015.59000000 PEN 5249227.18000000 USD 2026-09-16 67231.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8408.65000000 0.000412042090 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1502659.32000000 USD 7939000.00000000 BRL 2026-09-02 8408.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -533.67000000 -0.00002615098 N/A DFE RO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 53779.83000000 USD 245000.00000000 RON 2026-09-16 -533.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -23083.40000000 -0.00113113667 N/A DFE HU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2977015.08000000 USD 922226578.00000000 HUF 2026-09-16 -23083.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8242.44000000 0.000403897439 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 695479.88000000 EUR 805900.39000000 USD 2026-09-16 8242.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2543.10000000 0.000124617416 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 290000.00000000 AUD 203184.15000000 USD 2026-09-16 2543.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -19106.42000000 -0.00093625602 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2257750.70000000 USD 2062748774.00000000 CLP 2026-09-16 -19106.42000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1683.11000000 -0.00008247604 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 542603.99000000 USD 3653000.00000000 CNY 2026-09-16 -1683.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -176.55000000 -0.00000865133 N/A DFE TH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 28044.08000000 USD 920000.00000000 THB 2026-09-16 -176.55000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7054.11000000 -0.00034566669 N/A DFE SG N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1067254.60000000 USD 1364028.22000000 SGD 2026-09-16 -7054.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -5696.44000000 -0.00027913791 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 955058.83000000 USD 3863833.74000000 MYR 2026-09-17 -5696.44000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -6051.22000000 -0.00029652290 N/A DFE TW N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2853161.70000000 USD 90300000.00000000 TWD 2026-09-16 -6051.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 22663.66000000 0.001110568501 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 94756406.38000000 THB 2892910.22000000 USD 2026-09-16 22663.66000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -21738.65000000 -0.00106524100 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1948525.30000000 USD 601548732.00000000 HUF 2026-09-16 -21738.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2846.86000000 0.000139502315 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 600000.00000000 ILS 204612.23000000 USD 2026-09-16 2846.86000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 128712.24000000 0.006307178962 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10750000.00000000 EUR 12458073.95000000 USD 2026-09-16 128712.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10982.01000000 -0.00053814231 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 472004.52000000 USD 1733000.00000000 PLN 2026-09-16 -10982.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 510438.63000000 0.025012600111 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 38805022.32000000 EUR 45016592.69000000 USD 2026-09-16 510438.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 204403.15000000 0.010016197740 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 29880006.04000000 PLN 8153252.20000000 USD 2026-09-16 204403.15000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 19384.39000000 0.000949877158 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1315585424.00000000 KRW 868723.00000000 USD 2026-07-15 19384.39000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 17034.28000000 0.000834716670 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 28821567.27000000 CZK 1375821.76000000 USD 2026-09-16 17034.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -4539.21000000 -0.00022243113 N/A DFE CN N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1090984.46000000 USD 7337088.71000000 CNY 2026-09-16 -4539.21000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17701.85000000 0.000867429048 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1318191593.00000000 KRW 868723.00000000 USD 2026-07-15 17701.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10249.53000000 -0.00050224920 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 785310.30000000 USD 16440000.00000000 CZK 2026-09-16 -10249.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4962.43000000 -0.00024316983 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 262995.59000000 USD 399130000.00000000 KRW 2026-09-16 -4962.43000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5632.13000000 0.000275986587 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 927044.03000000 USD 16779497000.00000000 IDR 2026-09-16 5632.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5666.10000000 0.000277651190 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 879234.41000000 USD 14593000.00000000 ZAR 2026-09-16 5666.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2442.18000000 -0.00011967211 N/A DFE NG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 88790.77000000 USD 127769923.40000000 NGN 2026-12-16 -2442.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10885.81000000 0.000533428303 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1146412.75000000 USD 110223000.00000000 INR 2026-09-16 10885.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -313.96000000 -0.00001538472 N/A DFE NG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 19812.81000000 USD 27837000.00000000 NGN 2026-09-16 -313.96000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -48719.05000000 -0.00238733913 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 435432590.09000000 PHP 7034509.00000000 USD 2026-09-16 -48719.05000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1892.36000000 -0.00009272974 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 155302.31000000 USD 133758.50000000 EUR 2026-09-16 -1892.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1639.77000000 -0.00008035228 N/A DFE RO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 176591.43000000 USD 805000.00000000 RON 2026-09-16 -1639.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2507.62000000 -0.00012287881 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 28170000.00000000 PHP 455736.75000000 USD 2026-09-16 -2507.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2300.26000000 0.000112717729 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 193000.00000000 GBP 258457.96000000 USD 2026-09-16 2300.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -63427.64000000 -0.00310809194 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 180776905.71000000 ZAR 10898648.41000000 USD 2026-09-16 -63427.64000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 14812.29000000 0.000725834340 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1686545.37000000 USD 162040074.71000000 INR 2026-09-16 14812.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5200.18000000 -0.00025482010 N/A DFE HU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 434305.49000000 USD 133968000.00000000 HUF 2026-09-16 -5200.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1000.00000000 -0.00004900216 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 133133.69000000 USD 170000.00000000 SGD 2026-09-16 -1000.00000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 2024.69000000 0.000099214201 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 145000.00000000 CAD 104572.11000000 USD 2026-09-16 2024.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -51432.73000000 -0.00252031533 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4097004559.42000000 COP 1116319.60000000 USD 2026-09-16 -51432.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1699.46000000 0.000083277226 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 581656.15000000 USD 1995255.09000000 PEN 2026-09-16 1699.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 78.82000000 0.000003862350 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2075.85000000 USD 124191.06000000 TRY 2027-03-17 78.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -343.85000000 -0.00001684939 N/A DFE CA N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 18024.44000000 USD 25000.00000000 CAD 2026-09-16 -343.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -358.85000000 -0.00001758442 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 28033.48000000 USD 40000.00000000 AUD 2026-09-16 -358.85000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 5504.93000000 0.000269753511 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 7770000.00000000 CZK 371820.15000000 USD 2026-09-16 5504.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2121.47000000 -0.00010395663 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1775000.00000000 BRL 335722.80000000 USD 2026-09-02 -2121.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -284.23000000 -0.00001392788 N/A DFE SG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 43033.37000000 USD 55000.00000000 SGD 2026-09-16 -284.23000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 8703.83000000 0.000426506550 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1435000.00000000 PLN 390450.69000000 USD 2026-09-16 8703.83000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -421.00000000 -0.00002062991 N/A DFE GB N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 44219.98000000 USD 33000.00000000 GBP 2026-09-16 -421.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3691.65000000 -0.00018089885 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6140000.00000000 ZAR 368629.95000000 USD 2026-09-16 -3691.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -810.28000000 -0.00003970547 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 71919.16000000 USD 62000.00000000 EUR 2026-09-16 -810.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 6713.84000000 0.000328992723 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 35738000.00000000 MXN 2039048.77000000 USD 2026-09-17 6713.84000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1088.63000000 -0.00005334523 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 685000.00000000 PEN 199185.81000000 USD 2026-09-16 -1088.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 427.81000000 0.000020963618 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 985000.00000000 CNY 146282.47000000 USD 2026-09-16 427.81000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 752.04000000 0.000036851591 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3710000.00000000 MXN 211730.90000000 USD 2026-09-17 752.04000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 696.67000000 0.000034138341 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 20900000.00000000 HUF 67640.28000000 USD 2026-09-16 696.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 318.69000000 0.000015616501 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 155000.00000000 RON 34005.03000000 USD 2026-09-16 318.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -137.91000000 -0.00000675788 N/A DFE IL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 32084.09000000 USD 95000.00000000 ILS 2026-09-16 -137.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7666.98000000 -0.00037569865 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 668700000.00000000 COP 182929.83000000 USD 2026-09-16 -7666.98000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 149.82000000 0.000007341504 N/A DFE PH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 84927.14000000 USD 5230000.00000000 PHP 2026-09-16 149.82000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -393.51000000 -0.00001928284 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 340000.00000000 PEN 99012.78000000 USD 2026-09-16 -393.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6011.39000000 -0.00029457114 N/A DFE CL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2244655.67000000 USD 2062748775.00000000 CLP 2026-09-16 -6011.39000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4880.72000000 0.000239165867 N/A DFE ZA N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 439282.26000000 USD 7324744.78000000 ZAR 2026-09-16 4880.72000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1000.15000000 0.000049009519 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 75680000.00000000 KRW 49926.44000000 USD 2026-09-16 1000.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -8754.33000000 -0.00042898115 N/A DFE PL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 406462.73000000 USD 1495000.00000000 PLN 2026-09-16 -8754.33000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 73.59000000 0.000003606069 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19222.93000000 USD 66000.00000000 PEN 2026-09-16 73.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2200.89000000 0.000107848384 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 125185000.00000000 ARS 86096.97000000 USD 2026-07-14 2200.89000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3543.19000000 -0.00017362399 N/A DFE CZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 246904.73000000 USD 5162000.00000000 CZK 2026-09-16 -3543.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3092.08000000 0.000151518627 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 289182.00000000 USD 27836659.32000000 INR 2026-09-16 3092.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1691.30000000 0.000082877368 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 153016150.00000000 KRW 100478.14000000 USD 2026-07-15 1691.30000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 856.50000000 0.000041970357 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 140927.03000000 PLN 38346.71000000 USD 2026-09-16 856.50000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2442.18000000 -0.00011967211 N/A DFE NG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 88790.77000000 USD 127769923.40000000 NGN 2026-12-16 -2442.18000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2576.46000000 0.000126252128 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 12700000.00000000 THB 387269.51000000 USD 2026-09-16 2576.46000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 12571.16000000 0.000616014109 N/A DFE EG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 232249.63000000 USD 12430000.00000000 EGP 2026-09-16 12571.16000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3371.05000000 -0.00016518876 N/A DFE NG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 84728.07000000 USD 127769923.40000000 NGN 2027-06-16 -3371.05000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2244.00000000 0.000109960867 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 500000.00000000 SGD 390872.50000000 USD 2026-09-16 2244.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2585.53000000 -0.00012669657 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 235409.76000000 USD 203000.00000000 EUR 2026-09-16 -2585.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1956.91000000 -0.00009589283 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2210000.00000000 ZAR 132054.61000000 USD 2026-09-16 -1956.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3156.73000000 0.000154686617 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5150000.00000000 CZK 245952.53000000 USD 2026-09-16 3156.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 237.36000000 0.000011631154 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 71138.19000000 USD 375000.00000000 BRL 2026-09-02 237.36000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 4509.31000000 0.000220965971 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 355000.00000000 NZD 206961.45000000 USD 2026-09-16 4509.31000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -828.75000000 -0.00004061054 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 35046.01000000 USD 60000.00000000 NZD 2026-09-16 -828.75000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1916.92000000 0.000093933238 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 208802.55000000 USD 3475000.00000000 ZAR 2026-09-16 1916.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2017.87000000 -0.00009888000 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 558746.32000000 USD 512985000.00000000 CLP 2026-09-16 -2017.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3042.44000000 -0.00014908615 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 34320000.00000000 INR 357304.19000000 USD 2026-09-16 -3042.44000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 218.77000000 0.000010720204 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 29600000.00000000 CLP 32342.83000000 USD 2026-09-16 218.77000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 242.15000000 0.000011865875 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4307000000.00000000 IDR 239643.62000000 USD 2026-09-16 242.15000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5590.64000000 -0.00027395348 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4790000.00000000 EGP 88753.01000000 USD 2026-09-16 -5590.64000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -1273.80000000 -0.00006241896 N/A DFE MX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 658037.92000000 USD 11549000.00000000 MXN 2026-09-17 -1273.80000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 429.26000000 0.000021034671 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2632500.00000000 MXN 150133.26000000 USD 2026-09-17 429.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 622.82000000 0.000030519531 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2637360.00000000 MXN 150603.20000000 USD 2026-09-17 622.82000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -154.32000000 -0.00000756201 N/A DFE TH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 35897.45000000 USD 1180000.00000000 THB 2026-09-16 -154.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1066.36000000 0.000052253953 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4855140.00000000 MXN 277166.61000000 USD 2026-09-17 1066.36000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3321.11000000 0.000162741594 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 165471.22000000 USD 592200000.00000000 COP 2026-09-16 3321.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1672.08000000 -0.00008193554 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 108399.48000000 USD 165315711.00000000 KRW 2026-07-15 -1672.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6949.88000000 -0.00034055919 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17724015.60000000 PEN 5175046.16000000 USD 2026-09-16 -6949.88000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1785.58000000 -0.00008749729 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 665188.47000000 USD 2700000.00000000 MYR 2026-09-17 -1785.58000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 555.47000000 0.000027219234 N/A DFE ID N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 85044.31000000 USD 1540000000.00000000 IDR 2026-09-16 555.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 11313.35000000 0.000554378690 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 300980.44000000 USD 18000000.00000000 TRY 2027-03-17 11313.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 409.74000000 0.000020078148 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 39611.80000000 USD 660000.00000000 ZAR 2026-09-16 409.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -423.05000000 -0.00002073036 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 23035.23000000 USD 85000.00000000 PLN 2026-09-16 -423.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -461.24000000 -0.00002260176 N/A DFE TW N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 101040.00000000 USD 3201654.00000000 TWD 2026-07-15 -461.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -57.97000000 -0.00000284065 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 24638.55000000 USD 166000.00000000 CNY 2026-09-16 -57.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -261.91000000 -0.00001283415 N/A DFE MY N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 97315.30000000 USD 395000.00000000 MYR 2026-09-17 -261.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 276.71000000 0.000013559390 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 200000.00000000 RON 43742.96000000 USD 2026-09-16 276.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1858.14000000 0.000091052890 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 184000.00000000 EUR 212890.94000000 USD 2026-09-16 1858.14000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 562.02000000 0.000027540199 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 127504.15000000 USD 2304000000.00000000 IDR 2026-09-16 562.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 793.65000000 0.000038890571 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 624000.00000000 RON 136408.35000000 USD 2026-09-16 793.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14874.57000000 -0.00072888619 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1724336376.51000000 COP 476605.92000000 USD 2026-09-16 -14874.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1440.94000000 0.000070609185 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10125000.00000000 MXN 577225.57000000 USD 2026-09-17 1440.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1915.98000000 0.000093887176 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 185000.00000000 EUR 214095.69000000 USD 2026-09-16 1915.98000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3340.12000000 0.000163673125 N/A DFE CO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 109986.17000000 USD 397600000.00000000 COP 2026-09-16 3340.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 17206.23000000 0.000843142593 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1269079.00000000 GBP 1701581.12000000 USD 2026-09-16 17206.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 488491.91000000 0.023937163224 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 32647459.00000000 EUR 37932429.66000000 USD 2026-09-16 488491.91000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1053.10000000 -0.00005160418 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12279782529.00000000 IDR 681509.70000000 USD 2026-09-16 -1053.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 176.50000000 0.000008648882 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 430000.00000000 ZAR 26251.14000000 USD 2026-09-16 176.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1988.73000000 0.000097452083 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 751000.00000000 RON 165204.50000000 USD 2026-09-16 1988.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5515.64000000 0.000270278324 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6490000.00000000 MXN 374586.48000000 USD 2026-09-17 5515.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1284.34000000 -0.00006293544 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 67420.17000000 USD 102300000.00000000 KRW 2026-09-16 -1284.34000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -863.67000000 -0.00004232170 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 61712.02000000 USD 1070000.00000000 MXN 2026-09-17 -863.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1716.49000000 0.000084111733 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 113000.00000000 EUR 131318.15000000 USD 2026-09-16 1716.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2099.25000000 -0.00010286780 N/A DFE NZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 84790.97000000 USD 145000.00000000 NZD 2026-09-16 -2099.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -53398.19000000 -0.00261662714 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2240446.67000000 USD 11490534.02000000 BRL 2026-09-02 -53398.19000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -642.09000000 -0.00003146380 N/A DFE MX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 44998.83000000 USD 780000.00000000 MXN 2026-09-17 -642.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1648.45000000 -0.00008077762 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 94396013.41000000 INR 989472.92000000 USD 2026-09-16 -1648.45000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1683.50000000 -0.00008249515 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 104906.06000000 USD 90000.00000000 EUR 2026-09-16 -1683.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 140.64000000 0.000006891665 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 151578.73000000 USD 14450000.00000000 INR 2026-09-16 140.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10321.93000000 0.000505796960 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14381006.22000000 ZAR 886365.00000000 USD 2026-07-21 10321.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14228.99000000 0.000697251375 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3844545.62000000 BRL 757000.00000000 USD 2026-07-02 14228.99000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1031.97000000 0.000050568768 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1340117000.00000000 COP 383000.00000000 USD 2026-09-16 1031.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1497.52000000 0.000073381728 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2179000.00000000 ZAR 132663.62000000 USD 2026-12-18 1497.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3830.04000000 -0.00018768026 N/A DFE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 349383.48000000 USD 5667000.00000000 ZAR 2026-07-09 -3830.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -909.65000000 -0.00004457482 N/A DFE PE N 2 Bank of America NA B4TYDEB6GKMZO031MB27 106163.37000000 USD 360000.00000000 PEN 2026-09-16 -909.65000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6462.01000000 0.000316652507 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 158420000.00000000 CLP 178390.86000000 USD 2026-09-16 6462.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 756.31000000 0.000037060830 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 892000.00000000 MXN 51482.23000000 USD 2026-09-17 756.31000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2756.81000000 0.000135089670 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 845000.00000000 RON 186401.72000000 USD 2026-09-16 2756.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -134519.64000000 -0.00659175415 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4659487.93000000 USD 17009516.59000000 PLN 2026-09-16 -134519.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4768.15000000 0.000233649693 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9178561.00000000 THB 282794.03000000 USD 2026-09-16 4768.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -945.39000000 -0.00004632616 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 39558.54000000 USD 59809941.00000000 KRW 2026-07-15 -945.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 163.73000000 0.000008023125 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 452580.00000000 USD 43166627.82000000 INR 2026-09-30 163.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 249.30000000 0.000012216240 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 35000.00000000 PLN 9560.20000000 USD 2026-09-16 249.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -155.13000000 -0.00000760170 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 122685.58000000 USD 11670000.00000000 INR 2026-09-16 -155.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -38857.23000000 -0.00190408855 N/A DFE HU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1232720.06000000 USD 371797000.00000000 HUF 2026-07-10 -38857.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -484.87000000 -0.00002375968 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 447494.00000000 USD 42619865.55000000 INR 2026-09-30 -484.87000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -4172.73000000 -0.00020447282 N/A DFE TH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 218025.72000000 USD 7060000.00000000 THB 2026-09-16 -4172.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1294.07000000 0.000063412237 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1610000.00000000 ZAR 98922.37000000 USD 2026-09-16 1294.07000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 244.52000000 0.000011982010 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 308000.00000000 CNY 45851.87000000 USD 2026-09-16 244.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1865.08000000 -0.00009139296 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 124585.24000000 USD 107000.00000000 EUR 2026-09-16 -1865.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2257.48000000 -0.00011062141 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 149146.54000000 USD 2583000.00000000 MXN 2026-09-17 -2257.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2256.78000000 -0.00011058711 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 152640.75000000 USD 2480000.00000000 ZAR 2026-09-16 -2256.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3442.65000000 0.000168697317 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 865000.00000000 BRL 168082.25000000 USD 2026-09-02 3442.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -612.67000000 -0.00003002215 N/A DFE MX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 42694.71000000 USD 740000.00000000 MXN 2026-09-17 -612.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2923.93000000 -0.00014327891 N/A DFE NG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 84280.95000000 USD 127769923.40000000 NGN 2027-06-16 -2923.93000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 9499.26000000 0.000465484345 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 11078112.11000000 ZAR 684341.00000000 USD 2026-07-21 9499.26000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1670.59000000 -0.00008186253 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 174169.74000000 USD 590000.00000000 PEN 2026-09-16 -1670.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2068.51000000 -0.00010136147 N/A DFE CZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 107672.90000000 USD 2240000.00000000 CZK 2026-09-16 -2068.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -914.10000000 -0.00004479288 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2002943486.00000000 COP 569976.63000000 USD 2026-09-16 -914.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 206.11000000 0.000010099837 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 227000.00000000 MXN 13115.06000000 USD 2026-09-17 206.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 221.72000000 0.000010864760 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10425418.71000000 INR 109684.56000000 USD 2026-09-16 221.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6275.32000000 0.000307504292 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10184000.00000000 ZAR 626650.73000000 USD 2026-07-21 6275.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9887.74000000 0.000484520708 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 576000.00000000 EUR 668428.59000000 USD 2026-07-02 9887.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 400.11000000 0.000019606257 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1540000000.00000000 IDR 85999.89000000 USD 2026-09-16 400.11000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 763.74000000 0.000037424916 N/A DFE EG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 59606.37000000 USD 3180000.00000000 EGP 2026-12-23 763.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5149.11000000 0.000252317559 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9442601.73000000 ZAR 580361.00000000 USD 2026-07-21 5149.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 152.03000000 0.000007449799 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 24000.00000000 EUR 27678.05000000 USD 2026-09-16 152.03000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 818.70000000 0.000040118075 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 193130000.00000000 KRW 125675.13000000 USD 2026-09-16 818.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 37707.95000000 0.001847771345 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9480000.00000000 EUR 10910484.60000000 USD 2026-09-16 37707.95000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 18446.71000000 0.000903928804 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 663131920.00000000 CLP 738125.47000000 USD 2026-09-16 18446.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 14808.50000000 0.000725648622 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 532343940.00000000 CLP 592546.68000000 USD 2026-09-16 14808.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 14845.63000000 0.000727468073 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 50087062.31000000 MXN 2863177.55000000 USD 2026-09-17 14845.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -974.03000000 -0.00004772958 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 75493.00000000 USD 280115.27000000 PLN 2026-07-23 -974.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -950.29000000 -0.00004656627 N/A DFE IN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 295265.54000000 USD 28031063.57000000 INR 2026-09-16 -950.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -33.84000000 -0.00000165823 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 106811.23000000 USD 1921000000.00000000 IDR 2026-09-16 -33.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2196.45000000 -0.00010763081 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 179079.73000000 USD 664910.52000000 PLN 2026-09-16 -2196.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1087.06000000 0.000053268298 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 360000.00000000 PLN 96856.31000000 USD 2026-09-16 1087.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -213.26000000 -0.00001045020 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 90824.90000000 USD 8630000.00000000 INR 2026-09-16 -213.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 277.08000000 0.000013577521 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 120000.00000000 SGD 93547.92000000 USD 2026-09-16 277.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 56.51000000 0.000002769112 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 34507.55000000 USD 570000.00000000 ZAR 2026-09-16 56.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 923.89000000 0.000045272614 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 34212757.66000000 INR 362356.49000000 USD 2026-07-01 923.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -610.75000000 -0.00002992807 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 362356.49000000 USD 34453253.66000000 INR 2026-09-16 -610.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 260.72000000 0.000012775845 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1173240.00000000 THB 35799.09000000 USD 2026-09-16 260.72000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -35659.43000000 -0.00174738942 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 11380000.00000000 MYR 2760460.89000000 USD 2026-09-17 -35659.43000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -219.99000000 -0.00001077998 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 64933.82000000 USD 340000.00000000 BRL 2026-09-02 -219.99000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1092.67000000 0.000053543200 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 53000000.00000000 CLP 58612.11000000 USD 2026-09-16 1092.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -915.81000000 -0.00004487667 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 115306.85000000 USD 430000.00000000 PLN 2026-09-16 -915.81000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 940.05000000 0.000046064489 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5890000.00000000 THB 179352.81000000 USD 2026-09-16 940.05000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -303.29000000 -0.00001486186 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 155782.88000000 USD 1050000.00000000 CNY 2026-09-16 -303.29000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 397.20000000 0.000019463661 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 203000.00000000 EUR 232759.88000000 USD 2026-07-31 397.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 550.58000000 0.000026979614 N/A DFE TR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 190873.32000000 USD 9082863.45000000 TRY 2026-07-23 550.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 41644.67000000 0.002040679165 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 13520412.01000000 EUR 15517700.00000000 USD 2026-07-31 41644.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2550.06000000 -0.00012495847 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20595989.23000000 ZAR 1252089.10000000 USD 2026-07-21 -2550.06000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -11428.86000000 -0.00056003893 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3490000.00000000 GBP 4620571.54000000 USD 2026-07-31 -11428.86000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -292.32000000 -0.00001432431 N/A DFE NG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13196.99000000 USD 18423000.00000000 NGN 2026-09-16 -292.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 82100.06000000 0.004023081031 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 23668600.00000000 EUR 27174215.52000000 USD 2026-07-31 82100.06000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC N/A -5275.45000000 -0.00025850849 N/A DFE XX N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 879300.00000000 GBP 1014944.37000000 EUR 2026-07-31 -5275.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12330.51000000 0.000604221737 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 608556060.00000000 CLP 672779.60000000 USD 2026-09-16 12330.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 15359.92000000 0.000752669398 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 758068080.00000000 CLP 838070.27000000 USD 2026-09-16 15359.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1207.21000000 0.000059155908 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2996431.57000000 USD 285500000.00000000 INR 2026-09-16 1207.21000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 423.27000000 0.000020741148 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 500000.00000000 SGD 389051.77000000 USD 2026-09-16 423.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1399.43000000 0.000068575105 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 758200.00000000 EUR 870992.18000000 USD 2026-09-16 1399.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 7566.80000000 0.000370789613 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 38407600.00000000 THB 1170963.41000000 USD 2026-09-16 7566.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 122.50000000 0.000006002765 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 367950.00000000 EUR 422130.75000000 USD 2026-09-16 122.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2979.83000000 0.000146018133 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 18638100.00000000 THB 567542.63000000 USD 2026-09-16 2979.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 585.85000000 0.000028707920 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1454135.18000000 USD 138550000.00000000 INR 2026-09-16 585.85000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 58.70000000 0.000002876427 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 240000.00000000 SGD 186600.38000000 USD 2026-09-16 58.70000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -519.46000000 -0.00002545466 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 94269.26000000 USD 352403.58000000 PLN 2026-07-23 -519.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -598.74000000 -0.00002933955 N/A DFE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2065050.00000000 USD 1800000.00000000 EUR 2026-09-16 -598.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -22142.87000000 -0.00108504866 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3821685.62000000 USD 20099391.18000000 BRL 2026-10-02 -22142.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22113.72000000 0.001083620248 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19666394.20000000 BRL 3821685.62000000 USD 2026-07-02 22113.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3339.68000000 0.000163651564 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 82320000.00000000 JPY 511002.75000000 USD 2026-07-31 3339.68000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1295.10000000 0.000063462709 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 176800000.00000000 CLP 193171.26000000 USD 2026-09-16 1295.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1361.80000000 -0.00006673115 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 19406665.83000000 CNY 2872295.69000000 USD 2026-09-16 -1361.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6658.70000000 0.000326290744 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 897278.16000000 USD 14906930.76000000 ZAR 2026-09-16 6658.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1454.89000000 0.000071292765 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 688634.69000000 USD 3625661.62000000 BRL 2026-09-02 1454.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -5617.24000000 -0.00027525694 N/A DFE CO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1199508.00000000 USD 4188709999.26000000 COP 2026-09-16 -5617.24000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 61.97000000 0.000003036664 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 16000.00000000 USD 83135.95000000 BRL 2026-07-02 61.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -17157.12000000 -0.00084073609 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 52767595.49000000 MXN 2983610.34000000 USD 2026-09-17 -17157.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2367.07000000 -0.00011599156 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 228000.00000000 USD 349437360.00000000 KRW 2026-07-27 -2367.07000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -980.22000000 -0.00004803290 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5321606400.00000000 IDR 296000.00000000 USD 2026-07-27 -980.22000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 466.92000000 0.000022880092 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 252000.00000000 USD 23947459.20000000 INR 2026-07-27 466.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1119.95000000 -0.00005487997 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6243446.79000000 THB 187999.00000000 USD 2026-09-16 -1119.95000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 5058.98000000 0.000247900993 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 55904300.00000000 THB 1698444.48000000 USD 2026-09-16 5058.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8158.25000000 0.000399771946 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4356109.83000000 USD 415660000.00000000 INR 2026-09-16 8158.25000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -230.01000000 -0.00001127098 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1103850.00000000 EUR 1265794.73000000 USD 2026-09-16 -230.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 77.51000000 0.000003798158 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 730000.00000000 SGD 567475.12000000 USD 2026-09-16 77.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 656.04000000 0.000032147383 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 400000.00000000 CAD 282947.22000000 USD 2026-07-31 656.04000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -81.12000000 -0.00000397505 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 42180.04000000 EUR 48200.00000000 USD 2026-07-31 -81.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 24.86000000 0.000001218193 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1712000000.00000000 IDR 95185.14000000 USD 2026-09-16 24.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 159.51000000 0.000007816336 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 94874.12000000 USD 4505771.19000000 TRY 2026-07-22 159.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 223.65000000 0.000010959335 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5308000.00000000 HKD 677801.61000000 USD 2026-07-31 223.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6366.03000000 -0.00031194927 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22919077.99000000 CZK 1074149.68000000 USD 2026-09-16 -6366.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 874.23000000 0.000042839166 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 242562.38000000 USD 1644000.00000000 CNY 2026-09-16 874.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 357.08000000 0.000017497694 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 63964.64000000 USD 220000.00000000 PEN 2026-09-16 357.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8.29000000 0.000000406227 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80300000.00000000 CLP 87155.66000000 USD 2026-09-16 8.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3028.44000000 0.000148400129 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1560043.84000000 USD 74394746.62000000 TRY 2026-07-27 3028.44000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2662.73000000 -0.00013047954 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 7932100000.00000000 IDR 440000.00000000 USD 2026-07-27 -2662.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1274.34000000 -0.00006244542 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 380000.00000000 USD 35929798.00000000 INR 2026-07-29 -1274.34000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 82.49000000 0.000004042188 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 20000.00000000 USD 103945.94000000 BRL 2026-07-02 82.49000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1736.20000000 -0.00008507756 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 340000.00000000 USD 523868600.00000000 KRW 2026-07-27 -1736.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9459.15000000 0.000463518868 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1554168.44000000 USD 1363330.64000000 EUR 2026-09-16 9459.15000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2420.51000000 -0.00011861024 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9363200.00000000 THB 280000.00000000 USD 2026-07-27 -2420.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -45112.71000000 -0.00221062064 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5429105.29000000 USD 18674493474.12000000 COP 2026-07-27 -45112.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 36635.82000000 0.001795234650 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 18674493474.12000000 COP 5359349.76000000 USD 2026-09-16 36635.82000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22.55000000 0.000001104998 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 70688.76000000 USD 6695363.66000000 INR 2026-07-06 22.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -70.19000000 -0.00000343946 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6739197.76000000 INR 70688.76000000 USD 2026-09-16 -70.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.48000000 -0.00000002352 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1879.99000000 THB 56.47000000 USD 2026-09-16 -0.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 561.32000000 0.000027505897 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100528.44000000 USD 380000.00000000 PLN 2026-09-16 561.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -630.07000000 -0.00003087479 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 742000.00000000 ZAR 44570.10000000 USD 2026-07-21 -630.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -201.45000000 -0.00000987148 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 422000.00000000 MXN 23796.68000000 USD 2026-09-17 -201.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1057.12000000 0.000051801173 N/A DFE CZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 157066.59000000 USD 3354000.00000000 CZK 2026-09-16 1057.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1495.53000000 -0.00007328421 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 874000.00000000 RON 188451.99000000 USD 2026-09-16 -1495.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4490.84000000 0.000220060901 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 509454.21000000 USD 449000.00000000 EUR 2026-07-31 4490.84000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1361.26000000 -0.00006670469 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4110000.00000000 THB 123133.89000000 USD 2026-09-16 -1361.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1433.64000000 0.000070251469 N/A DFE ZA N 2 Bank of America NA B4TYDEB6GKMZO031MB27 94375.50000000 USD 1580000.00000000 ZAR 2026-09-16 1433.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -986.97000000 -0.00004836367 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1740000.00000000 MXN 97962.69000000 USD 2026-09-17 -986.97000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 515.37000000 0.000025254247 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 106206.44000000 USD 1920000000.00000000 IDR 2026-09-16 515.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -300.20000000 -0.00001471045 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 64658.18000000 USD 99550000.00000000 KRW 2026-09-16 -300.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5795.84000000 -0.00028400873 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28012206.43000000 CZK 1314834.47000000 USD 2026-09-16 -5795.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -133.14000000 -0.00000652414 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 290000.00000000 PLN 77014.31000000 USD 2026-09-16 -133.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 153.46000000 0.000007519872 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 113234.27000000 USD 35400000.00000000 HUF 2026-09-16 153.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 7412.12000000 0.000363209958 N/A DFE XX N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1903688.26000000 USD 1666293.00000000 EUR 2026-09-16 7412.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -9742.67000000 -0.00047741196 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1690153.13000000 EUR 1928723.31000000 USD 2026-09-16 -9742.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1086.65000000 0.000053248207 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 298912.89000000 USD 5363991811.00000000 IDR 2026-07-02 1086.65000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -968.65000000 -0.00004746595 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5395078752.00000000 IDR 298912.89000000 USD 2026-09-16 -968.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1202.71000000 -0.00005893539 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4558694.00000000 THB 136883.74000000 USD 2026-09-16 -1202.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -692.40000000 -0.00003392910 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1158000.00000000 ZAR 69849.11000000 USD 2026-07-21 -692.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2703.53000000 -0.00013247883 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 648757.98000000 USD 105000000.00000000 JPY 2026-07-02 -2703.53000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 154.41000000 0.000007566424 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 60704.74000000 USD 411000.00000000 CNY 2026-09-16 154.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 486.07000000 0.000023818484 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 46205.73000000 USD 770000.00000000 ZAR 2026-09-16 486.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -975.78000000 -0.00004781533 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3380000.00000000 THB 101407.10000000 USD 2026-09-16 -975.78000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 142281.13000000 0.006972084005 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 21546796.08000000 USD 18970589.96000000 EUR 2026-07-02 142281.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -142254.07000000 -0.00697075800 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18970589.96000000 EUR 21575877.99000000 USD 2026-08-04 -142254.07000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 466.67000000 0.000022867842 N/A DFE MX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 164449.42000000 USD 2900000.00000000 MXN 2026-09-17 466.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 114.39000000 0.000005605358 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 968500000.00000000 COP 276161.96000000 USD 2026-09-16 114.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 135.39000000 0.000006634403 N/A DFE RO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 106356.93000000 USD 490000.00000000 RON 2026-09-16 135.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 111.11000000 0.000005444631 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 109992.96000000 USD 96000.00000000 EUR 2026-09-16 111.11000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 83.13000000 0.000004073550 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 480000.00000000 PLN 127775.46000000 USD 2026-09-16 83.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -454.79000000 -0.00002228569 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 205000.00000000 ILS 68481.71000000 USD 2026-09-16 -454.79000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 311.64000000 0.000015271036 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 75420000.00000000 ARS 50856.37000000 USD 2026-07-14 311.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -40.90000000 -0.00000200418 N/A DFE AR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 46699.69000000 USD 75420000.00000000 ARS 2026-12-02 -40.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 5371.15000000 0.000263198001 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2933685.03000000 USD 51682421.18000000 MXN 2026-09-17 5371.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3861.01000000 -0.00018919786 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 931426.77000000 EUR 1064408.53000000 USD 2026-09-16 -3861.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 277.24000000 0.000013585361 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 394147267.00000000 KRW 254701.34000000 USD 2026-07-06 277.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3634.31000000 0.000178089073 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 727780.47000000 USD 13083338620.00000000 IDR 2026-07-06 3634.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -271.45000000 -0.00001330163 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 254701.34000000 USD 394099893.00000000 KRW 2026-07-15 -271.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3419.10000000 -0.00016754331 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 13154792107.00000000 IDR 727780.47000000 USD 2026-09-16 -3419.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3250.30000000 -0.00015927175 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10475404.59000000 THB 314058.00000000 USD 2026-09-16 -3250.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -75.70000000 -0.00000370946 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 22000.00000000 EUR 25106.46000000 USD 2026-07-31 -75.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 19830.49000000 0.000971737026 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 595417053.00000000 JPY 3683371.81000000 USD 2026-07-02 19830.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19930.92000000 -0.00097665831 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3683371.81000000 USD 593856040.00000000 JPY 2026-08-04 -19930.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1749.57000000 0.000085732725 N/A DFE SG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2662335.00000000 USD 3445860.19000000 SGD 2026-07-02 1749.57000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1743.15000000 -0.00008541813 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3437926.43000000 SGD 2662335.00000000 USD 2026-08-04 -1743.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2081.16000000 0.000101981354 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 314058.00000000 USD 10498958.94000000 THB 2026-07-06 2081.16000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 54.74000000 0.000002682378 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 568000.00000000 PLN 151157.33000000 USD 2026-09-16 54.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -52.65000000 -0.00000257996 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1810566.26000000 NOK 182916.00000000 USD 2026-07-02 -52.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 51.30000000 0.000002513811 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 182916.00000000 USD 1811359.86000000 NOK 2026-08-04 51.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1009.08000000 -0.00004944710 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 471306000.00000000 NGN 329124.30000000 USD 2026-09-16 -1009.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1109.77000000 -0.00005438113 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 242794000.00000000 NGN 168958.94000000 USD 2026-09-16 -1109.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -100.54000000 -0.00000492667 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 101000.00000000 EUR 115738.11000000 USD 2026-09-16 -100.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -130.27000000 -0.00000638351 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 31000.00000000 EUR 35424.17000000 USD 2026-09-16 -130.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -110.90000000 -0.00000543434 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 60066.36000000 USD 315000.00000000 BRL 2026-09-02 -110.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 80.74000000 0.000003956435 N/A DFE EG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 49886.62000000 USD 2640000.00000000 EGP 2026-12-31 80.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 69.27000000 0.000003394380 N/A DFE TH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 17458.11000000 USD 582083.06000000 THB 2026-07-06 69.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -128.45000000 -0.00000629432 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 582083.06000000 THB 17503.31000000 USD 2026-09-16 -128.45000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 239.05000000 0.000011713968 N/A DFE SG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2061327.00000000 USD 2666532.61000000 SGD 2026-07-02 239.05000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -247.48000000 -0.00001212705 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2660410.47000000 SGD 2061327.00000000 USD 2026-08-04 -247.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -177.39000000 -0.00000869249 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1130000.00000000 ZAR 68344.34000000 USD 2026-09-16 -177.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 15797.64000000 0.000774118628 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3892980.00000000 USD 5642000.00000000 AUD 2026-07-02 15797.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -15949.97000000 -0.00078158312 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 5642000.00000000 AUD 3890542.66000000 USD 2026-08-04 -15949.97000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 251.31000000 0.000012314735 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 58755.00000000 USD 584157.19000000 NOK 2026-08-04 251.31000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -252.35000000 -0.00001236569 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 583907.19000000 NOK 58755.00000000 USD 2026-07-02 -252.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 240.21000000 0.000011770811 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1906000000.00000000 IDR 106183.84000000 USD 2026-09-16 240.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 140.39000000 0.000006879414 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 222479.09000000 USD 10620039.36000000 TRY 2026-07-30 140.39000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2595.41000000 -0.00012718071 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 800646.85000000 USD 75542551.66000000 INR 2026-07-01 -2595.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -334.91000000 -0.00001641131 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 116000.00000000 EUR 132707.50000000 USD 2026-09-16 -334.91000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 29.23000000 0.000001432333 N/A DFE MX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 64231.18000000 USD 1130000.00000000 MXN 2026-09-17 29.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2594.37000000 0.000127129757 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 75512222.35000000 INR 800325.40000000 USD 2026-07-01 2594.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 850.80000000 0.000041691045 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1770850.33000000 USD 1544750.46000000 EUR 2026-09-16 850.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 33.40000000 0.000001636672 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 65000.00000000 USD 56815.41000000 EUR 2026-07-31 33.40000000 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 166000.00000000 PA USD 168963.27000000 0.008279566744 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 25000.00000000 PA USD 78125.00000000 0.003828294468 Long DBT CORP US N 2 2030-11-30 Fixed 3.88000000 N N Y N Y EchoStar Corp. USD XXXX N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 1500000.00000000 PA USD 1621799.31000000 0.079471684189 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 100000.00000000 PA USD 109576.70000000 0.005369495993 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 1549000.00000000 PA USD 1678740.26000000 0.082261914255 Long DBT CORP CO N 2 2036-01-19 Fixed 8.38000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 265000.00000000 PA USD 272443.59000000 0.013350326893 Long DBT CORP US N 2 2053-06-15 Fixed 8.13000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875CE0 640000.00000000 PA USD 691276.80000000 0.033874062714 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 1070000.00000000 PA USD 1021602.62000000 0.050060744435 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N Eldridge CLO Ltd N/A 28473AAJ5 925000.00000000 PA USD 929581.53000000 0.045551511414 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 6.50000000 N N N N N N ELK GROVE VILLAGE PROPER 254900LQ6GXC66JXL664 28734DAA3 340000.00000000 PA USD 342553.98000000 0.016785888086 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N ELLUCIAN HOLDINGS INC 549300RP8NIJ7FY7OS79 289178AA3 2630000.00000000 PA USD 2548871.34000000 0.124900224660 Long DBT CORP US N 2 2029-12-01 Fixed 6.50000000 N N N N N N Ellucian Holdings, Inc. 549300RP8NIJ7FY7OS79 28917XAB6 945015.82000000 PA USD 913121.54000000 0.044744936199 Long LON CORP US N 2 2029-10-09 Floating 6.14000000 N N N N N N Elmwood CLO 20 Ltd N/A 29002BAL6 1675000.00000000 PA USD 1656178.03000000 0.081156316043 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 8.38000000 N N N N N N Elmwood CLO XI Ltd N/A 29002MAC2 266000.00000000 PA USD 162801.58000000 0.007977630568 Long ABS-CBDO CORP KY N 2 2034-10-20 None 0.00000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EBG9 1450000.00000000 PA USD 1453129.10000000 0.071206478021 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.89000000 N N N N N N Elmwood CLO 15 Ltd N/A 29003JAN4 800000.00000000 PA USD 800240.00000000 0.039213495876 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 4.81000000 N N N N N N Elmwood CLO 43 Ltd N/A 29004TAA9 430000.00000000 PA USD 432114.74000000 0.021174559601 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 8.68000000 N N N N N N Elmwood CLO 44 Ltd N/A 29004VAG1 700000.00000000 PA USD 701774.50000000 0.034388472786 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 6.28000000 N N N N N N Elmwood CLO 42 Ltd N/A 29005DAG0 755000.00000000 PA USD 760088.70000000 0.037245995080 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 6.93000000 N N N N N N Elmwood CLO 42 Ltd N/A 29005EAA1 250000.00000000 PA USD 254615.25000000 0.012476699560 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 10.18000000 N N N N N N Embecta Corp 549300RPG8GXVDHNXZ62 29081LAC8 189950.98000000 PA USD 151189.20000000 0.007408598758 Long LON CORP US N 2 2029-03-30 None 0.00000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 1700000.00000000 PA USD 1324746.59000000 0.064915456544 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N N Emerald X, Inc. 549300YQCBSQUCZ74696 29088UAH0 646703.00000000 PA USD 646501.23000000 0.031679962657 Long LON CORP US N 2 2032-01-30 None 0.00000000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 29089QAC9 274000.00000000 PA USD 254251.37000000 0.012458868650 Long DBT CORP US N 2 2028-08-15 Fixed 3.88000000 N N N N N EMERALD EXPOSITIONS HLDG INC 549300YQCBSQUCZ74696 29135AAC8 660126.76000000 PA USD 659714.18000000 0.032327425869 Long LON CORP US N 2 2033-06-17 Floating 7.15000000 N N N N N N EMERALD EXPOSITIONS HLDG INC 549300YQCBSQUCZ74696 29135AAD6 172582.16000000 PA USD 172474.30000000 0.008451614830 Long LON CORP US N 2 2033-06-17 Floating 7.15000000 N N N N N N EMERALD EXPOSITIONS HLDG INC 549300YQCBSQUCZ74696 29135AAE4 86291.08000000 PA USD 86237.15000000 0.004225807415 Long LON CORP US N 2 2033-06-17 Floating 7.15000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAZ3 2500000.00000000 PA USD 2491866.35000000 0.122106856495 Long DBT NUSS AE N 2 2033-04-20 Fixed 4.63000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 319000.00000000 PA USD 321037.13000000 0.015731515762 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 92000.00000000 PA USD 105203.10000000 0.005155180106 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 1600000.00000000 PA USD 1700286.40000000 0.083317721853 Long DBT CORP US N 2 2030-05-15 Fixed 8.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 145000.00000000 PA USD 142913.87000000 0.007003089638 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 80000.00000000 PA USD 84965.60000000 0.004163498706 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAF9 295000.00000000 PA USD 301818.63000000 0.014789767573 Long DBT CORP US N 2 2032-01-15 Fixed 6.63000000 N N N N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 29276MAP2 1368453.34000000 PA USD 1374155.69000000 0.067336609622 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N ENERGUATE TRUST 2 0 2549000ZL9MU01FZK194 29277RAB1 1000000.00000000 PA USD 996438.23000000 0.048827634739 Long DBT CORP KY N 2 2035-09-15 Fixed 6.35000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 960000.00000000 PA USD 958451.51000000 0.046966203058 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Endo Luxembourg Finance Company I Sa rl 222100B15VY0VVCTG251 29280UAD5 1827879.31000000 PA USD 1832121.82000000 0.089777943410 Long LON CORP US N 2 2031-04-23 None 0.00000000 N N N N N N ENFRAGEN ENERGIA SUR SAU N/A 29281MAA8 400000.00000000 PA USD 418000.00000000 0.020482906723 Long DBT CORP ES N 2 2032-06-30 Fixed 8.50000000 N N N N N N ENERFLEX INC 549300SQCOV1LC1GBK07 29281WAA6 120000.00000000 PA USD 122885.64000000 0.006021662922 Long DBT CORP US N 2 2031-01-15 Fixed 6.88000000 N N N N N N ENQUEST PLC 2138008LJU6WFQWOXJ73 29357JAF3 235000.00000000 PA USD 240561.01000000 0.011788011313 Long DBT CORP GB N 2 2031-04-30 Fixed 9.88000000 N N N N N ENOVA INTERNATIONAL INC 549300O8XOCQSB49UO63 29357KAH6 255000.00000000 PA USD 268883.73000000 0.013175886031 Long DBT CORP US N 2 2028-12-15 Fixed 11.25000000 N N N N N N ENOVA INTERNATIONAL INC 549300O8XOCQSB49UO63 29357KAK9 40000.00000000 PA USD 41887.12000000 0.002052559741 Long DBT CORP US N 2 2029-08-01 Fixed 9.13000000 N N N N N N Ensono LP 5493003GTMBHX0VZAW67 29359DAB3 1882256.00000000 PA USD 1850660.45000000 0.090686376494 Long LON CORP US N 2 2028-05-26 Floating 0.00000000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359U109 9603.00000000 NS USD 203583.60000000 0.009976038012 Long EP CORP BM N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 750000.00000000 PA USD 741595.50000000 0.036339788165 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAZ7 855355.83000000 PA USD 817280.52000000 0.040048518321 Long LON CORP US N 2 2031-05-30 Floating 6.39000000 N N N N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAA0 300000.00000000 PA USD 299490.00000000 0.014675659652 Long DBT CORP MX N 2 2033-07-30 Fixed 6.13000000 N N N N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAB8 200000.00000000 PA USD 196660.00000000 0.009636766593 Long DBT CORP MX N 2 2038-07-30 Fixed 6.50000000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 29670VAA7 1200000.00000000 PA USD 1085266.10000000 0.053180393054 Long DBT US N 2 2031-07-15 Fixed 2.95000000 N N N N N N BOLIVIA GOVERNMENT 529900TGIRPY3SZXEB56 29731QAF4 1295000.00000000 PA USD 1328346.25000000 0.065091847692 Long DBT NUSS BO N 2 2031-05-14 Fixed 9.45000000 N N N N N N EUSHI FINANCE INC N/A 29882DAB9 173000.00000000 PA USD 179784.71000000 0.008809840778 Long DBT CORP US N 2 2054-12-15 Fixed 7.63000000 N N N N N N Evergreen Acqco 1 LP 549300F6POVHG3ME8T95 30015FAJ5 2174226.81000000 PA USD 2177851.25000000 0.106719435435 Long LON CORP US N 2 2032-09-17 None 0.00000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185EAG8 595000.00000000 PA USD 583707.50000000 0.028602933675 Long ABS-O CORP US N 2 2033-02-15 Fixed 6.87000000 N N N N N N Extended Stay America Trust N/A 30227TAL4 1666220.67000000 PA USD 1687438.49000000 0.082688146393 Long ABS-MBS CORP US N 2 2042-10-15 Floating 7.73000000 N N N N N N Extended Stay America Trust N/A 30227WAL7 763590.10000000 PA USD 774225.69000000 0.037938738256 Long ABS-MBS CORP US N 2 2043-02-15 Floating 7.38000000 N N N N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AJ5 404000.00000000 PA USD 424435.94000000 0.020798281744 Long DBT CORP US N 2 2032-04-01 Fixed 7.38000000 N N N N N N EyeCare Partners LLC 254900ZAACWK09RJ8W93 30233PAT7 2352351.11000000 PA USD 1150299.69000000 0.056367180034 Long LON CORP US N 2 2028-11-30 Floating 4.69000000 N N Y N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 180000.00000000 PA USD 161574.30000000 0.007917491186 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AZ8 120000.00000000 PA USD 87482.45000000 0.004286829816 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491BA2 590000.00000000 PA USD 614478.78000000 0.030110793144 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBC0 885000.00000000 PA USD 842812.84000000 0.041299657385 Long DBT CORP AU N 2 2031-04-01 Fixed 4.38000000 N N N N N N Fluid-Flow Products, Inc. 254900BHD5AK9H7EKF91 30260UAM7 851633.79000000 PA USD 855803.39000000 0.041936222514 Long LON CORP US N 2 2033-03-04 Floating 6.89000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635206 9551.00000000 NS USD 100285.50000000 0.004914207038 Long EC CORP US N 1 N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 400000.00000000 PA USD 376702.36000000 0.018459232781 Long DBT CORP US N 2 2028-10-12 Fixed 3.13000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AM9 77000.00000000 PA USD 79091.00000000 0.003875630563 Long DBT CORP US N 2 2029-01-15 Fixed 7.88000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AQ0 700000.00000000 PA USD 673296.66000000 0.032992996852 Long DBT CORP US N 2 2031-01-15 Fixed 6.13000000 N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AR8 163000.00000000 PA USD 162408.51000000 0.007958369285 Long DBT CORP US N 2 2031-08-01 Fixed 7.50000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 30315XAE4 935000.00000000 PA USD 849237.13000000 0.041614461531 Long DBT CORP LU N 2 2036-02-11 Fixed 8.13000000 N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 450000.00000000 PA USD 440502.08000000 0.021585557455 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 830000.00000000 PA USD 818042.94000000 0.040085878555 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747BD8 470000.00000000 PA USD 518645.00000000 0.025414730042 Long DBT US N 2 2029-01-15 Fixed 3.25000000 N N N N Y Federal Realty Investment Trust USD XXXX N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HLY30 819221.27000000 PA USD 794192.59000000 0.038917159668 Long ABS-MBS USGSE US N 2 2054-07-25 Variable 3.00000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAA7 1950000.00000000 PA USD 1897136.28000000 0.092963792979 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 2021000.00000000 PA USD 1983401.72000000 0.097190986665 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N EF HOLD/EF KY/ELL KY/TRS N/A 31574BAA4 625000.00000000 PA USD 622784.15000000 0.030517774290 Long DBT XX N 2 2030-09-30 Fixed 7.38000000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 1260000.00000000 PA USD 1271832.53000000 0.062322552823 Long DBT CORP US N 2 2031-03-01 Fixed 7.88000000 N N N N N N FIESTA PURCHASER INC N/A 31659AAB2 2840000.00000000 PA USD 2789026.54000000 0.136668350403 Long DBT CORP US N 2 2032-09-15 Fixed 9.63000000 N N N N N N Finance of America HECM Buyout N/A 31735EAA4 800594.26000000 PA USD 792112.52000000 0.038815231726 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.50000000 N N N N N N Finastra USA Inc 549300ZB2RO6QC7YTK71 31772YAD8 796005.00000000 PA USD 735309.62000000 0.036031766410 Long LON CORP US N 2 2032-09-15 Floating 7.75000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAD9 552432.29000000 PA USD 552553.27000000 0.027076308826 Long LON CORP US N 2 2032-08-16 Floating 7.23000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAE7 94791.67000000 PA USD 94821.25000000 0.004646446935 Long LON CORP US N 2 2032-08-16 Fixed 3.50000000 N N N N N N FIRST EAGLE HOLDINGS 549300ZKYR56QRODD510 32010YAA4 895000.00000000 PA USD 902066.92000000 0.044203235839 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AY1 240000.00000000 PA USD 235714.63000000 0.011550528181 Long DBT CORP CA N 2 2036-02-15 Fixed 6.38000000 N N N N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAN0 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-08-15 None 0.00000000 N N N N N N First Student Bidco Inc 2549006DRO2F06AA1391 33718FAP5 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-08-15 None 0.00000000 N N N N N N FIRST STUDENT BIDCO INC 2549006DRO2F06AA1391 33718FAQ3 2262910.50000000 PA USD 2266209.81000000 0.111049196542 Long LON CORP US N 2 2030-08-15 Floating 5.98000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAF2 255000.00000000 PA USD 253960.57000000 0.012444618820 Long DBT CORP US N 2 2034-05-01 Fixed 6.13000000 N N N N N N FIVE POINT OPERATING CO N/A 33834YAC2 180000.00000000 PA USD 184399.56000000 0.009035978438 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Flagship Credit Auto Trust N/A 33843EAN1 500000.00000000 PA USD 310411.15000000 0.015210819692 Long ABS-O CORP US N 2 2030-07-15 Fixed 10.89000000 N N N N N N Flatiron CLO Ltd 254900WPX2H2R5L2RO76 33883DAY0 250000.00000000 PA USD 246729.75000000 0.012090292955 Long ABS-CBDO CORP US N 2 2036-04-17 Floating 8.63000000 N N N N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 500000.00000000 PA USD 663375.00000000 0.032506813990 Long DBT CORP US N 2 2029-08-15 Fixed 1.13000000 N N N N N Fluor Corp. USD XXXX N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AA7 1750000.00000000 PA USD 1779933.75000000 0.087220614774 Long DBT CORP IE N 2 2029-04-29 Fixed 6.38000000 N N N N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34416DBD9 447744.34000000 PA USD 437320.85000000 0.021429670284 Long LON CORP US N 2 2031-09-15 Floating 6.14000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 4010000.00000000 PA USD 4036979.32000000 0.197820743677 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 1050000.00000000 PA USD 1014469.75000000 0.049711218333 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Formulations Parent Corporation 254900TKSKQSTLBC7A74 34641NAF0 1782530.00000000 PA USD 1793670.81000000 0.087893760512 Long LON CORP US N 2 2032-04-09 None 0.00000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAD3 1500000.00000000 PA USD 1497272.85000000 0.073369617527 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 467000.00000000 PA USD 473756.56000000 0.023215099110 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N Fortress Intermediate 3, Inc 254900NLAZ3JQJW5JP75 34966LAD6 841754.71000000 PA USD 839124.23000000 0.041118907494 Long LON CORP US N 2 2031-06-27 Floating 6.62000000 N N N N N N FORTRESS INTERMEDIATE 254900NLAZ3JQJW5JP75 34966MAA0 1490000.00000000 PA USD 1516641.20000000 0.074318708691 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N FOUND BUILD MATRL HOLDG CO LLC 549300ZVE6MONHB01I28 35039KAE6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-01-29 None 0.00000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35042NAA3 318364.48000000 PA USD 315904.03000000 0.015479982727 Long ABS-O CORP US N 2 2052-04-15 Fixed 4.67000000 N N N N N N Multifamily Structured Credit Risk 549300FK6HM4FW58SP67 35563GAC3 1275000.00000000 PA USD 1358644.46000000 0.066576525705 Long ABS-MBS USGSE US N 2 2051-11-25 Floating 10.48000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563P6W4 96410.24000000 PA USD 57800.03000000 0.002832326849 Long ABS-MBS USGSE US N 2 2061-03-25 Variable 7.65000000 N N N N N N Freddie Mac - SCRT N/A 35563PFX2 93894.99000000 PA USD 35459.43000000 0.001737588988 Long ABS-MBS USGSE US N 2 2057-11-25 Variable 1.95000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PGR4 360450.79000000 PA USD 349810.03000000 0.017141450276 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 4.75000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PJQ3 197001.24000000 PA USD 197162.98000000 0.009661413705 Long ABS-MBS USGSE US N 2 2058-07-25 Variable 4.75000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PLU1 510571.89000000 PA USD 503100.64000000 0.024653022683 Long ABS-MBS USGSE US N 2 2058-10-25 Variable 4.75000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PMX4 512794.24000000 PA USD 496993.66000000 0.024353767416 Long ABS-MBS USGSE US N 2 2059-02-25 Variable 4.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PPH6 323111.28000000 PA USD 314951.20000000 0.015433291990 Long ABS-MBS USGSE US N 2 2059-08-25 Variable 4.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PRE1 489925.01000000 PA USD 475920.06000000 0.023321115303 Long ABS-MBS USGSE US N 2 2059-11-25 Variable 4.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PTU3 565444.36000000 PA USD 552009.57000000 0.027049666346 Long ABS-MBS USGSE US N 2 2060-05-25 Variable 4.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PWQ8 345173.71000000 PA USD 337551.10000000 0.016540736114 Long ABS-MBS USGSE US N 2 2060-09-25 Fixed 4.25000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 2900000.00000000 PA USD 2972370.66000000 0.145652609992 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 11.43000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQZ5 1200000.00000000 PA USD 1237201.44000000 0.060625554291 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 10.73000000 N N N N N N Freddie Mac - STACR 5493000ITBJ4KEFYWF83 35565LBE5 1850000.00000000 PA USD 2208082.30000000 0.108200822462 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 11.34000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAJ6 1100000.00000000 PA USD 1100599.50000000 0.053931762915 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 497000.00000000 PA USD 514469.55000000 0.025210123935 Long DBT CORP US N 2 2031-05-15 Fixed 9.13000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 1805000.00000000 PA USD 1837358.24000000 0.090034539349 Long DBT CORP US N 2 2032-04-01 Fixed 8.38000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAE8 90000.00000000 PA USD 87414.08000000 0.004283479538 Long DBT CORP US N 2 2031-05-01 Fixed 6.88000000 N N N N N N FREEPORT LNG INVESTMENTS LLLP 549300LR5YVRZH4YPQ33 35670CAE8 995000.00000000 PA USD 998109.38000000 0.048909524714 Long LON CORP US N 2 2033-02-11 Floating 6.93000000 N N N N N N GB AIT BUYER 254900T5IGTG0Y9WAD71 36147AAA3 860000.00000000 PA USD 863361.89000000 0.042306605410 Long DBT CORP US N 2 2034-04-30 Fixed 8.75000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36173JAJ2 445000.00000000 PA USD 434450.70000000 0.021289026708 Long ABS-MBS CORP US N 2 2071-02-25 Variable 6.61000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 900000.00000000 PA USD 910539.90000000 0.044618430239 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AT6 525000.00000000 PA USD 521164.19000000 0.025538175816 Long DBT US N 2 2034-09-15 Fixed 5.63000000 N N N N N N GSAA Home Equity Trust N/A 36249BAD2 10562.32000000 PA USD 10397.13000000 0.000509481923 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.30000000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36253BAE3 280000.00000000 PA USD 38067.12000000 0.001865371455 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.71000000 N N N N N N GFL Environmental Inc 254900PGDQWC19PRP053 36257SAB8 1091750.00000000 PA USD 1091409.37000000 0.053481426610 Long LON CORP US N 2 2032-03-03 Floating 6.16000000 N N N N N N GDZ ELEKTRIK DAGITIM AS 984500B63B5766038A64 36270TAA1 1685000.00000000 PA USD 1629473.45000000 0.079847733696 Long DBT CORP TR N 2 2029-10-15 Fixed 9.00000000 N N N N N N GS Mortgage-Backed Securities Trust 254900B9BZ62VF1C0U09 36275BAA5 981328.20000000 PA USD 980700.54000000 0.048056453791 Long ABS-MBS CORP US N 2 2056-09-25 Variable 5.36000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 362963AA8 1268169.58000000 PA USD 1228513.16000000 0.060199809725 Long ABS-MBS CORP US N 2 2065-07-25 Variable 4.10000000 N N N N N N Galaxy CLO Ltd 54930022KENWLYJ8SJ86 36321AAR4 250000.00000000 PA USD 246997.75000000 0.012103425536 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 8.93000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 701000.00000000 PA USD 660981.03000000 0.032389504267 Long DBT CORP US N 2 2029-10-01 Fixed 3.63000000 N N N N N GARRETT MOTION HLD/SARL N/A 366504AA6 150000.00000000 PA USD 157599.60000000 0.007722722264 Long DBT CORP US N 2 2032-05-31 Fixed 7.75000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 1275000.00000000 PA USD 1164977.04000000 0.057086402022 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 367398AA2 270000.00000000 PA USD 276487.56000000 0.013548490195 Long DBT CORP US N 2 2029-07-01 Fixed 6.88000000 N N N N N N GC TREASURY CENTRE CO 549300LUFQBC2EQNAR40 36830AAB3 555000.00000000 PA USD 549221.90000000 0.026913064469 Long DBT CORP TH N 2 2030-09-10 Fixed 6.50000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 205000.00000000 PA USD 205072.00000000 0.010048972841 Long DBT CORP US N 2 2030-09-30 Fixed 5.70000000 N N N N N Kennedy Lewis CLO Ltd 21380057FWYXY89TJK26 37149UAA5 250000.00000000 PA USD 250642.25000000 0.012282013942 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 9.81000000 N N N N N N Kennedy Lewis CLO Ltd 5493009C48K5WG4EX118 37150CAG8 800000.00000000 PA USD 807470.40000000 0.039567801161 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 6.77000000 N N N N N N Genesee & Wyoming Inc (New) G617XSG94Z7G0RMW3L02 37156QAZ9 821875.60000000 PA USD 819409.97000000 0.040152865990 Long LON CORP US N 2 2031-04-10 None 0.00000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAR3 600000.00000000 PA USD 624453.60000000 0.030599580961 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAS1 700000.00000000 PA USD 695005.57000000 0.034056780532 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Genuine Financial Holdings, LLC N/A 37190DAN3 1725000.00000000 PA USD 1674328.13000000 0.082045710314 Long LON CORP US N 2 2030-09-27 Floating 6.89000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 459000.00000000 PA USD 468025.32000000 0.022934255918 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAB8 400000.00000000 PA USD 417303.24000000 0.020448763972 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N N GENMAB AS 529900MTJPDPE4MHJ122 37231EAE2 755250.00000000 PA USD 755354.98000000 0.037014032532 Long LON CORP DK N 2 2032-12-13 Floating 5.73000000 N N N N N N GENWORTH HOLDINGS INC PXDECZED7L8SRUP41R09 37247DAB2 195000.00000000 PA USD 194150.78000000 0.009513809370 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 37956SAB0 1282739.20000000 PA USD 1287629.00000000 0.063096614118 Long LON CORP US N 2 2032-10-01 Floating 6.89000000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 37960BAD7 2895000.00000000 PA USD 3001825.50000000 0.147095961046 Long DBT CORP US N 2 2032-10-01 Fixed 7.38000000 N N N N N N Gloves Buyer Inc 54930015O0Y94T5H8Z18 37987UAG7 1741250.00000000 PA USD 1746146.40000000 0.085564961332 Long LON CORP US N 2 2032-05-21 None 0.00000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 1325000.00000000 PA USD 1249024.37000000 0.061204903507 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Barnes Group Inc G1MSYD2DQZX30V5DMX12 38021CAC2 950136.00000000 PA USD 952214.90000000 0.046660595640 Long LON CORP US N 2 2032-01-27 Floating 6.14000000 N N N N N N GOAT HOLDCO LLC N/A 38021MAA4 2160000.00000000 PA USD 2215397.52000000 0.108559284110 Long DBT CORP US N 2 2032-02-01 Fixed 6.75000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AH0 300000.00000000 PA USD 294772.53000000 0.014444493389 Long DBT CORP CA N 2 2028-12-01 Fixed 9.25000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AM9 800000.00000000 PA USD 712679.92000000 0.034922862022 Long DBT CORP CA N 2 2030-05-15 Fixed 6.88000000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 125000.00000000 PA USD 112683.48000000 0.005521734952 Long DBT CORP CA N 2 2030-10-01 Fixed 7.38000000 N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AR8 1871000.00000000 PA USD 1656199.10000000 0.081157348519 Long DBT CORP CA N 2 2031-02-15 Fixed 6.88000000 N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 38046YAD3 185000.00000000 PA USD 211066.51000000 0.010342716834 Long DBT CORP BM N 2 2030-12-15 Fixed 2.75000000 N N N N Y Golar LNG Ltd. USD XXXX N N N GoldenTree Loan Management US CLO, LTD 549300CQMHYJ3DLMP206 38138HAL1 250000.00000000 PA USD 251607.75000000 0.012329325536 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 9.58000000 N N N N N N Goldman Sachs BDC Inc 6D01AGSGBNZIJSN77043 38147U107 135734.00000000 NS USD 1286758.32000000 0.063053948910 Long EC CORP US N 1 N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173M102 112228.00000000 NS USD 1445496.64000000 0.070832470924 Long EC CORP US N 1 N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38178DAN7 700000.00000000 PA USD 699601.00000000 0.034281966571 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 4.79000000 N N N N N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38178DAS6 400000.00000000 PA USD 399474.40000000 0.019575112138 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 5.08000000 N N N N N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38178DAU1 1400000.00000000 PA USD 1400350.00000000 0.068620187632 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 5.18000000 N N N N N N GoodRx, Inc. 25490061CWK7F0OTY260 38245HAG2 1231835.91000000 PA USD 1179482.88000000 0.057797219648 Long LON CORP US N 2 2029-07-10 None 0.00000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BT7 2025000.00000000 PA USD 2043914.25000000 0.100156231899 Long DBT CORP US N 2 2032-07-15 Fixed 8.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375URE2 430758.55000000 PA USD 431877.49000000 0.021162933836 Long ABS-MBS USGA US N 2 2064-11-20 Floating 4.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RMP8 37046.29000000 PA USD 37206.12000000 0.001823180587 Long ABS-MBS USGA US N 2 2065-12-20 Floating 4.51000000 N N N N N N GRAHAM HOLDINGS CO 529900BOSCEEEMAFQJ29 384637AC8 190000.00000000 PA USD 188875.35000000 0.009255301857 Long DBT CORP US N 2 2033-12-01 Fixed 5.63000000 N N N N N N WIN Waste Innovations Holdings Inc 549300DJBUN7Z75R2S83 38723BAJ0 317134.00000000 PA USD 317827.89000000 0.015574256040 Long LON CORP US N 2 2028-03-24 Floating 6.51000000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 460000.00000000 PA USD 468901.92000000 0.022977211219 Long DBT CORP US N 2 2034-06-15 Fixed 6.38000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 115000.00000000 PA USD 77245.50000000 0.003785197060 Long DBT CORP US N 2 2031-11-15 Fixed 5.38000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AL0 1064000.00000000 PA USD 765238.39000000 0.037498341061 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 643000.00000000 PA USD 621157.29000000 0.030438054621 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N GREAT CAN GAMING/RAPTOR 549300FU60SSFLTE0M84 389925AA6 1720000.00000000 PA USD 1722180.96000000 0.084390602787 Long DBT CORP XX N 2 2029-11-15 Fixed 8.75000000 N N N N N N Green Infrastructure Partners Inc 549300W1V7LSCKWMX505 39306DAB6 698250.00000000 PA USD 699340.67000000 0.034269209836 Long LON CORP CA N 2 2032-09-24 Floating 6.48000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAC7 400000.00000000 PA USD 405453.08000000 0.019868080426 Long DBT CORP LU N 2 2046-06-30 Fixed 6.46000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAB4 113770.26000000 PA USD 114002.48000000 0.005586368813 Long ABS-O CORP US N 2 2060-06-25 Fixed 4.93000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAC2 500000.00000000 PA USD 502392.65000000 0.024618329637 Long ABS-O CORP US N 2 2060-06-25 Fixed 5.02000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAD0 268262.16000000 PA USD 267426.82000000 0.013104494281 Long ABS-O CORP US N 2 2060-06-25 Fixed 4.89000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39810MAA7 6000000.00000000 PA USD 6015030.00000000 0.294749517775 Long ABS-CBDO CORP US N 2 2043-01-15 Floating 5.11000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 632000.00000000 PA USD 619768.52000000 0.030370001879 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBA4 1290000.00000000 PA USD 883237.06000000 0.043280531853 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBC0 315000.00000000 PA USD 244212.48000000 0.011966941264 Long DBT CORP MX N 2 2046-01-31 Fixed 6.13000000 N N N N N N GRUPO AEROMEXICO SAB 529900BECKHBL62WD126 40054JAC3 900000.00000000 PA USD 921060.00000000 0.045133937959 Long DBT CORP MX N 2 2029-11-15 Fixed 8.25000000 N N N N N N Gryphon Acquire Newco, LLC N/A 40054QAB9 1057350.00000000 PA USD 1059910.90000000 0.051937933253 Long LON CORP US N 2 2032-09-13 Floating 6.41000000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAD1 85000.00000000 PA USD 213987.50000000 0.010485851680 Long DBT CORP US N 2 2031-02-15 Fixed 1.25000000 N N N N Y Guardant Health Inc USD XXXX N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAE9 75000.00000000 PA USD 111796.88000000 0.005478289629 Long DBT CORP US N 2 2033-05-15 None 0.00000000 N N N N Y Guardant Health, Inc. USD XXXX N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 270000.00000000 PA USD 252976.69000000 0.012396406565 Long DBT CORP US N 2 2029-06-01 Fixed 4.88000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAE5 65000.00000000 PA USD 65928.85000000 0.003230656662 Long DBT CORP US N 2 2033-05-01 Fixed 7.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119AJ8 550000.00000000 PA USD 618529.30000000 0.030309277410 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N CORE + MAIN LP 549300ZSLF8Q660SCD17 40416VAJ4 155000.00000000 PA USD 155145.39000000 0.007602460650 Long LON CORP US N 2 2033-07-01 Floating 5.39000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 200000.00000000 PA USD 188369.94000000 0.009230535671 Long DBT CORP GB N 2 2030-12-17 Fixed 4.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 600000.00000000 PA USD 591626.35000000 0.028990974503 Long DBT CORP GB N 2 2031-11-06 Fixed 4.62000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FR5 796000.00000000 PA USD 801626.92000000 0.039281457965 Long DBT CORP GB N 2 2032-11-18 Fixed 6.75000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AG0 710000.00000000 PA USD 718005.25000000 0.035183814743 Long ABS-MBS CORP US N 2 2039-05-10 Variable 8.47000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AJ4 1600000.00000000 PA USD 1617011.52000000 0.079237072094 Long ABS-MBS CORP US N 2 2039-05-10 Variable 10.60000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAC4 200000.00000000 PA USD 204869.17000000 0.010039033731 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VBE4 700000.00000000 PA USD 698480.87000000 0.034227077771 Long DBT CORP US N 2 2031-08-19 Fixed 6.30000000 N N N N N N PHRG Intermediate LLC N/A 40445XAC0 1489221.79000000 PA USD 1481775.68000000 0.072610222581 Long LON CORP US N 2 2032-02-20 None 0.00000000 N N N N N N HAEMONETICS CORP 549300ZEL6TXZS6F5F95 405024AD2 723000.00000000 PA USD 734423.40000000 0.035988339707 Long DBT CORP US N 2 2029-06-01 Fixed 2.50000000 N N N N Y Haemonetics Corp. USD XXXX N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 1025000.00000000 PA USD 918420.50000000 0.045004596733 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAG5 258000.00000000 PA USD 273483.35000000 0.013401277388 Long DBT CORP US N 2 2056-06-01 Fixed 8.00000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAH3 216000.00000000 PA USD 219797.50000000 0.010770554283 Long DBT CORP US N 2 2056-11-15 Fixed 7.13000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PSM6 109260.98000000 PA USD 101972.77000000 0.004996886928 Long ABS-MBS CORP US N 2 2035-06-20 Floating 4.65000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AD5 870000.00000000 PA USD 882805.97000000 0.043259407508 Long DBT CORP US N 2 2034-05-15 Fixed 6.75000000 N N N N N N Harvest US CLO Ltd N/A 417923AL3 1000000.00000000 PA USD 1000480.00000000 0.049025690236 Long ABS-CBDO CORP JE N 2 2037-01-15 Floating 4.82000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 41809JAA3 820000.00000000 PA USD 849194.27000000 0.041612361298 Long DBT NUSS JO N 2 2028-01-15 Fixed 7.75000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AJ2 222000.00000000 PA USD 330724.50000000 0.016206217906 Long DBT CORP US N 2 2028-08-15 Fixed 3.75000000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. USD XXXX N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 75000.00000000 PA USD 72960.12000000 0.003575204144 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAL1 205000.00000000 PA USD 215006.05000000 0.010535762840 Long DBT CORP US N 2 2029-03-01 Fixed 9.75000000 N N N N N N Hercules Capital Inc 549300UJ5OC256GR2B73 427096508 30461.00000000 NS USD 480369.97000000 0.023539170546 Long EC CORP US N 1 N N Herschend Entertainment Company, LLC 54930087KQ7RPDXK0716 42778EAH4 248246.24000000 PA USD 248983.28000000 0.012200720813 Long LON CORP US N 2 2032-05-27 Floating 6.14000000 N N N N N N HighTower Holdings LLC 254900MKOSB7RTMA9K12 43117LAP8 594000.00000000 PA USD 590287.50000000 0.028925367948 Long LON CORP US N 2 2032-02-03 Floating 6.41000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 2000000.00000000 PA USD 1891049.98000000 0.092665551077 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 70000.00000000 PA USD 64103.03000000 0.003141187522 Long DBT CORP US N 2 2032-02-15 Fixed 3.63000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AU5 325000.00000000 PA USD 326011.73000000 0.015975281953 Long DBT CORP US N 2 2031-09-15 Fixed 5.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43284KAD4 445711.64000000 PA USD 449186.85000000 0.022011130024 Long ABS-O CORP US N 2 2043-02-25 Fixed 7.21000000 N N N N N N Hobbs & Associates LLC 254900FAZYX24PP1RY58 43385CAB4 562160.80000000 PA USD 562110.77000000 0.027544647058 Long LON CORP US N 2 2031-07-23 Floating 6.39000000 N N N N N N HOLOGIC INC 9845009E9B4548A5N478 43644ABL2 1699396.93000000 PA USD 1663922.02000000 0.081535788352 Long LON CORP US N 2 2033-04-07 Floating 5.99000000 N N N N N N Home Re Ltd N/A 436956AC0 170000.00000000 PA USD 171231.72000000 0.008390725715 Long ABS-O CORP BM N 2 2036-01-25 Floating 6.23000000 N N N N N N Home Re Ltd N/A 436956AD8 1210000.00000000 PA USD 1222102.30000000 0.059885663678 Long ABS-O CORP BM N 2 2036-01-25 Floating 6.83000000 N N N N N N Home Re Ltd N/A 436956AE6 150000.00000000 PA USD 152958.92000000 0.007495318877 Long ABS-O CORP BM N 2 2036-01-25 Floating 7.83000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287GAA4 471000.00000000 PA USD 456600.92000000 0.022374435536 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAZ9 1095311.03000000 PA USD 1095408.51000000 0.053677393145 Long LON CORP US N 2 2030-06-20 Floating 5.92000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 1000000.00000000 PA USD 1026757.00000000 0.050313320236 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 2155000.00000000 PA USD 2194878.28000000 0.107553796839 Long DBT CORP US N 2 2032-01-31 Fixed 7.38000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 295000.00000000 PA USD 280110.17000000 0.013726005943 Long DBT US N 2 2029-04-01 Fixed 4.65000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 370000.00000000 PA USD 323956.09000000 0.015874551134 Long DBT US N 2 2030-01-15 Fixed 3.25000000 N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAK4 1895238.10000000 PA USD 1884725.21000000 0.092355623627 Long LON CORP US N 2 2030-03-18 Floating 6.14000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AT3 1441000.00000000 PA USD 1571168.70000000 0.076990674472 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AW6 3110000.00000000 PA USD 3237610.55000000 0.158649939960 Long DBT NUSS HU N 2 2035-09-26 Fixed 6.00000000 N N N N N N The Huntington National Bank N/A 44644NAR0 360333.19000000 PA USD 350642.06000000 0.017182221551 Long ABS-O CORP US N 2 2033-09-20 Floating 6.86000000 N N N N N N The Huntington National Bank N/A 44644NAY5 1176954.83000000 PA USD 1174083.77000000 0.057532651547 Long ABS-O CORP US N 2 2034-02-20 Floating 8.11000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBG6 1440000.00000000 PA USD 1387125.07000000 0.067972137375 Long DBT CORP US N 2 2034-10-15 Fixed 5.70000000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 120000.00000000 PA USD 121596.39000000 0.005958486876 Long DBT CORP US N 2 2042-11-15 Fixed 6.19000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAJ7 1470000.00000000 PA USD 1529323.32000000 0.074940160081 Long DBT CORP DE N 2 2033-05-15 Fixed 7.38000000 N N N N N N IIFL FINANCE LTD 335800CZ46UJRS34JR78 44964HAB0 440000.00000000 PA USD 442441.28000000 0.021680582461 Long DBT CORP IN N 2 2029-09-10 Fixed 7.60000000 N N N N N N IMC Financing LLC 724500MHXKWDKAGMOW56 44967NAB4 1474110.00000000 PA USD 1478716.59000000 0.072460320535 Long LON CORP NL N 2 2032-06-18 None 0.00000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAM9 1292246.53000000 PA USD 1293951.00000000 0.063406405832 Long LON CORP US N 2 2030-12-16 Floating 6.14000000 N N N N N N INCREF LLC N/A 44989VAA2 2000000.00000000 PA USD 2003750.00000000 0.098188096525 Long ABS-CBDO CORP US N 2 2043-12-19 Floating 5.12000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1314000.00000000 PA USD 1299349.43000000 0.063670940612 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Coherent Corp 549300O5C25A0MMHHU33 45173JAT1 163076.97000000 PA USD 163314.74000000 0.008002776521 Long LON CORP US N 2 2029-07-02 Floating 5.39000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 45000.00000000 PA USD 43703.10000000 0.002141546700 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBL0 35000.00000000 PA USD 30432.50000000 0.001491258514 Long DBT CORP US N 2 2030-05-01 Fixed 10.88000000 N N N N N N IMMUNOCORE HOLDINGS 213800IUE3DFS84BVN18 45258DAB1 400000.00000000 PA USD 368000.00000000 0.018032798263 Long DBT CORP GB N 2 2030-02-01 Fixed 2.50000000 N N N N N Immunocore Holdings PLC USD XXXX N N N Imperial Fund LLC N/A 452766AE8 1300000.00000000 PA USD 1024989.03000000 0.050226685871 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.08000000 N N N N N N Imperial Fund LLC N/A 45276JAF7 300000.00000000 PA USD 231262.44000000 0.011332361213 Long ABS-MBS CORP US N 2 2057-01-25 Variable 4.10000000 N N N N N N Imperial Fund LLC N/A 45276KAF4 2785000.00000000 PA USD 2309087.06000000 0.113150274801 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.41000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAE3 360000.00000000 PA USD 358035.47000000 0.017544514678 Long DBT CORP US N 2 2033-01-15 Fixed 7.38000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 1367269.13000000 PA USD 1186105.97000000 0.058121765425 Long LON CORP US N 2 2031-12-31 Floating 7.89000000 N N N N N N INDUSTRIAL F&B INV 254900VSX7CEW7CNTO51 456142AA6 286000.00000000 PA USD 291663.98000000 0.014292167696 Long DBT CORP US N 2 2033-02-11 Fixed 7.75000000 N N N N N N INDUSTRIAL SUBORD TR 2.0 254900WSJBB5525DL518 456349AA7 1318000.00000000 PA USD 1339272.52000000 0.065627258623 Long DBT CORP KY N 2 2036-04-15 Fixed 6.55000000 N N N N N N Infinite Bidco LLC 549300GLV0VRADA9LI65 45674KAB1 1807054.09000000 PA USD 1798018.82000000 0.088106822434 Long LON CORP US N 2 2028-03-02 Floating 7.68000000 N N N N N N Infinite Bidco LLC 549300GLV0VRADA9LI65 45674KAH8 1028807.64000000 PA USD 1033951.68000000 0.050665875163 Long LON CORP US N 2 2028-03-02 None 0.00000000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 900000.00000000 PA USD 872476.92000000 0.042753261652 Long DBT CORP US N 2 2028-11-01 Fixed 3.88000000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 430000.00000000 PA USD 437323.76000000 0.021429812880 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAL5 205000.00000000 PA USD 208087.71000000 0.010196749172 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAD1 936000.00000000 PA USD 909090.00000000 0.044547381993 Long DBT CORP US N 2 2030-03-15 Fixed 1.88000000 N N N N Y Integer Holdings Corp. USD XXXX N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 325000.00000000 PA USD 306900.68000000 0.015038799047 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 475000.00000000 PA USD 549177.09000000 0.026910868682 Long DBT CORP IT N 2 2033-11-21 Fixed 8.25000000 N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCN5 250000.00000000 PA USD 251762.41000000 0.012336904211 Long DBT CORP IT N 2 2037-06-29 Fixed 6.01000000 N N N N N N Invesco CLO 2022-2, Ltd. 54930008L2A8UYGN7A86 46145XAL0 2200000.00000000 PA USD 2201920.60000000 0.107898885796 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 4.83000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAD4 650000.00000000 PA USD 580617.44000000 0.028451514032 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N ION PLAT FIN US/SARL N/A 46206AAF9 325000.00000000 PA USD 289442.92000000 0.014183330938 Long DBT CORP US N 2 2029-08-01 Fixed 9.00000000 N N N N N ION Platform Finance US Inc 213800FKHT3BRRKMCC89 46206RAC9 1197453.33000000 PA USD 869276.88000000 0.042596452751 Long LON CORP US N 2 2032-10-07 Floating 7.48000000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AF7 392000.00000000 PA USD 610785.00000000 0.029929789912 Long DBT CORP US N 2 2028-06-15 Fixed 1.75000000 N N N N N Ionis Pharmaceuticals, Inc. USD XXXX N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AG5 115000.00000000 PA USD 122762.50000000 0.006015628795 Long DBT CORP US N 2 2030-12-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals, Inc. USD XXXX N N N IREN LTD 254900FZF02RB3NNGB71 46270CAE9 60000.00000000 PA USD 52335.00000000 0.002564528524 Long DBT CORP AU N 2 2031-07-01 None 0.00000000 N N N N Y IREN Ltd. USD XXXX N N N IREN LTD 254900FZF02RB3NNGB71 46270CAJ8 260000.00000000 PA USD 287430.00000000 0.014084693491 Long DBT CORP AU N 2 2033-06-01 Fixed 1.00000000 N N N N Y IREN Ltd. USD XXXX N N N IREN LTD 254900FZF02RB3NNGB71 46270CAL3 16000.00000000 PA USD 13928.00000000 0.000682502212 Long DBT CORP AU N 2 2033-12-01 Fixed 1.00000000 N N N N Y IREN Ltd. USD XXXX N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAE1 400000.00000000 PA USD 399708.76000000 0.019586596286 Long DBT US N 2 2028-03-15 Fixed 5.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 290000.00000000 PA USD 284714.98000000 0.013951651622 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAR2 555000.00000000 PA USD 557857.10000000 0.027336208001 Long DBT US N 2 2035-01-15 Fixed 6.25000000 N N N N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 46567TAC8 280000.00000000 PA USD 290429.74000000 0.014231687258 Long DBT CORP GB N 2 2029-10-15 Fixed 8.13000000 N N N N N N ITTIHAD INT II LTD 254900N6645P4DHIXJ30 46576EAA4 805000.00000000 PA USD 813838.43000000 0.039879848444 Long DBT CORP KY N 2 2030-11-13 Fixed 7.38000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 925000.00000000 PA USD 936409.88000000 0.045886115376 Long DBT CORP CA N 2 2030-01-23 Fixed 7.88000000 N N N N N N Ivanti Software Inc 254900GHAXAYKWDX9F60 46583VAB5 171518.04000000 PA USD 166872.82000000 0.008177130159 Long LON CORP US N 2 2029-06-01 Floating 9.41000000 N N N N N N Zest Acquisition Corp N/A 46589UAE5 1482084.06000000 PA USD 1456147.59000000 0.071354390578 Long LON CORP US N 2 2028-02-08 None 0.00000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCV0 694046.78000000 PA USD 692699.50000000 0.033943778100 Long ABS-O CORP US N 2 2033-02-25 Fixed 6.02000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCW8 538309.46000000 PA USD 535926.31000000 0.026261551718 Long ABS-O CORP US N 2 2033-02-25 Fixed 7.00000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAA3 55000.00000000 PA USD 55300.03000000 0.002709821426 Long DBT CORP US N 2 2031-01-31 Fixed 5.88000000 N N N N N N J&J Ventures Gaming, LLC 549300BYPH8FLKS5ZS70 46604BAH1 2086175.83000000 PA USD 2080774.72000000 0.101962474887 Long LON CORP US N 2 2030-04-26 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAP6 1175000.00000000 PA USD 1112041.15000000 0.054492428584 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.69000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 549300UOGMFS1M8XVM16 46642NBJ4 1715000.00000000 PA USD 1677434.13000000 0.082197911052 Long ABS-MBS CORP US N 2 2047-09-15 Variable 5.51000000 N N N N N N JP Morgan Seasoned Mortgage Trust 549300PO5OQO1J76ZY81 46659PAG6 961273.31000000 PA USD 891731.24000000 0.043696765099 Long ABS-MBS CORP US N 2 2063-01-25 Variable 3.66000000 N N N N N N JP Morgan Mortgage Trust 529900YPO46YLJDFF157 46664MAA9 911778.91000000 PA USD 901617.95000000 0.044181235335 Long ABS-MBS CORP US N 2 2066-04-25 Variable 4.89000000 N N N N N N JP Morgan Mortgage Trust 529900YPO46YLJDFF157 46664MAF8 1823557.74000000 PA USD 1822016.45000000 0.089282758359 Long ABS-MBS CORP US N 2 2066-04-25 Floating 4.83000000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 610000.00000000 PA USD 598230.05000000 0.029314570127 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CF7 108000000.00000000 PA 718285.71000000 0.035197557892 Long DBT NUSS JM N 2 2030-11-03 Fixed 9.63000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAM2 1355927.33000000 PA USD 1345192.45000000 0.065917348035 Long LON CORP US N 2 2031-12-15 Floating 5.67000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 1730000.00000000 PA USD 1789617.53000000 0.087695141000 Long DBT CORP US N 2 2031-04-30 Fixed 7.13000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 640000.00000000 PA USD 640430.72000000 0.031382494499 Long DBT CORP US N 2 2032-11-01 Fixed 6.13000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 1060000.00000000 PA USD 1090646.31000000 0.053444035015 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 970000.00000000 PA USD 937317.60000000 0.045930595625 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 1245000.00000000 PA USD 1129299.53000000 0.055338126641 Long DBT CORP XX N 2 2031-09-20 Fixed 9.88000000 N N N N N N JBT MAREL CORP 5493007CT6ATBZ2L6826 477839AD6 400000.00000000 PA USD 405681.49000000 0.019879273012 Long DBT CORP US N 2 2030-09-15 Fixed 0.38000000 N N N N Y JBT Marel Corp. USD XXXX N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAE5 2150000.00000000 PA USD 1995432.24000000 0.097780508242 Long DBT CORP CA N 2 2033-10-01 Fixed 6.88000000 N N N N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 145000.00000000 PA USD 136410.69000000 0.006684419711 Long DBT CORP US N 2 2030-10-15 Fixed 4.63000000 N N N N N N Jump Financial LLC N/A 48138UAE7 1736226.41000000 PA USD 1738396.69000000 0.085185208732 Long LON CORP US N 2 2032-02-26 None 0.00000000 N N N N N N KKR Financial CLO Ltd 254900VCKMCY079T6M57 48251BBE9 4400000.00000000 PA USD 4401720.40000000 0.215693847791 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N KKR & CO INC 54930013V5I303TF9571 48251W500 5948.00000000 NS USD 237027.80000000 0.011614876359 Long EP CORP US N 1 N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 48275EAA4 105198.73000000 PA USD 105264.91000000 0.005158208930 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.09000000 N N N N N N Kaseya Inc 254900MISXMLRZ63NH46 48578AAB4 840615.58000000 PA USD 654979.92000000 0.032095436859 Long LON CORP US N 2 2032-03-22 Floating 6.91000000 N N N N N N Kaseya Inc 254900MISXMLRZ63NH46 48578AAE8 2150000.00000000 PA USD 1318665.95000000 0.064617491994 Long LON CORP US N 2 2033-03-21 Floating 8.66000000 N N N N N N KASPI.KZ JSC 2549003YU6FARG8OAZ13 48581RAA4 1000000.00000000 PA USD 999147.65000000 0.048960402196 Long DBT CORP KZ N 2 2031-04-28 Fixed 5.90000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 1380000.00000000 PA USD 1503583.22000000 0.073678839345 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AQ7 400000.00000000 PA USD 403337.20000000 0.019764397717 Long DBT NUSS KE N 2 2038-10-09 Fixed 8.80000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267876 3881.00000000 NS USD 80996.47000000 0.003969002727 Long EP CORP US N 1 N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAT9 500000.00000000 PA USD 494399.42000000 0.024226644028 Long DBT US N 2 2035-10-15 Fixed 5.88000000 N N N N N N SWIFT HOLDINGS CORP 2549007VHKP3K6E1XF67 499049AA2 299000.00000000 PA USD 348409.75000000 0.017072833518 Long DBT CORP US N 2 2031-11-15 Fixed 1.00000000 N N N N Y Knight-Swift Transportation Holdings, Inc. USD XXXX N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 335000.00000000 PA USD 339766.38000000 0.016649289639 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 613000.00000000 PA USD 629229.79000000 0.030833624632 Long DBT CORP US N 2 2035-10-01 Fixed 6.75000000 N N N N N KORN/FERRY INTERNATIONAL 549300FOD20OM0GT5G40 50067PAA7 285000.00000000 PA USD 283733.00000000 0.013903532472 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAE5 11144.00000000 PA USD 5171.04000000 0.000253392176 Long DBT CORP US N 2 2028-11-01 None 0.00000000 Y N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAF2 53243.00000000 PA USD 25043.91000000 0.001227205915 Long DBT CORP US N 2 2031-10-01 None 0.00000000 Y N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 1002000.00000000 PA USD 1026732.37000000 0.050312113313 Long DBT CORP US N 2 2035-11-01 Fixed 6.88000000 N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAH1 1139515.99000000 PA USD 956786.62000000 0.046884619837 Long LON CORP US N 2 2031-06-06 Floating 7.50000000 N N N N N N LC AHAB US Bidco LLC 254900949U9K2Q5C5A85 50180PAB7 1184924.60000000 PA USD 1185665.18000000 0.058100165759 Long LON CORP US N 2 2031-05-01 Floating 6.14000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 750000.00000000 PA USD 730612.20000000 0.035801582640 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 225000.00000000 PA USD 124507.49000000 0.006101137091 Long DBT CORP IE N 2 2029-07-15 Fixed 5.13000000 N N N N N LFS TOPCO LLC N/A 50203TAB2 2075000.00000000 PA USD 2085914.50000000 0.102214335256 Long DBT CORP US N 2 2030-07-15 Fixed 8.75000000 N N N N N LFT CRE LLC N/A 50208TAA9 3500000.00000000 PA USD 3504935.00000000 0.171749417889 Long ABS-CBDO CORP US N 2 2043-07-21 Floating 5.19000000 N N N N N N LSF12 Crown US Commercial Bidco LLC 254900FI2OCFTJ9PAJ18 50221UAE1 656585.61000000 PA USD 659116.09000000 0.032298118161 Long LON CORP US N 2 2031-12-02 Floating 6.62000000 N N N N N N LRECS 2025-CRE1 LLC N/A 50230AAA2 3000000.00000000 PA USD 3000937.32000000 0.147052438299 Long ABS-CBDO CORP US N 2 2043-08-19 Floating 5.14000000 N N N N N N LABELS BUYER LLC N/A 504917105 366.00000000 NS USD 34617.38000000 0.001696326711 Long EC CORP US N 2 N N N LABELS BUYER LLC N/A 504917113 161.00000000 NS USD 764.75000000 0.000037474408 N/A DE US N 2 N/A N/A Call Purchased Labels Buyer LLC Labels Buyer LLC 1.00000000 1.00000000 USD 2033-04-29 XXXX -845.25000000 N N N LABELS BUYER LLC N/A 504917121 40.00000000 NS USD 3340.00000000 0.000163667245 Long EP CORP US N 2 N N N LAMAR MEDIA CORP N/A 513075CA7 860000.00000000 PA USD 843504.93000000 0.041333571297 Long DBT CORP US N 2 2033-11-01 Fixed 5.38000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 461000.00000000 PA USD 442307.23000000 0.021674013720 Long DBT CORP US N 2 2030-01-31 Fixed 4.13000000 N N N N N N LANTHEUS HOLDINGS INC 5299005HUB5IOJGO7S39 516544AB9 460000.00000000 PA USD 669530.00000000 0.032808422341 Long DBT CORP US N 2 2027-12-15 Fixed 2.63000000 N N N N Y Lantheus Holdings, Inc. USD XXXX N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AR8 500000.00000000 PA USD 498234.20000000 0.024414556567 Long DBT CORP US N 2 2031-05-15 Fixed 5.30000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AS6 600000.00000000 PA USD 600216.04000000 0.029411887945 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 800000.00000000 PA USD 833400.00000000 0.040838407807 Long DBT CORP CL N 2 2030-04-15 Fixed 7.88000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 747000.00000000 PA USD 666107.17000000 0.032640696246 Long DBT CORP US N 2 2031-06-15 Fixed 9.50000000 N N N N N N Learning Care Group (US) No 2 Inc 5493000VMN44LK8QID23 52200MAL4 972538.07000000 PA USD 767089.40000000 0.037589044566 Long LON CORP US N 2 2028-08-11 Floating 7.73000000 N N N N N N LendingTree Inc 549300ISY5YHUJZTON08 52602KAE8 925010.00000000 PA USD 910364.32000000 0.044609826438 Long LON CORP US N 2 2030-08-21 None 0.00000000 N N N N N N Lendmark Funding Trust N/A 52604QAE3 775000.00000000 PA USD 798905.57000000 0.039148105912 Long ABS-O CORP US N 2 2034-09-20 Fixed 8.91000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 493627.32000000 PA USD 497638.73000000 0.024385377245 Long ABS-O CORP US N 2 2028-10-16 Fixed 7.09000000 N N N N N N Lereta LLC 549300VK5GMZ4QV5U417 52675EAJ3 1067718.17000000 PA USD 1007925.95000000 0.049390557938 Long LON CORP US N 2 2028-07-30 None 0.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 525000.00000000 PA USD 539728.88000000 0.026447885897 Long DBT CORP US N 2 2033-06-30 Fixed 6.88000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 1175000.00000000 PA USD 1212397.90000000 0.059410127028 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 345000.00000000 PA USD 370747.01000000 0.018167407712 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 255000.00000000 PA USD 261956.12000000 0.012836418114 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N LIBERTY ENERGY INC 254900PKFJW6RILDCM60 53115LAC8 275000.00000000 PA USD 266406.25000000 0.013054484137 Long DBT CORP US N 2 2032-03-01 None 0.00000000 N N N N Y Liberty Energy, Inc. USD XXXX N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 1694000.00000000 PA USD 1685546.94000000 0.082595456340 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAY5 1500000.00000000 PA USD 1563250.50000000 0.076602665495 Long DBT CORP US N 2 2032-02-15 Fixed 8.38000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LBA6 100000.00000000 PA USD 95918.70000000 0.004700224366 Long DBT CORP US N 2 2034-05-01 Fixed 7.00000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 532716AK3 235000.00000000 PA USD 236905.38000000 0.011608877514 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BR9 307000.00000000 PA USD 323483.14000000 0.015851375558 Long DBT CORP US N 2 2027-12-01 Fixed 9.25000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 950000.00000000 PA USD 948438.01000000 0.046475519837 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514KC7 94434.57000000 PA USD 93168.63000000 0.004565464970 Long ABS-O CORP US N 2 2035-02-25 Floating 5.04000000 N N N N N N LSF12 HELIX PARENT LLC 254900H70V4IL22BHL88 548916AA3 1310000.00000000 PA USD 1271636.65000000 0.062312954278 Long DBT CORP US N 2 2033-02-01 Fixed 7.13000000 N N N N N N AGI-CFI Acquisition Corp. 254900N9CUXT70SP2Z09 54913FAB5 580000.00000000 PA USD 577462.50000000 0.028296915129 Long LON CORP US N 2 2033-03-25 Floating 8.14000000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAJ8 30000.00000000 PA USD 138525.00000000 0.006788025487 Long DBT CORP US N 2 2032-03-15 Fixed 0.38000000 N N N N Y Lumentum Holdings, Inc. USD XXXX N N N M6 ETX Holdings II Midco LLC N/A 55285DAJ0 629694.95000000 PA USD 632449.87000000 0.030991415537 Long LON CORP US N 2 2032-04-01 Floating 6.14000000 N N N N N N MF1 N/A 55287KAG8 435000.00000000 PA USD 435271.88000000 0.021329266309 Long ABS-CBDO CORP US N 2 2042-05-18 Floating 6.48000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAK7 525000.00000000 PA USD 513356.35000000 0.025155574720 Long DBT CORP KY N 2 2033-05-15 Fixed 6.25000000 N N N N N N MH Sub I, LLC 2549005VFKP807SR8N49 55303BAD5 2780000.00000000 PA USD 2599995.00000000 0.127405394897 Long LON CORP US N 2 2029-02-23 Floating 9.89000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAV3 160000.00000000 PA USD 152121.49000000 0.007454282991 Long DBT CORP US N 2 2030-02-15 Fixed 3.95000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 500000.00000000 PA USD 512245.00000000 0.025101116159 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N MSC Income Fund Inc 254900XHQK9DKZDIPC91 55374X208 49040.00000000 NS USD 567392.80000000 0.027803477985 Long EC CORP US N 1 N N MSU GREEN ENERGY 984500BF4A5AEC13A167 55375GAA3 725000.00000000 PA USD 718946.25000000 0.035229925784 Long DBT CORP AR N 2 2036-06-16 Fixed 9.75000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55376CAD5 490000.00000000 PA USD 502467.27000000 0.024621986179 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.47000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55819AAE2 11453250.00000000 PA USD 828001.26000000 0.040573857836 Long ABS-CBDO CORP KY N 2 2045-07-21 None 0.00000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55819EAE4 250000.00000000 PA USD 219408.75000000 0.010751504690 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 10.07000000 N N N N N N Madison Park Funding Ltd 254900YXXBTCF4NGD347 55819VAC0 1690000.00000000 PA USD 618455.50000000 0.030305661050 Long ABS-CBDO CORP KY N 2 2033-01-15 None 0.00000000 N N N N N N Madison Park Funding Ltd 549300XQII222AK58E79 55821JAG4 1680000.00000000 PA USD 1508682.00000000 0.073928690626 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 9.67000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55821VAG7 250000.00000000 PA USD 215968.50000000 0.010582924977 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 8.92000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55823EAE8 2030000.00000000 PA USD 1640615.55000000 0.080393720765 Long ABS-CBDO CORP KY N 2 2038-07-23 Variable 0.00000000 N N N N N N Madison Park Funding Ltd 213800EBRIAZSOKC7K58 55823FAD7 500000.00000000 PA USD 499758.00000000 0.024489226072 Long ABS-CBDO CORP JE N 2 2038-07-16 Floating 6.48000000 N N N N N N Madison Park Funding Ltd 213800EBRIAZSOKC7K58 55823GAC7 250000.00000000 PA USD 245960.50000000 0.012052598036 Long ABS-CBDO CORP JE N 2 2038-07-16 Floating 8.68000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55823UAA0 250000.00000000 PA USD 251956.50000000 0.012346415042 Long ABS-CBDO CORP KY N 2 2039-07-23 Floating 9.10000000 N N N N N N MAGNATE WORLDWIDE LLC 25490012RGB0D1L6Q924 55936RAB9 1000000.00000000 PA USD 987500.00000000 0.048389642080 Long LON CORP US N 2 2028-12-29 None 0.00000000 N N N N N N Magnetite CLO Ltd 54930077HHZ1QV5CPQ30 55955MAC4 280500.00000000 PA USD 153575.43000000 0.007525529205 Long ABS-CBDO CORP KY N 2 2035-01-20 Variable 0.00000000 N N N N N N Magnetite CLO Ltd 529900LA8YF5OY74OD31 55956NAA5 540000.00000000 PA USD 541500.66000000 0.026534706960 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 8.47000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AB0 210000.00000000 PA USD 213925.53000000 0.010482815016 Long DBT CORP US N 2 2032-12-01 Fixed 6.88000000 N N N N N N Magnetite CLO Ltd 549300M0875JBMUL0W79 559914AE6 250000.00000000 PA USD 249182.00000000 0.012210458524 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 8.67000000 N N N N N N Magnetite CLO Ltd 529900MX1PNEO4Y6K172 559918AN7 500000.00000000 PA USD 503660.00000000 0.024680432536 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 6.87000000 N N N N N N Magnetite CLO Ltd 529900MX1PNEO4Y6K172 559919AA3 250000.00000000 PA USD 254765.75000000 0.012484074386 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 10.17000000 N N N N N N MajorDrive Holdings IV LLC 25490044R1FR5N8FIT62 56085UAB9 1486069.34000000 PA USD 1430109.91000000 0.070078487777 Long LON CORP US N 2 2028-06-01 Floating 7.99000000 N N N N N N MAKEMYTRIP LIMITED 529900DNT8HNJ7RYUO60 56087FAD6 108000.00000000 PA USD 98496.00000000 0.004826517657 Long DBT CORP MU N 2 2030-07-01 None 0.00000000 N N N N N MakeMyTrip Ltd. USD XXXX N N N MDVIP INC 549300EAB6F7TKRLOT57 56150KAK1 1045981.96000000 PA USD 1048194.21000000 0.051363790028 Long LON CORP US N 2 2031-10-14 Floating 6.40000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 600000.00000000 PA USD 598117.92000000 0.029309075514 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 750000.00000000 PA USD 675263.10000000 0.033089356677 Long DBT CORP US N 2 2031-10-01 Fixed 3.63000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAC6 260000.00000000 PA USD 257135.48000000 0.012600196297 Long DBT CORP US N 2 2033-09-15 Fixed 6.13000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAE7 75000.00000000 PA USD 76714.13000000 0.003759158777 Long DBT CORP US N 2 2030-04-15 Fixed 7.88000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 2550000.00000000 PA USD 2556775.35000000 0.125287538295 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 2743000.00000000 PA USD 2333105.28000000 0.114327219681 Long DBT CORP US N 2 2030-02-15 Fixed 7.38000000 N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 3210516.84000000 PA USD 2859366.56000000 0.140115163964 Long LON CORP US N 2 2029-03-01 Floating 6.64000000 N N N N N N MFRA Trust 254900VNM4GQ52EHDS81 58003NAE4 1359790.84000000 PA USD 1355187.95000000 0.066407149217 Long ABS-MBS CORP US N 2 2059-12-25 Variable 5.39000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 750000.00000000 PA USD 762813.75000000 0.037379528442 Long DBT CORP US N 2 2031-09-01 Fixed 7.38000000 N N N N N N PEDIATRIX MEDICAL GROUP N/A 58502BAE6 860000.00000000 PA USD 850615.51000000 0.041682005141 Long DBT CORP US N 2 2030-02-15 Fixed 5.38000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAK9 661645.95000000 PA USD 658234.50000000 0.032254918339 Long LON CORP US N 2 2033-05-30 Floating 5.14000000 N N N N N N MERIT MEDICAL SYSTEMS IN 549300OYTY138SP2CE83 589889AB0 455000.00000000 PA USD 490945.00000000 0.024057369955 Long DBT CORP US N 2 2029-02-01 Fixed 3.00000000 N N N N Y Merit Medical Systems, Inc. USD XXXX N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 3956168.00000000 PA USD 3967621.11000000 0.194422040935 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABF8 722000.00000000 PA USD 747631.00000000 0.036635540757 Long DBT CORP US N 2 2028-05-15 Fixed 1.75000000 N N N N Y Meritage Homes Corp. USD XXXX N N N MERLIN ENTERTAINMENTS GR 549300HBQPPKS1187K54 59010UAA5 550000.00000000 PA USD 464488.15000000 0.022760926915 Long DBT CORP US N 2 2031-02-15 Fixed 7.38000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAC2 1204000.00000000 PA USD 1255538.59000000 0.061524114418 Long DBT CORP LU N 2 2029-07-28 Fixed 10.50000000 N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BG8 109000.00000000 PA USD 120105.20000000 0.005885415331 Long DBT CORP US N 2 2030-06-01 Fixed 0.75000000 N N N N Y Microchip Technology, Inc. USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BM5 350000.00000000 PA USD 403732.96000000 0.019783790815 Long DBT CORP US N 2 2030-02-15 None 0.00000000 N N N N Y Microchip Technology Inc USD XXXX N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 775000.00000000 PA USD 748061.39000000 0.036656630801 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 1462000.00000000 PA USD 1460769.87000000 0.071580892325 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 600000.00000000 PA USD 584418.72000000 0.028637784998 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N Midwest Physician Administrative Services LLC 5493001F7B0DCPKBGK48 59835XAC8 1554492.31000000 PA USD 1548468.65000000 0.075878322781 Long LON CORP US N 2 2028-03-12 None 0.00000000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 2630706.39000000 PA USD 2596507.21000000 0.127234485621 Long LON CORP US N 2 2027-10-01 Floating 0.00000000 N N N N N N Mill City Solar Loan Ltd. N/A 59982WAA5 291491.20000000 PA USD 272346.55000000 0.013345571722 Long ABS-O CORP KY N 2 2043-03-20 Fixed 4.34000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 300000.00000000 PA USD 310749.25000000 0.015227387325 Long DBT CORP AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 5480000.00000000 PA USD 5257780.41000000 0.257642645243 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Modena Buyer LLC 254900B0G2IU0VBDOY26 60753DAC8 1784656.26000000 PA USD 1653409.07000000 0.081020630997 Long LON CORP US N 2 2031-07-01 None 0.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 750000.00000000 PA USD 737377.28000000 0.036133086235 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 580000.00000000 PA USD 524696.19000000 0.025711251478 Long DBT CORP US N 2 2032-05-15 Fixed 3.88000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 520000.00000000 PA USD 521225.64000000 0.025541187000 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAN0 180000.00000000 PA USD 183338.10000000 0.008983964596 Long DBT CORP US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAJ0 1502448.00000000 PA USD 1352627.49000000 0.066281681123 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.91000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V838 8950.00000000 NS USD 227330.00000000 0.011139663123 Long EP CORP US N 1 N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V861 1166.00000000 NS USD 19787.02000000 0.000969606901 Long EP CORP US N 1 N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61767EAK0 340000.00000000 PA USD 307126.32000000 0.015049855897 Long ABS-MBS CORP US N 2 2052-11-15 Variable 4.31000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61778XAA7 1837309.74000000 PA USD 1835343.82000000 0.089935828399 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.44000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617955AA7 843298.05000000 PA USD 839389.79000000 0.041131920510 Long ABS-MBS CORP US N 2 2070-11-25 Variable 5.02000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAC9 987000.00000000 PA USD 979046.33000000 0.047975393912 Long DBT CORP US N 2 2031-09-01 Fixed 8.25000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 61980LAB5 1200000.00000000 PA USD 1014439.08000000 0.049709715436 Long DBT CORP LU N 2 2032-02-15 Fixed 8.38000000 N N N N N N MUANGTHAI CAPITAL PCL 254900ZI1FO2W9132C98 624923AA6 1255000.00000000 PA USD 1280764.06000000 0.062760217167 Long DBT CORP TH N 2 2030-07-21 Fixed 7.55000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2E2 660000.00000000 PA USD 659217.27000000 0.032303076201 Long DBT CORP IN N 2 2030-03-02 Fixed 6.38000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2F9 700000.00000000 PA USD 686021.25000000 0.033616529364 Long DBT CORP IN N 2 2030-08-04 Fixed 5.75000000 N N N N N N NBK TIER 1 LTD 5493000G4QCCEE8YHF19 62879NAB3 1341000.00000000 PA USD 1351357.88000000 0.066219467479 Long DBT CORP AE N 2 2031-01-10 Fixed 6.38000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 200000.00000000 PA USD 199691.32000000 0.009785307849 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBT7 498000.00000000 PA USD 555892.50000000 0.027239938339 Long DBT CORP BM N 2 2030-04-15 Fixed 0.88000000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBW0 431000.00000000 PA USD 417552.80000000 0.020460992953 Long DBT CORP BM N 2 2030-09-15 Fixed 0.75000000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N N NCMF Trust N/A 62887TAJ3 1470000.00000000 PA USD 1472446.96000000 0.072153095065 Long ABS-MBS CORP US N 2 2033-06-10 Variable 7.78000000 N N N N N N NEP Group Inc N/A 62908HAR6 1099979.61000000 PA USD 1038243.25000000 0.050876171402 Long LON CORP US N 2 2031-10-17 Floating 8.14000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 1600000.00000000 PA USD 1666388.80000000 0.081656665923 Long DBT CORP US N 2 2032-02-15 Fixed 8.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 500000.00000000 PA USD 464534.27000000 0.022763186895 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 750000.00000000 PA USD 759722.57000000 0.037228053916 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N OVG Business Services LLC N/A 62955EAJ3 793939.40000000 PA USD 795924.25000000 0.039002014765 Long LON CORP US N 2 2031-06-25 Floating 6.64000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 306000.00000000 PA USD 319965.53000000 0.015679005037 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAR6 194000.00000000 PA USD 198618.75000000 0.009732749592 Long DBT CORP US N 2 2032-11-15 Fixed 7.63000000 N N N N N N National Collegiate Student Loan Trust 635400VQIBXGEB9ZUC59 63543LAD7 284952.53000000 PA USD 281940.78000000 0.013815709804 Long ABS-O CORP US N 2 2033-01-25 Floating 4.05000000 N N N N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAG9 600000.00000000 PA USD 594272.45000000 0.029120639143 Long DBT US N 2 2033-02-01 Fixed 5.35000000 N N N N N N NATIONAL MENTOR HOLDINGS 5493004QULJVJP3CNZ62 63688RAF4 3960000.00000000 PA USD 4176576.36000000 0.204661301450 Long DBT CORP US N 2 2030-12-15 Fixed 10.50000000 N N N N N N NATIONAL MENTOR HOLDINGS INC 5493004QULJVJP3CNZ62 63689EAX3 893206.21000000 PA USD 901580.02000000 0.044179376683 Long LON CORP US N 2 2030-12-12 Floating 9.64000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 625000.00000000 PA USD 666760.69000000 0.032672720144 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 700000.00000000 PA USD 694915.97000000 0.034052389938 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Waystar Technologies, Inc. 549300BIRBTAWWHCSZ09 63939WAN3 626253.88000000 PA USD 625471.06000000 0.030649438708 Long LON CORP US N 2 2029-10-22 Floating 5.64000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63940VAC6 207862.64000000 PA USD 204351.96000000 0.010013689319 Long ABS-O CORP US N 2 2042-06-16 Fixed 4.22000000 N N N N N N Navesink CLO, Limited 254900HNRWNLGN0X1N35 63942YAQ7 900000.00000000 PA USD 898704.90000000 0.044038489566 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 4.86000000 N N N N N N Navient Education Loan Trust N/A 63943EAA5 681906.33000000 PA USD 683746.52000000 0.033505062659 Long ABS-O CORP US N 2 2055-07-15 Fixed 5.02000000 N N N N N N Navient Education Loan Trust N/A 63943EAB3 1027313.96000000 PA USD 1030235.02000000 0.050483750761 Long ABS-O CORP US N 2 2055-07-15 Fixed 5.32000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 639931AA2 1754339.35000000 PA USD 1726380.09000000 0.084596369265 Long ABS-O CORP US N 2 2054-08-20 Fixed 4.65000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64032BAA1 1073163.92000000 PA USD 1065995.94000000 0.052236113413 Long ABS-O CORP US N 2 2055-05-17 Fixed 4.84000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64032BAB9 990612.83000000 PA USD 994579.05000000 0.048736530886 Long ABS-O CORP US N 2 2055-05-17 Floating 4.94000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 475000.00000000 PA USD 484791.18000000 0.023755819426 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 600000.00000000 PA USD 607384.20000000 0.029763143335 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N Neuberger Berman CLO Ltd 2549006I8TDEPS26X974 640985AA5 250000.00000000 PA USD 250885.00000000 0.012293909218 Long ABS-CBDO CORP KY N 2 2039-07-17 Floating 8.58000000 N N N N N N Neuberger Berman CLO Ltd 549300UMYON6L2REF246 64134WAN4 1000000.00000000 PA USD 1001462.00000000 0.049073810366 Long ABS-CBDO CORP JE N 2 2036-07-23 Floating 8.67000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64828NAZ8 217454.55000000 PA USD 214688.25000000 0.010520189950 Long ABS-MBS CORP US N 2 2057-06-25 Variable 5.54000000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAB8 305000.00000000 PA USD 306471.63000000 0.015017774666 Long DBT US N 2 2029-04-01 Fixed 8.00000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832KAC9 893218.66000000 PA USD 886723.35000000 0.043451367626 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.09000000 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 200000.00000000 PA USD 209633.00000000 0.010272471734 Long DBT CORP US N 2 2029-01-12 Fixed 7.50000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RBF4 610000.00000000 PA USD 604608.21000000 0.029627113803 Long LON CORP US N 2 2033-03-18 Floating 6.39000000 N N N N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 65339F655 7000.00000000 NS USD 335580.00000000 0.016444147938 Long EP CORP US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KEH9 140000.00000000 PA USD 142210.18000000 0.006968607301 Long DBT CORP US N 2 2066-10-01 Fixed 6.63000000 N N N N N N NEXUS Buyer LLC 254900PILSANV8WOOF24 65343UAH5 2272490.58000000 PA USD 2195794.02000000 0.107598670086 Long LON CORP US N 2 2031-07-31 Floating 7.14000000 N N N N N N NEXUS Buyer LLC 254900PILSANV8WOOF24 65343UAJ1 339435.00000000 PA USD 328888.42000000 0.016116246003 Long LON CORP US N 2 2031-07-31 None 0.00000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAA7 346000.00000000 PA USD 345461.80000000 0.016928377574 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 429000.00000000 PA USD 429258.43000000 0.021034594215 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AFF4 500000.00000000 PA USD 543290.46000000 0.026622411043 Long DBT NUSS NG N 2 2036-01-13 Fixed 8.63000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AFG2 500000.00000000 PA USD 554696.59000000 0.027181336155 Long DBT NUSS NG N 2 2046-01-13 Fixed 9.13000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAK1 2875000.00000000 PA USD 2870419.84000000 0.140656798661 Long DBT CORP US N 2 2028-09-29 Fixed 5.63000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AD5 363000.00000000 PA USD 384584.21000000 0.018845460528 Long DBT CORP JP N 2 2035-07-17 Fixed 8.13000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAC1 1200000.00000000 PA USD 1176841.57000000 0.057667789729 Long DBT CORP US N 2 2034-06-15 Fixed 6.25000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AL3 583000.00000000 PA USD 579700.10000000 0.028406562382 Long DBT CORP US N 2 2033-10-15 Fixed 7.88000000 N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 500000.00000000 PA USD 493149.40000000 0.024165390337 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 66877AAF5 1289790.58000000 PA USD 1277564.66000000 0.062603439627 Long LON CORP US N 2 2029-09-12 Floating 5.39000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAB2 2325000.00000000 PA USD 2413715.03000000 0.118277272289 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 500000.00000000 PA USD 483928.65000000 0.023713553585 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 700000.00000000 PA USD 638006.81000000 0.031263717651 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 578000.00000000 PA USD 582577.18000000 0.028547545543 Long DBT CORP US N 2 2033-08-15 Fixed 6.38000000 N N N N N N NTI BUYER LLC N/A 67022HAB1 1518000.00000000 PA USD 1510410.00000000 0.074013366374 Long LON CORP US N 2 2033-07-01 Floating 7.90000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAK4 515000.00000000 PA USD 507996.00000000 0.024892905942 Long DBT CORP US N 2 2029-12-15 Fixed 0.50000000 N N N N N Nutanix, Inc. USD XXXX N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 670897AC1 3360000.00000000 PA USD 1622160.96000000 0.079489405824 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.00000000 N N N N N N OID-OL Intermediate I LLC N/A 67089SAB7 400000.00000000 PA USD 388400.00000000 0.019032442515 Long LON CORP US N 2 2029-02-01 Floating 9.66000000 N N N N N N OID-OL Intermediate I LLC N/A 67089SAD3 495000.00000000 PA USD 307642.50000000 0.015075149836 Long LON CORP US N 2 2029-02-01 Floating 8.06000000 N N N N N N Nuveen Churchill Direct Lending Corp 254900X3ULEP6XX7HG39 67090S108 36565.00000000 NS USD 454137.30000000 0.022253712812 Long EC CORP US N 1 N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAK1 1413000.00000000 PA USD 1404995.40000000 0.068847822309 Long DBT CORP MA N 2 2031-04-22 Fixed 6.74000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAL9 1138000.00000000 PA USD 1135027.07000000 0.055618788525 Long DBT CORP MA N 2 2036-04-22 Fixed 7.37000000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67098WBJ9 456000.00000000 PA USD 456713.64000000 0.022379959061 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 6.38000000 N N N N N N Oak Hill Credit 549300LXLBAFTIMXZT54 67102UAB5 1000000.00000000 PA USD 412748.00000000 0.020225547331 Long ABS-CBDO CORP KY N 2 2038-02-20 None 0.00000000 N N N N N N OCP CLO Ltd 2138008SMV573POQTV86 671060AJ0 450000.00000000 PA USD 451736.55000000 0.022136070854 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 6.77000000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67111WAJ3 380000.00000000 PA USD 370268.58000000 0.018143963604 Long ABS-CBDO CORP KY N 2 2038-07-19 Floating 8.58000000 N N N N N N OCP CLO Ltd 254900WK4JKXAXOKTL68 67112QAB2 1240625.00000000 PA USD 446214.35000000 0.021865471076 Long ABS-CBDO CORP KY N 2 2031-07-20 Variable 0.00000000 N N N N N N OEP GLASS PURCHASER LLC 254900MDJZHQOD8GIY57 67115JAF6 1732075.00000000 PA USD 1729909.91000000 0.084769338102 Long LON CORP US N 2 2033-03-07 None 0.00000000 N N N N N N OCP CLO Ltd 254900KJTZSIMELS6Y52 67119NAE6 250000.00000000 PA USD 250811.25000000 0.012290295308 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 9.93000000 N N N N N N OCP CLO Ltd 213800EAPFZ3LQZW5U76 67121FAJ8 665000.00000000 PA USD 673952.23000000 0.033025121204 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.93000000 N N N N N N OCP CLO Ltd 213800EAPFZ3LQZW5U76 67121GAA5 250000.00000000 PA USD 253277.50000000 0.012411146908 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 10.18000000 N N N N N N Oak Hill Credit 2549003SYMVHPGWUV286 67121JAA9 725000.00000000 PA USD 725881.60000000 0.035569772979 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.23000000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67121PAA5 250000.00000000 PA USD 247317.50000000 0.012119093979 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 8.53000000 N N N N N N Onslow Bay Financial LLC 254900UIO03AL696QM79 67123GAC9 1484403.62000000 PA USD 1469744.10000000 0.072020649062 Long ABS-MBS CORP US N 2 2062-09-25 Variable 4.94000000 N N N N N N ELECTRONIC ARTS INC 6488ICS9P20290MA1H31 67123SAB5 785000.00000000 PA USD 788107.03000000 0.038618954028 Long LON CORP US N 2 2033-03-24 None 0.00000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 2731000.00000000 PA USD 2858404.70000000 0.140068030738 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 574000.00000000 PA USD 609543.23000000 0.029868940488 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N Oaktree CLO Ltd 254900WZ1Z6PQ6U3P013 67389EAE9 250000.00000000 PA USD 252226.00000000 0.012359621127 Long ABS-CBDO CORP JE N 2 2038-04-15 Floating 11.17000000 N N N N N N Oaktree CLO Ltd 254900U83NJDV6PRP726 67389GAA2 250000.00000000 PA USD 251096.75000000 0.012304285427 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 9.02000000 N N N N N N Oaktree Specialty Lending Corp 549300J6MGCEU5928620 67401P405 53000.00000000 NS USD 632820.00000000 0.031009552710 Long EC CORP US N 1 N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 865000.00000000 PA USD 878261.32000000 0.043036709800 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 200000.00000000 PA USD 200950.80000000 0.009847025101 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AD4 220000.00000000 PA USD 223708.10000000 0.010962182166 Long DBT CORP US N 2 2028-02-01 Fixed 6.00000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AE2 225000.00000000 PA USD 228672.27000000 0.011205437264 Long DBT CORP US N 2 2034-07-15 Fixed 6.88000000 N N N N N N Octagon 67 Ltd N/A 67577YAG2 277239.27000000 PA USD 229548.29000000 0.011248364145 Long ABS-CBDO CORP KY N 2 2038-07-25 Fixed 12.00000000 N N N N N N Octagon 64 Ltd N/A 67579AAW7 2800000.00000000 PA USD 2801318.80000000 0.137270697808 Long ABS-CBDO CORP KY N 2 2035-07-21 Floating 4.93000000 N N N N N N OFSI Fund LTD 549300ISCSFRB3LRFG70 67629HAL6 1000000.00000000 PA USD 987504.00000000 0.048389838089 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.88000000 N N N N N N Oceanview Mortgage Trust N/A 67648CAU4 1039203.59000000 PA USD 1040829.86000000 0.051002920903 Long ABS-MBS CORP US N 2 2055-05-25 Floating 4.58000000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67707AAF9 250000.00000000 PA USD 250937.75000000 0.012296494083 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 9.31000000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67707HAC1 620000.00000000 PA USD 383718.00000000 0.018803014359 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.00000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AD2 260000.00000000 PA USD 263467.10000000 0.012910459411 Long DBT CORP US N 2 2031-06-15 Fixed 7.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AE0 1690000.00000000 PA USD 1672631.19000000 0.081962556573 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N Olympus Water US Holding Corporation 549300YU2GGVCBN3MY89 68163YAK1 194512.50000000 PA USD 194658.38000000 0.009538682872 Long LON CORP US N 2 2032-11-03 Floating 6.98000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 1350000.00000000 PA USD 1317547.08000000 0.064562664937 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N OMNIA Partners LLC 254900ZD1P5CVG9GOS22 68218HAE7 422874.90000000 PA USD 424347.35000000 0.020793940642 Long LON CORP US N 2 2032-12-31 Floating 6.42000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 1475000.00000000 PA USD 1448029.18000000 0.070956570878 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 2350000.00000000 PA USD 2219866.40000000 0.108778268924 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DA8 750000.00000000 PA USD 688988.19000000 0.033761915860 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 750000.00000000 PA USD 744006.08000000 0.036457911814 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 3475000.00000000 PA USD 3547658.78000000 0.173842975785 Long DBT CORP US N 2 2029-05-15 Fixed 6.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 77000.00000000 PA USD 76321.35000000 0.003739911705 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N ONEX TSG INTERMEDIATE CORP 5493006IJC5WXT1WJK88 68276QAP1 1994627.50000000 PA USD 2007716.25000000 0.098382451378 Long LON CORP US N 2 2032-08-06 None 0.00000000 N N N N N N OneSky Flight, LLC 549300PM6NEPXGG5B882 68279FAB3 2012000.00000000 PA USD 2022693.79000000 0.099116383328 Long LON CORP US N 2 2033-02-17 Floating 0.00000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 780000.00000000 PA USD 790534.68000000 0.038737914144 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N ONT GAMING GTA/OTG CO-IS 894500EC9KLZLOC3V025 68306MAA7 755000.00000000 PA USD 748625.84000000 0.036684290075 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N OPEN TEXT INC N/A 683720AA4 1500000.00000000 PA USD 1375202.70000000 0.067387915383 Long DBT CORP US N 2 2030-02-15 Fixed 4.13000000 N N N N N N OPEN TEXT INC N/A 683720AC0 295000.00000000 PA USD 259169.65000000 0.012699875039 Long DBT CORP US N 2 2031-12-01 Fixed 4.13000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FHV9 850000.00000000 PA USD 752574.28000000 0.036877772200 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.69000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X204 17183.00000000 NS USD 772375.85000000 0.037848092084 Long EP CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 58000.00000000 PA USD 51125.69000000 0.002505269711 Long DBT CORP US N 2 2040-07-15 Fixed 5.38000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 50000.00000000 PA USD 48440.32000000 0.002373680756 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 98000.00000000 PA USD 92295.62000000 0.004522685587 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 1610000.00000000 PA USD 1547884.75000000 0.075849710414 Long DBT CORP US N 2 2029-10-31 Fixed 4.38000000 N N N N N N ORMAT TECHNOLOGIES INC 5493000TSHHWY24VHM09 686688AD4 150000.00000000 PA USD 163320.00000000 0.008003034273 Long DBT CORP US N 2 2031-03-15 Fixed 1.50000000 N N N N Y Ormat Technologies, Inc. USD XXXX N N Osaic Holdings, Inc. 549300XL60BDV6UW5C86 68773JAJ9 284287.50000000 PA USD 281071.64000000 0.013773120059 Long LON CORP US N 2 2032-07-30 Floating 6.23000000 N N N N N N Osmose Utilities Services Inc 549300FSLVHLFZ3S0D82 68835HAH3 1733106.73000000 PA USD 1725524.39000000 0.084554438109 Long LON CORP US N 2 2028-06-23 None 0.00000000 N N N N N N Outcomes Group Holdings Inc 5493005V7ZG5K84MO728 69002CAE6 627070.48000000 PA USD 629552.42000000 0.030849434202 Long LON CORP US N 2 2031-05-06 None 0.00000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 440000.00000000 PA USD 427013.22000000 0.020924574055 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAH7 1045000.00000000 PA USD 1043625.39000000 0.051139907937 Long DBT CORP US N 2 2034-06-15 Fixed 6.00000000 N N N N N N ACCENDRA HEALTH INC 549300LMT5KQQXCEZ733 690732AL6 142725.00000000 PA USD 97578.19000000 0.004781542976 Long DBT CORP US N 2 2033-06-15 Fixed 9.75000000 N N N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121K104 105767.00000000 NS USD 1149687.29000000 0.056337171106 Long EC CORP US N 1 N N N PK ALIFT LOAN FUNDING N/A 69291NAA0 1194429.77000000 PA USD 1186238.01000000 0.058128235672 Long ABS-O CORP US N 2 2043-03-15 Fixed 4.75000000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291YAA6 1328643.12000000 PA USD 1333827.22000000 0.065360427111 Long ABS-O CORP US N 2 2042-11-15 Fixed 5.37000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 2690.00000000 NS USD 111285.30000000 0.005453221099 Long EP CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAL2 675000.00000000 PA USD 690693.75000000 0.033845491999 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp. USD XXXX N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 290000.00000000 PA USD 295691.83000000 0.014489541083 Long DBT CORP US N 2 2055-03-15 Fixed 7.38000000 N N N N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T866 2100.00000000 NS USD 103047.00000000 0.005049526529 Long EP CORP US N 1 N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAU7 363000.00000000 PA USD 369552.15000000 0.018108856980 Long DBT CORP US N 2 2030-12-01 Fixed 3.00000000 N N N N Y PPL Corp. USD XXXX N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAU9 1200000.00000000 PA USD 1200934.80000000 0.058848410262 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.80000000 N N N N N N Pye-Barker Fire & Safety, LLC 254900K8RDMGUBC44870 69380SAB9 208800.00000000 PA USD 209433.92000000 0.010262716383 Long LON CORP US N 2 2032-12-16 Floating 6.23000000 N N N N N N Pye-Barker Fire & Safety, LLC 254900K8RDMGUBC44870 69380SAC7 31200.00000000 PA USD 31294.72000000 0.001533509164 Long LON CORP US N 2 2032-12-16 Floating 6.23000000 N N N N N N PRP Advisors, LLC N/A 69382KAA6 868483.68000000 PA USD 866792.22000000 0.042474699021 Long ABS-MBS CORP US N 2 2030-06-25 Variable 6.18000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900640HC5OZKI7J87 69382RAA1 900497.55000000 PA USD 875101.18000000 0.042881856085 Long ABS-MBS CORP US N 2 2065-04-25 Variable 4.15000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900640HC5OZKI7J87 69382RAF0 2630000.00000000 PA USD 2508945.83000000 0.122943788063 Long ABS-MBS CORP US N 2 2065-04-25 Variable 4.15000000 N N N N N N PRP Advisors, LLC N/A 69382WAA0 390792.29000000 PA USD 383695.35000000 0.018801904460 Long ABS-MBS CORP US N 2 2055-08-25 Variable 4.50000000 N N N N N N PRP Advisors, LLC N/A 69382YAA6 866827.29000000 PA USD 863887.36000000 0.042332354580 Long ABS-MBS CORP US N 2 2030-08-25 Variable 5.50000000 N N N N N N PRP Advisors, LLC N/A 69382YAB4 245000.00000000 PA USD 244707.15000000 0.011991181167 Long ABS-MBS CORP US N 2 2030-08-25 Variable 7.45000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69383AAB5 375000.00000000 PA USD 376134.60000000 0.018431411309 Long ABS-O CORP US N 2 2055-10-25 Variable 7.02000000 N N N N N N PRP Advisors, LLC N/A 69383BAB3 951000.00000000 PA USD 948553.74000000 0.046481190858 Long ABS-MBS CORP US N 2 2030-10-25 Variable 7.20000000 N N N N N N PRP Advisors, LLC N/A 69383PAA4 2454695.34000000 PA USD 2396073.04000000 0.117412776510 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.50000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900YVPXC5UC5GP265 69383QAB0 505000.00000000 PA USD 500520.09000000 0.024526570135 Long ABS-O CORP US N 2 2056-02-25 Variable 6.22000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549002NGM9N1GT2FK83 69383TAA6 944527.33000000 PA USD 937322.29000000 0.045930825445 Long ABS-O CORP US N 2 2056-01-25 Variable 5.18000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549002NGM9N1GT2FK83 69383TAB4 355000.00000000 PA USD 354627.18000000 0.017377501075 Long ABS-O CORP US N 2 2056-01-25 Variable 6.54000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549000JKVB5M9M36D24 69384KAB2 385000.00000000 PA USD 385687.42000000 0.018899520211 Long ABS-O CORP US N 2 2056-04-25 Variable 7.05000000 N N N N N N PRP Advisors, LLC N/A 69384NAB6 2123000.00000000 PA USD 2124178.27000000 0.104089342987 Long ABS-MBS CORP US N 2 2031-06-25 Variable 6.82000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900EZKI569P0YE486 69392EAB6 475000.00000000 PA USD 475960.12000000 0.023323078330 Long ABS-O CORP US N 2 2055-08-25 Variable 7.99000000 N N N N N N PRP Advisors, LLC N/A 69392PAA3 725446.99000000 PA USD 722595.19000000 0.035408731760 Long ABS-MBS CORP US N 2 2055-07-25 Variable 5.25000000 N N N N N N PRP Advisors, LLC N/A 69392RAA9 850993.54000000 PA USD 848416.48000000 0.041574247901 Long ABS-MBS CORP US N 2 2030-07-25 Variable 5.73000000 N N N N N N PRP Advisors, LLC N/A 69392RAB7 130000.00000000 PA USD 129532.83000000 0.006347389652 Long ABS-MBS CORP US N 2 2030-07-25 Variable 8.57000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69392WAB6 430000.00000000 PA USD 416845.59000000 0.020426338129 Long ABS-O CORP US N 2 2055-10-25 Variable 7.26000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393AAG2 383000.00000000 PA USD 346124.11000000 0.016960832200 Long ABS-MBS CORP US N 2 2070-01-25 Variable 4.15000000 N N N N N N PRP Advisors, LLC N/A 69393BAA3 850873.59000000 PA USD 840781.89000000 0.041200136430 Long ABS-MBS CORP US N 2 2055-12-25 Variable 4.94000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393CAA1 943251.82000000 PA USD 937054.69000000 0.045917712464 Long ABS-O CORP US N 2 2055-12-25 Variable 5.27000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393CAB9 1050000.00000000 PA USD 1033771.46000000 0.050657043992 Long ABS-O CORP US N 2 2055-12-25 Variable 6.78000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393DAA9 464374.01000000 PA USD 461091.30000000 0.022594473897 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.07000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393DAB7 1047000.00000000 PA USD 1043586.14000000 0.051137984602 Long ABS-MBS CORP US N 2 2056-02-25 Variable 6.41000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393EAB5 515000.00000000 PA USD 488251.19000000 0.023925367422 Long ABS-MBS CORP US N 2 2070-01-25 Variable 4.15000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393EAF6 528000.00000000 PA USD 500246.73000000 0.024513174902 Long ABS-MBS CORP US N 2 2070-01-25 Variable 4.15000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 69393EAG4 343000.00000000 PA USD 322356.60000000 0.015796172654 Long ABS-MBS CORP US N 2 2070-01-25 Variable 4.15000000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 1800000.00000000 PA USD 1798644.49000000 0.088137481621 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PRP Advisors, LLC N/A 69395KAA1 864859.94000000 PA USD 862680.15000000 0.042273198671 Long ABS-MBS CORP US N 2 2028-08-25 Variable 5.77000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KU0 800000.00000000 PA USD 808677.48000000 0.039626950699 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KX4 2725000.00000000 PA USD 2810559.82000000 0.137723527833 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N PHOENIX AVIATION CAPITAL LLC N/A 69450PAB0 498750.00000000 PA USD 495944.53000000 0.024302357770 Long LON CORP US N 2 2030-10-28 Floating 6.91000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 650000.00000000 PA USD 657751.00000000 0.032231225790 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544VAA7 386553.27000000 PA USD 386483.81000000 0.018938545048 Long ABS-O CORP US N 2 2032-10-15 Fixed 4.87000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69548WAC7 2499903.40000000 PA USD 2498567.95000000 0.122435249432 Long ABS-O CORP US N 2 2033-03-15 Fixed 5.44000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69549BAC2 1699843.33000000 PA USD 1691062.11000000 0.082865711634 Long ABS-O CORP US N 2 2033-04-15 Fixed 4.88000000 N N N N N N Palmer Square CLO Ltd 549300A8L0VCZ9626397 69689GAE7 285000.00000000 PA USD 265090.76000000 0.012990022273 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 10.62000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BW3 1100000.00000000 PA USD 1202437.50000000 0.058922045821 Long DBT NUSS PA N 2 2036-01-31 Fixed 6.88000000 N N N N N N Paradigm Parent LLC 254900EDT9YE5UFH3458 69902BAB5 620312.50000000 PA USD 534631.84000000 0.026198119880 Long LON CORP US N 2 2032-04-16 Floating 8.23000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AP5 645000000.00000000 PA 101955.48000000 0.004996039681 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149BY5 834000.00000000 PA USD 897801.00000000 0.043994196505 Long DBT NUSS PY N 2 2055-03-04 Fixed 6.65000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149CC2 7075000000.00000000 PA 1118996.57000000 0.054833259252 Long DBT NUSS PY N 2 2038-04-04 Fixed 8.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 23400000.00000000 PA USD 23400000.00000000 1.146650759173 Long RA CORP US N 2 Repurchase N 3.69000000 2026-07-01 23225900.00000000 USD 23732069.01000000 USD UST N N N PAR PETROLEUM LLC 984500CCF05C2FB39F45 70178JAB3 457000.00000000 PA USD 462730.32000000 0.022674789432 Long DBT CORP US N 2 2034-06-01 Fixed 7.38000000 N N N N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 685000.00000000 PA USD 675615.50000000 0.033106625042 Long DBT CORP US N 2 2029-03-01 Fixed 2.63000000 N N N N Y Parsons Corp. USD XXXX N N N PATHFINDER POWER LLC 254900Q1JVCVVG53CB79 70320UAB5 890000.00000000 PA USD 889722.32000000 0.043598323661 Long LON CORP US N 2 2033-06-22 Floating 5.63000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1000000.00000000 PA USD 979661.00000000 0.048005514076 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Paysafe Holdings (US) Corp 549300N8UN7DUDH51357 70451NAC0 1000000.00000000 PA 1096996.44000000 0.053755205159 Long LON CORP US N 2 2028-06-28 Floating 5.18000000 N N N N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 70470NAJ2 790000.00000000 PA USD 722457.37000000 0.035401978281 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 8.58000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 471000.00000000 PA USD 457617.48000000 0.022424249181 Long DBT CORP MX N 2 2035-06-15 Fixed 6.63000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AY5 870000.00000000 PA USD 875066.88000000 0.042880175311 Long DBT CORP US N 2 2031-04-01 Fixed 6.75000000 N N N N N N PENN Entertainment Inc N/A 70757DAZ2 542930.60000000 PA USD 542209.59000000 0.026569446068 Long LON CORP US N 2 2033-05-30 Floating 5.64000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAG2 325000.00000000 PA USD 318334.77000000 0.015599094260 Long DBT CORP US N 2 2032-05-15 Fixed 6.88000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 2183714.82000000 PA USD 1978080.95000000 0.096930257394 Long LON CORP US N 2 2028-02-01 Floating 7.51000000 N N N N N N PERENTI FINANCE PTY LTD 894500ZDIIAOXSQHE612 71367VAB5 250000.00000000 PA USD 257227.11000000 0.012604686365 Long DBT CORP AU N 2 2029-04-26 Fixed 7.50000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 700000.00000000 PA USD 679812.56000000 0.033312290086 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 876000.00000000 PA USD 887809.36000000 0.043504584472 Long DBT CORP US N 2 2032-09-15 Fixed 6.13000000 N N N N N N Performance Health & Wellness 254900ZAQ0N9AHY1Q982 71377KAD3 772200.00000000 PA USD 764478.00000000 0.037461080302 Long LON CORP US N 2 2032-03-19 Floating 7.48000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DU3 440000.00000000 PA USD 381700.00000000 0.018704127981 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DZ2 4817000.00000000 PA 1584037.05000000 0.077621251535 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAX7 1200000.00000000 PA USD 1149059.82000000 0.056306423715 Long DBT CORP ID N 2 2036-02-03 Fixed 5.45000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAZ2 1200000.00000000 PA USD 1170805.25000000 0.057371996955 Long DBT CORP ID N 2 2031-02-03 Fixed 4.75000000 N N N N N N Petco Health and Wellness Company, Inc. 2549007TYGV6RVSE9M61 71601HAG1 528675.00000000 PA USD 522690.93000000 0.025612989388 Long LON CORP US N 2 2031-02-03 Floating 7.98000000 N N N N N N PETCO HEALTH & WELLNESS 2549007TYGV6RVSE9M61 71601VAA3 45000.00000000 PA USD 45381.08000000 0.002223771360 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBR2 3600000.00000000 PA USD 3071379.02000000 0.150504234401 Long DBT CORP MX N 2 2045-01-23 Fixed 6.38000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 870000.00000000 PA USD 745355.10000000 0.036524016720 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 2075000.00000000 PA USD 2052179.77000000 0.100561260309 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 2140000.00000000 PA USD 2520752.42000000 0.123522336584 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N PetSmart Inc 894500NGJMHSFNESGA67 71677HAN5 2090863.64000000 PA USD 2091909.07000000 0.102508082189 Long LON CORP US N 2 2032-08-18 None 0.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286DN4 3264000.00000000 PA USD 3265710.01000000 0.160026874453 Long DBT NUSS PH N 2 2036-06-24 Fixed 5.33000000 N N N N N N Parexel International Corporation 549300GCZVUYB6P2OA17 71911KAF1 298500.00000000 PA USD 298991.93000000 0.014651253141 Long LON CORP US N 2 2031-12-12 Floating 6.14000000 N N N N N N Pinnacle Buyer LLC 254900F51XXB8NHJPB58 72349UAB8 941189.52000000 PA USD 944130.74000000 0.046264454264 Long LON CORP US N 2 2032-10-01 Floating 6.18000000 N N N N N N PINNACLE BUYER LLC 254900F51XXB8NHJPB58 72349UAC6 181451.61000000 PA USD 182018.65000000 0.008919308684 Long LON CORP US N 2 2032-10-01 Fixed 2.50000000 N N N N N N PIONEER OPCO LLC N/A 72382NAA4 860000.00000000 PA USD 876215.30000000 0.042936450382 Long DBT CORP US N 2 2033-05-15 Fixed 7.00000000 N N N N N N PLANET FINANCIAL GROUP N/A 72702AAA5 2150000.00000000 PA USD 2124888.43000000 0.104124142368 Long DBT CORP US N 2 2029-12-15 Fixed 10.50000000 N N N N N N Plano HoldCo Inc 254900C53JLEP3CCOQ10 72712EAB3 739378.18000000 PA USD 584108.76000000 0.028622596286 Long LON CORP US N 2 2031-10-02 None 0.00000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 289000.00000000 PA USD 258910.77000000 0.012687189358 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Pluto Acquisition I Inc 254900MOXD90LKQ6AY47 72941DAH5 450000.00000000 PA USD 457875.00000000 0.022436868220 Long LON CORP US N 2 2028-06-20 Floating 9.23000000 N N N N N N Point Securitization Trust N/A 73071PAB1 330000.00000000 PA USD 327165.89000000 0.016031838296 Long ABS-MBS CORP US N 2 2055-10-25 Variable 7.00000000 N N N N N N Point Securitization Trust N/A 73072DAB7 680000.00000000 PA USD 681594.06000000 0.033399587450 Long ABS-MBS CORP US N 2 2055-06-25 Fixed 7.50000000 N N N N N N Point Securitization Trust N/A 73072JAB4 235000.00000000 PA USD 230463.56000000 0.011293214360 Long ABS-MBS CORP US N 2 2056-02-25 Variable 6.50000000 N N N N N N Polaris Newco LLC 254900LEPDAG7EDOA064 73108RAB4 1649345.14000000 PA USD 1438595.12000000 0.070494281473 Long LON CORP US N 2 2028-06-02 Floating 7.93000000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742FAJ5 1150000.00000000 PA USD 1150771.65000000 0.056390307098 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 2100000.00000000 PA USD 1970993.85000000 0.096582974120 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 3080000.00000000 PA USD 3027975.32000000 0.148377358950 Long DBT CORP US N 2 2034-10-15 Fixed 6.25000000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 73937UAL2 116658.94000000 PA USD 103534.81000000 0.005073430277 Long LON CORP US N 2 2031-02-15 Floating 8.14000000 N N N N N N PRAIRIE ECI ACQUIROR LP 254900Q6KU2LVSIISH22 73955HAG9 404890.38000000 PA USD 406914.83000000 0.019939709347 Long LON CORP US N 2 2029-08-01 Floating 6.89000000 N N N N N N Pre-Paid Legal Services Inc 549300DKH5WJ2J8QU878 74006LAS1 884071.11000000 PA USD 809319.36000000 0.039658404211 Long LON CORP US N 2 2028-12-15 None 0.00000000 N N N N N N PRECISION DRILLING CORP 8945003E8R4T2TZ7G795 740212AM7 295000.00000000 PA USD 296726.05000000 0.014540220106 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N Pregis TopCo Corporation 549300LJXHJYHS1GM034 74045BAG2 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-02-01 Floating 7.39000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549001J36X6SUZ41Q96 740934AA2 1043894.13000000 PA USD 1045261.42000000 0.051220076956 Long ABS-O CORP US N 2 2055-07-25 Variable 5.66000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549001J36X6SUZ41Q96 740934AB0 725000.00000000 PA USD 726647.27000000 0.035607292469 Long ABS-O CORP US N 2 2055-07-25 Variable 8.35000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549004EWBYQ3J21FL07 740936AA7 862011.62000000 PA USD 863398.08000000 0.042308378799 Long ABS-O CORP US N 2 2055-06-25 Variable 5.74000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549004EWBYQ3J21FL07 740936AB5 590000.00000000 PA USD 591489.16000000 0.028984251895 Long ABS-O CORP US N 2 2055-06-25 Variable 8.72000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900IWII23Q41Y2V47 740937AA5 892787.07000000 PA USD 893788.24000000 0.043797562561 Long ABS-O CORP US N 2 2055-08-25 Variable 5.39000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900IWII23Q41Y2V47 740937AB3 755000.00000000 PA USD 756273.69000000 0.037059051315 Long ABS-O CORP US N 2 2055-08-25 Variable 7.51000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 335000.00000000 PA USD 308051.39000000 0.015095186333 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549000L41AJEKAJNL30 74143LAA4 1652662.46000000 PA USD 1655378.94000000 0.081117158900 Long ABS-O CORP US N 2 2055-05-25 Variable 6.24000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549000L41AJEKAJNL30 74143LAB2 1335000.00000000 PA USD 1338369.67000000 0.065583017015 Long ABS-O CORP US N 2 2055-05-25 Variable 8.72000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900YK6WRDXT44WO59 74143UAA4 1616851.05000000 PA USD 1608822.67000000 0.078835800680 Long ABS-O CORP US N 2 2055-12-25 Variable 5.34000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900YK6WRDXT44WO59 74143UAB2 366000.00000000 PA USD 360535.80000000 0.017667036272 Long ABS-O CORP US N 2 2055-12-25 Variable 6.78000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 74143YAB4 730000.00000000 PA USD 687756.93000000 0.033701581449 Long ABS-MBS CORP US N 2 2069-09-25 Variable 3.85000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900OU85YCZAPWVR73 74143YAG3 1100000.00000000 PA USD 961079.90000000 0.047094999870 Long ABS-MBS CORP US N 2 2069-09-25 Variable 3.85000000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAC2 1450000.00000000 PA USD 1515690.74000000 0.074272134089 Long DBT CORP US N 2 2029-09-01 Fixed 9.38000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAB9 250000.00000000 PA USD 244190.93000000 0.011965885267 Long DBT CORP US N 2 2029-04-30 Fixed 4.38000000 N N N N N N PRIO LUX HLD SARL 2221003VQP4JY7T31H94 74259PAA5 600000.00000000 PA USD 588750.00000000 0.028850027113 Long DBT CORP LU N 2 2030-10-15 Fixed 6.75000000 N N N N N N PROAMPAC PG BORROWER LLC 549300ZI6LTXYFEY1578 74274NAM5 500000.00000000 PA USD 492625.00000000 0.024139693599 Long LON CORP US N 2 2033-03-07 Floating 7.67000000 N N N N N N PROG HOLDINGS INC 549300DHYTLBOVRXIG52 74319RAA9 327000.00000000 PA USD 318932.91000000 0.015628404417 Long DBT CORP US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Project Boost Purchaser LLC 254900SVSL94NTLSDY26 74339NAG1 579150.00000000 PA USD 565001.37000000 0.027686292728 Long LON CORP US N 2 2031-07-16 Floating 6.48000000 N N N N N N Project Ruby Ultimate Parent Corp. 549300UGGIEE7YT1C741 74339UBA7 1103690.44000000 PA USD 1103575.66000000 0.054077601211 Long LON CORP US N 2 2028-03-10 Floating 6.51000000 N N N N N N Project Castle Inc 254900DCEJ6U69AEM264 74339YAB8 989743.60000000 PA USD 247127.10000000 0.012109763966 Long LON CORP US N 2 2029-06-01 Floating 9.19000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAJ0 1988959.79000000 PA USD 1923900.92000000 0.094275318397 Long LON CORP US N 2 2028-08-31 Floating 6.73000000 N N N N N N PROPETRO HOLDING CORP 254900RBXU2DAMHEX195 74347MAA6 86000.00000000 PA USD 81429.10000000 0.003990202535 Long DBT CORP US N 2 2031-11-15 None 0.00000000 N N N N Y ProPetro Holding Corp. USD XXXX N N N PRP Advisors, LLC N/A 74390XAB6 560000.00000000 PA USD 546401.49000000 0.026774858261 Long ABS-MBS CORP US N 2 2031-02-25 Variable 6.47000000 N N N N N N PRP Advisors, LLC N/A 74448NAD6 820000.00000000 PA USD 753836.25000000 0.036939611468 Long ABS-MBS CORP US N 2 2055-05-25 Variable 3.00000000 N N N N N N PRP Advisors, LLC N/A 74449BAA7 939277.79000000 PA USD 928148.85000000 0.045481306986 Long ABS-MBS CORP US N 2 2031-02-25 Variable 5.19000000 N N N N N N PRP Advisors, LLC N/A 74449BAB5 280000.00000000 PA USD 276423.48000000 0.013545350136 Long ABS-MBS CORP US N 2 2031-02-25 Variable 6.47000000 N N N N N N PRP Advisors, LLC N/A 74449DAA3 715612.71000000 PA USD 715894.09000000 0.035080363324 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.26000000 N N N N N N DANANTARA INVESTMENT 254900GCA4GGCJNSIY27 74450AAB3 800000.00000000 PA USD 798449.18000000 0.039125741812 Long DBT CORP ID N 2 2036-06-18 Fixed 5.95000000 N N N N N N PushPay USA Inc 9845001D6794B3C1FF33 74646HAE7 1728756.26000000 PA USD 1702824.92000000 0.083442114840 Long LON CORP US N 2 2031-08-15 None 0.00000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 746970AA0 450000.00000000 PA USD 447254.25000000 0.021916428431 Long DBT CORP QA N 2 2029-06-23 Fixed 4.63000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74737SAB9 1014900.00000000 PA USD 1017753.90000000 0.049872148807 Long LON CORP US N 2 2032-11-01 Floating 5.67000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 160000.00000000 PA USD 161052.17000000 0.007891905683 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 226000.00000000 PA USD 230223.04000000 0.011281428358 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 600000.00000000 PA USD 619910.33000000 0.030376950876 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAL3 1877369.34000000 PA USD 1877956.96000000 0.092023964695 Long LON CORP US N 2 2032-02-10 Floating 5.89000000 N N N N N N QuidelOrtho Corp 549300YU8CMO9HF53113 74840YAH7 746250.00000000 PA USD 735989.06000000 0.036065060444 Long LON CORP US N 2 2032-08-20 Floating 7.64000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 1525000.00000000 PA USD 1427712.32000000 0.069961000667 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 3030000.00000000 PA USD 3095620.71000000 0.151692129796 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 1890000.00000000 PA USD 1927578.87000000 0.094455545925 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N Woodward Capital Management 2549002LEW4WNQBOMB89 748949AA2 1491324.30000000 PA USD 1493522.51000000 0.073185842732 Long ABS-MBS CORP US N 2 2055-06-25 Variable 5.47000000 N N N N N N RCO Mortgage LLC N/A 74939GAB1 150000.00000000 PA USD 150285.06000000 0.007364293937 Long ABS-O CORP US N 2 2030-05-25 Variable 8.84000000 N N N N N N RCO Mortgage LLC N/A 74940MAB5 174000.00000000 PA USD 173759.41000000 0.008514588008 Long ABS-O CORP US N 2 2031-05-25 Variable 6.78000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 2045000.00000000 PA USD 2039364.53000000 0.099933285750 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAB7 301000.00000000 PA USD 286872.58000000 0.014057378702 Long DBT US N 2 2029-09-15 Fixed 4.00000000 N N N N N N ROCC Trust N/A 74970WAJ9 2155000.00000000 PA USD 2252182.31000000 0.110361818613 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 8.82000000 N N N N N N RR Ltd 549300V317BEVFPNAZ66 749758AA6 550000.00000000 PA USD 553617.35000000 0.027128451054 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 9.42000000 N N N N N N RXBENEFITS INC 25490096I1KYBKEVNJ51 74980MAH3 1476712.50000000 PA USD 1471174.83000000 0.072090757935 Long LON CORP US N 2 2030-12-23 None 0.00000000 N N N N N N RFNA LP 2549002A4GSOTYKKHR45 74984AAA0 475000.00000000 PA USD 478924.46000000 0.023468337420 Long DBT CORP US N 2 2030-02-15 Fixed 7.88000000 N N N N N N RR Ltd 254900ZSKVCYOXP11C98 74989QAJ1 1000000.00000000 PA USD 1008336.00000000 0.049410651277 Long ABS-CBDO CORP KY N 2 2041-04-15 Floating 9.78000000 N N N N N N RACKSPACE FINANCE LLC 25490078N5MHLAGLZ689 75008WAA1 160000.00000000 PA USD 146000.00000000 0.007154316702 Long DBT CORP US N 2 2028-05-15 Fixed 3.50000000 N N N N N N Rad CLO 12 Ltd N/A 75009QAG0 1875000.00000000 PA USD 1759863.75000000 0.086237141238 Long ABS-CBDO CORP KY N 2 2040-07-30 Floating 10.31000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAE4 1675000.00000000 PA USD 1750122.34000000 0.085759791017 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N RAILWORKS HOLDINGS LP/R N/A 75079MAA7 1500000.00000000 PA USD 1503504.00000000 0.073674957394 Long DBT CORP US N 2 2028-11-15 Fixed 8.25000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 865000.00000000 PA USD 940665.53000000 0.046094651457 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N RAND PARENT LLC N/A 753272AA1 1500000.00000000 PA USD 1555014.00000000 0.076199059129 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Residential Asset Securities Corporation N/A 75406BAG2 1092912.57000000 PA USD 1079443.08000000 0.052895052443 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.38000000 N N N N N N RAVEN ACQUISITION HOLDIN N/A 75420NAA1 3761000.00000000 PA USD 3678542.71000000 0.180256572268 Long DBT CORP US N 2 2031-11-15 Fixed 6.88000000 N N N N N N Reach Financial LLC N/A 75525QAA8 228773.04000000 PA USD 229258.73000000 0.011234175076 Long ABS-O CORP US N 2 2032-08-18 Fixed 4.93000000 N N N N N N Reach Financial LLC N/A 75525QAB6 1600000.00000000 PA USD 1595615.04000000 0.078188598160 Long ABS-O CORP US N 2 2032-08-18 Fixed 5.12000000 N N N N N N Reach Financial LLC N/A 75526XAB0 2200000.00000000 PA USD 2186688.02000000 0.107152456333 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.37000000 N N N N N N REALTRUCK GROUP INC 54930007KT5CX7XNSD31 75603CAA4 2771000.00000000 PA USD 553922.90000000 0.027143423667 Long DBT CORP US N 2 2031-07-31 Fixed 6.25000000 N N N N N N Regatta 33 Funding Ltd. N/A 75890CAA6 1000000.00000000 PA USD 1008601.00000000 0.049423636852 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 10.32000000 N N N N N N RESILIENCE PARENT LLC 254900ZT6ZFUC887FB87 75908HAC1 2115000.00000000 PA USD 2112819.44000000 0.103532735678 Long LON CORP US N 2 2033-02-28 Floating 6.23000000 N N N N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 75915TAL6 1728070.18000000 PA USD 1700949.85000000 0.083350232342 Long LON CORP US N 2 2031-05-19 None 0.00000000 N N N N N N Renew Financial N/A 75975DAB0 680685.79000000 PA USD 651667.13000000 0.031933102963 Long ABS-O CORP KY N 2 2060-11-20 Fixed 6.83000000 N N N N N N RENEW TREAS IFSC PVT LTD 335800IK4XWJ5637BW61 759963AA9 700000.00000000 PA USD 692771.58000000 0.033947310176 Long DBT CORP IN N 2 2031-02-02 Fixed 6.50000000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 295000.00000000 PA USD 292608.70000000 0.014338461025 Long DBT CORP US N 2 2029-02-15 Fixed 6.38000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A 76089MAB1 615158.28000000 PA USD 616252.95000000 0.030197731323 Long ABS-O CORP US N 2 2034-04-25 Fixed 5.12000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BJ0 40233055.00000000 PA 1027181.57000000 0.050334125087 Long DBT NUSS UY N 2 2035-10-29 Fixed 8.00000000 N N N N N N Restoration Hardware Inc 549300H9H1H3OC7C3H47 76133MAC5 376241.52000000 PA USD 371277.39000000 0.018193397483 Long LON CORP US N 2 2028-10-20 Floating 6.99000000 N N N N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAJ6 155000.00000000 PA USD 162244.08000000 0.007950311859 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N RIVERS ENTERPRISE N/A 76883NAA9 250000.00000000 PA USD 253888.00000000 0.012441062732 Long DBT CORP US N 2 2033-02-01 Fixed 6.63000000 N N N N N N RIVIAN AUTO INC 25490004LNKJ84MFYY24 76954AAB9 200000.00000000 PA USD 237518.55000000 0.011638924174 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N Y Rivian Automotive, Inc. USD XXXX N N N RIVIAN AUTO INC 25490004LNKJ84MFYY24 76954AAD5 350000.00000000 PA USD 373703.59000000 0.018312286546 Long DBT CORP US N 2 2030-10-15 Fixed 3.63000000 N N N N Y Rivian Automotive, Inc. USD XXXX N N N TGNR INTERMEDIATE HOLDIN 5493007AZNVKZ5HEMT23 77289KAA3 900000.00000000 PA USD 886158.99000000 0.043423712762 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N ROCKET COS INC N/A 77311WAE1 890000.00000000 PA USD 909621.64000000 0.044573433507 Long DBT CORP US N 2 2031-08-01 Fixed 6.13000000 N N N N N N ROCKET COS INC N/A 77311WAF8 90000.00000000 PA USD 92423.65000000 0.004528959334 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77313DAW1 746604.27000000 PA USD 710393.96000000 0.034810845023 Long LON CORP US N 2 2028-11-28 Floating 7.39000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAA6 1600000.00000000 PA USD 1442075.90000000 0.070664847244 Long DBT CORP US N 2 2029-02-15 Fixed 6.50000000 N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAB4 986000.00000000 PA USD 980938.37000000 0.048068107977 Long DBT CORP US N 2 2028-11-28 Fixed 9.00000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340JAL9 1900000.00000000 PA USD 1900777.10000000 0.093142201057 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 4.88000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAA8 760000.00000000 PA USD 774991.85000000 0.037976281758 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAB6 65000.00000000 PA USD 66766.41000000 0.003271698919 Long DBT CORP US N 2 2034-07-15 Fixed 6.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 900000.00000000 PA USD 873226.35000000 0.042789985348 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 720000.00000000 PA USD 778998.24000000 0.038172603559 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N Romark Credit Funding Ltd N/A 77588RAA6 2600000.00000000 PA USD 2610077.60000000 0.127899464168 Long ABS-CBDO CORP KY N 2 2043-07-29 Fixed 5.42000000 N N N N N N RR Ltd 2549005CH9FMTJFP8I04 78111FAS7 260000.00000000 PA USD 258695.58000000 0.012676644581 Long ABS-CBDO CORP BM N 2 2037-07-15 Floating 8.67000000 N N N N N N Runway Growth Finance Corp 254900AXR3J2N1XT0V02 78163D100 94794.00000000 NS USD 531794.34000000 0.026059076225 Long EC CORP US N 1 N N RYAN SPECIALTY 549300K52N7QBO3PYY45 78351GAA3 750000.00000000 PA USD 738339.39000000 0.036180231712 Long DBT CORP US N 2 2032-08-01 Fixed 5.88000000 N N N N N N SCIH SALT HOLDINGS INC N/A 78397GAM3 640966.94000000 PA USD 642569.36000000 0.031487292498 Long LON CORP US N 2 2029-01-31 Floating 6.35000000 N N N N N N SGH2 LLC N/A 78424SAB8 2494465.00000000 PA USD 2497583.08000000 0.122386988665 Long LON CORP US N 2 2032-08-18 Floating 0.00000000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 750000.00000000 PA USD 740256.00000000 0.036274149759 Long DBT CORP US N 2 2028-05-01 Fixed 4.88000000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAB4 250000.00000000 PA USD 248027.60000000 0.012153890420 Long DBT CORP US N 2 2029-05-01 Fixed 6.63000000 N N N N N N SG Capital Partners N/A 78433QAF2 400000.00000000 PA USD 289732.72000000 0.014197531766 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.95000000 N N N N N N Stonepeak N/A 78433XAB6 233272.04000000 PA USD 228333.74000000 0.011188848560 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.68000000 N N N N N N SE COSMOS LLC 2549000W7FTUJ3INRY47 78438PAA0 1430000.00000000 PA USD 1471322.71000000 0.072098004376 Long DBT CORP US N 2 2031-05-01 Fixed 8.88000000 N N N N N N SLM CORP N/A 78442PGF7 1500000.00000000 PA USD 1521400.50000000 0.074551924715 Long DBT CORP US N 2 2030-01-31 Fixed 6.50000000 N N N N N N SLM Student Loan Trust 54930054KUX5HFXZUQ43 78443CAJ3 50000.00000000 PA USD 49418.91000000 0.002421633789 Long ABS-O CORP US N 2 2032-06-15 Variable 6.94000000 N N N N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 50000.00000000 PA USD 48638.14000000 0.002383374365 Long ABS-O CORP US N 2 2033-03-15 Variable 7.92000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78448YAF8 230359.23000000 PA USD 204210.37000000 0.010006751102 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449HAC1 1190132.36000000 PA USD 1195571.62000000 0.058585602808 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.77000000 N N N N N N SLAM LLC N/A 78450TAA5 2522724.64000000 PA USD 2540230.33000000 0.124476796426 Long ABS-O CORP US N 2 2050-05-15 Fixed 5.81000000 N N N N N N SLG Trust N/A 78451FAJ5 1675000.00000000 PA USD 1679377.61000000 0.082293145788 Long ABS-MBS CORP US N 2 2041-04-15 Variable 7.19000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78451PAA2 2868048.48000000 PA USD 2850004.73000000 0.139656413987 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.03000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 280000.00000000 PA USD 280089.21000000 0.013724978858 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAD8 1200000.00000000 PA USD 1211035.20000000 0.059343351772 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N State Street Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 134800.00000000 NS USD 5431092.00000000 0.266135289100 Long EC RF US N 1 N N Digital Room Holdings Inc 549300I680V3FDWE2N30 78473KAB5 708356.27000000 PA USD 658328.61000000 0.032259529933 Long LON CORP US N 2 2028-12-21 None 0.00000000 N N N N N N Salas O'Brien Inc 254900D503Y41OFSLN80 79400JAL2 885714.28000000 PA USD 887928.57000000 0.043510426020 Long LON CORP US N 2 2033-01-31 Floating 6.39000000 N N N N N N Salas O'Brien Inc 254900D503Y41OFSLN80 79400JAM0 114285.72000000 PA USD 114571.43000000 0.005614248597 Long LON CORP US N 2 2033-01-31 Floating 6.39000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 800000.00000000 PA USD 856705.70000000 0.041980437662 Long DBT CORP US N 2 2034-04-15 Fixed 6.88000000 N N N N N N Sanmina Corp X5K24XLM8QYRXF00EB42 80105GAR1 540000.00000000 PA USD 541518.48000000 0.026535580179 Long LON CORP US N 2 2032-10-27 Floating 5.39000000 N N N N N N Santander Mortgage Asset Receivable Trust 254900FHBJ2YHHBOAU80 802638AA4 786353.46000000 PA USD 788759.86000000 0.038650944114 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.73000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCN2 1146611.23000000 PA USD 1184009.10000000 0.058019014247 Long ABS-O CORP US N 2 2032-06-15 Fixed 10.17000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCU6 250000.00000000 PA USD 249740.83000000 0.012237842406 Long ABS-O CORP US N 2 2034-01-16 Fixed 6.27000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CDD3 675000.00000000 PA USD 674547.48000000 0.033054289745 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.81000000 N N N N N N Prometric Holdings Inc 54930034OH1XQT27TX40 80358TAG1 1599290.62000000 PA USD 1601622.39000000 0.078482971342 Long LON CORP US N 2 2032-06-25 None 0.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAG0 700000.00000000 PA USD 725046.00000000 0.035528826766 Long DBT CORP US N 2 2033-04-10 Fixed 8.75000000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 221000.00000000 PA USD 230548.87000000 0.011297394735 Long DBT CORP CA N 2 2029-06-15 Fixed 9.63000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBS7 2927000.00000000 PA USD 2852064.15000000 0.139757330034 Long DBT NUSS SA N 2 2056-01-12 Fixed 5.88000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AA5 1000000.00000000 PA USD 993427.60000000 0.048680107338 Long DBT CORP US N 2 2028-04-01 Fixed 4.88000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 2130000.00000000 PA USD 1822075.49000000 0.089285651447 Long DBT CORP US N 2 2030-03-01 Fixed 6.63000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 1049000.00000000 PA USD 957844.62000000 0.046936464132 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 505000.00000000 PA USD 304161.50000000 0.014904573285 Long DBT CORP US N 2 2031-01-15 Fixed 5.38000000 N N N N N N Sculptor CLO Ltd 254900HDB8TKKOZR3P46 81124NAY6 450000.00000000 PA USD 450874.35000000 0.022093821184 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 7.28000000 N N N N N N Sculptor CLO Ltd 254900HDB8TKKOZR3P46 81124UBJ2 2000000.00000000 PA USD 2002266.00000000 0.098115377306 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 4.83000000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 600000.00000000 PA USD 629411.40000000 0.030842523916 Long DBT CORP BM N 2 2030-08-01 Fixed 8.38000000 N N N N N N SEAGATE DATA STOR N/A 81180LAS4 1600000.00000000 PA USD 1627178.82000000 0.079735291848 Long DBT CORP SG N 2 2034-12-01 Fixed 5.75000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 13000.00000000 PA USD 151729.50000000 0.007435074630 Long DBT CORP KY N 2 2028-06-01 Fixed 3.50000000 N N N N N Seagate Technology Holdings PLC USD XXXX N N N Secretariat Advisors LLC N/A 81368NAN5 1337989.30000000 PA USD 1317919.46000000 0.064580912364 Long LON CORP US N 2 2032-02-28 None 0.00000000 N N N N N N Secretariat Advisors LLC N/A 81368NAP0 162831.77000000 PA USD 160389.29000000 0.007859423125 Long LON CORP US N 2 2032-02-28 None 0.00000000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 809891.24000000 PA USD 800358.01000000 0.039219278622 Long LON CORP US N 2 2031-07-31 Floating 6.14000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 1125000.00000000 PA USD 1093611.04000000 0.053589313216 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N SEMTECH CORP 549300J7WUY317SW6O61 816850AJ0 34000.00000000 PA USD 62577.00000000 0.003066408741 Long DBT CORP US N 2 2030-10-15 None 0.00000000 N N N N Y Semtech Corp. USD XXXX N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851604 1625.00000000 NS USD 33897.50000000 0.001661051030 Long EP CORP US N 1 N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 625000.00000000 PA USD 580212.44000000 0.028431668154 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAF9 700000.00000000 PA USD 649922.84000000 0.031847628969 Long DBT US N 2 2027-09-30 None 0.00000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 1437000.00000000 PA USD 1440753.05000000 0.070600024724 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N SHIFT4 PAYMENTS LLC 254900GTEMR7L40VPI74 82453JAC2 164176.03000000 PA USD 163929.77000000 0.008032914325 Long LON CORP US N 2 2032-07-03 Floating 5.73000000 N N N N N N SILK ROAD GROUP HOLDING 254900J9KTY8FE4C8227 82710NAA6 230000.00000000 PA USD 232764.83000000 0.011405981582 Long DBT CORP GE N 2 2030-09-15 Fixed 7.50000000 N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 550000.00000000 PA USD 531699.91000000 0.026054448951 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBM9 1975000.00000000 PA USD 1794835.40000000 0.087950827948 Long DBT CORP US N 2 2031-09-01 Fixed 3.88000000 N N N N N N SIX FLAGS ENTERTAINME 529900AS2CYWYFHRS781 83001AAD4 917000.00000000 PA USD 912162.92000000 0.044697961739 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 330000.00000000 PA USD 334531.89000000 0.016392788275 Long DBT CORP US N 2 2032-05-01 Fixed 6.63000000 N N N N N N SIX FLAGS/CAN WON/MILLEN N/A 83003AAA8 264000.00000000 PA USD 272010.11000000 0.013329085433 Long DBT CORP US N 2 2032-01-15 Fixed 8.63000000 N N N N N Sixth Street CLO LTD. 254900750L60VUYV0C32 83011UAE6 285000.00000000 PA USD 286990.16000000 0.014063140377 Long ABS-CBDO CORP JE N 2 2037-04-23 Floating 10.03000000 N N N N N N Sixth Street Specialty Lending Inc 549300TX61566GJWCN05 83012A109 36383.00000000 NS USD 624696.11000000 0.030611464477 Long EC CORP US N 1 N N Sixth Street CLO LTD. 2549009LM706L5P4IH84 83012RAE2 250000.00000000 PA USD 247814.50000000 0.012143448058 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 9.18000000 N N N N N N Sixth Street CLO LTD. 2549009LM706L5P4IH84 83012VAA1 2500000.00000000 PA USD 2501330.00000000 0.122570595873 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.83000000 N N N N N N Sixth Street CLO LTD. 213800PJ3AQD1A28KH13 83013CAA2 380000.00000000 PA USD 381016.12000000 0.018670616378 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 8.68000000 N N N N N N Sixth Street CLO LTD. 213800PJ3AQD1A28KH13 83013CAC8 940000.00000000 PA USD 626288.16000000 0.030689478381 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.00000000 N N N N N N Sixth Street CLO LTD. 2549009LM706L5P4IH84 83013EAA8 400000.00000000 PA USD 407844.40000000 0.019985260294 Long ABS-CBDO CORP KY N 2 2039-04-21 Floating 9.66000000 N N N N N N Sixth Street CLO LTD. 2549009LM706L5P4IH84 83013FAG2 1225000.00000000 PA USD 1228962.88000000 0.060221846980 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 6.80000000 N N N N N N SLAM LLC N/A 831005AA1 995925.06000000 PA USD 995438.55000000 0.048778648250 Long ABS-O CORP US N 2 2051-07-15 Fixed 5.55000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 831943AB1 911846.07000000 PA USD 918919.99000000 0.045029072827 Long ABS-O CORP US N 2 2056-03-15 Floating 5.04000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207QAE9 1250000.00000000 PA USD 1253677.75000000 0.061432929222 Long ABS-O CORP US N 2 2053-07-15 Fixed 7.51000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83208BAA9 1916970.09000000 PA USD 1900445.62000000 0.093125957817 Long ABS-O CORP US N 2 2053-03-17 Fixed 5.02000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 1577000.00000000 PA USD 1538082.79000000 0.075369393112 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AD1 323000.00000000 PA USD 571903.80000000 0.028024526771 Long DBT CORP US N 2 2029-10-01 None 0.00000000 N N N N Y Snowflake, Inc. USD XXXX N N N SOLARIS ENERGY INFRASTRU 529900MTK3C8Y8TIIC10 83419XAB4 82000.00000000 PA USD 133557.50000000 0.006544607212 Long DBT CORP US N 2 2031-10-01 Fixed 0.25000000 N N N N Y Solaris Energy Infrastructure, Inc. USD XXXX N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AJ6 1050000.00000000 PA USD 1045361.84000000 0.051224997754 Long DBT CORP US N 2 2031-04-15 Fixed 8.25000000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600VAJ0 83780.88000000 PA USD 83972.91000000 0.004114854743 Long LON CORP US N 2 2031-05-30 Floating 5.99000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 1500000.00000000 PA USD 1537744.04000000 0.075352793627 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BE3 650000.00000000 PA USD 656560.10000000 0.032172869107 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BJ2 3225000.00000000 PA USD 3223926.08000000 0.157979371245 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N SOUTH BOW CAN INFRA HOLD 2549004FYUSYLPBT1G26 836720AG7 96000.00000000 PA USD 100594.66000000 0.004929356549 Long DBT CORP CA N 2 2055-03-01 Fixed 7.63000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FC2 1200000.00000000 PA USD 1202977.99000000 0.058948531004 Long DBT CORP US N 2 2036-02-01 Fixed 5.63000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587867 4950.00000000 NS USD 123849.00000000 0.006068869652 Long EP CORP US N 1 N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587ED5 528000.00000000 PA USD 534106.65000000 0.026172384431 Long DBT CORP US N 2 2028-06-15 Fixed 3.25000000 N N N N Y Southern Co. USD XXXX N N N Southwick Park CLO, Ltd. N/A 84604YAL3 1805000.00000000 PA USD 1290995.57000000 0.063261583351 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 9.93000000 N N N N N N Sovos Compliance LLC 549300M9XYG5WP2QHH07 84611YAF7 795989.97000000 PA USD 745577.54000000 0.036534916763 Long LON CORP US N 2 2029-08-13 None 0.00000000 N N N N N N Specialty Building Products Holdings LLC 549300ICFD46O3KMJC06 84748EAF7 3614877.56000000 PA USD 3281629.23000000 0.160806950765 Long LON CORP US N 2 2028-10-16 Floating 7.49000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAC1 1584000.00000000 PA USD 1458854.75000000 0.071487047291 Long DBT CORP US N 2 2029-10-15 Fixed 7.75000000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUST N/A 85209FAE6 900000.00000000 PA USD 869979.24000000 0.042630869915 Long ABS-MBS CORP US N 2 2050-01-28 Variable 3.83000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 975000.00000000 PA USD 982288.13000000 0.048134249144 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 500000.00000000 PA USD 503347.00000000 0.024665094858 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AG2 1225000.00000000 PA USD 1164350.86000000 0.057055717844 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 348000.00000000 PA USD 332255.83000000 0.016281256397 Long DBT CORP US N 2 2029-09-01 Fixed 10.75000000 N N N N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 392000.00000000 PA USD 410738.78000000 0.020127091192 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N SolarWinds Holdings Inc 254900ZM34IBOK68V949 85554UAB0 1027744.36000000 PA USD 858166.54000000 0.042052021990 Long LON CORP US N 2 2032-04-16 Floating 7.67000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBB0 620000.00000000 PA USD 640908.26000000 0.031405894995 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBG9 500000.00000000 PA USD 497487.40000000 0.024377961747 Long DBT US N 2 2031-01-15 Fixed 5.75000000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 85704AAA5 2200000.00000000 PA USD 2196277.45000000 0.107622359205 Long DBT NUSS KW N 2 2033-04-20 Fixed 4.80000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 1760000.00000000 PA USD 1788344.80000000 0.087632774469 Long DBT CORP US N 2 2032-03-15 Fixed 6.63000000 N N N N N STINGRAY COMPUTE N/A 86083AAA4 75000.00000000 PA USD 75241.73000000 0.003687007984 Long DBT CORP US N 2 2031-06-15 Fixed 6.00000000 N N N N N N STONEBRIAR ABF LLC 984500A76E25968C4F70 86177CAA7 977000.00000000 PA USD 1022182.34000000 0.050089151973 Long DBT CORP US N 2 2030-12-15 Fixed 8.13000000 N N N N N N STONEBRIAR ABF LLC 984500A76E25968C4F70 86177CAB5 680000.00000000 PA USD 680510.41000000 0.033346486250 Long DBT CORP US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Stonepeak Bayou Holdings LP N/A 86185AAB9 997500.00000000 PA USD 996669.08000000 0.048838946890 Long LON CORP US N 2 2032-10-01 Floating 6.48000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 145000.00000000 PA USD 149221.24000000 0.007312164450 Long DBT CORP US N 2 2032-07-15 Fixed 6.88000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LJB6 165874.77000000 PA USD 130109.38000000 0.006375641852 Long ABS-MBS CORP US N 2 2045-05-25 Floating 4.32000000 N N N N N N Student Transportation of America Holdings, Inc 549300O4G48RRYGSD439 86388BAE6 241421.04000000 PA USD 242527.47000000 0.011884372119 Long LON CORP US N 2 2032-06-24 Floating 6.42000000 N N N N N N Student Transportation of America Holdings, Inc 549300O4G48RRYGSD439 86388BAF3 100000.00000000 PA USD 100458.30000000 0.004922674613 Long LON CORP US N 2 2032-06-24 Floating 6.60000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AM7 140000.00000000 PA USD 135378.25000000 0.006633827911 Long DBT CORP US N 2 2035-12-15 Fixed 6.50000000 N N N N N N Sunbit Asset Securitization Trust N/A 86709SAA9 800000.00000000 PA USD 800614.64000000 0.039231854049 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.36000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 300000.00000000 PA USD 284086.26000000 0.013920842978 Long DBT CORP US N 2 2029-06-30 Fixed 4.88000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 597000.00000000 PA USD 602639.26000000 0.029530630982 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAF6 1200000.00000000 PA USD 1191733.20000000 0.058397511902 Long DBT CORP US N 2 2031-03-15 Fixed 5.63000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAM1 420000.00000000 PA USD 414499.68000000 0.020311383450 Long DBT CORP US N 2 2031-07-15 Fixed 5.38000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAN9 1164000.00000000 PA USD 1136738.54000000 0.055702654268 Long DBT CORP US N 2 2034-07-15 Fixed 5.63000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 3070000.00000000 PA USD 3111724.37000000 0.152481244068 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110CAB3 250000.00000000 PA USD 258835.00000000 0.012683476463 Long DBT CORP US N 2 2033-04-15 Fixed 8.25000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157DAG4 1000000.00000000 PA USD 987686.30000000 0.048398771184 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B400 11425.00000000 NS USD 295564.75000000 0.014483313887 Long EP CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 245000.00000000 PA USD 255499.97000000 0.012520052759 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 1925878.73000000 PA USD 1930533.58000000 0.094600333124 Long LON CORP US N 2 2030-09-27 Floating 7.73000000 N N N N N N Symphony CLO Ltd 54930043TEPI4UKGHU90 87170MAC6 1400000.00000000 PA USD 1400240.80000000 0.068614836595 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 4.82000000 N N N N N N TGS ASA 549300NUPLAXPB0WYH90 87243KAA7 600000.00000000 PA USD 630954.64000000 0.030918146023 Long DBT CORP NO N 2 2030-01-15 Fixed 8.50000000 N N N N N N TKC HOLDINGS INC N/A 87256FAN4 1576946.41000000 PA USD 1575467.23000000 0.077201311766 Long LON CORP US N 2 2030-08-19 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264A204 7825.00000000 NS USD 159551.75000000 0.007818381848 Long EP CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADW2 25000.00000000 PA USD 24452.85000000 0.001198242693 Long DBT CORP US N 2 2033-01-15 Fixed 4.63000000 N N N N N N TPG CLO Ltd 2549003339TB8KDF2V64 87268KAA7 1000000.00000000 PA USD 1003753.00000000 0.049186074336 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 9.82000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422LBA7 199000.00000000 PA USD 197787.29000000 0.009692006249 Long LON CORP US N 2 2032-11-26 Floating 5.64000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAP3 340000.00000000 PA USD 339713.65000000 0.016646705755 Long DBT CORP US N 2 2033-05-01 Fixed 6.38000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 1102000.00000000 PA USD 1103044.70000000 0.054051583019 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 150000.00000000 PA USD 157634.25000000 0.007724420189 Long DBT CORP US N 2 2031-02-01 Fixed 9.38000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAJ7 1833656.58000000 PA USD 1837912.50000000 0.090061699291 Long LON CORP US N 2 2028-06-30 Floating 7.66000000 N N N N N N TEINE ENERGY LTD 894500JBC83AX7PYEU16 879068AB0 3030000.00000000 PA USD 3035544.90000000 0.148748284790 Long DBT CORP CA N 2 2029-04-15 Fixed 6.88000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AV2 650000.00000000 PA USD 694359.90000000 0.034025141302 Long DBT CORP AR N 2 2033-05-28 Fixed 9.25000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AW0 1995000.00000000 PA USD 2089629.74000000 0.102396390075 Long DBT CORP AR N 2 2036-01-20 Fixed 8.50000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 120000.00000000 PA USD 137906.52000000 0.006757718626 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAB6 470000.00000000 PA USD 469155.46000000 0.022989635229 Long DBT CORP RS N 2 2031-05-18 Fixed 7.25000000 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCM3 105000.00000000 PA USD 108847.52000000 0.005333764591 Long DBT CORP CA N 2 2055-10-15 Fixed 7.00000000 N N N N N N TEMPUS AI INC 2549009LA0KWRAGQBX50 88023BAD5 67000.00000000 PA USD 70989.10000000 0.003478619889 Long DBT CORP US N 2 2030-07-15 Fixed 0.75000000 N N N N Y Tempus AI, Inc. USD XXXX N N N TEMPUS AI INC 2549009LA0KWRAGQBX50 88023BAG8 77000.00000000 PA USD 86575.38000000 0.004242381418 Long DBT CORP US N 2 2032-05-15 None 0.00000000 N N N N Y Tempus AI, Inc. USD XXXX N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 88023HAJ9 586358.35000000 PA USD 494226.79000000 0.024218184784 Long LON CORP US N 2 2028-08-31 Floating 5.39000000 N N N N N N Somnigroup International Inc 549300HFEKVR3US71V91 88025BAP6 259209.63000000 PA USD 260644.61000000 0.012772151279 Long LON CORP US N 2 2031-10-24 Floating 5.87000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 750000.00000000 PA USD 755114.25000000 0.037002236240 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N TERAWULF INC 254900CVMW1SX2T78A64 88080TAE4 212000.00000000 PA USD 314545.82000000 0.015413427491 Long DBT CORP US N 2 2032-05-01 None 0.00000000 N N N N Y Terawulf, Inc. USD XXXX N N N TERMOCANDELARIA POWER 549300YDORW43JL6G659 88087AAA6 635000.00000000 PA USD 651633.83000000 0.031931471191 Long DBT CORP ES N 2 2031-09-17 Fixed 7.75000000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238CAN2 250000.00000000 PA USD 250930.75000000 0.012296151067 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.43000000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238XAC0 250000.00000000 PA USD 250441.50000000 0.012272176756 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 8.63000000 N N N N N N Thayer Park CLO, Ltd. 5493000PRLDBEVKBE571 883310AW4 1200000.00000000 PA USD 1200650.40000000 0.058834474045 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.68000000 N N N N N N Thermostat Purchaser III Inc 254900K7OD47ERJZN242 88366MAE4 1680094.70000000 PA USD 1663293.75000000 0.081505001759 Long LON CORP US N 2 2028-08-31 None 0.00000000 N N N N N N THOR INDUSTRIES 254900XZO1228PDSG060 885160AA9 165000.00000000 PA USD 156739.18000000 0.007680559817 Long DBT CORP US N 2 2029-10-15 Fixed 4.00000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632NBK5 378955.36000000 PA USD 334191.26000000 0.016376096666 Long LON CORP US N 2 2031-03-21 Floating 6.98000000 N N N N N N Cloud Software Group Inc 04EEB871XLHVNY4RZJ65 88632NBL3 1538375.00000000 PA USD 1336078.69000000 0.065470754025 Long LON CORP US N 2 2032-08-13 Floating 6.98000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 542000.00000000 PA USD 526293.53000000 0.025789524603 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 88642RAE9 125000.00000000 PA USD 133857.50000000 0.006559307863 Long DBT CORP US N 2 2030-07-15 Fixed 9.13000000 N N N N N N Tiger Acquisition LLC 25490011XE2GWJKY5N51 88675UAE2 229824.56000000 PA USD 230686.40000000 0.011304134003 Long LON CORP US N 2 2032-08-23 Floating 6.15000000 N N N N N N TIGER ACQUISITION LLC 25490011XE2GWJKY5N51 88675UAF9 765175.44000000 PA USD 767088.38000000 0.037588994584 Long LON CORP US N 2 2032-08-23 None 0.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBC1 690000.00000000 PA 750247.97000000 0.036763777964 Long DBT CORP US N 2 2042-07-15 Fixed 5.25000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 100000.00000000 PA USD 100000.00000000 0.004900216919 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 760000.00000000 PA USD 769697.60000000 0.037716852024 Long DBT CORP US N 2 2032-02-15 Fixed 4.13000000 N N N N N N TOUCAN FINCO LTD/CAN/US N/A 89157UAA5 1380000.00000000 PA USD 1302145.78000000 0.063807967828 Long DBT CORP XX N 2 2030-05-15 Fixed 9.50000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89178BBA1 590000.00000000 PA USD 459440.49000000 0.022513580626 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N Towd Point Mortgage Trust 254900XDQGDYHMUKZJ77 891949BU2 1294855.68000000 PA USD 1292524.29000000 0.063336493947 Long ABS-MBS CORP US N 2 2065-08-25 Variable 5.28000000 N N N N N N Towd Point Mortgage Trust 254900V1XGR6BSB30T32 891959AA6 556903.44000000 PA USD 548538.64000000 0.026879583247 Long ABS-MBS CORP US N 2 2066-01-25 Variable 4.10000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAB4 88000.00000000 PA USD 88112.21000000 0.004317689422 Long DBT CORP CA N 2 2076-08-15 Fixed 5.88000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAG3 379000.00000000 PA USD 375001.10000000 0.018375867350 Long DBT CORP CA N 2 2082-03-07 Fixed 5.60000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 1705000.00000000 PA USD 1722362.02000000 0.084399475119 Long DBT CORP US N 2 2033-05-31 Fixed 6.38000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 1635000.00000000 PA USD 1678203.24000000 0.082235599110 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 890000.00000000 PA USD 889967.87000000 0.043610356144 Long DBT CORP US N 2 2034-07-31 Fixed 6.13000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 1341674.23000000 PA USD 1343469.39000000 0.065832914357 Long LON CORP US N 2 2031-02-28 Floating 6.14000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCD4 997468.35000000 PA USD 998701.22000000 0.048938526158 Long LON CORP US N 2 2032-01-19 Floating 6.14000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCE2 1816872.49000000 PA USD 1819121.78000000 0.089140913250 Long LON CORP US N 2 2032-08-19 Floating 6.14000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCF9 2073464.69000000 PA USD 2075863.69000000 0.101721823764 Long LON CORP US N 2 2030-03-22 Floating 5.89000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCG7 820000.00000000 PA USD 820980.72000000 0.040229836147 Long LON CORP US N 2 2033-02-13 Floating 6.14000000 N N N N N N TRANSMONTAIGNE PARTNERS N/A 89377AAA3 645000.00000000 PA USD 657602.86000000 0.032223966609 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830AF6 320000.00000000 PA USD 323322.88000000 0.015843522470 Long DBT CORP BM N 2 2031-04-15 Fixed 7.50000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830AT6 847000.00000000 PA USD 786181.59000000 0.038524603291 Long DBT CORP BM N 2 2038-03-15 Fixed 6.80000000 N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 675000.00000000 PA USD 653525.48000000 0.032024166144 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N Traverse Midstream Partners LLC 549300DHTM8B2X5QMJ22 89435TAB0 713257.63000000 PA USD 713257.63000000 0.034951171065 Long LON CORP US N 2 2028-02-16 Floating 6.16000000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89468XAX3 2747000.00000000 PA USD 2758446.75000000 0.135169874360 Long LON CORP US N 2 2033-02-11 Floating 7.89000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAC3 502000.00000000 PA USD 503273.07000000 0.024661472127 Long DBT CORP US N 2 2028-12-31 Fixed 12.75000000 N N N N N N SMX Group LLC N/A 89617EAB3 1827371.22000000 PA USD 1766459.46000000 0.086560345335 Long LON CORP US N 2 2032-02-06 None 0.00000000 N N N N N N TRILON GROUP LLC 2549002NLQ4H8WBFHA50 89620FAY5 1381224.49000000 PA USD 1382951.02000000 0.067767599871 Long LON CORP US N 2 2033-06-13 Floating 7.12000000 N N N N N N TRILON GROUP LLC 2549002NLQ4H8WBFHA50 89620FAZ2 122775.51000000 PA USD 122928.98000000 0.006023786676 Long LON CORP US N 2 2033-06-13 Floating 7.12000000 N N N N N N Trimaran CAVU Ltd 254900IFDJE1IJQ1HT84 89624UAN2 1300000.00000000 PA USD 1299872.60000000 0.063696577077 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 4.69000000 N N N N N N Trimaran CAVU Ltd 254900F7449TAF4K0V04 89625AAA3 250000.00000000 PA USD 248185.00000000 0.012161603361 Long ABS-CBDO CORP KY N 2 2038-04-25 Floating 8.92000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AC1 165000.00000000 PA USD 166053.69000000 0.008136991012 Long DBT CORP US N 2 2031-08-15 Fixed 7.13000000 N N N N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 89678QAF3 189525.00000000 PA USD 190561.51000000 0.009337927355 Long LON CORP US N 2 2031-03-31 Floating 6.48000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAD8 458000.00000000 PA USD 484210.42000000 0.023727360927 Long DBT CORP NL N 2 2030-07-15 Fixed 8.25000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 3838000.00000000 PA USD 2690011.37000000 0.131816392290 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AD0 250000.00000000 PA USD 251342.07000000 0.012316306640 Long DBT CORP US N 2 2030-09-30 Fixed 9.13000000 N N N N N Tronox Finance LLC 549300LMZ1DX1PWSP524 89705DAP7 574939.60000000 PA USD 474564.92000000 0.023254710504 Long LON CORP US N 2 2031-09-30 None 0.00000000 N N N N N N Trucordia Insurance Holdings LLC 254900KYYP47CV7DMK95 89783WAB1 99500.00000000 PA USD 89052.50000000 0.004363765672 Long LON CORP US N 2 2032-06-17 Floating 6.98000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAH5 1233283.02000000 PA USD 1191659.72000000 0.058393911222 Long LON CORP US N 2 2027-11-02 None 0.00000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAG7 1010000.00000000 PA USD 988852.62000000 0.048455923394 Long LON CORP US N 2 2031-05-06 Floating 6.48000000 N N N N N N TRUST 2401 N/A 89834MAE6 397000.00000000 PA USD 369886.89000000 0.018125259966 Long DBT MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 1485000.01000000 PA USD 1401654.38000000 0.068684105082 Long LON CORP US N 2 2031-02-10 Floating 5.91000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DA5 2570000.00000000 PA USD 2531388.27000000 0.124043516305 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DD9 1290000.00000000 PA USD 1274140.02000000 0.062435624838 Long DBT NUSS TR N 2 2033-09-20 Fixed 6.50000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DP2 1037000.00000000 PA USD 1064345.98000000 0.052155261794 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.13000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DQ0 3991000.00000000 PA USD 4115891.12000000 0.201687593052 Long DBT NUSS TR N 2 2032-05-29 Fixed 7.25000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DT4 1298000.00000000 PA USD 1270715.25000000 0.062267803679 Long DBT NUSS TR N 2 2033-03-14 Fixed 6.30000000 N N N N N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041LAG0 135000.00000000 PA USD 140035.10000000 0.006862023663 Long DBT CORP US N 2 2032-03-15 Fixed 7.63000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AG3 260000.00000000 PA USD 283403.12000000 0.013887367636 Long DBT CORP US N 2 2029-04-30 Fixed 11.88000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AH1 300000.00000000 PA USD 302079.00000000 0.014802526268 Long DBT CORP US N 2 2033-07-15 Fixed 6.63000000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 300000.00000000 PA USD 289477.32000000 0.014185016612 Long DBT CORP US N 2 2029-03-15 Fixed 3.63000000 N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 600000.00000000 PA USD 565634.75000000 0.027717329722 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 500000.00000000 PA USD 492567.65000000 0.024136883325 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 680000.00000000 PA USD 732221.96000000 0.035880464372 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N TKO WORLDWIDE HOLDINGS LLC 549300JEOTH7UMZ3C491 90266UAM5 1324995.27000000 PA USD 1322235.30000000 0.064792397886 Long LON CORP US N 2 2031-11-21 Floating 5.41000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAR8 187460.68000000 PA USD 184760.95000000 0.009053687332 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.42000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 1400000.00000000 PA USD 1360980.75000000 0.066691008983 Long DBT CORP US N 2 2031-02-01 Fixed 6.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 290000.00000000 PA USD 283322.46000000 0.013883415121 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 90290PAS3 3012458.41000000 PA USD 2969154.32000000 0.145495002356 Long LON CORP US N 2 2028-06-28 Floating 8.76000000 N N N N N N UPG HI Issuer Trust N/A 90321EAA0 1212248.98000000 PA USD 1206780.89000000 0.059134881353 Long ABS-O CORP US N 2 2047-09-25 Fixed 5.00000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAQ8 718139.51000000 PA USD 716063.37000000 0.035088658411 Long LON CORP US N 2 2030-09-29 Floating 5.98000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 791959.80000000 PA USD 789626.69000000 0.038693420664 Long LON CORP US N 2 2029-11-21 Floating 5.98000000 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 500000.00000000 PA USD 446001.65000000 0.021855048314 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 413000.00000000 PA USD 494774.00000000 0.024244999261 Long DBT CORP US N 2 2028-12-01 Fixed 0.88000000 N N N N Y Uber Technologies, Inc. USD XXXX N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 171500.00000000 PA USD 159495.00000000 0.007815600975 Long DBT CORP US N 2 2028-06-28 Fixed 10.63000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 1750000.00000000 PA USD 1652149.45000000 0.080958906885 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CH3 1535828.00000000 PA USD 1272708.61000000 0.062365482643 Long DBT NUSS UA N 2 2032-02-01 Variable 4.00000000 N N N N N N UNDER ARMOUR INC 549300D4549QKWETZ406 904311AD9 650000.00000000 PA USD 656614.40000000 0.032175529924 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 285000.00000000 PA USD 286622.01000000 0.014045100229 Long DBT CORP IT N 2 2035-06-30 Fixed 5.46000000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 101640.82000000 PA USD 97613.92000000 0.004783293823 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 570000.00000000 PA USD 569515.50000000 0.027907494890 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBA7 1850000.00000000 PA USD 1747787.50000000 0.085645378792 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBE9 400000.00000000 PA USD 404420.00000000 0.019817457266 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 500000.00000000 PA USD 490275.00000000 0.024024538502 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.38000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 1481000.00000000 PA USD 1459155.25000000 0.071501772442 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.63000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 650000.00000000 PA USD 603069.68000000 0.029551722496 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RF6 100000.00000000 PA USD 99919.30000000 0.004896262444 Long STIV UST US N 2 2026-07-09 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 60000.00000000 PA USD 59783.40000000 0.002929516281 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RS8 450000.00000000 PA USD 447080.00000000 0.021907889803 Long STIV UST US N 2 2026-09-03 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TN7 53100.00000000 PA USD 53020.49000000 0.002598119021 Long STIV UST US N 2 2026-07-16 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TW7 279000.00000000 PA USD 277786.05000000 0.013612119022 Long STIV UST US N 2 2026-08-13 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TY3 726000.00000000 PA USD 721785.94000000 0.035369076754 Long STIV UST US N 2 2026-08-27 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UN5 145000.00000000 PA USD 144913.91000000 0.007101095936 Long STIV UST US N 2 2026-07-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UQ8 437000.00000000 PA USD 436126.85000000 0.021371161694 Long STIV UST US N 2 2026-07-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 327000.00000000 PA USD 326114.95000000 0.015980339957 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UT2 195000.00000000 PA USD 194194.06000000 0.009515930184 Long STIV UST US N 2 2026-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UU9 560000.00000000 PA USD 557272.24000000 0.027307548592 Long STIV UST US N 2 2026-08-18 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UV7 46000.00000000 PA USD 45743.49000000 0.002241530236 Long STIV UST US N 2 2026-08-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VB0 25000.00000000 PA USD 24824.31000000 0.001216445038 Long STIV UST US N 2 2026-09-08 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FM5 16300000.00000000 PA USD 17496394.57000000 0.857361287029 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QC5 4525000.00000000 PA USD 4464902.34000000 0.218789899905 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 6210296.70000000 PA USD 4742937.67000000 0.232414234188 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 34000.00000000 PA USD 26016.64000000 0.001274871795 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 4800000.00000000 PA USD 3626062.51000000 0.177684928628 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 9525000.00000000 PA USD 6160926.31000000 0.301898753443 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 725000.00000000 PA USD 503266.12000000 0.024661131562 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 8250000.00000000 PA USD 4535566.37000000 0.222252590659 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 175000.00000000 PA USD 139897.46000000 0.006855279004 Long DBT UST US N 2 2053-05-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UG1 6000000.00000000 PA USD 5703046.86000000 0.279461667163 Long DBT UST US N 2 2055-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 18165000.00000000 PA USD 17773671.95000000 0.870948480118 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 8420000.00000000 PA USD 8169044.51000000 0.400300901244 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UQ9 8505000.00000000 PA USD 8170115.63000000 0.400353388447 Long DBT UST US N 2 2045-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UR7 52700.00000000 PA USD 51205.46000000 0.002509178614 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGM7 5075000.00000000 PA USD 4842858.39000000 0.237310566216 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 6325000.00000000 PA USD 6151433.08000000 0.301433564580 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 17865000.00000000 PA USD 18150421.24000000 0.889410012571 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 1759000.00000000 PA USD 1750685.98000000 0.085787410600 Long DBT UST US N 2 2028-03-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNR8 6865000.00000000 PA USD 6766583.77000000 0.331577282772 Long DBT UST US N 2 2032-07-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 9050000.00000000 PA USD 8935814.43000000 0.437874290598 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNX5 13034000.00000000 PA USD 12752445.27000000 0.624897480776 Long DBT UST US N 2 2030-08-31 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 866700.00000000 PA USD 845709.61000000 0.041441605399 Long DBT UST US N 2 2036-02-15 Fixed 4.13000000 N N N N N N UNITED TALENT AGENCY LLC N/A 91301QAP2 900000.00000000 PA USD 902250.00000000 0.044212207156 Long LON CORP US N 2 2032-06-10 Floating 6.64000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAB6 850000.00000000 PA USD 847862.59000000 0.041547106089 Long DBT CORP US N 2 2028-04-15 Fixed 4.75000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAC5 449000.00000000 PA USD 468783.24000000 0.022971395642 Long DBT CORP US N 2 2032-06-15 Fixed 8.63000000 N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAH4 200000.00000000 PA USD 226500.00000000 0.011098991322 Long DBT CORP US N 2 2030-03-15 None 0.00000000 N N N N Y Unity Software, Inc. USD XXXX N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -995255.75000000 PA USD -995255.75000000 -0.04876969065 Short RA CORP US N 2 Reverse repurchase N 3.50000000 2028-02-23 1100000.00000000 USD 1041700.00000000 USD N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 1000000.00000000 PA USD 955469.00000000 0.046820053599 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906BB7 2930000.00000000 PA USD 2886354.13000000 0.141437613436 Long DBT CORP US N 2 2033-04-15 Fixed 8.88000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914908BD9 246786.65000000 PA USD 246992.22000000 0.012103154554 Long LON CORP US N 2 2029-06-24 None 0.00000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914908BG2 1828446.93000000 PA USD 1820676.03000000 0.089217074872 Long LON CORP US N 2 2029-01-31 None 0.00000000 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAD7 92000.00000000 PA USD 33350.00000000 0.001634222342 Long DBT CORP US N 2 2031-04-01 Fixed 7.63000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BP6 439129.21000000 PA 11564.36000000 0.000566678725 Long DBT NUSS UY N 2 2045-05-16 Fixed 3.40000000 N N N N N N USALCO LLC 5493006WBYB0CYPCSG20 91732NAN3 1486068.66000000 PA USD 1484211.07000000 0.072729561973 Long LON CORP US N 2 2031-09-30 None 0.00000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204AR9 245000.00000000 PA USD 247890.51000000 0.012147172712 Long DBT CORP US N 2 2033-10-15 Fixed 6.00000000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 410000.00000000 PA USD 429055.16000000 0.021024633544 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91825GAA4 874298.37000000 PA USD 868324.55000000 0.042549786515 Long ABS-O CORP US N 2 2056-01-25 Variable 5.10000000 N N N N N N VB-S1 Issuer LLC 549300DKEDU9WZPGTC09 91825HAA2 2100000.00000000 PA USD 2054521.98000000 0.100676033679 Long ABS-O CORP US N 2 2056-03-15 Fixed 4.69000000 N N N N N N VB-S1 Issuer LLC 549300DKEDU9WZPGTC09 91825HAE4 125000.00000000 PA USD 125862.96000000 0.006167558061 Long ABS-O CORP US N 2 2056-03-15 Fixed 6.84000000 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 390000.00000000 PA USD 344370.86000000 0.016874919147 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N VT Topco Inc 5493007T812R37X02Y38 91838LAK6 994949.50000000 PA USD 977893.08000000 0.047918882161 Long LON CORP US N 2 2030-08-09 None 0.00000000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 500000.00000000 PA USD 507705.00000000 0.024878646311 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 2200000.00000000 PA USD 1927607.44000000 0.094456945917 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAB1 300000.00000000 PA USD 287404.80000000 0.014083458637 Long DBT CORP NL N 2 2033-01-15 Fixed 7.50000000 N N N N N N Highspring Holdings LLC 54930076HTNXBP03T379 91865FAJ8 347259.68000000 PA USD 286489.24000000 0.014038594211 Long LON CORP US N 2 2029-01-22 None 0.00000000 N N N N N N VALARIS LTD 5299008BQ9IREYWBTS30 91889FAC5 1050000.00000000 PA USD 1090863.90000000 0.053454697397 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 -268000.00000000 NS USD -268000.00000000 -0.01313258134 Short STIV CORP US N 2 N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAT0 758000.00000000 PA USD 759137.00000000 0.037199359716 Long DBT CORP KY N 2 2056-02-25 Fixed 6.00000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92048DAF9 324187.50000000 PA USD 325124.73000000 0.015931817029 Long LON CORP US N 2 2032-12-01 Floating 5.39000000 N N N N N N Varsity Brands Inc 254900PLBJA0I5NSTT38 92227QAG1 997487.44000000 PA USD 999892.38000000 0.048996895582 Long LON CORP US N 2 2031-08-26 Floating 6.48000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAL5 350000.00000000 PA USD 379751.51000000 0.018608647745 Long DBT CORP GB N 2 2033-04-24 Fixed 9.85000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAM3 605000.00000000 PA USD 613435.06000000 0.030059648600 Long DBT CORP GB N 2 2030-07-24 Fixed 9.48000000 N N N N N N VELOCITY COM CAP LLC 549300TA4MQM8WN2XG31 92259RAE5 1455000.00000000 PA USD 1509274.41000000 0.073957720001 Long DBT CORP US N 2 2031-02-15 Fixed 9.38000000 N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 2315000.00000000 PA USD 1143031.25000000 0.056011010708 Long DBT NUSS VE N 2 2027-09-15 None 0.00000000 Y N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 750000.00000000 PA USD 823464.75000000 0.040351559005 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 330000.00000000 PA USD 370242.51000000 0.018142686118 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 200000.00000000 PA USD 208488.40000000 0.010216383852 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 1410000.00000000 PA USD 1495701.21000000 0.073292603758 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 750000.00000000 PA USD 767728.50000000 0.037620361853 Long DBT CORP US N 2 2030-12-15 Fixed 6.13000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 185000.00000000 PA USD 192820.88000000 0.009448641386 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 1060000.00000000 PA USD 1011650.33000000 0.049573060637 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 1375000.00000000 PA USD 1408913.00000000 0.069039793207 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 599000.00000000 PA USD 623740.64000000 0.030564644375 Long DBT CORP US N 2 2031-06-01 Fixed 8.38000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1700000.00000000 PA USD 1830578.75000000 0.089702329633 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 4320000.00000000 PA USD 4613595.84000000 0.226076203951 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 92337DAB8 2140000.00000000 PA USD 2136334.46000000 0.104685022666 Long DBT CORP NL N 2 2033-06-01 Fixed 7.45000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHN7 156000.00000000 PA USD 157770.29000000 0.007731086444 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHP2 80000.00000000 PA USD 80761.68000000 0.003957497507 Long DBT CORP US N 2 2058-05-14 Fixed 6.05000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 923725AD7 150000.00000000 PA USD 149797.17000000 0.007340386269 Long DBT CORP CA N 2 2030-05-01 Fixed 6.88000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 923725AE5 80000.00000000 PA USD 78691.45000000 0.003856051747 Long DBT CORP CA N 2 2033-02-15 Fixed 7.25000000 N N N N N N FUTURES GOLDMAN COC N/A 000000000 2752000.00000000 NS USD 2752000.00000000 0.134853969625 Long STIV CORP US N 2 N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 78000.00000000 PA USD 80745.21000000 0.003956690442 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N Versant Media Group Inc 254900D2Q5F5F229PU30 92528PAB0 2581000.00000000 PA USD 2592521.58000000 0.127039181106 Long LON CORP US N 2 2031-01-30 Floating 0.00000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 200000.00000000 PA USD 200171.00000000 0.009808813210 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Verus Securitization Trust 213800UBQ9UM61L7TB84 92541AAA8 830569.64000000 PA USD 829951.95000000 0.040669445877 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.40000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 400000.00000000 PA USD 258381.15000000 0.012661236829 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1200000.00000000 PA USD 899093.12000000 0.044057513188 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 500000.00000000 PA USD 464919.88000000 0.022782082622 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAE7 330000.00000000 PA USD 282595.50000000 0.013847792504 Long DBT CORP US N 2 2062-03-30 Fixed 6.38000000 N N N N N Viant Medical Holdings Inc 549300E68YOWU15QSF58 92556MAB2 1827314.52000000 PA USD 1727382.34000000 0.084645481689 Long LON CORP US N 2 2031-10-29 None 0.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 1825000.00000000 PA USD 1773500.80000000 0.086905386269 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 772000.00000000 PA USD 752325.73000000 0.036865592711 Long DBT CORP US N 2 2029-07-15 Fixed 4.63000000 N N N N N N VICTORY BUYER LLC 549300G9TEUHGC81N056 92643PAD6 745000.00000000 PA USD 748414.34000000 0.036673926116 Long LON CORP US N 2 2033-02-14 Floating 6.66000000 N N N N N N VIKING BAKED GOODS ACQUI 254900DBFD2H1FJK0893 92676AAA5 1750000.00000000 PA USD 1773285.43000000 0.086894832672 Long DBT CORP US N 2 2031-11-01 Fixed 8.63000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 1100000.00000000 PA USD 1153179.50000000 0.056508296971 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 270000.00000000 PA USD 270555.14000000 0.013257788746 Long DBT CORP BM N 2 2033-10-15 Fixed 5.88000000 N N N N N N VIRGIN MEDI O2 VI DAC 9845001E591J5060A412 92769UAA9 468000.00000000 PA USD 376413.62000000 0.018445083894 Long DBT CORP IE N 2 2033-03-15 Fixed 8.50000000 N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 478000.00000000 PA USD 363949.81000000 0.017834330168 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N CCGSCHUS9 HSBC COC USD N/A 000000000 2086000.00000000 NS USD 2086000.00000000 0.102218524941 Long STIV CORP US N 2 N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 789000.00000000 PA USD 751533.08000000 0.036826751142 Long DBT CORP XX N 2 2030-02-01 Fixed 6.38000000 N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 250000.00000000 PA USD 253318.50000000 0.012413155997 Long DBT CORP XX N 2 2028-06-01 Fixed 9.50000000 N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAB8 90000.00000000 PA USD 89229.56000000 0.004372441996 Long DBT CORP XX N 2 2032-01-15 Fixed 8.75000000 N N N N N VistaJet Malta Finance P.L.C. 5299005VABKD28UWHI65 92842EAB4 906521.91000000 PA USD 911054.52000000 0.044643647735 Long LON CORP US N 2 2031-04-01 Floating 7.44000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 900000.00000000 PA USD 740914.00000000 0.036306393187 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 2700000.00000000 PA USD 2221003.37000000 0.108833982920 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAE0 235000.00000000 PA USD 199193.28000000 0.009760902809 Long DBT CORP GB N 2 2033-01-15 Fixed 6.75000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 150000.00000000 PA USD 155798.40000000 0.007634459557 Long DBT CORP US N 2 2030-11-01 Fixed 7.38000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92891YAA2 250000.00000000 PA USD 251128.00000000 0.012305816745 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.08000000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AN7 650000.00000000 PA USD 652548.77000000 0.031976305235 Long DBT US N 2 2033-02-01 Fixed 5.75000000 N N N N N N Liquid Tech Solutions LLC 254900OC60TKLQ1KX067 92917SAH0 108000.00000000 PA USD 107413.24000000 0.005263481760 Long LON CORP US N 2 2032-10-12 None 0.00000000 N N N N N N Liquid Tech Solutions LLC 254900OC60TKLQ1KX067 92917SAJ6 1503232.50000000 PA USD 1499474.42000000 0.073477499233 Long LON CORP US N 2 2032-10-12 None 0.00000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 473000.00000000 PA USD 500497.00000000 0.024525438675 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921HAD7 1736896.87000000 PA USD 1739248.63000000 0.085226955640 Long LON CORP US N 2 2032-07-01 None 0.00000000 N N N N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 92922PAN6 155000.00000000 PA USD 158385.20000000 0.007761218368 Long DBT CORP US N 2 2029-02-01 Fixed 10.75000000 N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925GAD5 236489.26000000 PA USD 213753.30000000 0.010474375372 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.91000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAR7 471000.00000000 PA USD 584157.75000000 0.028624996902 Long DBT CORP US N 2 2029-06-01 Fixed 4.38000000 N N N N Y WEC Energy Group, Inc. USD XXXX N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAT3 268000.00000000 PA USD 278519.00000000 0.013648035162 Long DBT CORP US N 2 2028-06-01 Fixed 3.38000000 N N N N Y WEC Energy Group, Inc. USD XXXX N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 1372000.00000000 PA USD 1290635.60000000 0.063243944040 Long DBT CORP US N 2 2029-08-15 Fixed 5.63000000 N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAF8 309000.00000000 PA USD 299930.07000000 0.014697224036 Long DBT CORP US N 2 2032-08-15 Fixed 6.63000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAH4 600000.00000000 PA USD 584749.56000000 0.028653996876 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N Waikiki Beach Hotel Trust N/A 92943QAJ8 1155000.00000000 PA USD 1150928.43000000 0.056397989658 Long ABS-MBS CORP US N 2 2042-06-15 Floating 7.81000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 92943TAC7 260000.00000000 PA USD 254330.61000000 0.012462751582 Long DBT CORP GB N 2 2031-02-14 Fixed 9.38000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92945LAA6 250000.00000000 PA USD 245516.00000000 0.012030816572 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 8.28000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 275000.00000000 PA USD 255799.24000000 0.012534717638 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N WHARF Commercial Mortgage Trust N/A 92987LAL1 475000.00000000 PA USD 481053.35000000 0.023572657648 Long ABS-MBS CORP US N 2 2040-07-15 Variable 7.98000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 6803900.00000000 PA 394686.36000000 0.019340487791 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N LUXCO3 SHARES N/A 000000000 10223.00000000 NS 204930.79000000 0.010042053244 Long EC CORP FR Y 2 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 601000.00000000 PA USD 156934.02000000 0.007690107400 Long DBT NUSS LB N 2 2037-03-23 None 0.00000000 Y N N N N N CCMYIIUS1 SWBC MORGAN STANLEY N/A 000000000 -35000.00000000 NS USD -35000.00000000 -0.00171507592 Short STIV CORP US N 2 N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 2500000.00000000 PA USD 2587127.50000000 0.126774859485 Long DBT CORP US N 2 2032-01-30 Fixed 7.63000000 N N N N N N REP SOUTH AFRICA FLOATER 378900AAFB4F17004C49 000000000 4000000.00000000 PA 245517.05000000 0.012030868024 Long DBT NUSS ZA N 2 2027-07-11 Floating 8.06000000 N N N N N N Armorica Lux Sarl 984500CDA495DT2DBE41 000000000 1000000.00000000 PA 1145209.40000000 0.056117744783 Long LON CORP LU N 2 2028-07-28 Floating 7.08000000 N N N N N N Arctic Canadian Diamond Company Ltd N/A 000000000 1345120.38000000 PA USD 332874.67000000 0.016311580900 Long LON CORP US Y 3 2033-12-17 Variable 4.29000000 N N N N N N MRI Software LLC 549300LNQ2G4DKR9QR85 000000000 647459.36000000 PA USD 647459.36000000 0.031726913105 Long LON CORP US N 2 2028-02-10 None 0.00000000 N N N N N N MRI Software LLC 549300LNQ2G4DKR9QR85 000000000 133339.68000000 PA USD 127339.39000000 0.006239906334 Long LON CORP US N 2 2028-02-10 None 0.00000000 N N N N N N Wasserman Media Group LLC 549300F1FIWM51N74V39 94105CAN0 144275.91000000 PA USD 144456.25000000 0.007078669603 Long LON CORP US N 2 2032-06-23 Floating 6.14000000 N N N N N N Watlow Electric Manufacturing Company 54930089QP6NQUHLU558 94254PAF7 208164.56000000 PA USD 208251.36000000 0.010204768377 Long LON CORP US N 2 2033-06-17 Floating 6.39000000 N N N N N N Watlow Electric Manufacturing Company 54930089QP6NQUHLU558 94254PAG5 21835.44000000 PA USD 21858.19000000 0.001071098724 Long LON CORP US N 2 2033-06-17 Floating 6.39000000 N N N N N N ARCTIC CANADIAN DIAMONDS N/A 000000000 1282.00000000 NS USD 0.00000000 0.000000 Long STIV CORP US Y 3 N N N Laseraway Intermediate Holdings II LLC 254900KPMJ49M2JTOZ92 51807KAC7 1666626.31000000 PA USD 1661418.10000000 0.081413090840 Long LON CORP US N 2 2027-10-14 None 0.00000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAC1 1360000.00000000 PA USD 1397701.92000000 0.068490425968 Long DBT CORP US N 2 2032-11-15 Fixed 6.75000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 725000.00000000 PA USD 740116.70000000 0.036267323757 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N WeddingWire Inc 5493008BZQSUX5N9Q439 94847DAJ0 1251440.40000000 PA USD 876008.28000000 0.042926305953 Long LON CORP US N 2 2028-01-31 None 0.00000000 N N N N N N Imagine Learning LLC 254900W855WLN58WNJ32 94935RAF0 1235566.33000000 PA USD 1160403.12000000 0.056862270021 Long LON CORP US N 2 2029-12-21 None 0.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94983RAD6 112228.96000000 PA USD 110704.07000000 0.005424739568 Long ABS-MBS CORP US N 2 2036-04-25 Variable 6.11000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U128 3025.00000000 NS USD 55508.75000000 0.002720049159 Long EP CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U151 3736.00000000 NS USD 69788.48000000 0.003419786904 Long EP CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 549300TRQQDPEF728F16 95000PAX2 1950000.00000000 PA USD 1775420.60000000 0.086999460634 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.33000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAB4 175000.00000000 PA USD 414312.50000000 0.020302211224 Long DBT US N 2 2028-05-15 Fixed 2.75000000 N N N N Y Welltower, Inc. USD XXXX N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 750000.00000000 PA USD 770048.91000000 0.037734066976 Long DBT CORP US N 2 2033-03-15 Fixed 6.38000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 95000.00000000 PA USD 94262.63000000 0.004619073344 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 190000.00000000 PA USD 188429.12000000 0.009233435619 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N Albea Beauty Holdings SA 2221000LVW3T1WSQUG17 000000000 1000000.00000000 PA 1060410.83000000 0.051962430908 Long LON CORP LU N 2 2027-12-31 Floating 7.50000000 N N N N N N ENVIVA EQUITY 549300WH5VXDEFM5KR81 000000000 25000.00000000 NS USD 488750.00000000 0.023949810194 Long EC CORP US N 2 N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638AD1 305000.00000000 PA USD 296826.00000000 0.014545117873 Long DBT CORP US N 2 2031-06-15 Variable 5.92000000 N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 2170000.00000000 PA USD 2162317.98000000 0.105958271510 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 96208UAW1 394974.85000000 PA USD 395115.86000000 0.019361534223 Long LON CORP US N 2 2028-03-31 Floating 5.39000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 96244UAJ6 1086215.56000000 PA USD 1086093.90000000 0.053220957049 Long LON CORP US N 2 2028-08-03 Floating 6.14000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AW6 76000.00000000 PA USD 70983.44000000 0.003478342536 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 126000.00000000 PA USD 109377.95000000 0.005359756812 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 160000.00000000 PA USD 162311.68000000 0.007953624405 Long DBT CORP US N 2 2031-07-01 Fixed 7.50000000 N N N N N N White Cap Buyer LLC 254900L2N0T6GULCL366 96350TAH3 1385929.64000000 PA USD 1385351.71000000 0.067885238888 Long LON CORP US N 2 2029-10-19 Floating 6.89000000 N N N N N N WHITE CAP BUYER LLC 254900L2N0T6GULCL366 96350TAK6 960000.00000000 PA USD 957490.56000000 0.046919114424 Long LON CORP US N 2 2033-02-10 Floating 7.14000000 N N N N N N Whitewater Matterhorn Holdings LLC 2138009J7G187M6C4Q91 96618PAC0 199500.00000000 PA USD 198315.37000000 0.009717883314 Long LON CORP US N 2 2032-06-16 Floating 5.50000000 N N N N N N WideOpenWest Finance LLC 54930045JY28O5B5WE54 96758DBG7 686268.85000000 PA USD 696991.80000000 0.034154110111 Long LON CORP US N 2 2028-12-11 Floating 10.93000000 N N N N N N Wilsonart LLC 549300SAZRUMYKDJBY14 97246FAM8 315979.90000000 PA USD 286413.34000000 0.014034874946 Long LON CORP US N 2 2031-08-05 Floating 7.98000000 N N N N N N WILSONART LLC 549300SAZRUMYKDJBY14 97246JAA6 1006000.00000000 PA USD 816352.87000000 0.040003061458 Long DBT CORP US N 2 2032-08-15 Fixed 11.00000000 N N N N N Windsor Holdings III LLC 254900IXUJZ9H146T437 97360BAH8 497474.74000000 PA USD 498096.58000000 0.024407812888 Long LON CORP US N 2 2030-08-01 Floating 6.39000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 775000.00000000 PA USD 817694.75000000 0.040068816489 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 14222100.00000000 PA 791273.62000000 0.038774123807 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N GOLDMAN CCP USD N/A 000000000 1141000.00000000 NS USD 1141000.00000000 0.055911475052 Long STIV CORP US N 2 N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 1158000.00000000 PA USD 1091871.25000000 0.053504059732 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N Wonder Lake Park CLO, Ltd. N/A 97816XAA5 250000.00000000 PA USD 246685.00000000 0.012088100107 Long ABS-CBDO CORP KY N 2 2038-07-24 Floating 8.57000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AV5 525000.00000000 PA USD 545519.63000000 0.026731645208 Long DBT CORP AU N 2 2035-05-19 Fixed 6.00000000 N N N N N N Worldwide Plaza Trust N/A 98162JAA4 1900000.00000000 PA USD 1566936.46000000 0.076783285531 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 3.53000000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 972000.00000000 PA USD 1021536.04000000 0.050057481871 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 600000.00000000 PA USD 600069.31000000 0.029404697857 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 700000.00000000 PA USD 740148.82000000 0.036268897707 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAJ5 1910000.00000000 PA USD 1899972.50000000 0.093102773911 Long DBT CORP KY N 2 2029-03-07 Fixed 4.50000000 N N N N N Wynn Macau Ltd. USD XXXX N N N XCAL Mortgage Trust 549300GGW5CBE4FDT866 98373XBZ2 2450000.00000000 PA USD 2448175.24000000 0.119965897330 Long ABS-MBS CORP US N 2 2030-06-17 Floating 6.60000000 N N N N N N XCAL Mortgage Trust 549300GGW5CBE4FDT866 98373XCF5 1350000.00000000 PA USD 1343754.77000000 0.065846898596 Long ABS-MBS CORP US N 2 2046-02-15 Floating 6.77000000 N N N N N N XEROX HOLDINGS CORP 5493000Y33XDVO2CXC18 98421MAC0 155000.00000000 PA USD 68200.00000000 0.003341947939 Long DBT CORP US N 2 2029-11-30 Fixed 8.88000000 N N N N N N XPLOR T1 LLC 254900GF3CVSREM2EJ05 98423DAF1 645125.00000000 PA USD 593515.00000000 0.029083522450 Long LON CORP US N 2 2032-12-01 Floating 6.91000000 N N N N N N YINSON BERGENIA PRODUCTI 549300JDIAWKPMZD5256 98585VAA6 838695.00000000 PA USD 896565.42000000 0.043933650405 Long DBT CORP NL N 2 2045-01-31 Fixed 8.50000000 N N N N N N Ardagh Holdings SA 549300ORV6YW6ESSNQ21 985923101 101030.00000000 NS USD 685133.33000000 0.033573019358 Long EC CORP LU N 2 N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 1270000.00000000 PA USD 1182627.96000000 0.057951335391 Long DBT CORP US N 2 2031-03-15 Fixed 3.63000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 500000.00000000 PA USD 504807.00000000 0.024736638025 Long DBT CORP US N 2 2030-04-14 Fixed 7.13000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 1050000.00000000 PA USD 1033651.40000000 0.050651160791 Long DBT CORP US N 2 2032-04-23 Fixed 6.88000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAH8 905000.00000000 PA USD 911732.30000000 0.044676860425 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N CCGSCZUS9 GOLDMAN SACH COC N/A 000000000 4448000.00000000 NS USD 4448000.00000000 0.217961648581 Long STIV CORP US N 2 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAC9 735365.00000000 PA USD 735081.89000000 0.036020607146 Long DBT CORP US N 2 2030-03-09 Fixed 9.25000000 N N Y N N N Zayo Issuer LLC N/A 98919WAL7 2500000.00000000 PA USD 2642013.00000000 0.129464368042 Long ABS-O CORP US N 2 2055-06-20 Fixed 9.49000000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAH4 212674.32000000 PA USD 212892.74000000 0.010432206065 Long LON CORP US N 2 2030-03-11 Floating 6.76000000 N N Y N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 310000.00000000 PA USD 291198.44000000 0.014269355226 Long DBT CORP NL N 2 2030-01-15 Fixed 4.88000000 N N N N N N ZI TECH LLC/ZI FIN CORP N/A 98981BAA0 900000.00000000 PA USD 732692.43000000 0.035903518423 Long DBT CORP US N 2 2029-02-01 Fixed 3.88000000 N N N N N MITSUBISHI UFJ INVESTOR 2138002PVBMEHILJ1340 000000000 900000.00000000 PA 722907.63000000 0.035424041997 Long DBT CORP LU N 2 2050-12-15 Floating 6.70000000 N N N N N UniCredit SpA EUR XXXX N N N SWAP BANK OF AMERICA BOC N/A 000000000 -206000.00000000 NS USD -206000.00000000 -0.01009444685 Short STIV CORP US N 2 N N N SWAP JP MORGAN BOC N/A 000000000 -321000.00000000 NS USD -321000.00000000 -0.01572969631 Short STIV CORP US N 2 N N N MORGAN STANLEY CAP SVCS BOC N/A 000000000 -109000.00000000 NS USD -109000.00000000 -0.00534123644 Short STIV CORP US N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22600000.00000000 OU Notional Amount USD 1222542.03000000 0.059907211402 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-06-18 834787.58000000 USD 0.00000000 USD 22600000.00000000 USD 387754.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18350000.00000000 OU Notional Amount -286227.83000000 -0.01402578455 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 60777.55000000 AUD 0.00000000 AUD 18350000.00000000 AUD -325737.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21600000.00000000 OU Notional Amount USD 512389.37000000 0.025108190602 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-06-18 150676.28000000 USD 0.00000000 USD 21600000.00000000 USD 361713.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22700000.00000000 OU Notional Amount -35690.70000000 -0.00174892172 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 22700000.00000000 BRL -35690.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2900000.00000000 OU Notional Amount -4585.25000000 -0.00022468719 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 2900000.00000000 BRL -4585.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15000000.00000000 OU Notional Amount -45065.23000000 -0.00220829402 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 15000000.00000000 BRL -45065.23000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1600000.00000000 OU Notional Amount -6919.27000000 -0.00033905923 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 1600000.00000000 BRL -6919.27000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 1800000.00000000 OU Notional Amount USD 61405.78000000 0.003009016421 N/A DCR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Argentina Republic Government International Bonds Argentina Republic Government International Bonds Y sell protection 2027-06-20 35941.99000000 USD 0.00000000 USD 1800000.00000000 USD 25463.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount -104677.85000000 -0.00512944171 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 13454.94000000 AUD 0.00000000 AUD 3400000.00000000 AUD -113652.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22500000.00000000 OU Notional Amount USD 417165.75000000 0.020442026664 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 0.00000000 USD -40655.83000000 USD 22500000.00000000 USD 457821.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3250000.00000000 OU Notional Amount USD -134636.42000000 -0.00659747663 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Turkiye Government International Bonds Turkiye Government International Bonds Y sell protection 2030-12-20 0.00000000 USD -229623.76000000 USD 3250000.00000000 USD 94987.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1568000.00000000 OU Notional Amount USD 127946.93000000 0.006269677111 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAD5 Y sell protection 2030-12-20 117490.24000000 USD 0.00000000 USD 1568000.00000000 USD 10456.69000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 850000.00000000 OU Notional Amount -111788.88000000 -0.00547789761 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S44 2I667KMH8 Y buy protection 2030-12-20 0.00000000 EUR -93729.54000000 EUR 850000.00000000 EUR -2607.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1640000.00000000 OU Notional Amount 346637.63000000 0.016985995794 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 308346.63000000 EUR 0.00000000 EUR 1640000.00000000 EUR -10405.27000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30100000.00000000 OU Notional Amount -97383.51000000 -0.00477200323 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 157249.31000000 BRL 0.00000000 BRL 30100000.00000000 BRL -126543.75000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 500000.00000000 OU Notional Amount 105682.22000000 0.005178658025 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 99008.64000000 EUR 0.00000000 EUR 500000.00000000 EUR -9856.54000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 500000.00000000 OU Notional Amount USD 41900.22000000 0.002053201669 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CCO Holdings LLC/CCO Holdings Capital Corp. CCO Holdings LLC/CCO Holdings Capital Corp. Y sell protection 2030-12-20 49724.51000000 USD 0.00000000 USD 500000.00000000 USD -7824.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1450000.00000000 OU Notional Amount USD -60068.56000000 -0.00294348974 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Turkiye Government International Bonds Turkiye Government International Bonds Y sell protection 2030-12-20 0.00000000 USD -91325.94000000 USD 1450000.00000000 USD 31257.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12300000.00000000 OU Notional Amount -76792.76000000 -0.00376301181 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 12300000.00000000 BRL -76792.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1700000.00000000 OU Notional Amount -8158.47000000 -0.00039978272 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 1700000.00000000 BRL -8158.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1845176.57000000 OU Notional Amount -7268.01000000 -0.00035614825 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 1845176.57000000 BRL -7268.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8200000.00000000 OU Notional Amount -39047.06000000 -0.00191339064 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 8200000.00000000 BRL -39047.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6900000.00000000 OU Notional Amount -35726.81000000 -0.00175069118 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 6900000.00000000 BRL -35726.81000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 700000.00000000 OU Notional Amount USD 25583.82000000 0.001253662676 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Ecuador Government International Bonds Ecuador Government International Bonds Y sell protection 2027-06-20 23103.09000000 USD 0.00000000 USD 700000.00000000 USD 2480.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1378000.00000000 OU Notional Amount 895.50000000 0.000043881442 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-02-04 0.00000000 MXN 0.00000000 MXN 1378000.00000000 MXN 895.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4480000.00000000 OU Notional Amount 81990.27000000 0.004017701082 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 72006.18000000 EUR 0.00000000 EUR 4480000.00000000 EUR -2857.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8040000.00000000 OU Notional Amount -144265.10000000 -0.00706930283 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -22969.37000000 EUR 8040000.00000000 EUR -117212.98000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5338000.00000000 OU Notional Amount 7517.56000000 0.000368376747 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 MXN 0.00000000 MXN 5338000.00000000 MXN 7517.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13965000.00000000 OU Notional Amount -7114.51000000 -0.00034862642 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-02-23 0.00000000 MXN 0.00000000 MXN 13965000.00000000 MXN -7114.51000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 16625000.00000000 OU Notional Amount USD 294217.78000000 0.014417309435 N/A DCR US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Markit iBoxx USD Liquid Leveraged Loans Total Return Index IBXXLLTR INDEX Y equity-performance leg 2026-09-20 0.00000000 USD 0.00000000 USD 16625000.00000000 USD 294217.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7000000.00000000 OU Notional Amount -3664.00000000 -0.00017954394 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-10 0.00000000 ZAR -18.23000000 ZAR 7000000.00000000 ZAR -3662.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1100000.00000000 OU Notional Amount -4188.33000000 -0.00020523725 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 1100000.00000000 BRL -4188.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8800000.00000000 OU Notional Amount -29776.11000000 -0.00145909398 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -10745.57000000 BRL 8800000.00000000 BRL -27693.03000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 610000.00000000 OU Notional Amount -110694.10000000 -0.00542425101 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Worldline SA Worldline SA Y sell protection 2031-06-20 0.00000000 EUR -97752.50000000 EUR 610000.00000000 EUR 2621.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4996000.00000000 OU Notional Amount 228.00000000 0.000011172494 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-03-04 1937.20000000 MXN 0.00000000 MXN 4996000.00000000 MXN 118.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1100000.00000000 OU Notional Amount -2466.32000000 -0.00012085502 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 1100000.00000000 BRL -2466.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 316019.44000000 OU Notional Amount -416.76000000 -0.00002042214 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-03 25.50000000 BRL 0.00000000 BRL 316019.44000000 BRL -421.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 300000.00000000 OU Notional Amount -426.06000000 -0.00002087786 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 300000.00000000 BRL -426.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5400000.00000000 OU Notional Amount -8796.88000000 -0.00043106620 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -7030.52000000 BRL 5400000.00000000 BRL -7453.12000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 9800000.00000000 OU Notional Amount USD -172074.48000000 -0.00843202278 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S45 2I65BZFJ6 Y sell protection 2031-06-20 0.00000000 USD -423760.00000000 USD 9800000.00000000 USD 251685.52000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4425000.00000000 OU Notional Amount USD 97376.11000000 0.004771640617 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y sell protection 2031-06-20 94534.63000000 USD 0.00000000 USD 4425000.00000000 USD 2841.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 900000.00000000 OU Notional Amount -7952.84000000 -0.00038970641 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 BNP Paribas SA BNP Paribas SA Y buy protection 2031-06-20 6876.40000000 EUR 0.00000000 EUR 900000.00000000 EUR -15888.89000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1296900.00000000 OU Notional Amount USD 104982.58000000 0.005144374147 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 98197.89000000 USD 0.00000000 USD 1296900.00000000 USD 6784.69000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 51257250.00000000 OU Notional Amount USD 4149215.95000000 0.203320582010 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 3473660.13000000 USD 0.00000000 USD 51257250.00000000 USD 675555.82000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1111021000.00000000 OU Notional Amount -2379.31000000 -0.00011659135 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-17 0.00000000 CLP 0.00000000 CLP 1111021000.00000000 CLP -2379.31000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6113000.00000000 OU Notional Amount -1285.24000000 -0.00006297954 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-23 0.00000000 MXN 0.00000000 MXN 6113000.00000000 MXN -1285.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7075000.00000000 OU Notional Amount USD -31581.31000000 -0.00154755269 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-15 6835.01000000 USD 0.00000000 USD 7075000.00000000 USD -38416.32000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 500000.00000000 OU Notional Amount USD 57486.74000000 0.002816974959 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Venture Global LNG, Inc. Venture Global LNG, Inc. Y sell protection 2031-06-20 55951.33000000 USD 0.00000000 USD 500000.00000000 USD 1535.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 72146000.00000000 OU Notional Amount 4224.81000000 0.000207024854 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 0.00000000 HUF 0.00000000 HUF 72146000.00000000 HUF 4224.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 133763000.00000000 OU Notional Amount 2639.05000000 0.000129319174 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-09-16 0.00000000 HUF 0.00000000 HUF 133763000.00000000 HUF 2639.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 84298000.00000000 OU Notional Amount -13343.10000000 -0.00065384084 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 84298000.00000000 HUF -13343.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4376000.00000000 OU Notional Amount 9667.26000000 0.000473716710 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CZK 0.00000000 CZK 4376000.00000000 CZK 9667.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2075821.42000000 OU Notional Amount 211.74000000 0.000010375719 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 11.36000000 BRL 0.00000000 BRL 2075821.42000000 BRL 209.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 153217000.00000000 OU Notional Amount 10883.40000000 0.000533310208 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 HUF 0.00000000 HUF 153217000.00000000 HUF 10883.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 85930000.00000000 OU Notional Amount -9968.65000000 -0.00048848547 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 85930000.00000000 HUF -9968.65000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 31569000.00000000 OU Notional Amount -600.72000000 -0.00002943658 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-16 0.00000000 CLP 0.00000000 CLP 31569000.00000000 CLP -600.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11622000.00000000 OU Notional Amount 9083.30000000 0.000445101403 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 THB -6564.99000000 THB 11622000.00000000 THB 9284.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16142000.00000000 OU Notional Amount 17962.66000000 0.000880209304 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 1388.77000000 ZAR 0.00000000 ZAR 16142000.00000000 ZAR 17877.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 132903000.00000000 OU Notional Amount 4702.73000000 0.000230443971 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 8892.00000000 HUF 0.00000000 HUF 132903000.00000000 HUF 4673.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8381000.00000000 OU Notional Amount 6433.05000000 0.000315233404 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-16 2820.14000000 ZAR 0.00000000 ZAR 8381000.00000000 ZAR 6260.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4905000.00000000 OU Notional Amount 3970.36000000 0.000194556252 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-16 833.12000000 CZK 0.00000000 CZK 4905000.00000000 CZK 3930.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26084000.00000000 OU Notional Amount -3104.39000000 -0.00015212184 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 ZAR -5947.31000000 ZAR 26084000.00000000 ZAR -2741.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27116000.00000000 OU Notional Amount -6083.36000000 -0.00029809783 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 3741.11000000 INR 0.00000000 INR 27116000.00000000 INR -6122.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 709000.00000000 OU Notional Amount 6009.74000000 0.000294490296 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-16 44.51000000 PLN 0.00000000 PLN 709000.00000000 PLN 5997.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23168000.00000000 OU Notional Amount 5523.80000000 0.000270678182 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 5331.00000000 ZAR 0.00000000 ZAR 23168000.00000000 ZAR 5198.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 929000.00000000 OU Notional Amount 3998.40000000 0.000195930273 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 0.00000000 PLN -91.06000000 PLN 929000.00000000 PLN 4023.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 113669000.00000000 OU Notional Amount 5885.87000000 0.000288420397 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 HUF 0.00000000 HUF 113669000.00000000 HUF 5885.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 63590000.00000000 OU Notional Amount -6143.49000000 -0.00030104433 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 63590000.00000000 HUF -6143.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2387000.00000000 OU Notional Amount -16840.71000000 -0.00082523132 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 PLN 0.00000000 PLN 2387000.00000000 PLN -16840.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 457000.00000000 OU Notional Amount 4958.26000000 0.000242965495 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 PLN 0.00000000 PLN 457000.00000000 PLN 4958.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16200000.00000000 OU Notional Amount USD -9732.80000000 -0.00047692831 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD -58805.70000000 USD 16200000.00000000 USD 49072.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1545339000.00000000 OU Notional Amount 45925.92000000 0.002250469702 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-16 0.00000000 COP 0.00000000 COP 1545339000.00000000 COP 45925.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 886918000.00000000 OU Notional Amount 6983.47000000 0.000342205178 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-09-16 0.00000000 HUF 0.00000000 HUF 886918000.00000000 HUF 6983.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 378997000.00000000 OU Notional Amount -6564.23000000 -0.00032166150 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 HUF 0.00000000 HUF 378997000.00000000 HUF -6564.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 72000000.00000000 OU Notional Amount 69374.43000000 0.003399497556 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 CZK 0.00000000 CZK 72000000.00000000 CZK 69374.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 740000000.00000000 OU Notional Amount 37094.52000000 0.001817711945 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 HUF 0.00000000 HUF 740000000.00000000 HUF 37094.52000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 3200000.00000000 OU Notional Amount USD 9573.01000000 0.000469098255 N/A DCR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Markit iBoxx USD Liquid Leveraged Loans Total Return Index IBXXLLTR Index Y equity-performance leg 2026-12-21 0.00000000 USD 0.00000000 USD 3200000.00000000 USD 9573.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 44800000.00000000 OU Notional Amount 24185.62000000 0.001185147843 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 2207.78000000 CNY 0.00000000 CNY 44800000.00000000 CNY 23859.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 64300000.00000000 OU Notional Amount -17582.83000000 -0.00086159681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 THB -2004.42000000 THB 64300000.00000000 THB -17521.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 279600000.00000000 OU Notional Amount -25596.14000000 -0.00125426638 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 THB -6524.41000000 THB 279600000.00000000 THB -25396.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20700000.00000000 OU Notional Amount 33675.33000000 0.001650164218 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 20700000.00000000 BRL 33675.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 111300000.00000000 OU Notional Amount -11213.85000000 -0.00054950297 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-14 1359.63000000 MXN 0.00000000 MXN 111300000.00000000 MXN -11292.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 44070000.00000000 OU Notional Amount -5878.82000000 -0.00028807493 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-11 1051.46000000 MXN 0.00000000 MXN 44070000.00000000 MXN -5939.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount 2630.04000000 0.000128877665 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 1973.55000000 PLN 0.00000000 PLN 1200000.00000000 PLN 2089.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15600000.00000000 OU Notional Amount -2531.83000000 -0.00012406516 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 CZK 0.00000000 CZK 15600000.00000000 CZK -2531.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6000000.00000000 OU Notional Amount 4084.58000000 0.000200153280 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 PLN 0.00000000 PLN 6000000.00000000 PLN 4084.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 44100000.00000000 OU Notional Amount -1771.16000000 -0.00008679068 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 CZK 0.00000000 CZK 44100000.00000000 CZK -1771.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount 2489.41000000 0.000121986490 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 1472.03000000 PLN 0.00000000 PLN 1200000.00000000 PLN 2086.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1428819.26000000 OU Notional Amount 187.18000000 0.000009172226 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -217.54000000 BRL 1428819.26000000 BRL 230.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 61800000.00000000 OU Notional Amount -15292.12000000 -0.00074934705 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 14607.39000000 ZAR 0.00000000 ZAR 61800000.00000000 ZAR -16194.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45900000.00000000 OU Notional Amount -2694.01000000 -0.00013201233 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 CZK 0.00000000 CZK 45900000.00000000 CZK -2694.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2533464.65000000 OU Notional Amount 7360.67000000 0.000360688796 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 2533464.65000000 BRL 7360.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2850000.00000000 OU Notional Amount 8584.34000000 0.000420651281 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 PLN 0.00000000 PLN 2850000.00000000 PLN 8584.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16900000.00000000 OU Notional Amount -2254.96000000 -0.00011049793 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 CZK 0.00000000 CZK 16900000.00000000 CZK -2254.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 142548000.00000000 OU Notional Amount -283.77000000 -0.00001390534 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-16 0.00000000 CLP 0.00000000 CLP 142548000.00000000 CLP -283.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6012000.00000000 OU Notional Amount -921.05000000 -0.00004513344 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-06-25 0.00000000 MXN 0.00000000 MXN 6012000.00000000 MXN -921.05000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16787000.00000000 OU Notional Amount -364.89000000 -0.00001788040 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-28 0.00000000 MXN 0.00000000 MXN 16787000.00000000 MXN -364.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15200000.00000000 OU Notional Amount -23533.24000000 -0.00115317980 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 15200000.00000000 BRL -23533.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10979000.00000000 OU Notional Amount 1055.13000000 0.000051703658 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 ZAR 0.00000000 ZAR 10979000.00000000 ZAR 1055.13000000 N N N INNIO Group Holding GmbH 549300R5GWIY8X0FZE07 000000000 470328.76000000 PA USD 469446.89000000 0.023003915932 Long LON CORP US N 2 2031-11-02 Floating 5.65000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 35662100.00000000 PA 1745282.37000000 0.085522621988 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1015000.00000000 PA 60898.87000000 0.002984176731 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 49085331.20000000 PA 1473033.69000000 0.072181846107 Long DBT NUSS TH N 2 2028-03-12 Fixed 1.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 157871977.00000000 PA 9589050.26000000 0.469884263264 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 46200000.00000000 PA 2850717.30000000 0.139691331463 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 393400000.00000000 PA 98092.65000000 0.004806752632 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 32470000.00000000 PA 2003791.33000000 0.098190121785 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 19010000.00000000 PA 4678814.07000000 0.229272038692 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 223100000.00000000 PA 51295.85000000 0.002513607920 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 668000.00000000 PA USD 171099.08000000 0.008384226067 Long DBT NUSS LB N 2 2032-03-23 None 0.00000000 Y N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 72000.00000000 PA 19249.68000000 0.000943276076 Long DBT NUSS MY N 2 2037-04-07 Fixed 4.76000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1562000.00000000 PA 387035.44000000 0.018965576115 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.90000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1291000.00000000 PA 230119.40000000 0.011276349773 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 2924000.00000000 PA USD 2690184.24000000 0.131824863295 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 2265000.00000000 PA USD 2308575.18000000 0.113125191570 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 2450000.00000000 PA USD 1278741.09000000 0.062661087249 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 1383333.34000000 PA 871715.40000000 0.042715945521 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1370000.00000000 PA 55065.66000000 0.002698336788 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1675000.00000000 PA 1627161.75000000 0.079734455381 Long DBT NUSS RO N 2 2039-03-11 Fixed 4.13000000 N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1497000.00000000 PA 49707.44000000 0.002435772385 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 431600000.00000000 PA 95116.83000000 0.004660930996 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 858000.00000000 PA 210491.96000000 0.010314562638 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.91000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 000000000 980000.00000000 PA USD 912936.80000000 0.044735883538 Long DBT CORP LU N 2 2029-09-19 Fixed 6.25000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 5614500000.00000000 PA 1474523.46000000 0.072254848069 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 521000.00000000 PA USD 490109.97000000 0.024016451674 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.13000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 175000.00000000 PA 44763.57000000 0.002193512030 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2939000.00000000 PA 494012.38000000 0.024207678229 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 300000.00000000 PA USD 210154.60000000 0.010298031266 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N REPUBLIC OF GABON N/A 000000000 1435000.00000000 PA USD 1238505.49000000 0.060689455570 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.63000000 N N N N N N VF UKRAINE (VFU FUNDING) N/A 000000000 295588.67000000 PA USD 294810.69000000 0.014446363312 Long DBT CORP UA N 2 2027-02-11 Fixed 9.63000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 6450000.00000000 PA 203652.30000000 0.009979404461 Long DBT NUSS CZ N 2 2040-04-24 Fixed 1.50000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 691000.00000000 PA USD 692187.19000000 0.033918673799 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.88000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 382799482.00000000 PA 100083.00000000 0.004904284099 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 300000.00000000 PA 342308.39000000 0.016773853643 Long DBT CORP FR N 2 2027-07-23 Fixed 3.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1594812.00000000 PA USD 1468024.45000000 0.071936382481 Long DBT NUSS EC N 2 2035-07-31 Fixed 6.90000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 2678897.00000000 PA USD 2465924.69000000 0.120835658882 Long DBT NUSS EC N 2 2035-07-31 Fixed 6.90000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 1625000.00000000 PA USD 1363813.75000000 0.066829832128 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 2304400000.00000000 PA 658824.86000000 0.032283847259 Long DBT NUSS UG N 2 2035-11-08 Fixed 16.25000000 N N N N N N Morocco Government International Bonds 529900F3MBW9XY5K1X07 000000000 2943000.00000000 PA USD 2128334.34000000 0.104292999433 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 100000.00000000 PA 114730.80000000 0.005622058073 Long DBT CORP IT N 2 2028-01-15 Fixed 3.75000000 N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 265000.00000000 PA 304036.64000000 0.014898454874 Long DBT CORP IT N 2 2028-01-15 Fixed 3.75000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 000000000 600000.00000000 PA USD 581206.20000000 0.028480364549 Long DBT CORP US N 2 2028-03-20 Fixed 3.38000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1164000000.00000000 PA 231223.45000000 0.011330450618 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 000000000 425531.91000000 PA 487957.30000000 0.023910966174 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25000000 N N N N N Bahrain Government International Bonds 549300RODM1WN85LFQ95 000000000 433000.00000000 PA USD 395855.16000000 0.019397761527 Long DBT NUSS BH N 2 2033-01-25 Fixed 5.25000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 2363000.00000000 PA USD 2181847.95000000 0.106915282404 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N ICELAND BONDCO PLC 2138002DRBYIA8QXHO36 000000000 500000.00000000 PA 657012.80000000 0.032195052389 Long DBT CORP GB N 2 2028-05-15 Fixed 4.38000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 29249798.07000000 PA 1538502.89000000 0.075389978923 Long DBT NUSS MX N 2 2031-11-27 Fixed 2.75000000 N N N N N N CANARY WHARF GROUP 2138002C1D5FMEDILF18 000000000 757000.00000000 PA 965410.43000000 0.047307205233 Long DBT CORP GB N 2 2028-04-23 Fixed 3.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 735000.00000000 PA 572879.93000000 0.028072359258 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 8770000.00000000 PA 91039.49000000 0.004461132492 Long DBT NUSS IN N 2 2035-06-16 Fixed 6.64000000 N N N N N N GLP PTE LTD 254900PC2NNG9BLIJO15 000000000 1570000.00000000 PA USD 910127.90000000 0.044598241345 Long DBT CORP SG N 2 2026-11-17 Fixed 7.87000000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 1350000.00000000 PA USD 1094934.04000000 0.053654143085 Long DBT CORP ID N 2 2051-06-09 Fixed 4.75000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 631000.00000000 PA 381059.95000000 0.018672764143 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.38000000 N N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 1100000.00000000 PA USD 1014287.75000000 0.049702299938 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N GLP PTE LTD 254900PC2NNG9BLIJO15 000000000 745000.00000000 PA USD 396244.19000000 0.019416824841 Long DBT CORP SG N 2 2027-06-29 Fixed 4.60000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 1145000.00000000 PA 1308548.23000000 0.064121701766 Long DBT CORP VG N 2 2026-10-02 Fixed 3.95000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 475000.00000000 PA 368577.65000000 0.018061104366 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 367000.00000000 PA 284774.73000000 0.013954579502 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.88000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 1098000.00000000 PA 1187035.24000000 0.058167301671 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95000000 N N N N N N PINGAN REAL ESTATE CAP 655600MZ4W5VY0OEG119 000000000 2120000.00000000 PA USD 2106375.27000000 0.103216957369 Long DBT CORP HK N 2 2026-07-29 Fixed 3.45000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 500000.00000000 PA 563800.79000000 0.027627461704 Long DBT US N 2 2026-10-15 Fixed 0.99000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 420000.00000000 PA 477460.75000000 0.023396612455 Long DBT CORP ES N 2 2028-10-15 Fixed 3.88000000 N N N N N N EOLO SPA 81560046D0F489B08569 000000000 930000.00000000 PA 990433.67000000 0.048533398274 Long DBT CORP IT N 2 2028-10-21 Fixed 4.88000000 N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 440000.00000000 PA 477567.38000000 0.023401837556 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 320000.00000000 PA 373093.19000000 0.018282375622 Long DBT CORP NL N 2 2030-05-09 Fixed 4.38000000 N N N N N N Bahrain Government International Bonds 549300RODM1WN85LFQ95 000000000 439000.00000000 PA USD 401288.35000000 0.019663999622 Long DBT NUSS BH N 2 2034-05-18 Fixed 5.63000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 000000000 1100000.00000000 PA USD 1093736.35000000 0.053595453677 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N ODIDO GROUP HOLDING BV 724500FOAL1MNGOJKP07 000000000 530000.00000000 PA 611378.57000000 0.029958876129 Long DBT CORP NL N 2 2030-01-15 Fixed 5.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1955000.00000000 PA 313820.71000000 0.015377895528 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3749000.00000000 PA 922960.87000000 0.045227084712 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 100000.00000000 PA 115324.67000000 0.005651158991 Long DBT CORP NL N 2 2030-02-01 Fixed 5.25000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 864900000.00000000 PA 204622.30000000 0.010026936565 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.25000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 700000.00000000 PA USD 707299.22000000 0.034659196050 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 872000.00000000 PA 233459.08000000 0.011440001338 Long DBT NUSS MY N 2 2042-10-15 Fixed 4.70000000 N N N N N N 888 ACQUISITIONS LTD 254900RFD0BP3JOPZU89 000000000 900000.00000000 PA 1043056.08000000 0.051112010512 Long DBT CORP GI N 2 2028-07-15 Floating 7.70000000 N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 77988000.00000000 PA 2526003.88000000 0.123779669516 Long DBT NUSS TH N 2 2043-06-17 Fixed 3.45000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3470000000.00000000 PA 191137.45000000 0.009366149664 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 12200000.00000000 PA 198266.72000000 0.009715499359 Long DBT NUSS PH N 2 2032-09-15 Fixed 6.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 13579000000.00000000 PA 4155431.36000000 0.203625150582 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N ALPHA BANK SA 213800DBQIB6VBNU5C64 000000000 260000.00000000 PA 331806.61000000 0.016259243643 Long DBT CORP GR N 2 2028-02-08 Fixed 11.88000000 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 000000000 37500000.00000000 PA 727026.25000000 0.035625863312 Long DBT NUSS XX N 2 2038-02-08 None 0.00000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 4368811.00000000 PA 338446.45000000 0.016584610206 Long DBT NUSS GH N 2 2030-02-12 Fixed 8.80000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 2036231.00000000 PA 147191.02000000 0.007212679266 Long DBT NUSS GH N 2 2033-02-08 Fixed 9.25000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 820740.00000000 PA 56246.24000000 0.002756187769 Long DBT NUSS GH N 2 2038-02-02 Fixed 10.00000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 368000.00000000 PA 465351.97000000 0.022803255969 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1313000.00000000 PA 342979.04000000 0.016806716948 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.46000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 1355000000.00000000 PA 1546382.08000000 0.075776076324 Long DBT NUSS CL N 2 2033-04-01 Fixed 6.00000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 500000.00000000 PA 593253.47000000 0.029070706912 Long DBT CORP DE N 2 2030-05-15 Fixed 7.50000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 100000.00000000 PA 99764.43000000 0.004888673478 Long DBT CORP LU N 2 2030-06-15 Fixed 7.38000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 9425000.00000000 PA 3099345.90000000 0.151874672187 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N BANK OF CYPRUS HOLDINGS 635400L14KNHZXPUZM19 000000000 250000.00000000 PA 323486.61000000 0.015851545595 Long DBT CORP IE N 2 2028-06-21 Fixed 11.88000000 N N N N N N PLAYTECH PLC 21380068TTB6Z9ZEU548 000000000 420000.00000000 PA 488841.93000000 0.023954314963 Long DBT CORP IM N 2 2028-06-28 Fixed 5.88000000 N N N N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 52580000.00000000 PA 556797.92000000 0.027284305883 Long DBT NUSS IN N 2 2053-06-19 Fixed 7.30000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 12600000.00000000 PA 131108.43000000 0.006424597469 Long DBT NUSS XX N 2 2029-07-13 Fixed 6.75000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 5614500000.00000000 PA 1456086.75000000 0.071351409286 Long DBT NUSS UG N 2 2043-06-18 Fixed 15.00000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 164860000.00000000 PA 2662054.94000000 0.130446466577 Long DBT NUSS PH N 2 2030-07-27 Fixed 6.38000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2507600.00000000 PA 145602.44000000 0.007134835400 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1527000000.00000000 PA 81988.13000000 0.004017596218 Long DBT NUSS ID N 2 2034-02-15 Fixed 6.63000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1500000.00000000 PA 71586.53000000 0.003507895255 Long DBT NUSS CZ N 2 2032-11-11 Fixed 4.50000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 510030000.00000000 PA 1868170.64000000 0.091544413787 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N REP SOUTH AFRICA FLOATER 378900AAFB4F17004C49 000000000 4000000.00000000 PA 246010.59000000 0.012055052555 Long DBT NUSS ZA N 2 2030-09-17 Floating 7.95000000 N N N N N N METRO BANK HOLDINGS PLC 984500CDDEAD6C2EDQ64 000000000 600000.00000000 PA 876780.20000000 0.042964131707 Long DBT CORP GB N 2 2029-04-30 Fixed 12.00000000 N N N N N N ISTANBUL METROPOLITAN MU 213800T1VDQSNKA2MD76 000000000 1320000.00000000 PA USD 1417834.18000000 0.069476950379 Long DBT NUSS TR N 2 2028-12-06 Fixed 10.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1580000.00000000 PA 354178.37000000 0.017355508412 Long DBT NUSS RO N 2 2034-07-31 Fixed 7.10000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 2350000.00000000 PA USD 2366183.37000000 0.115948117844 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 229000.00000000 PA 35556.89000000 0.001742364739 Long DBT NUSS BR N 2 2035-01-01 Fixed 10.00000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 000000000 725000.00000000 PA USD 753052.77000000 0.036901219248 Long DBT CORP TR N 2 2034-01-17 Fixed 9.25000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 668000.00000000 PA 81368.11000000 0.003987213893 Long DBT NUSS BR N 2 2030-01-01 None 0.00000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 158450000.00000000 PA 2491895.28000000 0.122108274127 Long DBT NUSS PH N 2 2034-01-25 Fixed 6.25000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 1291000.00000000 PA USD 1382624.58000000 0.067751603602 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.63000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 510000.00000000 PA USD 565440.18000000 0.027707795370 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 594000.00000000 PA USD 599984.71000000 0.029400552274 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.88000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 576000.00000000 PA USD 584450.13000000 0.028639324156 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.38000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 490000.00000000 PA 585167.53000000 0.028674478312 Long DBT CORP NL N 2 2031-02-15 Fixed 6.75000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 1170000.00000000 PA USD 1246857.84000000 0.061098738838 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3775000.00000000 PA 4478220.42000000 0.219442514715 Long DBT NUSS RO N 2 2031-03-22 Fixed 5.38000000 N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 1715442.79000000 PA 94439.06000000 0.004627718796 Long DBT NUSS MX N 2 2034-08-24 Fixed 4.00000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 000000000 300000.00000000 PA 302311.65000000 0.014813926623 Long DBT CORP GB N 2 2032-04-15 Fixed 5.63000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 000000000 725000.00000000 PA USD 752506.17000000 0.036874434662 Long DBT CORP TR N 2 2034-08-02 Fixed 8.99000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 276923.08000000 PA 330057.87000000 0.016173551590 Long DBT CORP ES N 2 2030-05-01 Fixed 7.50000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 630000.00000000 PA 786534.02000000 0.038541873126 Long DBT CORP GB N 2 2030-05-14 Fixed 8.13000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 200000.00000000 PA 246350.30000000 0.012071699081 Long DBT CORP ES N 2 2029-11-20 Fixed 7.00000000 N N N N N N TRIDENT ENERGY FINANCE 9845004ECK3FYO64I382 000000000 850000.00000000 PA USD 894731.68000000 0.043843793167 Long DBT CORP GB N 2 2029-11-30 Fixed 12.50000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 22437000.00000000 PA 487881.10000000 0.023907232209 Long DBT NUSS TR N 2 2027-06-16 Floating 40.15000000 N N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 160000.00000000 PA 183520.83000000 0.008992918762 Long DBT CORP FR N 2 2030-07-18 Floating 5.99000000 N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 165000.00000000 PA 190447.09000000 0.009332320526 Long DBT CORP FR N 2 2030-07-18 Fixed 6.50000000 N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 1500000.00000000 PA USD 809556.41000000 0.039670020176 Long DBT NUSS SN N 2 2031-06-10 Fixed 7.75000000 N N N N N N CCF HOLDING SAS 969500ULNMJWJWCKM704 000000000 200000.00000000 PA 252572.37000000 0.012376594008 Long DBT CORP FR N 2 2029-06-12 Fixed 9.25000000 N N N N N N INTL PERSONAL FINANCE PL 213800II1O44IRKUZB59 000000000 320000.00000000 PA 387273.86000000 0.018977259212 Long DBT CORP GB N 2 2029-12-14 Fixed 10.75000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 8359000.00000000 PA 2628559.88000000 0.128805135980 Long DBT NUSS PE N 2 2039-08-12 Fixed 7.60000000 N N N N N PICARD GROUPE SAS 969500C0PA29TV19CT55 000000000 450000.00000000 PA 531882.81000000 0.026063411447 Long DBT CORP FR N 2 2029-07-01 Fixed 6.38000000 N N N N N N LION LUX 984500B6N8F6E153B579 000000000 150000.00000000 PA 172987.85000000 0.008476779894 Long DBT CORP LU N 2 2029-07-01 Floating 5.75000000 N N N N N N RAY FINANCING LLC 254900IA5MVMGDF40Z19 000000000 750000.00000000 PA 866866.12000000 0.042478320282 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 3180000000.00000000 PA 894390.85000000 0.043827091758 Long DBT NUSS CO N 2 2046-07-25 Fixed 11.50000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 4605000.00000000 PA 143664.34000000 0.007039864296 Long DBT NUSS TH N 2 2029-11-17 Fixed 2.50000000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 350000.00000000 PA 397866.82000000 0.019496337230 Long DBT CORP IT N 2 2031-07-31 Floating 5.70000000 N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 000000000 1350000.00000000 PA USD 1364456.18000000 0.066861312592 Long DBT NUSS CM N 2 2031-07-31 Fixed 9.50000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 2314800000.00000000 PA 636851.44000000 0.031207102015 Long DBT NUSS UG N 2 2039-06-23 Fixed 15.80000000 N N N N N N NIGERIA GOVERNMENT BOND 549300GSBZD84TNEQ285 000000000 893078000.00000000 PA 662301.39000000 0.032454204771 Long DBT NUSS NG N 2 2031-02-21 Fixed 18.50000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 20600000.00000000 PA 440678.46000000 0.021594200457 Long DBT NUSS TR N 2 2026-08-12 Fixed 36.00000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 582130.00000000 PA USD 491561.39000000 0.024087574402 Long DBT NUSS UA N 2 2029-02-01 Variable 4.50000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 111822.00000000 PA USD 67394.60000000 0.003302481592 Long DBT NUSS UA N 2 2036-02-01 Variable 3.00000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 707252.00000000 PA USD 400711.01000000 0.019635708710 Long DBT NUSS UA N 2 2034-02-01 Variable 3.00000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 6667732.00000000 PA USD 4631921.46000000 0.226974199082 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 1381868.00000000 PA USD 951907.69000000 0.046645541683 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 400000.00000000 PA USD 402264.66000000 0.019711840930 Long DBT CORP NL N 2 2031-09-10 Fixed 2.50000000 N N N N Y QIAGEN NV USD XXXX N N N BAWAG GROUP AG 529900S9YO2JHTIIDG38 000000000 200000.00000000 PA 243723.85000000 0.011942997334 Long DBT CORP AT N 2 2029-09-18 Fixed 7.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 23700000.00000000 PA 1583482.26000000 0.077594065622 Long DBT NUSS ZA N 2 2033-03-31 Fixed 10.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1968000.00000000 PA 2199294.84000000 0.107770217860 Long DBT NUSS RO N 2 2044-09-24 Fixed 6.00000000 N N N N N DYNAMO NEWCO II GMBH 391200FDSPYB8FKV7F97 000000000 500000.00000000 PA 541800.63000000 0.026549406141 Long DBT CORP DE N 2 2031-10-15 Fixed 6.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 10000000.00000000 PA 706765.73000000 0.034633053883 Long DBT NUSS ZA N 2 2038-03-31 Fixed 10.88000000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 1375000.00000000 PA USD 1276838.16000000 0.062567839551 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1630000.00000000 PA 356303.19000000 0.017459629201 Long DBT NUSS RO N 2 2035-04-25 Fixed 6.75000000 N N N N N GDZ ELEKTRIK DAGITIM AS 984500B63B5766038A64 000000000 578000.00000000 PA USD 559261.74000000 0.027405038408 Long DBT CORP TR N 2 2029-10-15 Fixed 9.00000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 500000.00000000 PA 591045.42000000 0.028962507673 Long DBT CORP NL N 2 2031-10-31 Fixed 6.50000000 N N N N N N NEINOR HOMES SLU 959800FW4JL65YWSQ217 000000000 100000.00000000 PA 118092.02000000 0.005786765144 Long DBT CORP ES N 2 2030-02-15 Fixed 5.88000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 2454000.00000000 PA 74133.05000000 0.003632680259 Long DBT NUSS TH N 2 2045-06-17 Fixed 2.98000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 000000000 525000.00000000 PA USD 564843.64000000 0.027678563616 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 81100000.00000000 PA 2507117.57000000 0.122854199358 Long DBT NUSS TH N 2 2040-06-17 Fixed 2.70000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 698148.00000000 PA USD 672721.83000000 0.032964828935 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 2889335.00000000 PA USD 2924050.01000000 0.143284793325 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N Sri Lanka Government International Bonds 254900IG6Y30I2QE2R92 000000000 2600000.00000000 PA USD 2631238.68000000 0.128936402990 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 37292.00000000 PA USD 38099.60000000 0.001866963045 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N Sri Lanka Government International Bonds 254900IG6Y30I2QE2R92 000000000 1400000.00000000 PA USD 1408897.00000000 0.069039009172 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 34279.00000000 PA USD 34496.84000000 0.001690419990 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 25301.67000000 PA USD 24483.14000000 0.001199726968 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 160000.00000000 PA 182876.94000000 0.008961366755 Long DBT CORP SE N 2 2026-08-04 Fixed 2.38000000 N N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 880000.00000000 PA 889905.13000000 0.043607281748 Long DBT CORP SE N 2 2028-11-14 Fixed 0.75000000 N N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 1450000.00000000 PA 1388026.58000000 0.068016313320 Long DBT CORP SE N 2 2029-09-26 Fixed 1.13000000 N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 325000.00000000 PA 386005.33000000 0.018915098491 Long DBT CORP IE N 2 2031-07-14 Fixed 6.00000000 N N N N N N TURKIYE IS BANKASI A.S 789000FIRX9MDN0KTM91 000000000 1350000.00000000 PA USD 1373328.81000000 0.067296090708 Long DBT CORP TR N 2 2030-01-15 Fixed 9.13000000 N N N N N N KAPLA HOLDING SAS 894500PJ28XTH66K4X83 000000000 700000.00000000 PA 806045.50000000 0.039497977970 Long DBT CORP FR N 2 2031-04-30 Fixed 5.00000000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 000000000 1195000.00000000 PA USD 1213705.06000000 0.059474180703 Long DBT NUSS XX N 2 2030-01-21 Fixed 7.50000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 000000000 624000.00000000 PA USD 628155.43000000 0.030780978661 Long DBT CORP GB N 2 2030-01-23 Fixed 8.13000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 000000000 506000.00000000 PA USD 512241.51000000 0.025100945141 Long DBT CORP CA N 2 2030-01-23 Fixed 7.88000000 N N N N N REPUBLIC OF GABON N/A 000000000 600000.00000000 PA USD 573887.86000000 0.028121750014 Long DBT NUSS GA N 2 2029-02-18 Fixed 9.50000000 N N N N N N AL SYDBANK GP5DT10VX1QRQUKVBK64 000000000 500000.00000000 PA 575913.89000000 0.028221029879 Long DBT CORP DK N 2 2030-03-05 Fixed 3.63000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 1026000.00000000 PA USD 1077572.41000000 0.052803385555 Long DBT NUSS AM N 2 2035-03-12 Fixed 6.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1877086084.00000000 PA 477506.89000000 0.023398873415 Long DBT NUSS CO N 2 2041-03-20 Fixed 5.00000000 N N N N N N METRO BANK HOLDINGS PLC 984500CDDEAD6C2EDQ64 000000000 625000.00000000 PA 966469.88000000 0.047359120582 Long DBT CORP GB N 2 2030-03-26 Fixed 13.88000000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 000000000 500000.00000000 PA 591357.98000000 0.028977823791 Long DBT CORP FR N 2 2032-03-31 Fixed 5.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 4934800000.00000000 PA 1511453.26000000 0.074064488377 Long DBT NUSS CO N 2 2040-11-28 Fixed 12.75000000 N N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 114000.00000000 PA 130946.34000000 0.006416654708 Long DBT NUSS BG N 2 2038-05-07 Fixed 4.13000000 N N N N N N EIRCOM FINANCE DAC 254900NA4DUH50UERM85 000000000 500000.00000000 PA 579688.94000000 0.028406015518 Long DBT CORP IE N 2 2031-04-30 Fixed 5.00000000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 000000000 200000.00000000 PA 223219.73000000 0.010938250977 Long DBT CORP NL N 2 2031-06-15 Fixed 5.50000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 500000.00000000 PA 576610.15000000 0.028255148130 Long DBT CORP DE N 2 2030-10-23 Fixed 5.38000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 5131000000.00000000 PA 1440812.32000000 0.070602929083 Long DBT NUSS CO N 2 2029-08-22 Fixed 11.00000000 N N N N N N GLP PTE LTD 254900PC2NNG9BLIJO15 000000000 925000.00000000 PA USD 784079.71000000 0.038421606612 Long DBT CORP SG N 2 2028-05-20 Fixed 9.75000000 N N N N N N EASTERN EUROPEAN ELECT 8945004UQXDLRHI1KJ27 000000000 1225000.00000000 PA 1460076.17000000 0.071546899520 Long DBT CORP NL N 2 2030-05-15 Fixed 6.50000000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 000000000 341000.00000000 PA 382429.79000000 0.018739889274 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N ENERGO PRO AS 315700IQCL9IX158RO36 000000000 1072000.00000000 PA 1295172.08000000 0.063466241401 Long DBT CORP CZ N 2 2030-05-27 Fixed 8.00000000 N N N N N N ALBION FINANCING 1SARL / N/A 000000000 1450000.00000000 PA 1716558.65000000 0.084115097401 Long DBT CORP LU N 2 2030-05-21 Fixed 5.38000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3110000.00000000 PA 144510.57000000 0.007081331401 Long DBT NUSS CZ N 2 2034-10-24 Fixed 4.25000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 250000.00000000 PA 303331.81000000 0.014863916675 Long DBT CORP IT N 2 2033-05-26 Fixed 6.38000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 000000000 200000.00000000 PA 241004.69000000 0.011809752596 Long DBT CORP GR N 2 2031-06-04 Fixed 6.63000000 N N N N N Q-PARK HOLDING I BV 2549003839B7HE3NDP48 000000000 500000.00000000 PA 578977.87000000 0.028371171546 Long DBT CORP NL N 2 2030-09-01 Fixed 4.25000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 000000000 550000.00000000 PA 637438.21000000 0.031235855018 Long DBT CORP XX N 2 2031-06-15 Fixed 4.75000000 N N N N N N CREDIABANK SA 213800FFWYE3BQ1CU978 000000000 325000.00000000 PA 405697.02000000 0.019880034016 Long DBT CORP GR N 2 2031-01-13 Fixed 9.38000000 N N N N N N MEHILAINEN YHTIOT OY 2138006X78HGYRHS5865 000000000 700000.00000000 PA 809350.77000000 0.039659943370 Long DBT CORP FI N 2 2032-06-30 Fixed 5.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3724800.00000000 PA 199038.99000000 0.009753342264 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.00000000 N N N N N N BAUSCH & LOMB NL BV/INC 549300NY6OZM39SO6475 000000000 700000.00000000 PA 808536.16000000 0.039620025712 Long DBT CORP XX N 2 2031-01-15 Floating 6.08000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 982000.00000000 PA 1097457.61000000 0.053777803490 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 715000.00000000 PA 799065.36000000 0.039155935968 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 375000.00000000 PA 400023.04000000 0.019601996688 Long DBT CORP LU N 2 2031-03-26 Fixed 7.50000000 N N N N N N TECHEM VERWALTUNGSGESELL 529900N0M7FQHNAV1A41 000000000 600000.00000000 PA 691453.08000000 0.033882700816 Long DBT CORP DE N 2 2032-07-15 Fixed 4.63000000 N N N N N N SOGECAP SA 9695009HXSFK8D6V0T62 000000000 200000.00000000 PA 234539.95000000 0.011492966312 Long DBT CORP FR N 2 2035-07-08 Fixed 6.25000000 N N N N N NBK TIER 1 LTD 5493000G4QCCEE8YHF19 000000000 1623000.00000000 PA USD 1635514.95000000 0.080143780301 Long DBT CORP AE N 2 2031-01-10 Fixed 6.38000000 N N N N N N KANE BIDCO LTD 213800IT8MD1MLYZWC24 000000000 750000.00000000 PA 1009308.60000000 0.049458310787 Long DBT CORP JE N 2 2031-07-15 Fixed 7.75000000 N N N N N N MUANGTHAI CAPITAL PCL 254900ZI1FO2W9132C98 000000000 269000.00000000 PA USD 274673.79000000 0.013459611531 Long DBT CORP TH N 2 2030-07-21 Fixed 7.55000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 540000.00000000 PA 589751.45000000 0.028899100336 Long DBT CORP LU N 2 2030-07-22 Fixed 4.75000000 N N N N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 000000000 100000.00000000 PA 115018.56000000 0.005636158937 Long DBT CORP US N 2 2030-08-15 Fixed 4.00000000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 715000.00000000 PA 841288.35000000 0.041224954068 Long DBT CORP US N 2 2032-08-31 Fixed 5.38000000 N N N N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 400000.00000000 PA 451021.63000000 0.022101038224 Long DBT CORP GB N 2 2031-02-15 Fixed 4.13000000 N N N N N N ALEXANDRITE LAKE LUX HOL 213800RY78YHYF5J8L55 000000000 885000.00000000 PA 1013145.70000000 0.049646337011 Long DBT CORP LU N 2 2030-07-30 Fixed 6.75000000 N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1702000000.00000000 PA 91061.76000000 0.004462223770 Long DBT NUSS ID N 2 2036-04-15 Fixed 6.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 34857700000.00000000 PA 9979999.18000000 0.489041608388 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 25865000.00000000 PA 410754.34000000 0.020127853666 Long DBT NUSS PH N 2 2030-08-20 Fixed 6.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1831000000.00000000 PA 97616.98000000 0.004783443770 Long DBT NUSS ID N 2 2031-03-15 Fixed 5.88000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 12240000.00000000 PA 1769103.06000000 0.086689887470 Long DBT NUSS CN N 2 2055-08-25 Fixed 2.15000000 N N N N N N CULLINAN HOLDCO 549300F81ZP47K818173 000000000 400000.00000000 PA 454112.47000000 0.022252496088 Long DBT CORP LU N 2 2029-10-15 Fixed 8.50000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 000000000 821000.00000000 PA USD 803618.60000000 0.039379054605 Long DBT CORP TR N 2 2030-09-04 Fixed 8.25000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 8285555852.00000000 PA 2389804.02000000 0.117105580932 Long DBT NUSS CO N 2 2031-01-22 Fixed 6.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 000000000 500000.00000000 PA 569606.44000000 0.027911951147 Long DBT US N 2 2034-01-15 Fixed 4.75000000 N N N N N N ABANCA CORP BANCARIA SA 54930056IRBXK0Q1FP96 000000000 400000.00000000 PA 469920.68000000 0.023027132669 Long DBT CORP ES N 2 2031-09-19 Fixed 6.13000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 200000.00000000 PA 236312.33000000 0.011579816777 Long DBT CORP FR N 2 2032-03-17 Fixed 6.13000000 N N N N N N CHINA PACIFIC INSURANCE 529900BA5ILEL308WX03 000000000 5000000.00000000 PA 612563.04000000 0.030016917728 Long DBT CORP CN N 2 2030-09-18 None 0.00000000 N N N N N China Pacific Insurance Group Co. Ltd. HKD XXXX N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 784000.00000000 PA 892978.90000000 0.043757903145 Long DBT NUSS CO N 2 2036-02-19 Fixed 5.63000000 N N N N N N 888 ACQUISITIONS LTD 254900RFD0BP3JOPZU89 000000000 805000.00000000 PA 952266.33000000 0.046663115821 Long DBT CORP GI N 2 2031-09-30 Fixed 8.00000000 N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1059230636.00000000 PA 325552.73000000 0.015952789957 Long DBT NUSS CO N 2 2062-02-01 Fixed 6.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 3500000.00000000 PA 34009.92000000 0.001666559854 Long DBT NUSS XX N 2 2037-10-01 Fixed 6.50000000 N N N N N N ALDERMORE GROUP 213800JQLWHE8NQYXX31 000000000 425000.00000000 PA 563867.71000000 0.027630740929 Long DBT CORP GB N 2 2035-10-01 Fixed 6.00000000 N N N N N N BINGHATTI SUKUK 2 SPV 25490089SSHENI4Z8Y98 000000000 451000.00000000 PA USD 423312.34000000 0.020743222907 Long DBT CORP AE N 2 2029-07-02 Fixed 7.75000000 N N N N N N VIA CELERE DESARROLLOS 9598003HCBBUMJ9HTD63 000000000 470000.00000000 PA 524138.04000000 0.025683900917 Long DBT CORP ES N 2 2031-04-15 Fixed 4.88000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 1600000.00000000 PA 1842149.61000000 0.090269326872 Long DBT CORP US N 2 2033-02-15 Fixed 6.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 445381.26000000 PA 496853.56000000 0.024346902212 Long DBT CORP FR N 2 2030-10-15 Fixed 4.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 609756.63000000 PA 688073.88000000 0.033717112686 Long DBT CORP FR N 2 2031-10-15 Fixed 5.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 3021000.00000000 PA 199681.21000000 0.009784812437 Long DBT NUSS ZA N 2 2039-03-31 Fixed 9.88000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 925000.00000000 PA 1145817.57000000 0.056147546432 Long DBT CORP LU N 2 2030-10-09 Fixed 8.88000000 N N N N N REP ANGOLA AVENIR IV 894500E9CKDEAOMG0B46 000000000 398138.67000000 PA USD 408091.17000000 0.019997352559 Long DBT NUSS IE N 2 2028-09-15 Fixed 10.75000000 N N N N N N ALTICE HOLDINGS 1 213800KN5HWZ17ATLB25 000000000 1522.00000000 PA 23491.39000000 0.001151129067 Long DBT CORP LU N 3 2099-12-31 None 0.00000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 432000.00000000 PA USD 436310.47000000 0.021380159472 Long DBT NUSS KE N 2 2033-10-09 Fixed 7.88000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 568000.00000000 PA USD 573029.50000000 0.028079688512 Long DBT NUSS KE N 2 2038-10-09 Fixed 8.80000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 300000.00000000 PA 346897.14000000 0.016998712347 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 127000.00000000 PA 147029.66000000 0.007204772276 Long DBT NUSS RO N 2 2045-10-07 Fixed 6.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 161000.00000000 PA 187783.20000000 0.009201784138 Long DBT NUSS RO N 2 2037-10-07 Fixed 6.13000000 N N N N N N ENERGO PRO AS 315700IQCL9IX158RO36 000000000 675000.00000000 PA 776932.77000000 0.038071391049 Long DBT CORP CZ N 2 2031-04-15 Fixed 6.45000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 406000.00000000 PA USD 424159.62000000 0.020784741465 Long DBT NUSS AO N 2 2035-10-15 Fixed 9.88000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 391000.00000000 PA 455483.31000000 0.022319670222 Long DBT CORP LU N 2 2031-10-15 Fixed 4.88000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 107419000.00000000 PA 219076.52000000 0.010735224699 Long DBT NUSS KZ N 2 2031-05-12 Fixed 14.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 13590000.00000000 PA 3608262.13000000 0.176812671395 Long DBT NUSS PL N 2 2031-01-25 Fixed 4.50000000 N N N N N N AEGIS LUX 529900WB6L9XYCR8YT98 000000000 320000.00000000 PA 372271.97000000 0.018242134060 Long DBT CORP LU N 2 2031-10-29 Fixed 5.63000000 N N Y N N N AEGIS LUX 529900WB6L9XYCR8YT98 000000000 144000.00000000 PA 167522.39000000 0.008208960498 Long DBT CORP LU N 2 2031-10-29 Fixed 5.63000000 N N Y N N N GLP CHINA HOLDINGS LTD 254900C6X2D3TGF2CO98 000000000 885000.00000000 PA USD 758797.34000000 0.037182715639 Long DBT CORP HK N 2 2029-04-30 Fixed 7.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2307800.00000000 PA 111878.77000000 0.005482302416 Long DBT NUSS MX N 2 2055-04-29 Fixed 8.00000000 N N N N N N MEXICO CETES 254900EGTWEU67VP6075 000000000 11393420.00000000 PA 593224.89000000 0.029069306430 Long DBT NUSS MX N 2 2027-10-28 None 0.00000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 183802000.00000000 PA 377228.18000000 0.018484999101 Long DBT NUSS KZ N 2 2035-02-13 Fixed 14.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 650000.00000000 PA USD 707099.85000000 0.034649426487 Long DBT NUSS NG N 2 2036-01-13 Fixed 8.63000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 000000000 250000.00000000 PA 291879.48000000 0.014302727663 Long DBT CORP GR N 2 2033-11-10 Fixed 6.25000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 000000000 520625.00000000 PA 565501.16000000 0.027710783522 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 000000000 416500.00000000 PA 452400.93000000 0.022168626916 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N KING US BIDCO INC 254900FMEU5P81WHKR41 000000000 212000.00000000 PA 245479.80000000 0.012029042693 Long DBT CORP US N 2 2032-12-01 Floating 5.45000000 N N N N N N BANCA TRANSILVANIA 549300RG3H390KEL8896 000000000 1811000.00000000 PA 2145942.05000000 0.105155815417 Long DBT CORP RO N 2 2030-11-27 Fixed 7.13000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 1125000.00000000 PA 1312290.75000000 0.064305093365 Long DBT NUSS CO N 2 2034-11-26 Fixed 5.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 2476000.00000000 PA 2982383.01000000 0.146143236861 Long DBT NUSS CO N 2 2038-11-26 Fixed 6.50000000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 309000.00000000 PA 356708.93000000 0.017479511341 Long DBT CORP XX N 2 2031-01-30 Fixed 5.00000000 N N N N N NOVA LJUBLJANSKA BANK 5493001BABFV7P27OW30 000000000 1200000.00000000 PA 1391824.78000000 0.068202433359 Long DBT CORP SI N 2 2030-11-26 Fixed 6.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 5373000.00000000 PA 1407413.38000000 0.068966308574 Long DBT NUSS PL N 2 2028-09-25 Floating 3.48000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 1000000.00000000 PA 1199604.93000000 0.058783243747 Long DBT NUSS CR N 2 2030-11-21 Fixed 5.50000000 N N N N N N BPER BANCA N747OI7JINV7RUUH6190 000000000 400000.00000000 PA 465150.50000000 0.022793383502 Long DBT CORP IT N 2 2031-03-19 Fixed 5.88000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 000000000 325000.00000000 PA 369290.70000000 0.018096045363 Long DBT CORP GR N 2 2031-12-02 Fixed 3.38000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 000000000 800000.00000000 PA 927223.96000000 0.045435985369 Long DBT CORP CA N 2 2031-12-12 Fixed 4.63000000 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 000000000 8058000000.00000000 PA 670538.20000000 0.032857826328 Long SN CORP GB N 3 2029-12-13 Fixed 20.00000000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 600000.00000000 PA USD 594266.84000000 0.029120364240 Long DBT CORP IL N 2 2033-01-14 Fixed 5.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 1220000.00000000 PA 1386991.18000000 0.067965576474 Long DBT NUSS MX N 2 2031-05-16 Fixed 3.88000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 300000.00000000 PA 340122.28000000 0.016666729511 Long DBT CORP FR N 2 2031-12-19 Fixed 3.38000000 N N N N N N UNIPOL ASSICURAZIONI SPA 8156005CE5E7340CCA86 000000000 350000.00000000 PA 408118.65000000 0.019998699139 Long DBT CORP IT N 2 2035-07-21 Fixed 6.00000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 500000.00000000 PA 605183.80000000 0.029655318961 Long DBT NUSS CR N 2 2036-01-16 Fixed 6.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 216358000.00000000 PA 149998.81000000 0.007350267066 Long STIV NUSS NG N 2 2026-09-22 None 0.00000000 N N N N N N BANIJAY GAMING SAS 96950037FKVH5JOEKU82 000000000 291000.00000000 PA 338527.42000000 0.016588577912 Long DBT CORP FR N 2 2031-12-10 Fixed 5.13000000 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 000000000 800000.00000000 PA 912695.73000000 0.044724070585 Long DBT CORP NL N 2 2030-10-31 Fixed 7.50000000 N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 3448000.00000000 PA 102025.53000000 0.004999472283 Long DBT NUSS TH N 2 2036-05-17 Fixed 1.84000000 N N N N N N SONANGOL FINANCE LTD N/A 000000000 2666000.00000000 PA USD 2689656.64000000 0.131799009750 Long DBT CORP AO N 2 2031-01-29 Fixed 10.00000000 N N N N N N BENIN SUKUK SA 254900FAFYBRYHYVQK50 000000000 600000.00000000 PA USD 583148.35000000 0.028575534112 Long DBT NUSS BJ N 2 2033-01-29 Fixed 6.20000000 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 000000000 2195000.00000000 PA USD 2166109.43000000 0.106144060784 Long DBT NUSS CM N 2 2033-01-30 Fixed 8.88000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2331000.00000000 PA USD 2398599.00000000 0.117536554030 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1585000.00000000 PA USD 1602435.00000000 0.078522790994 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N MKS INC 549300KEQATBHAGVF505 000000000 470000.00000000 PA 531996.49000000 0.026068982014 Long DBT CORP US N 2 2034-02-15 Fixed 4.25000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 216359000.00000000 PA 142772.91000000 0.006996182292 Long STIV NUSS NG N 2 2027-01-12 None 0.00000000 N N N N N N REPUBLIC OF CONGO 529900BXT90HR4QTB688 000000000 2486000.00000000 PA USD 2419826.19000000 0.118576732385 Long DBT NUSS CG N 2 2035-02-17 Fixed 9.50000000 N N N N N N NIPPON STEEL CORP 35380065QWQ4U2V3PA33 000000000 80000000.00000000 PA 495431.47000000 0.024277216717 Long DBT CORP JP N 2 2031-02-14 None 0.00000000 N N N N N Nippon Steel Corp. JPY XXXX N N N EUTELSAT COMMUNICAT SACA 549300EFWH9UR17YSK05 000000000 246000.00000000 PA 288332.03000000 0.014128894918 Long DBT CORP FR N 2 2031-03-15 Fixed 5.75000000 N N N N N N MEXICO CETES 254900EGTWEU67VP6075 000000000 1006620.00000000 PA 51099.19000000 0.002503971154 Long DBT NUSS MX N 2 2028-02-17 None 0.00000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 000000000 430000.00000000 PA 515591.63000000 0.025265108289 Long DBT CORP US N 2 2033-04-15 Fixed 7.25000000 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 400000.00000000 PA 459462.73000000 0.022514670434 Long DBT CORP FR N 2 2031-04-23 Fixed 5.50000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 800000.00000000 PA USD 803004.26000000 0.039348950613 Long DBT NUSS PK N 2 2029-04-24 Fixed 6.98000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 1200000.00000000 PA USD 1206026.98000000 0.059097938128 Long DBT CORP KY N 2 2029-04-27 Floating 4.68000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 72275000.00000000 PA 152285.68000000 0.007462328657 Long DBT NUSS KZ N 2 2034-03-12 Fixed 15.10000000 N N N N N N GOHL CAPITAL HOLDINGS 2549009G9UNIMCATM603 000000000 835000.00000000 PA USD 806912.90000000 0.039540482451 Long DBT CORP IM N 2 2036-04-29 Fixed 8.30000000 N N N N N N GOHL CAPITAL HOLDINGS 2549009G9UNIMCATM603 000000000 750000.00000000 PA USD 726604.28000000 0.035605185866 Long DBT CORP IM N 2 2031-10-29 Fixed 7.63000000 N N N N N N BANCA TRANSILVANIA 549300RG3H390KEL8896 000000000 100000.00000000 PA 114618.48000000 0.005616554149 Long DBT CORP RO N 2 2032-05-27 Fixed 4.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 210000.00000000 PA 240675.68000000 0.011793630392 Long DBT NUSS RS N 2 2031-05-06 Fixed 4.25000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 58653000.00000000 PA 76403.74000000 0.003743948994 Long DBT NUSS KZ N 2 2038-12-20 Fixed 7.90000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 784000.00000000 PA 208402.76000000 0.010212187306 Long DBT NUSS PL N 2 2036-04-25 Fixed 5.25000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 225000.00000000 PA 262825.30000000 0.012879009819 Long DBT CORP NL N 2 2033-05-14 Fixed 6.38000000 N N N N N N GOHL CAPITAL HOLDINGS 2549009G9UNIMCATM603 000000000 300000.00000000 PA USD 289908.83000000 0.014206161538 Long DBT CORP IM N 2 2036-04-29 Fixed 8.30000000 N N N N N N HOMEVI SASU 9695001URJB6VUATPK20 000000000 213000.00000000 PA 247758.74000000 0.012140715697 Long DBT CORP FR N 2 2031-10-31 Fixed 6.63000000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 600000.00000000 PA 686272.10000000 0.033628821558 Long DBT CORP FR N 2 2031-08-09 Fixed 7.75000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 200000.00000000 PA 234121.41000000 0.011472456945 Long DBT CORP DE N 2 2035-10-30 Fixed 6.75000000 N N N N N N BOND US BIDCO 1/2/3/G1/2 N/A 000000000 1610000.00000000 PA 1855061.05000000 0.090902015439 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N GOLOMT BANK JSC 549300QLH7BRA4EIZO16 381930AB2 760000.00000000 PA USD 764843.07000000 0.037478969524 Long DBT CORP MN N 2 2029-05-14 Fixed 7.95000000 N N N N N N BOND US BIDCO 1/2/3/G1/2 N/A 000000000 962000.00000000 PA 1108427.78000000 0.054315365616 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 000000000 115000.00000000 PA 135160.81000000 0.006623172880 Long DBT CORP RS N 2 2033-05-18 Fixed 6.75000000 N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 000000000 941000.00000000 PA 1108027.63000000 0.054295757398 Long DBT CORP RS N 2 2036-05-18 Fixed 7.13000000 N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 1642000.00000000 PA 1917937.65000000 0.093983105231 Long DBT NUSS MA N 2 2038-05-26 Fixed 5.13000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 908000.00000000 PA 1059993.86000000 0.051941998473 Long DBT NUSS MA N 2 2034-05-26 Fixed 4.75000000 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 000000000 600000.00000000 PA 707957.53000000 0.034691454668 Long DBT CORP AT N 2 2032-05-31 Fixed 7.25000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 500000.00000000 PA 573819.46000000 0.028118398266 Long DBT CORP JE N 2 2031-06-15 Fixed 4.70000000 N N N N N N REPUBLIC OF CONGO 529900BXT90HR4QTB688 000000000 800000.00000000 PA USD 773656.46000000 0.037910844752 Long DBT NUSS CG N 2 2036-05-26 Fixed 9.50000000 N N N N N N LUMINIS SA 875500OWYYK4PN9ZTF50 000000000 600000.00000000 PA USD 708270.00000000 0.034706766376 Long DBT CORP LU N 2 2038-09-15 Floating 9.65000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 900000.00000000 PA USD 899802.00000000 0.044092249846 Long DBT CORP AE N 2 2031-06-03 Floating 4.79000000 N N N N N N CENTRAL AMERICAN BANK 549300OLDAMXBPSHIC05 000000000 69000000.00000000 PA 433057.14000000 0.021220739245 Long DBT NUSS XX N 2 2033-06-17 Fixed 8.75000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 000000000 500000.00000000 PA 563809.76000000 0.027627901253 Long DBT CORP US N 2 2032-07-15 Fixed 8.50000000 N N N N N N WELL LINK LIFE INSURANCE 254900D4M69G1IVM3E67 000000000 550000.00000000 PA USD 548451.75000000 0.026875325449 Long DBT CORP HK N 2 2036-06-23 Fixed 7.88000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 600000.00000000 PA USD 602454.29000000 0.029521567051 Long DBT CORP IL N 2 2029-06-29 Fixed 5.34000000 N N N N N N TEAMSYSTEM SPA 81560062081DF3AB7A90 000000000 520000.00000000 PA 594393.99000000 0.029126594866 Long DBT CORP IT N 2 2032-07-01 Fixed 6.50000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 1000000.00000000 PA USD 996835.00000000 0.048847077329 Long DBT CORP AE N 2 2031-06-29 Fixed 5.13000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 375000.00000000 PA USD 372058.38000000 0.018231667687 Long DBT CORP GB N 2 2034-07-13 Fixed 7.38000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 600000.00000000 PA USD 597522.30000000 0.029279888842 Long DBT CORP GB N 2 2032-07-13 Fixed 7.00000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 375000.00000000 PA USD 373241.17000000 0.018289626963 Long DBT CORP GB N 2 2037-07-13 Fixed 7.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -154.00000000 NC -116298.91000000 -0.00569889886 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 -17666797.88000000 EUR -116298.91000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 465.00000000 NC USD 171455.81000000 0.008401706611 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 50927684.82000000 USD 171455.81000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -33.00000000 NC -87320.72000000 -0.00427890469 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 -3593883.97000000 EUR -87320.72000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -57.00000000 NC -106712.13000000 -0.00522912584 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -7165043.06000000 EUR -106712.13000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 21.00000000 NC 6456.63000000 0.000316388875 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 2219512.64000000 EUR 6456.63000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 139.00000000 NC USD -39927.53000000 -0.00195653558 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 28692388.40000000 USD -39927.53000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -462.00000000 NC USD -30140.18000000 -0.00147693419 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -95203218.96000000 USD -30140.18000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 121.00000000 NC USD 472552.43000000 0.023156094128 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 13582353.82000000 USD 472552.43000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -46.00000000 NC USD -16832.37000000 -0.00082482264 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -5326355.13000000 USD -16832.37000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 610.00000000 NC USD 722879.48000000 0.035422662586 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 67883058.02000000 USD 722879.48000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 21.00000000 NC USD 58156.20000000 0.002849779952 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 2325343.80000000 USD 58156.20000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 76.00000000 NC 163143.60000000 0.007994390290 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 6657041.41000000 GBP 163143.60000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -3.00000000 NC -1480.03000000 -0.00007252468 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short Long Gilt Futures G U6 Comdty 2026-09-28 -266514.89000000 GBP -1480.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 394.00000000 NC USD 83940.77000000 0.004113279813 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 42092527.98000000 USD 83940.77000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -340.00000000 NC USD -15906.50000000 -0.00077945300 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -36380031.00000000 USD -15906.50000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -71.00000000 NC -63370.96000000 -0.00310531450 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU6 Comdty 2026-09-08 -8463151.89000000 EUR -63370.96000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 186.00000000 NC 209622.42000000 0.010271953292 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 20123482.23000000 AUD 209622.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 403000.00000000 OU Notional Amount USD 3180.48000000 0.000155850419 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 3180.48000000 0.00000000 DFE US 6499987.00000000 ZAR 403000.00000000 USD 2026-08-24 1.00000000 16.12900000 USD 2026-08-24 XXXX -9163.01000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 403000.00000000 OU Notional Amount USD 11116.76000000 0.000544745354 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 11116.76000000 0.00000000 DFE US 6499987.00000000 ZAR 403000.00000000 USD 2026-08-24 1.00000000 16.12900000 USD 2026-08-24 XXXX -2584.03000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -806000.00000000 OU Notional Amount USD -86.24000000 -0.00000422594 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -86.24000000 0.00000000 DFE TH -806000.00000000 USD -24744200.00000000 THB 2026-08-24 1.00000000 30.70000000 USD 2026-08-24 XXXX 17162.16000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -806000.00000000 OU Notional Amount USD -57766.02000000 -0.00283066028 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -57766.02000000 0.00000000 DFE TH -806000.00000000 USD -24744200.00000000 THB 2026-08-24 1.00000000 30.70000000 USD 2026-08-24 XXXX -39236.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 749000.00000000 OU Notional Amount USD 1284.54000000 0.000062945246 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 1284.54000000 0.00000000 DFE US 4996579.00000000 CNY 749000.00000000 USD 2026-09-29 1.00000000 6.67100000 USD 2026-09-29 XXXX -1636.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 762000.00000000 OU Notional Amount USD 1122.43000000 0.000055001504 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 1122.43000000 0.00000000 DFE US 5074920.00000000 CNY 762000.00000000 USD 2026-09-30 1.00000000 6.66000000 USD 2026-09-30 XXXX -1600.20000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -635000.00000000 OU Notional Amount USD -4899.03000000 -0.00024006309 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -4899.03000000 0.00000000 DFE TH -635000.00000000 USD -20434300.00000000 THB 2026-10-23 1.00000000 32.18000000 USD 2026-10-23 XXXX 10612.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -635000.00000000 OU Notional Amount USD -18571.21000000 -0.00091002957 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -18571.21000000 0.00000000 DFE TH -635000.00000000 USD -20434300.00000000 THB 2026-10-23 1.00000000 32.18000000 USD 2026-10-23 XXXX -1706.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 529000.00000000 OU Notional Amount USD 2428.11000000 0.000118982657 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 2428.11000000 0.00000000 DFE US 1922650.50000000 PLN 529000.00000000 USD 2026-10-23 1.00000000 3.63450000 USD 2026-10-23 XXXX -10253.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 529000.00000000 OU Notional Amount USD 20110.46000000 0.000985456163 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 20110.46000000 0.00000000 DFE US 1922650.50000000 PLN 529000.00000000 USD 2026-10-23 1.00000000 3.63450000 USD 2026-10-23 XXXX 7429.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -438000.00000000 OU Notional Amount USD -3196.52000000 -0.00015663641 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -3196.52000000 0.00000000 DFE ZA -438000.00000000 USD -6838713.00000000 ZAR 2026-12-16 1.00000000 15.61350000 USD 2026-12-16 XXXX 1639.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 438000.00000000 OU Notional Amount USD 10731.00000000 0.000525842277 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 10731.00000000 0.00000000 DFE US 7194150.00000000 ZAR 438000.00000000 USD 2026-12-16 1.00000000 16.42500000 USD 2026-12-16 XXXX -3228.06000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 215000.00000000 PA USD 57700.63000000 0.002827456033 Long DBT NUSS LB N 2 2021-04-12 None 0.00000000 Y N N N N N ESKOM HOLDINGS 3789001900ED06F65111 000000000 6000000.00000000 PA 344443.56000000 0.016878481605 Long DBT CORP ZA N 2 2033-09-15 Fixed 7.50000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 8740000.00000000 PA 398647.73000000 0.019534603514 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 11719000.00000000 PA 3517024.50000000 0.172341829613 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 3155000.00000000 PA 104837.95000000 0.005137286964 Long DBT NUSS TH N 2 2029-06-22 Fixed 4.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8346600.00000000 PA 449206.15000000 0.022012075765 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 545000.00000000 PA 730449.19000000 0.035793594797 Long DBT CORP JE N 2 2026-12-03 Fixed 6.75000000 N N N N N N Jefferies Finance LLC 549300SKVB18YSSIDT75 000000000 1232475.05000000 PA USD 1233053.08000000 0.060422275653 Long LON CORP US N 2 2031-10-21 None 0.00000000 N N N N N N Enviva Partners LP/Fin C 549300WH5VXDEFM5KR81 000000000 632861.58000000 PA USD 641167.89000000 0.031418617428 Long LON CORP US N 2 2029-12-06 Floating 10.52000000 N N N N N N Stepstone Group Midco 2 GmbH/ The 894500DB5T5ENCFFQU61 000000000 1000000.00000000 PA 938077.72000000 0.045967843153 Long LON CORP DE N 2 2032-04-26 Floating 6.89000000 N N N N N N Galileo Global Education Operations 254900Z5KFYRM7Z7QL63 000000000 1000000.00000000 PA 1134868.25000000 0.055611006001 Long LON CORP FR N 2 2031-07-31 Floating 5.23000000 N N N N N N Concorde Midco Ltd 254900DAXSLQJEJR6438 000000000 1000000.00000000 PA 1058267.15000000 0.051857385938 Long LON CORP LU N 2 2030-03-01 Floating 5.58000000 N N N N N N LSCS Holdings Inc N/A 000000000 1803303.10000000 PA USD 1773436.79000000 0.086902249641 Long LON CORP US N 2 2032-03-04 None 0.00000000 N N N N N N Owens-Illinois Inc V2UQUCDZJ9WY98W8QU33 000000000 263675.00000000 PA USD 261697.44000000 0.012823742232 Long LON CORP US N 2 2032-09-30 Floating 6.64000000 N N N N N N International Entertainment JJCo 3 Ltd 254900C44ND8RC7Z9K20 000000000 1361275.06000000 PA USD 1366379.84000000 0.066955576104 Long LON CORP US N 2 2032-04-29 Floating 0.00000000 N N N N N N MRI SOFTWARE LLC 549300LNQ2G4DKR9QR85 000000000 713119.21000000 PA USD 699748.22000000 0.034289180670 Long LON CORP US N 2 2028-02-10 None 0.00000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 000000000 989544.96000000 PA USD 1012428.19000000 0.049611177464 Long LON CORP US N 2 2031-05-31 Floating 10.55000000 N N N N N N TRIO BIDCO INC 254900K9XN994FY4HJ57 000000000 782467.50000000 PA USD 770241.45000000 0.037743501854 Long LON CORP US N 2 2032-10-29 None 0.00000000 N N N N N N TRIO BIDCO INC 254900K9XN994FY4HJ57 000000000 82571.43000000 PA USD 81281.25000000 0.003982957564 Long LON CORP US N 2 2032-10-29 None 0.00000000 N N N N N N Chrysaor Bidco Sarl 254900CXX37NCB7A8J31 000000000 800000.00000000 PA 922706.28000000 0.045214609250 Long LON CORP LU N 2 2031-10-30 Floating 5.40000000 N N N N N N CP Iris HoldCo I, Inc. 25490024F0AS5UR7DB02 000000000 980000.00000000 PA USD 945700.00000000 0.046341351408 Long LON CORP US N 2 2033-10-27 Floating 10.64000000 N N N N N N Ryan, LLC 549300TG86D8HZC6TE67 000000000 744452.11000000 PA USD 740575.00000000 0.036289781451 Long LON CORP US N 2 2032-11-05 Floating 7.14000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 000000000 305134.53000000 PA USD 289877.81000000 0.014204641491 Long LON CORP US N 2 2026-07-14 Floating 11.64000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 000000000 75676.96000000 PA USD 71893.11000000 0.003522918340 Long LON CORP US N 2 2026-07-14 Floating 11.64000000 N N N N N N TRIVIUM PACKAGING BV 724500GMZWW3PVYET548 000000000 1000000.00000000 PA 1151303.19000000 0.056416353711 Long LON CORP NL N 2 2030-05-28 Floating 5.92000000 N N N N N N Fiserv Investment Solutions, Inc. 254900HOKMJFKIA9FR12 000000000 1183000.00000000 PA USD 1188360.17000000 0.058232226115 Long LON CORP US N 2 2033-01-27 None 0.00000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 000000000 1568593.95000000 PA USD 439206.31000000 0.021522061914 Long LON CORP US N 2 2026-07-14 None 0.00000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 000000000 149133.37000000 PA USD 141676.71000000 0.006942466114 Long LON CORP US N 2 2026-07-14 Floating 11.64000000 N N N N N N CITCO FUNDING LLC N/A 000000000 1592000.00000000 PA USD 1588219.00000000 0.077826176157 Long LON CORP US N 2 2033-01-30 Floating 5.66000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 000000000 506332.71000000 PA USD 10126.66000000 0.000496228306 Long LON CORP US N 2 2026-09-30 None 0.00000000 N N N N N N ALKERMES INC 549300YHRMYLL071E243 000000000 1346625.00000000 PA USD 1352094.99000000 0.066255587468 Long LON CORP US N 2 2031-08-12 Floating 6.48000000 N N N N N N Siaci Saint Honore N/A 000000000 1020000.00000000 PA 1165437.24000000 0.057108952821 Long LON CORP LU N 2 2032-07-26 Floating 5.54000000 N N N N N N JUPITER BORROWER INC N/A 000000000 500000.00000000 PA USD 500625.00000000 0.024531710953 Long LON CORP US N 2 2033-03-25 None 0.00000000 N N N N N N AIT WORLDWIDE LOGISTICS INC 254900T5IGTG0Y9WAD71 000000000 900000.00000000 PA USD 901575.00000000 0.044179130692 Long LON CORP US N 2 2033-04-29 Floating 7.91000000 N N N N N N BASF COATINGS 254900KMOLWUGX29DB02 000000000 150000.00000000 PA USD 150618.75000000 0.007380645471 Long LON CORP JE N 2 2033-05-06 None 0.00000000 N N N N N N FINANCIERE VERDI I SAS 969500TP61Y08TU11N50 000000000 1000000.00000000 PA 1156522.36000000 0.056672104363 Long LON CORP FR N 2 2030-12-31 Floating 6.54000000 N N N N N N PIONEER OPCO LLC N/A 000000000 1821000.00000000 PA USD 1831813.10000000 0.089762815460 Long LON CORP US N 2 2033-05-16 Floating 0.00000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 000000000 350000.00000000 PA USD 350875.00000000 0.017193636116 Long LON CORP US N 2 2033-06-13 Floating 5.62000000 N N N N N N LABL Inc 5493002OTV1C4F4YVI40 000000000 498207.67000000 PA USD 427991.28000000 0.020972501116 Long LON CORP US N 2 2033-05-11 Floating 6.02000000 N N N N N N QXO INC 549300HDXQWWCBOYXP31 000000000 1265000.00000000 PA USD 1263418.75000000 0.061910259352 Long LON CORP US N 2 2033-07-01 Floating 0.00000000 N N N N N N WORTHINGTON STEEL INC 2549009ZUUWL3QLK6G24 000000000 600000.00000000 PA USD 599343.60000000 0.029369136493 Long LON CORP US N 2 2033-06-01 Floating 7.62000000 N N N N N N BOLUDA TOWAGE SL N/A 000000000 100000.00000000 PA USD 100312.50000000 0.004915530097 Long LON CORP LU N 2 2033-05-27 None 0.00000000 N N N N N N Mckesson Medical-Surgical Top Holdings Inc. 25490005Q8O88P8PIS92 000000000 700000.00000000 PA USD 701421.70000000 0.034371184820 Long LON CORP US N 2 2032-06-09 Floating 5.98000000 N N N N N N BELLA HOLDING COMPANY LLC N/A 000000000 100000.00000000 PA USD 99291.70000000 0.004865508683 Long LON CORP US N 2 2033-06-16 Floating 6.89000000 N N N N N N BELDEN INC 68BKYO1JC791TTJHUE82 000000000 650000.00000000 PA USD 651625.00000000 0.031931038501 Long LON CORP US N 2 2033-06-10 Floating 5.90000000 N N N N N N INEOS FINANCE PLC 5493008MHJ4R367SNK31 000000000 700000.00000000 PA USD 659169.00000000 0.032300710866 Long LON CORP US N 2 2032-06-18 Floating 8.65000000 N N N N N N ADI GLOBAL DISTRIB FNDNG LLC N/A 000000000 550000.00000000 PA USD 552062.50000000 0.027052260031 Long LON CORP US N 2 2033-06-17 Floating 6.40000000 N N N N N N EAST WEST MANUFACTURING LLC 549300TSE41N51W6XJ44 000000000 1270092.81000000 PA USD 1247866.19000000 0.061148150175 Long LON CORP US N 2 2032-07-01 Floating 9.15000000 N N N N N N STONEPEAK MOTION FINCO LLC N/A 000000000 1060000.00000000 PA USD 1060111.30000000 0.051947753288 Long LON CORP GB N 2 2033-06-24 Floating 0.00000000 N N N N N N GAIA PURCHASER INC N/A 000000000 1690000.00000000 PA USD 1691056.25000000 0.082865424481 Long LON CORP US N 2 2033-06-25 Floating 7.63000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 000000000 3270270.64000000 PA USD 3272994.78000000 0.160383843985 Long LON CORP US N 2 2033-07-02 Floating 0.00000000 N N N N N N SHIFT4 PAYMENTS LLC 254900GTEMR7L40VPI74 000000000 235000.00000000 PA USD 232650.00000000 0.011400354663 Long LON CORP US N 2 2032-07-03 Floating 5.64000000 N N N N N N BCPE HIPH PARENT INC 254900PFPVWNTO5SS030 000000000 1845095.54000000 PA USD 1849708.28000000 0.090639718098 Long LON CORP US N 2 2033-07-05 Floating 7.63000000 N N N N N N BCPE HIPH PARENT INC 254900PFPVWNTO5SS030 000000000 194904.46000000 PA USD 195391.72000000 0.009574618122 Long LON CORP US N 2 2033-07-05 Floating 7.63000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 925000.00000000 PA USD 908994.73000000 0.044542713557 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 6364000.00000000 PA 1588922.79000000 0.077860663394 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.89000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 1000000.00000000 PA USD 977687.62000000 0.047908814175 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 000000000 1400000.00000000 PA USD 1258913.60000000 0.061689497229 Long DBT CORP US N 2 2029-04-16 Fixed 4.63000000 N N N N N N VIVO ENERGY INVESTMENTS 724500P3OXMB2IERLM56 000000000 1285000.00000000 PA USD 1270624.46000000 0.062263354772 Long DBT CORP NL N 2 2027-09-24 Fixed 5.13000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBE6 365000.00000000 PA USD 249703.04000000 0.012235990614 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N TRUST FIBRAUNO N/A 000000000 203000.00000000 PA USD 186823.36000000 0.009154749896 Long DBT MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 1855000.00000000 PA 1120231.72000000 0.054893784281 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.38000000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 000000000 900000.00000000 PA USD 745924.50000000 0.036551918556 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75000000 N N N N N N REPUBLIC OF GABON N/A 000000000 250000.00000000 PA USD 215767.51000000 0.010573076031 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.63000000 N N N N N N NEMAK SAB DE CV 5493000MY3DAIB0BP706 000000000 800000.00000000 PA USD 692955.60000000 0.033956327556 Long DBT CORP MX N 2 2031-06-28 Fixed 3.63000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 000000000 792090.00000000 PA USD 766275.71000000 0.037549171991 Long DBT CORP LU N 2 2034-06-15 Fixed 5.20000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 5535000.00000000 PA USD 5679528.31000000 0.278309207196 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N ZURICH FINANCE IRELAND 549300E0FVHYR37EGX65 000000000 200000.00000000 PA USD 180507.56000000 0.008845261996 Long DBT CORP IE N 2 2051-04-19 Fixed 3.00000000 N N N N N N BCP MODULAR SERVICES 213800227GGD6UI7PI97 000000000 150000.00000000 PA 188096.59000000 0.009217140928 Long DBT CORP GB N 2 2028-11-30 Fixed 6.13000000 N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 121000.00000000 PA 77016.22000000 0.003773961843 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.38000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 000000000 652000.00000000 PA USD 624405.40000000 0.030597219057 Long DBT CORP US N 2 2029-11-16 Fixed 4.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 2620000.00000000 PA 473797.18000000 0.023217089578 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 4030000.00000000 PA USD 3661174.40000000 0.179405487402 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.38000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 000000000 255000.00000000 PA USD 244259.40000000 0.011969240446 Long DBT CORP LU N 2 2033-06-25 Fixed 8.63000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 685428.00000000 PA USD 550398.68000000 0.026970729242 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 2290082.40000000 PA USD 2031990.11000000 0.099571923173 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 312000.00000000 PA USD 338056.44000000 0.016565498870 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 2435000.00000000 PA USD 2500367.58000000 0.122523435205 Long DBT CORP AR N 2 2033-09-30 Fixed 7.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DU3 1255000.00000000 PA USD 1088712.50000000 0.053349274130 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 3510000.00000000 PA USD 3543274.80000000 0.173628151255 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAL5 1536000.00000000 PA USD 1667193.29000000 0.081696087678 Long DBT CORP GB N 2 2033-04-24 Fixed 9.85000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 716000.00000000 PA USD 695572.31000000 0.034084552022 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 953000000.00000000 PA 52325.38000000 0.002564057123 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.13000000 N N N N N N NEW IMMO HOLDING SA 5493007LOTJ0I8E94R81 000000000 500000.00000000 PA 574153.79000000 0.028134781161 Long DBT CORP FR N 2 2028-12-08 Fixed 4.88000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 2160000.00000000 PA USD 2058872.26000000 0.100889206836 Long DBT CORP KY N 2 2032-01-24 Fixed 6.63000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 883000000.00000000 PA 48527.82000000 0.002377968446 Long DBT NUSS ID N 2 2043-06-15 Fixed 7.13000000 N N N N N N HANWHA TOTALENERGIES 988400G0X7SXITD3EI81 000000000 320000.00000000 PA USD 312548.14000000 0.015315536838 Long DBT CORP KR N 2 2029-07-18 Fixed 5.50000000 N N N N N N IBERCAJA BANCO SA 549300OLBL49CW8CT155 000000000 600000.00000000 PA 738512.75000000 0.036188726728 Long DBT CORP ES N 2 2028-01-25 Fixed 9.13000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1917000.00000000 PA 114788.14000000 0.005624867857 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 810000.00000000 PA USD 839038.50000000 0.041114706538 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 222000.00000000 PA USD 236149.43000000 0.011571834324 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2411300.00000000 PA 117242.54000000 0.005745138781 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAH4 1565000.00000000 PA USD 1664048.57000000 0.081541989576 Long DBT CORP GB N 2 2029-09-17 Fixed 10.88000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 200000.00000000 PA 208993.87000000 0.010241152978 Long DBT CORP FR N 2 2030-06-10 Fixed 5.50000000 N N N N N BBVA MEX BANCA GRUPO TX 549300WIWQK5Q9MCUN92 000000000 750000.00000000 PA USD 812489.25000000 0.039813735697 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N SAAVI ENERGIA SARL 254900A2V0IO8K56UH35 000000000 740000.00000000 PA USD 810485.00000000 0.039715523100 Long DBT CORP LU N 2 2035-02-10 Fixed 8.88000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 280000.00000000 PA 11611.52000000 0.000568989667 Long DBT NUSS CZ N 2 2044-04-04 Fixed 4.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 902000000.00000000 PA 50132.38000000 0.002456595366 Long DBT NUSS ID N 2 2045-08-15 Fixed 7.13000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 200000.00000000 PA USD 217082.46000000 0.010637511434 Long DBT CORP GB N 2 2033-04-24 Fixed 9.85000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 1575000.00000000 PA 1680096.75000000 0.082328385208 Long DBT CORP LU N 2 2031-03-26 Fixed 7.50000000 N N N N N N MEDCO CYPRESS TREE PTE 254900NKZ2Y3YZK4WC46 000000000 772000.00000000 PA USD 805180.75000000 0.039455603344 Long DBT CORP SG N 2 2030-05-19 Fixed 8.63000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 1124000.00000000 PA USD 1244470.32000000 0.060981745179 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N BONOS TESORERIA GENL REP 549300FLZTJM5YJF8D34 000000000 163270360.00000000 PA 171602.13000000 0.008408876608 Long DBT NUSS CL N 2 2035-03-01 Fixed 2.00000000 N N N N N N SCOR SE 96950056ULJ4JI7V3752 000000000 200000.00000000 PA USD 192427.64000000 0.009429371773 Long DBT CORP FR N 2 2029-03-13 Fixed 5.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 73025000.00000000 PA 4619849.10000000 0.226382627255 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N Senegal Government International Bonds 549300NP14ZLQGWIUZ97 000000000 2075000.00000000 PA USD 1110259.77000000 0.054405137100 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 1155000000.00000000 PA 1242907.83000000 0.060905179780 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP CA N 2 2031-01-15 None 0.00000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 721344.82000000 PA USD 724162.39000000 0.035485527959 Long LON CORP CA N 2 2031-01-15 Floating 7.39000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 236245.54000000 PA USD 236275.07000000 0.011577990956 Long LON CORP CA N 2 2030-09-20 Floating 5.39000000 N N N N N N PointClickCare Technologies, Inc. 5493001Z0LHHBZLVDX36 000000000 890000.00000000 PA USD 887775.00000000 0.043502900757 Long LON CORP CA N 2 2031-11-03 None 0.00000000 N N N N N N SPEEDSTER BIDCO GMBH 254900LE837QB2YYV824 000000000 1498125.00000000 PA USD 1488137.00000000 0.072921941060 Long LON CORP DE N 2 2031-12-11 None 0.00000000 N N N N N N AI CANDELARIA -SPAIN- SA 213800L5KA2MJ5FKRZ02 000000000 1545000.00000000 PA USD 1431743.78000000 0.070158550952 Long DBT CORP ES N 2 2033-06-15 Fixed 5.75000000 N N N N N N Opal Bidco SAS 969500R96XT7XY2UJ564 000000000 472500.31000000 PA USD 472795.62000000 0.023168010966 Long LON CORP US N 2 2032-04-28 Floating 6.70000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 70305594.23000000 NS USD 70305594.23000000 3.445126623845 Long STIV RF US N 1 N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 000000000 305000.00000000 PA USD 271450.00000000 0.013301638828 Long DBT CORP KY N 2 2032-09-15 None 0.00000000 N N N N Y Alibaba Group Holding Ltd. USD XXXX N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 1499000.00000000 PA USD 1042149.77000000 0.051067599356 Long DBT NUSS BM N 2 2050-08-20 Fixed 3.38000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 283000.00000000 PA USD 285682.84000000 0.013999078861 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N BIOCON BIOLOGICS GLOBAL 254900PMQN51VACG2D55 000000000 1333000.00000000 PA USD 1340079.78000000 0.065666816114 Long DBT CORP GB N 2 2029-10-09 Fixed 6.67000000 N N N N N N C&W SENIOR FINANCE LTD 213800CG16G1YMJRCG10 000000000 1108000.00000000 PA USD 1120415.14000000 0.054902772259 Long DBT CORP KY N 2 2033-01-15 Fixed 9.00000000 N N N N N N Froneri Lux Finco Sarl 9845005YBZ75E5AA3B94 000000000 1431412.46000000 PA USD 1422878.38000000 0.069724127121 Long LON CORP US N 2 2032-09-30 Floating 6.13000000 N N N N N N GRAB HOLDINGS LTD 549300N4VQX83VPJF439 000000000 485000.00000000 PA USD 472875.00000000 0.023171900758 Long DBT CORP KY N 2 2030-06-15 None 0.00000000 N N N N N Grab Holdings Ltd. USD XXXX N N N Grifols Worldwide Operations USA, Inc. N/A 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2033-04-14 Floating 6.19000000 N N N N N N Howden Group Holdings Ltd 213800R6D9EVRN5D3117 000000000 399000.00000000 PA USD 375010.13000000 0.018376309840 Long LON CORP LU N 2 2031-02-15 Floating 6.40000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 000000000 460000.00000000 PA USD 409687.50000000 0.020075576192 Long LON CORP US N 2 2031-02-07 Floating 6.64000000 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-08-27 Floating 8.43000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 000000000 1190000.00000000 PA USD 86029.86000000 0.004215649755 Long ABS-CBDO CORP KY N 2 2030-07-21 Variable 0.00000000 N N N N N N Coral-US Co-Borrower LLC N/A 000000000 1500000.00000000 PA USD 1461093.00000000 0.071596726396 Long LON CORP US N 2 2029-10-15 None 0.00000000 N N N N N N Coral-US Co-Borrower, LLC N/A 000000000 200000.00000000 PA USD 194416.60000000 0.009526835127 Long LON CORP US N 2 2032-01-31 None 0.00000000 N N N N N N Sixth Street CLO LTD. 2549009LM706L5P4IH84 000000000 250000.00000000 PA USD 250676.00000000 0.012283667765 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 9.33000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 000000000 845000.00000000 PA USD 810090.19000000 0.039696176553 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 1900000.00000000 PA USD 1824296.40000000 0.089394480855 Long LON CORP US N 2 2029-01-31 Floating 6.99000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 225000.00000000 PA USD 200559.38000000 0.009827844672 Long LON CORP US N 2 2031-03-31 None 0.00000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 000000000 1088000.00000000 PA USD 1093101.43000000 0.053564341220 Long DBT CORP GB N 2 2028-10-06 Fixed 9.50000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 000000000 1330000.00000000 PA USD 1300998.87000000 0.063751766750 Long DBT CORP GB N 2 2031-02-14 Fixed 9.38000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 275000.00000000 PA USD 276242.71000000 0.013536492014 Long DBT CORP CH N 2 2035-02-05 Fixed 7.00000000 N N N N N N Camelot US Acquisition LLC 549300U6VBJHQP2SFL81 000000000 1778000.00000000 PA USD 1644650.00000000 0.080591417567 Long LON CORP US N 2 2031-01-31 None 0.00000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 000000000 2100000.00000000 PA USD 1296760.50000000 0.063544077426 Long DBT CORP LU N 2 2032-04-08 Fixed 5.88000000 N N N N N N Delta 2 (LUX) S.a.r.l. 549300BBG8Z3D6QSYP53 000000000 610000.00000000 PA USD 610381.25000000 0.029910005286 Long LON CORP LU N 2 2031-09-30 Floating 5.48000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 000000000 3050000.00000000 PA USD 3066165.00000000 0.150248736111 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 000000000 400000.00000000 PA USD 383152.00000000 0.018775279131 Long DBT CORP LU N 2 2033-06-25 Fixed 8.63000000 N N N N N N GOL FINANCE 549300FRXVB8W0960Y03 000000000 680000.00000000 PA USD 668950.00000000 0.032780001083 Long DBT CORP KY N 2 2030-06-06 Fixed 14.38000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 1685000.00000000 PA USD 1573747.84000000 0.077117057926 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 4841000.00000000 PA USD 4750684.99000000 0.232793869674 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 1200000.00000000 PA USD 1209684.44000000 0.059277161601 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.59000000 N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 1863000.00000000 PA USD 1845957.76000000 0.090455934483 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 2640000.00000000 PA USD 2845341.50000000 0.139427905601 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1559000.00000000 PA USD 390585.39000000 0.019139531366 Long DBT NUSS LB N 2 2027-11-29 None 0.00000000 Y N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 1200000.00000000 PA USD 1282134.49000000 0.062827371210 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1559000.00000000 PA USD 391925.43000000 0.019205196232 Long DBT NUSS LB N 2 2028-11-03 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1645000.00000000 PA USD 417629.94000000 0.020464772980 Long DBT NUSS LB N 2 2029-05-25 None 0.00000000 Y N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 596000.00000000 PA USD 343093.36000000 0.016812318876 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N Y N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 000000000 430650.00000000 PA USD 429304.22000000 0.021036838024 Long LON CORP NL N 2 2032-06-04 Floating 5.73000000 N N N N N N FUGUE FINANCE BV 254900Y4DWBRGAFENC88 000000000 835569.65000000 PA USD 834612.09000000 0.040897802846 Long LON CORP US N 2 2032-01-09 Floating 5.92000000 N N N N N N YINSON BORONIA PRODUCTIO 5493007X12FTT746N678 000000000 262293.53000000 PA USD 288671.80000000 0.014145544385 Long DBT CORP NL N 2 2042-07-31 Fixed 8.95000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -532000.00000000 OU Notional Amount -4315.43000000 -0.00021146543 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -4315.43000000 0.00000000 DFE HU -532000.00000000 EUR -201096000.00000000 HUF 2026-11-26 1.00000000 378.00000000 EUR 2026-11-26 XXXX 2443.94000000 N N N El Salvador Government International Bonds 529900AKDMUSFSDOM949 000000000 800000.00000000 PA USD 744664.00000000 0.036490151321 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12000000 N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 000000000 860000.00000000 PA USD 753059.69000000 0.036901558343 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 277707.31000000 PA USD 263109.63000000 0.012892942606 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 215000.00000000 PA USD 241778.25000000 0.011847658714 Long DBT NUSS BS N 2 2032-10-15 Fixed 8.95000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 670000.00000000 PA USD 752570.80000000 0.036877601673 Long DBT NUSS BS N 2 2036-06-24 Fixed 8.25000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 000000000 792405.91000000 PA USD 805282.51000000 0.039460589805 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 2091000.00000000 PA USD 1008907.50000000 0.049438656017 Long DBT NUSS VE N 2 2028-05-07 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1450000.00000000 PA USD 812000.00000000 0.039789761386 Long DBT NUSS VE N 2 2022-08-23 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 337000.00000000 PA USD 183665.00000000 0.008999983405 Long DBT NUSS VE N 2 2031-08-05 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1525000.00000000 PA USD 838750.00000000 0.041100569412 Long DBT NUSS VE N 2 2026-10-21 None 0.00000000 Y N N N N N BUFFALO ENERGY MX HLDGS N/A 000000000 500626.51000000 PA USD 528876.86000000 0.025916113377 Long DBT CORP MX N 2 2039-02-15 Fixed 7.88000000 N N N N N N COMISION EJ HI RIO LEMPA 254900YU43PQQ27Q0E71 000000000 150000.00000000 PA USD 158643.00000000 0.007773851127 Long DBT CORP SV N 2 2033-01-24 Fixed 8.65000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 1250000.00000000 PA USD 1288967.50000000 0.063162203522 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 884000.00000000 PA USD 909282.40000000 0.044556810011 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 270000.00000000 PA USD 260982.00000000 0.012788684120 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 1804000.00000000 PA USD 1597442.00000000 0.078278123163 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 4835000.00000000 PA USD 4602194.75000000 0.225517525809 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 15500000.00000000 PA 313063.05000000 0.015340768544 Long DBT NUSS DO N 2 2033-02-03 Fixed 13.63000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 1876000.00000000 PA USD 1992687.20000000 0.097645995328 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 636000.00000000 PA USD 629862.60000000 0.030864633695 Long DBT NUSS DO N 2 2035-10-28 Fixed 5.88000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 000000000 730000.00000000 PA USD 703537.50000000 0.034474863610 Long DBT CORP MX N 2 2038-02-10 Fixed 5.75000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 200000.00000000 PA USD 218836.00000000 0.010723438698 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 1080000.00000000 PA USD 1195754.40000000 0.058594559425 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 240000.00000000 PA USD 248260.80000000 0.012165317726 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.13000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 240000.00000000 PA USD 256693.20000000 0.012578523617 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 275000.00000000 PA USD 311086.88000000 0.015243931928 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 900000.00000000 PA USD 788494.50000000 0.038637940898 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 1275000.00000000 PA USD 1195465.50000000 0.058580402698 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.85000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 420000.00000000 PA USD 435141.00000000 0.021322852905 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 2175000.00000000 PA USD 2279835.00000000 0.111716860407 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 628000000.00000000 PA 99580.44000000 0.004879657569 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 500000.00000000 PA USD 184500.00000000 0.009040900216 Long DBT CORP VE N 2 2027-04-12 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 2543000.00000000 PA USD 1137483.90000000 0.055739178524 Long DBT CORP VE N 2 2035-05-17 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 3163000.00000000 PA USD 1194032.50000000 0.058510182589 Long DBT CORP VE N 2 2026-11-15 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 810743.00000000 PA USD 305650.11000000 0.014977518404 Long DBT CORP VE N 2 2024-05-16 None 0.00000000 Y N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 000000000 1475000.00000000 PA USD 1055591.13000000 0.051726255153 Long DBT CORP PE N 2 2047-06-19 Fixed 5.63000000 N N N N N N SAN MIGUEL INDUSTRIAS N/A 000000000 1135000.00000000 PA USD 1096585.93000000 0.053735089279 Long DBT CORP PE N 2 2028-08-02 Fixed 3.75000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 2900000.00000000 PA 870327.76000000 0.042647948151 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Venezuela Government International Bonds 529900XM8PJTJK5OJI77 000000000 100000.00000000 PA USD 44000.00000000 0.002156095444 Long DBT NUSS VE N 2 2038-03-31 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 260000.00000000 PA USD 118300.00000000 0.005796956615 Long DBT NUSS VE N 2 2024-10-13 None 0.00000000 Y N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 000000000 1125000.00000000 PA USD 1135606.13000000 0.055647163721 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 900000.00000000 PA 53083.01000000 0.002601182637 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Evertec Group LLC 54930056CPTQSUNQYB82 000000000 499954.45000000 PA USD 499329.51000000 0.024468229133 Long LON CORP PR N 2 2030-10-30 Floating 5.89000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 1171000.00000000 PA USD 1128273.10000000 0.055287829344 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.38000000 N N N N N N DANGOTE FERTLISER LTD 0292006832A6M7BC0G53 000000000 1146000.00000000 PA USD 1153523.31000000 0.056525144407 Long DBT CORP NG N 2 2031-05-05 Fixed 7.75000000 N N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 403000.00000000 PA USD 388580.99000000 0.019041311418 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N Senegal Government International Bonds 549300NP14ZLQGWIUZ97 000000000 911000.00000000 PA USD 487444.17000000 0.023885821691 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Senegal Government International Bonds 549300NP14ZLQGWIUZ97 000000000 309000.00000000 PA USD 161277.96000000 0.007902969883 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N GOLOMT BANK OF MONGOLIA 549300QLH7BRA4EIZO16 000000000 605000.00000000 PA USD 627431.98000000 0.030745528042 Long DBT CORP MN N 2 2027-05-20 Fixed 11.00000000 N N N N N N 2026-08-07 Mercer Funds Fred Keyo Fred Keyo Vice President, Assistant Treasurer, Chief Financial Officer XXXX